PIMCOFUNDS > PIMCO Funds
PIMCO All Asset: Multi-RAE PLUS Fund
$2.56B
Avg Monthly Net Assets
$3.09B
Total Assets
$703.56M
Total Liabilities
$2.38B
Net Assets
PIMCO All Asset: Multi-RAE PLUS Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $2.56B.
On August 28th, 2024 it reported 1,899 holdings, the largest
being PIMCO FUNDS (5.9%), UMBS PASS THRU POOLS (4.9%) and FHLMC PASS THRU POOLS (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO All Asset: Multi-RAE PLUS Fund | C000221900 | 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 |
|---|---|---|---|---|---|---|
| 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113 | Derivative-interest rate | US | $198K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $90K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $75K | – | 0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.17 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.09 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.09 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.2 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-39.48 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-381.32 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-509.72 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-522.72 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-619.16 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-567.45 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-846.5 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-826 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-189.82 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-742.98 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-610.89 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-783.56 | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $2M | 22K | 0.09 |
| 510 ASSETS BACKED TRUST FTAB 2021 NPL1 A1 144A (510 ASSET BACKED 2021-NPL1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6 (AAMES MORTGAGE INVESTMENT TRUST 2004-1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 2 M5 (AAMES MORTGAGE INVESTMENT TRUST 2005-2) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-4M | – | -0.18 | |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2005 HE3 M4 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| ACE SECURITIES CORP. ACE 2006 CW1 A1 (ACE SECURITIES CORP 2006-CW1) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| ACE SECURITIES CORP. ACE 2006 HE3 A2D (ACE SECURITIES CORP 2006-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $192.55 | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC1 M1 (ACE SECURITIES CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ACE SECURITIES CORP. ACE 2007 ASP1 A1 (ACE SECURITIES CORP 2007-ASP1) | Long | ABS-mortgage backed security | US | $12M | – | 0.51 |
| ACE SECURITIES CORP. ACE 2007 HE2 A2C (ACE SECURITIES CORP 2007-HE2) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2D (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| ACHV ABS TRUST ACHV 2023 4CP A 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $218K | – | 0.01 |
| ACHV ABS TRUST ACHV 2023 4CP B 144A (ACHV ABS TRUST 2023-4CP) | Long | ABS-other | US | $1M | – | 0.06 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 4 M2 (AEGIS ASSET BACKED SECURITIES TR 2005-4) | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $2M | – | 0.07 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $2M | – | 0.09 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $4M | – | 0.18 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $4M | 22K | 0.18 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $19.26 | – | 0.00 |
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2023 3 A 144A (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.11 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $5M | 22K | 0.21 |
| AMERICAN EXPRESS CO SR UNSECURED 02/28 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A11 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $12M | – | 0.49 |
| AMERICAN TOWER CORP SR UNSECURED 01/32 1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $429K | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $777K | – | 0.03 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 (AMERIQUEST MORTGAGE SEC INC 2004-R10) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M4 (AMERIQUEST MTGE SEC INC 2004-R11) | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3 (AMERIQUEST MTGE SEC INC 2004-R9) | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R4) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M2 (AMERIQUEST MTGE SECURITIES INC 2005-R9) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $7M | 22K | 0.29 |
| ANGEL OAK MORTGAGE TRUST AOMT 2020 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2020-4) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $4M | – | 0.16 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $57M | 273K | 2.41 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.11 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| AREIT CRE TRUST AREIT 2021 CRE5 B 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $4M | – | 0.15 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.28 |
| ARGENT SECURITIES INC. ARSI 2003 W10 M1 (ARGENT SECURITIES INC 2003-W10) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $396K | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C (ARGENT SECURITIES INC 2006-W1) | Long | ABS-mortgage backed security | US | $668K | – | 0.03 |
| ARGENT SECURITIES INC. ARSI 2006 W3 A2C (ARGENT SECURITIES INC. 2006-W3) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A (ASCENT EDUCATION FUNDING TRUST 2024-A) | Long | ABS-other | US | $950K | – | 0.04 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M3 (ASSET BACKED FUNDING CERT 2005-HE1) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 (ASSET BACKED SEC HOME EQTY LN 2004-HE3) | Long | ABS-mortgage backed security | US | $553K | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 (ASSET BACK SEC CORP HM EQ LN TR 2005-HE2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $83K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $35K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $7M | – | 0.30 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $1M | – | 0.05 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $2M | – | 0.07 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A) | Long | ABS-other | US | $13M | – | 0.54 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $680K | – | 0.03 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.10 |
| AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $376K | – | 0.02 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $893K | – | 0.04 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3 (BANC OF AMERICA FUNDING CORP 2004-A) | Long | ABS-mortgage backed security | US | $256.9 | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 A 4A1 (BANC OF AMERICA FUNDING CORP 2005-A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4 (BANC OF AMERICA FUNDING CORP 2006-6) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A5 (BANC OF AMERICA FUNDING CORP 2007-A) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 (BANC OF AMERICA FUNDING CORP 2007-B) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 3A1 (BANC OF AMERICA FUNDING CORP 2007-D) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $54.1 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $2.16 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2004-A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E 2A6 (BANK OF AMERICA MTGE SECURITIES 2004-E) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 (BANK OF AMERICA MTGE SECURITIES 2004-L) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $5M | – | 0.21 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.12 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $5M | – | 0.20 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $8M | – | 0.36 |
| BARCLAYS PLC JR SUBORDINA REGS VAR | Long | Debt | GB | $629K | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $3M | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $513K | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $3M | – | 0.13 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $380K | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $410K | – | 0.02 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $205K | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $411K | – | 0.02 |
| BCAP LLC TRUST BCAP 2007 AA1 2A1 (BCAP LLC TRUST 2007-AA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $16.32 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $904.71 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 2 A5 144A (BEAR STEARNS ADJ RATE MTGE TR 2003-2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $216.69 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A2 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $109.41 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $910.34 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1 (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 7 1A1 (BEAR STEARNS ALT-A TRUST 2006-7) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2007 1 1A1 (BEAR STEARNS ALT-A TRUST 2007-1) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 2 M1 (BEAR STEARNS ABS INC 2004-2) | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE1 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 (BEAR STEARNS ASSETBACKED SEC 2006-3) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $667K | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD4 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4) | Long | ABS-mortgage backed security | US | $11M | – | 0.45 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A2R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.34 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.35 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.20 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.26 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.05 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $4M | 22K | 0.17 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $35K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-11.21 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-14K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-32K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-35K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-39K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-44K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-47K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-62K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-66K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-69K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-227K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-337K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-48K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $20K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-32.64 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-50K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-46K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-47K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-54K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $18K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $8K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-36K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-75K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-11K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-12K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-15K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-118K | – | -0.00 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $1K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-8K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-23K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $11K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $695.49 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $325 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $318.77 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-44K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-44K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-50K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-277K | – | -0.01 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-383.35 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-18.65 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $27K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-292K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-301.12 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-253.11 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-32K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-36K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-11K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-15K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-17K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-17K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-17K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-21K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-30K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-30K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-41K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-53K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-55K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-113K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-22K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $14K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-9K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $42K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $167K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $36K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $9K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $218.13 | – | 0.00 | |
| BPCE SA 144A 01/27 5.203 | Long | Debt | FR | $249K | – | 0.01 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A2 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $357K | – | 0.01 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $499K | – | 0.02 |
| BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A (BSPRT 2022-FL9 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.42 |
| BX TRUST BX 2021 ARIA B 144A (BX TRUST 2021-ARIA) | Long | ABS-mortgage backed security | US | $16M | – | 0.66 |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A (CAIRN CLO VII BV 16-7A) | Long | ABS-collateralized bond/debt obligation | IE | $670K | – | 0.03 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804 (CALIFORNIA STATE PUBLIC WORKS BOARD) | Long | Debt | US | $40K | – | 0.00 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $397K | – | 0.02 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $397K | – | 0.02 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.35 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.30 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC5 M2 (CARRINGTON MTGE LOAN TRUST 2005-NC5) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2019 3A E 144A (CARVANA AUTO RECEIVABLES TRUST 2019-3A) | Long | ABS-other | US | $1M | – | 0.06 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $7M | 22K | 0.30 |
| CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CENTEX HOME EQUITY CXHE 2004 B M1 (CENTEX HOME EQUITY 2004-B) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1 (CHASE FUNDING MTGE LN ASSET BK 2002-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 1A3 (CHASE MORGAGE FINANCE CORP 2005-A2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.05 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $3M | 22K | 0.14 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| CHICAGO IL WTR REVENUE CHIWTR 11/29 FIXED 6.642 (CITY OF CHICAGO IL WATERWORKS REVENUE) | Long | Debt | US | $115K | – | 0.00 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $1M | 22K | 0.04 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $18M | – | 0.74 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A3 (CITIGROUP MTGE LOAN TR INC 2006-FX1) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 (CITIGROUP MORTGAGE LOAN TRUST INC 2006-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1 (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 (CITIGROUP MTGE LOAN TR INC 2006-WFH2) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL2) | Long | ABS-mortgage backed security | US | $905K | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A3B (CITIGROUP MTGE LOAN TR INC 2007-AHL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2 (CITIGROUP MTGE LOAN TR INC 2007-AR1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $16M | – | 0.67 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A12 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A7) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.13 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.08 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.05 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $1M | 22K | 0.06 |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $978K | – | 0.04 |
| CON EDISON CO OF NY INC SR UNSECURED 04/30 3.35 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $244K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.08 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $399K | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $250K | – | 0.01 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.28 |
| CORDATUS CLO PLC CORDA 5A ARR 144A (CVC CORDATUS LOAN FUND V LTD 5A) | Long | ABS-collateralized bond/debt obligation | IE | $586K | – | 0.02 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.14 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 11CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 19CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-19CB) | Long | ABS-mortgage backed security | US | $575K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB) | Long | ABS-mortgage backed security | US | $109.52 | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A1 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $788K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-31) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 69 A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-69) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J3) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J5) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA2 A5 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8) | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A10 (COUNTRYWIDE ALTERNATIVE LN TR 2007-24) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA4 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA4) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1D (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV4 (COUNTRYWIDE ASSET-BACKED CERT 2005-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV7 (COUNTRYWIDE ASSET-BACKED CERT 2005-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 10 1AF5 (COUNTRYWIDE ASSET-BACKED CERT 2006-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-16) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 18 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-18) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-20) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-BC5) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 (COUNTRYWIDE ASSET-BACKED CERTIFICAT 2007-3) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A (COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH1) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH2) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 15 4A (COUNTRYWIDE HOME LOANS 2004-15) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $125.5 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $617.12 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $670K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-12) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 (COUNTRYWIDE HOME LOANS 2006-20) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 (CHL MORTGAGE PASS-THROUGH TRUST 2007-19) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 5 A51 (COUNTRYWIDE HOME LOANS 2007-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE PARTNERSHIP TRUST CPT 2004 EC1 M1 (COUNTRYWIDE PARTNERSHIP TRUST 2004-EC1) | Long | ABS-mortgage backed security | US | $959K | – | 0.04 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.07 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.14 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $698K | – | 0.03 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR15) | Long | ABS-mortgage backed security | US | $270.81 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1 (CSFB MORTGAGE SECURITIES CORP 2005 8) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 2A6 (CREDIT SUISSE MRTG CAPITAL CERT 2006-7) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 1A13 (CREDIT SUISSE MORTGAGE CAP CERT 2007-2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A (CREDIT SUISSE MORTGAGE CAP CERT 2009-3R) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 16 B9 144A (CREDIT SUISSE MORTGAGE TRUST 2010-16) | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 5A3 144A (CREDIT SUISSE MORTGAGE TRUST 2014-7R) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R) | Long | ABS-mortgage backed security | US | $13M | – | 0.53 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A (CREDIT SUISSE MORTGAGE TRUST 2020-RPL6) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $843K | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A (CSMC TRUST 2021-RPL4) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| CROWN CASTLE INC SR UNSECURED 02/29 4.3 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $335K | – | 0.01 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $271K | – | 0.01 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.00 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $121K | – | 0.01 |
| CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $288K | – | 0.01 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $336K | – | 0.01 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $528K | – | 0.02 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $132K | – | 0.01 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A (CSAB MORTGAGE BACKED TR 2006-4) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| CVS HEALTH CORP SR UNSECURED 04/40 4.125 (CVS HEALTH CORPORATION) | Long | Debt | US | $15K | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $27K | – | 0.00 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $2M | – | 0.07 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $2M | – | 0.07 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $22K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR1 1A3 (DEUTSCHE ALT-A SECURITIES INC 2006-AR1) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A6 (DEUTSCHE ALT-A SECURITIES INC 2006-AR6) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1 (DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $2M | – | 0.08 |
| DEUTSCHE BANK NY 05/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.11 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $4M | – | 0.17 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.08 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $4M | – | 0.18 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.21 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-1M | – | -0.06 | |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $1M | – | 0.04 |
| DOMINION RESOURCES (DOMINION ENERGY INC) | Long | Debt | US | $449K | – | 0.02 |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 22K | 0.05 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $7M | – | 0.30 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A (DSLA MORTGAGE LOAN TRUST 2004-AR1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1 (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $202.16 | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 1A1A (DSLA MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 1A1A (DSLA MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $429K | – | 0.02 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $6M | – | 0.26 |
| DTE ELECTRIC CO 1ST MORTGAGE 03/31 2.625 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $268K | – | 0.01 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2019-1A) | Long | ABS-other | US | $253K | – | 0.01 |
| EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | Long | Debt | US | $54K | – | 0.00 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A (EMC MORTGAGE LOAN TRUST 2002-B) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 (ENCORE CREDIT RECEIVABLES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $846K | – | 0.04 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $194K | – | 0.01 |
| EQUINOR ASA COMPANY GUAR 04/30 3.125 | Long | Debt | NO | $16K | – | 0.00 |
| ERADXULT TRS EQUITY FEDL01+60 MYI | Derivative-equity | US | $-1M | – | -0.06 | |
| ERADXULT TRS EQUITY FEDL01+63 CBK | Derivative-equity | US | $-523K | – | -0.02 | |
| ERADXULT TRS EQUITY FEDL01+65 *BULLET* M | Derivative-equity | US | $84K | – | 0.00 | |
| ERADXULT TRS EQUITY FEDL01+72.5 JPM | Derivative-equity | US | $-3M | – | -0.14 | |
| ERADXULT TRS EQUITY FEDL01+78.5 MYI | Derivative-equity | US | $-154K | – | -0.01 | |
| ERAEMLT TRS EQUITY FEDL01+103 MEI | Derivative-equity | US | $73K | – | 0.00 | |
| ERAEMLT TRS EQUITY FEDL01+93 MEI | Derivative-equity | US | $457K | – | 0.02 | |
| ERAUSLT TRS EQUITY FEDL01+48 JPM | Derivative-equity | US | $290K | – | 0.01 | |
| ERAUSLT TRS EQUITY FEDL01+51 MYI | Derivative-equity | US | $253K | – | 0.01 | |
| ERAUSST TRS EQUITY FEDL01+10 ULO | Derivative-equity | US | $-641K | – | -0.03 | |
| ERAUSST TRS EQUITY FEDL01+23 MYI | Derivative-equity | US | $-966K | – | -0.04 | |
| ERAUSST TRS EQUITY FEDL01+38 RBC | Derivative-equity | US | $-1M | – | -0.04 | |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.14 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-92K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-62K | – | -0.00 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $9K | – | 0.00 |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $6M | – | 0.27 |
| EXELON CORP SR UNSECURED 04/30 4.05 (EXELON CORPORATION) | Long | Debt | US | $17K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 3A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.07 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.12 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $997K | – | 0.04 |
| EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95 | Long | Debt | US | $164K | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $2M | – | 0.08 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.10 |
| FANNIE MAE FNR 2003 66 SA (FANNIE MAE 2003-66) | Long | ABS-mortgage backed security | US | $951.44 | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $12.54 | – | 0.00 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2005 79 NF (FANNIE MAE 2005-79) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE FNR 2006 115 ES (FANNIE MAE 2006-115) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $860.32 | – | 0.00 |
| FANNIE MAE FNR 2006 16 SM (FANNIE MAE 2006-16) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 15 AI (FANNIE MAE 2007-15) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 22 SW (FANNIE MAE REMICS 2007-22) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 25 FB (FANNIE MAE REMICS 2007-25) | Long | ABS-mortgage backed security | US | $965.48 | – | 0.00 |
| FANNIE MAE FNR 2007 32 JS (FANNIE MAE REMICS 2007-32) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE FNR 2007 32 SA (FANNIE MAE REMICS 2007-32) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2007 4 SL (FANNIE MAE 2007-4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2007 70 FA (FANNIE MAE REMICS 2007-70) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FANNIE MAE FNR 2009 87 HS (FANNIE MAE 2009-87) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2010 111 FC (FANNIE MAE 2010-111) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2010 2 LS (FANNIE MAE 2010-2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2010 99 CL (FANNIE MAE REMICS 2010-99) | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| FANNIE MAE FNR 2011 17 KS (FANNIE MAE REMICS 2011-17) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2011 40 SX (FANNIE MAE REMICS 2011-40) | Long | ABS-mortgage backed security | US | $533.72 | – | 0.00 |
| FANNIE MAE FNR 2011 60 OA (FANNIE MAE REMICS 2011-60) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $500K | – | 0.02 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.07 |
| FED HM LN PC POOL 1J1214 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201.69 | – | 0.00 |
| FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178.65 | – | 0.00 |
| FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $398.93 | – | 0.00 |
| FED HM LN PC POOL A27987 FG 07/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A36784 FG 09/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128.17 | – | 0.00 |
| FED HM LN PC POOL A39333 FG 10/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $404.82 | – | 0.00 |
| FED HM LN PC POOL A47333 FG 10/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A47673 FG 11/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115.45 | – | 0.00 |
| FED HM LN PC POOL A48592 FG 03/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $819.21 | – | 0.00 |
| FED HM LN PC POOL A48943 FG 05/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A53791 FG 11/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290.9 | – | 0.00 |
| FED HM LN PC POOL A56730 FG 01/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $644.43 | – | 0.00 |
| FED HM LN PC POOL A57043 FG 02/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A69435 FG 12/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129.86 | – | 0.00 |
| FED HM LN PC POOL A72047 FG 01/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A73952 FG 02/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A75692 FG 04/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A76483 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202.72 | – | 0.00 |
| FED HM LN PC POOL A77292 FG 04/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A83067 FG 11/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $496.58 | – | 0.00 |
| FED HM LN PC POOL A83575 FG 12/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C02054 FG 01/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120.13 | – | 0.00 |
| FED HM LN PC POOL C91154 FG 01/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91175 FG 05/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $925.91 | – | 0.00 |
| FED HM LN PC POOL C91276 FG 11/29 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91308 FG 06/30 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $527.96 | – | 0.00 |
| FED HM LN PC POOL G02410 FG 01/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455.57 | – | 0.00 |
| FED HM LN PC POOL G02869 FG 11/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03050 FG 07/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G03072 FG 11/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $929.05 | – | 0.00 |
| FED HM LN PC POOL G03355 FG 08/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G04264 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52.36 | – | 0.00 |
| FED HM LN PC POOL G04461 FG 07/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $792.19 | – | 0.00 |
| FED HM LN PC POOL G04468 FG 07/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04668 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04847 FG 10/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $972.53 | – | 0.00 |
| FED HM LN PC POOL G05196 FG 10/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $838.04 | – | 0.00 |
| FED HM LN PC POOL G05250 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G05255 FG 12/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G05342 FG 01/39 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G05408 FG 12/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247.11 | – | 0.00 |
| FED HM LN PC POOL G05409 FG 03/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167.46 | – | 0.00 |
| FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G08072 FG 08/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G08789 FG 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FED HM LN PC POOL G18666 FG 11/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FED HM LN PC POOL G30340 FG 08/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313.34 | – | 0.00 |
| FED HM LN PC POOL G30377 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458.44 | – | 0.00 |
| FED HM LN PC POOL Q49387 FG 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| FED HM LN PC POOL Q63559 FG 05/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| FED HM LN PC POOL QG1008 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FED HM LN PC POOL QG2201 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $912K | – | 0.04 |
| FED HM LN PC POOL QH1309 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL SD8315 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| FED HM LN PC POOL SD8323 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $910K | – | 0.04 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 2.18 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $939K | – | 0.04 |
| FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $539K | – | 0.02 |
| FED HM LN PC POOL SD8349 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.86 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86M | – | 3.61 |
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.46 |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FED HM LN PC POOL ZS8935 FR 01/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $412.89 | – | 0.00 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 1 A2 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 1 A3 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $3M | – | 0.13 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 (FIRST FRANKLIN MTG LOAN ABS 2005-FF10) | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 (FIRST FRANKLIN MTG LOAN 2006-FF12) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 (FIRST FRANKLIN MTG LOAN 2006-FF14) | Long | ABS-mortgage backed security | US | $10M | – | 0.42 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 (FIRST FRANKLIN MTG LOAN 2006-FF5) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4 (FIRST FRANKLIN MTG LOAN ABS 2006-FF9) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1A) | Long | ABS-other | US | $6M | – | 0.25 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.05 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA1 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA1) | Long | ABS-mortgage backed security | US | $444.22 | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA10 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2005-AA10) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR4) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $775K | – | 0.03 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.11 |
| FNMA POOL 190363 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $961.95 | – | 0.00 |
| FNMA POOL 190367 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 254514 FN 11/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247.65 | – | 0.00 |
| FNMA POOL 255628 FN 02/25 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83.3 | – | 0.00 |
| FNMA POOL 255893 FN 09/25 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15.37 | – | 0.00 |
| FNMA POOL 255935 FN 11/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85.9 | – | 0.00 |
| FNMA POOL 255994 FN 11/25 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $477.75 | – | 0.00 |
| FNMA POOL 256041 FN 12/25 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 256125 FN 01/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519.17 | – | 0.00 |
| FNMA POOL 256151 FN 03/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84.61 | – | 0.00 |
| FNMA POOL 256153 FN 03/26 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $512.36 | – | 0.00 |
| FNMA POOL 256197 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60.17 | – | 0.00 |
| FNMA POOL 256212 FN 04/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256448 FN 10/26 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223.81 | – | 0.00 |
| FNMA POOL 256513 FN 12/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 256553 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 256597 FN 02/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.49 | – | 0.00 |
| FNMA POOL 256599 FN 02/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $335.56 | – | 0.00 |
| FNMA POOL 256600 FN 02/27 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256601 FN 02/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192.97 | – | 0.00 |
| FNMA POOL 256713 FN 05/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 256715 FN 05/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284.85 | – | 0.00 |
| FNMA POOL 256885 FN 09/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 256927 FN 10/27 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $540.4 | – | 0.00 |
| FNMA POOL 256928 FN 10/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403.19 | – | 0.00 |
| FNMA POOL 256962 FN 11/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 257057 FN 01/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337.7 | – | 0.00 |
| FNMA POOL 257125 FN 03/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569.01 | – | 0.00 |
| FNMA POOL 257132 FN 03/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 257163 FN 04/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105.06 | – | 0.00 |
| FNMA POOL 257202 FN 04/28 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307 | – | 0.00 |
| FNMA POOL 257204 FN 05/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246.63 | – | 0.00 |
| FNMA POOL 257372 FN 09/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 257499 FN 12/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $810.31 | – | 0.00 |
| FNMA POOL 257575 FN 01/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191.64 | – | 0.00 |
| FNMA POOL 310122 FN 06/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 357639 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64.02 | – | 0.00 |
| FNMA POOL 357872 FN 07/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19.14 | – | 0.00 |
| FNMA POOL 357929 FN 08/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $297.05 | – | 0.00 |
| FNMA POOL 454945 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56.41 | – | 0.00 |
| FNMA POOL 555800 FN 10/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $562.34 | – | 0.00 |
| FNMA POOL 606116 FN 09/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4.61 | – | 0.00 |
| FNMA POOL 650988 FN 07/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166.23 | – | 0.00 |
| FNMA POOL 658746 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56.74 | – | 0.00 |
| FNMA POOL 682705 FN 01/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35.64 | – | 0.00 |
| FNMA POOL 689108 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 695208 FN 03/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 721620 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114.84 | – | 0.00 |
| FNMA POOL 725495 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328.09 | – | 0.00 |
| FNMA POOL 725690 FN 08/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.24 | – | 0.00 |
| FNMA POOL 725946 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9.12 | – | 0.00 |
| FNMA POOL 735227 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831.82 | – | 0.00 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210.48 | – | 0.00 |
| FNMA POOL 735896 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $808.56 | – | 0.00 |
| FNMA POOL 735961 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $348.49 | – | 0.00 |
| FNMA POOL 735972 FN 10/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.05 | – | 0.00 |
| FNMA POOL 741620 FN 10/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65.84 | – | 0.00 |
| FNMA POOL 744878 FN 11/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 745257 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174.05 | – | 0.00 |
| FNMA POOL 745281 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $959.18 | – | 0.00 |
| FNMA POOL 745418 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 745516 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 745822 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 752191 FN 11/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 753095 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 754031 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259.9 | – | 0.00 |
| FNMA POOL 754744 FN 11/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $280 | – | 0.00 |
| FNMA POOL 758900 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69.88 | – | 0.00 |
| FNMA POOL 761893 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $954.5 | – | 0.00 |
| FNMA POOL 763688 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 769481 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $322.34 | – | 0.00 |
| FNMA POOL 773068 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33.67 | – | 0.00 |
| FNMA POOL 776488 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 779439 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84.28 | – | 0.00 |
| FNMA POOL 780365 FN 06/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $880.18 | – | 0.00 |
| FNMA POOL 806513 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 811801 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275.33 | – | 0.00 |
| FNMA POOL 813586 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.11 | – | 0.00 |
| FNMA POOL 813595 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $416.7 | – | 0.00 |
| FNMA POOL 819297 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 819567 FN 04/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452.51 | – | 0.00 |
| FNMA POOL 823384 FN 05/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 824601 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64.36 | – | 0.00 |
| FNMA POOL 826082 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65.3 | – | 0.00 |
| FNMA POOL 828355 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38.67 | – | 0.00 |
| FNMA POOL 828809 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 829125 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 829708 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161.23 | – | 0.00 |
| FNMA POOL 831286 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 831819 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37.13 | – | 0.00 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171.87 | – | 0.00 |
| FNMA POOL 835751 FN 08/35 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87.51 | – | 0.00 |
| FNMA POOL 836362 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 836552 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $891.44 | – | 0.00 |
| FNMA POOL 838630 FN 10/35 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63.92 | – | 0.00 |
| FNMA POOL 840699 FN 09/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125.36 | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $624.92 | – | 0.00 |
| FNMA POOL 843325 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76.88 | – | 0.00 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58.44 | – | 0.00 |
| FNMA POOL 844703 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168.4 | – | 0.00 |
| FNMA POOL 847031 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918.74 | – | 0.00 |
| FNMA POOL 848067 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $860.04 | – | 0.00 |
| FNMA POOL 848205 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52.48 | – | 0.00 |
| FNMA POOL 850662 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $944.87 | – | 0.00 |
| FNMA POOL 865115 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115.78 | – | 0.00 |
| FNMA POOL 865188 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31.22 | – | 0.00 |
| FNMA POOL 870821 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $549.98 | – | 0.00 |
| FNMA POOL 872787 FN 06/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66.97 | – | 0.00 |
| FNMA POOL 878481 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $548.86 | – | 0.00 |
| FNMA POOL 879839 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29 | – | 0.00 |
| FNMA POOL 880623 FN 04/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 881635 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $620.98 | – | 0.00 |
| FNMA POOL 884863 FN 04/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7.87 | – | 0.00 |
| FNMA POOL 888129 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 888227 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302.16 | – | 0.00 |
| FNMA POOL 888301 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 888638 FN 09/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 888794 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33.2 | – | 0.00 |
| FNMA POOL 888795 FN 11/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 888817 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $606.76 | – | 0.00 |
| FNMA POOL 888820 FN 07/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 888893 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 889176 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 889301 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $518.71 | – | 0.00 |
| FNMA POOL 889532 FN 04/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204.56 | – | 0.00 |
| FNMA POOL 889692 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 889982 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 889983 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $491.53 | – | 0.00 |
| FNMA POOL 890489 FN 11/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $326.26 | – | 0.00 |
| FNMA POOL 892612 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55.99 | – | 0.00 |
| FNMA POOL 893641 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $999.64 | – | 0.00 |
| FNMA POOL 894959 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41.7 | – | 0.00 |
| FNMA POOL 895096 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12.51 | – | 0.00 |
| FNMA POOL 896141 FN 06/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430.64 | – | 0.00 |
| FNMA POOL 898930 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196.29 | – | 0.00 |
| FNMA POOL 899170 FN 02/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151.88 | – | 0.00 |
| FNMA POOL 899563 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 900134 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90.06 | – | 0.00 |
| FNMA POOL 902066 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 902110 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $709.17 | – | 0.00 |
| FNMA POOL 902340 FN 11/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34.43 | – | 0.00 |
| FNMA POOL 903812 FN 12/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 904605 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176.74 | – | 0.00 |
| FNMA POOL 905334 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.59 | – | 0.00 |
| FNMA POOL 905588 FN 12/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4.19 | – | 0.00 |
| FNMA POOL 905864 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 906311 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 907746 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 908098 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 908588 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 910669 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 914370 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23.42 | – | 0.00 |
| FNMA POOL 916326 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 917129 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 917555 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 919658 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 920077 FN 12/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 920078 FN 12/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392.49 | – | 0.00 |
| FNMA POOL 922039 FN 02/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 922041 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 928382 FN 06/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 928453 FN 07/27 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220.79 | – | 0.00 |
| FNMA POOL 929451 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 929838 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81.58 | – | 0.00 |
| FNMA POOL 930498 FN 02/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 931353 FN 06/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 932035 FN 03/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122.72 | – | 0.00 |
| FNMA POOL 932359 FN 01/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150.81 | – | 0.00 |
| FNMA POOL 932548 FN 02/40 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $283.35 | – | 0.00 |
| FNMA POOL 933121 FN 01/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233.59 | – | 0.00 |
| FNMA POOL 944526 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31.69 | – | 0.00 |
| FNMA POOL 946254 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $440.48 | – | 0.00 |
| FNMA POOL 950299 FN 08/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $536.97 | – | 0.00 |
| FNMA POOL 960213 FN 09/27 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41.39 | – | 0.00 |
| FNMA POOL 962068 FN 03/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 964677 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17.25 | – | 0.00 |
| FNMA POOL 965040 FN 09/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 966202 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 966578 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 969064 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 969776 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 970785 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433.2 | – | 0.00 |
| FNMA POOL 970853 FN 12/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 970952 FN 12/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 972305 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 973231 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53.33 | – | 0.00 |
| FNMA POOL 981705 FN 06/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $682.23 | – | 0.00 |
| FNMA POOL 988580 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72.13 | – | 0.00 |
| FNMA POOL 988588 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 990517 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165.4 | – | 0.00 |
| FNMA POOL 992302 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $987.25 | – | 0.00 |
| FNMA POOL 993265 FN 05/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106.74 | – | 0.00 |
| FNMA POOL 995113 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.96 | – | 0.00 |
| FNMA POOL 995243 FN 08/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $605.17 | – | 0.00 |
| FNMA POOL 995279 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24.6 | – | 0.00 |
| FNMA POOL 995482 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $297.07 | – | 0.00 |
| FNMA POOL 995721 FN 03/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 995894 FN 04/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AA0836 FN 01/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AA0920 FN 08/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AA1265 FN 08/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85.15 | – | 0.00 |
| FNMA POOL AB0196 FN 02/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB0204 FN 12/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $338.48 | – | 0.00 |
| FNMA POOL AB0293 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB1129 FN 06/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AB2858 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AB3105 FN 05/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AC2749 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $440.2 | – | 0.00 |
| FNMA POOL AC6211 FN 11/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AC7291 FN 12/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $296.03 | – | 0.00 |
| FNMA POOL AC8113 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD0198 FN 09/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19.5 | – | 0.00 |
| FNMA POOL AD0220 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.09 | – | 0.00 |
| FNMA POOL AD0267 FN 08/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36.91 | – | 0.00 |
| FNMA POOL AD0461 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AD1870 FN 08/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216.59 | – | 0.00 |
| FNMA POOL AD2336 FN 02/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD3661 FN 05/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD7079 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144.45 | – | 0.00 |
| FNMA POOL AD9398 FN 06/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $590.4 | – | 0.00 |
| FNMA POOL AD9988 FN 09/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202.15 | – | 0.00 |
| FNMA POOL AE0245 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AE0318 FN 09/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55.3 | – | 0.00 |
| FNMA POOL AE0508 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.32 | – | 0.00 |
| FNMA POOL AE0801 FN 09/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AE1266 FN 09/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL AE2314 FN 08/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $296.99 | – | 0.00 |
| FNMA POOL AE2919 FN 08/40 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $608.68 | – | 0.00 |
| FNMA POOL AE5114 FN 10/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $805.35 | – | 0.00 |
| FNMA POOL AH0066 FN 02/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AH2687 FN 01/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| FNMA POOL AH2695 FN 01/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AH4226 FN 03/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292.18 | – | 0.00 |
| FNMA POOL AH4246 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AH4268 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH6339 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159.75 | – | 0.00 |
| FNMA POOL AH8643 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $643 | – | 0.00 |
| FNMA POOL AH9109 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395.91 | – | 0.00 |
| FNMA POOL AI0726 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AI1673 FN 06/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AI2430 FN 05/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AI3810 FN 06/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362.04 | – | 0.00 |
| FNMA POOL AI4142 FN 06/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AI5961 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AI8356 FN 08/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AI8831 FN 08/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317.89 | – | 0.00 |
| FNMA POOL AJ7493 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $935K | – | 0.04 |
| FNMA POOL AK8453 FN 04/42 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $397.98 | – | 0.00 |
| FNMA POOL AL0520 FN 07/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AL0525 FN 04/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AL0822 FN 10/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.88 | – | 0.00 |
| FNMA POOL AL0869 FN 06/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AL1319 FN 10/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL1572 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AL2935 FN 02/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AL3185 FN 02/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL3223 FN 09/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL3351 FN 04/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AL3365 FN 05/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL AL3480 FN 07/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AL3681 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AO3526 FN 04/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $777.58 | – | 0.00 |
| FNMA POOL AU0949 FN 08/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AW1350 FN 02/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BH2712 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BH4101 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| FNMA POOL BH5201 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BH5752 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA POOL BH9215 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BH9277 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BJ0179 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BJ2553 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BJ3928 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BJ3934 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BJ3937 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BJ3960 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BJ3965 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BJ3970 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $657.09 | – | 0.00 |
| FNMA POOL BJ3977 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BJ3996 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL BJ4012 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BJ4581 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BJ8558 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL BK1792 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BN0508 FN 09/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FNMA POOL BX8350 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $787K | – | 0.03 |
| FNMA POOL BX9979 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BY2022 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL CA2028 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $946K | – | 0.04 |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| FNMA POOL CB7739 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA POOL DA2948 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| FNMA POOL FS3102 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL MA0022 FN 04/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA0096 FN 06/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $913.76 | – | 0.00 |
| FNMA POOL MA0268 FN 12/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $525.01 | – | 0.00 |
| FNMA POOL MA0280 FN 11/29 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA0383 FN 04/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA2994 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA3218 FN 12/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA POOL MA3332 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL MA3356 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL MA3442 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| FNMA POOL MA5072 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA POOL MA5105 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA POOL MA5138 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $935K | – | 0.04 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.47 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 1.48 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 3.31 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86M | – | 3.61 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117M | – | 4.90 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $698K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $198K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $596K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $730K | – | 0.03 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $4M | – | 0.18 |
| FREDDIE MAC FHR 2764 ZG (FREDDIE MAC 2764) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FREDDIE MAC FHR 3136 NS (FREDDIE MAC-3136) | Long | ABS-mortgage backed security | US | $508.51 | – | 0.00 |
| FREDDIE MAC FHR 3181 PS (FREDDIE MAC 3181) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 3218 SA (FREDDIE MAC 3218) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 3289 FG (FREDDIE MAC-3289) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC FHR 3311 FN (FREDDIE MAC 3311) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 3355 BF (FREDDIE MAC 3355) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FREDDIE MAC FHR 3368 AF (FREDDIE MAC 3368) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 3844 PC (FREDDIE MAC REMICS 3844) | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| FREDDIE MAC FHR 3848 WX (FREDDIE MAC REMICS 3848) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FREDDIE MAC FHR 3891 BF (FREDDIE MAC-3891) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FREDDIE MAC FHR 3922 GS (FREDDIE MAC REMICS 3922) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FREDDIE MAC FHR 3951 US (FREDDIE MAC REMICS 3951) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FREDDIE MAC FHR 4079 WZ (FREDDIE MAC REMICS 4079) | Long | ABS-mortgage backed security | US | $622K | – | 0.03 |
| FREDDIE MAC FHR 4273 PF (FREDDIE MAC REMICS 4273) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2004 3 M2 (FREMONT HOME LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $880K | – | 0.04 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 (FREMONT HOME LOAN TRUST 2005-A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A3 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 1A1 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FWD SECURITIZATION TRUST FWD 2020 INV1 A1 144A (FWD SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $165K | – | 0.01 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D (GE-WMC MORTGAGE SECURITIES LLC 2005-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $88K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $10K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $889K | – | 0.04 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $526K | – | 0.02 | |
| GEORGIA POWER CO SR UNSECURED 09/29 2.65 (GEORGIA POWER COMPANY) | Long | Debt | US | $16K | – | 0.00 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $3M | – | 0.13 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $10M | – | 0.41 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $658K | – | 0.03 |
| GNMA II POOL 008542 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.59 | – | 0.00 |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GNMA POOL 487821 GN 03/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 542828 GN 06/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $850.5 | – | 0.00 |
| GNMA POOL 602480 GN 12/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 604550 GN 08/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 623958 GN 12/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260.97 | – | 0.00 |
| GNMA POOL 637882 GN 04/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 669739 GN 07/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 669740 GN 08/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $672.54 | – | 0.00 |
| GNMA POOL 672595 GN 02/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30.84 | – | 0.00 |
| GNMA POOL 673497 GN 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 674114 GN 06/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $514.08 | – | 0.00 |
| GNMA POOL 675179 GN 03/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75.56 | – | 0.00 |
| GNMA POOL 675181 GN 03/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 676882 GN 03/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158.02 | – | 0.00 |
| GNMA POOL 677312 GN 09/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $356.81 | – | 0.00 |
| GNMA POOL 682586 GN 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 686678 GN 05/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62.38 | – | 0.00 |
| GNMA POOL 688013 GN 10/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $924.48 | – | 0.00 |
| GNMA POOL 688141 GN 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 688442 GN 05/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $906.99 | – | 0.00 |
| GNMA POOL 690888 GN 06/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 690955 GN 06/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142.05 | – | 0.00 |
| GNMA POOL 692340 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 692479 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $597.88 | – | 0.00 |
| GNMA POOL 697575 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 697698 GN 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 697852 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 697914 GN 03/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA POOL 697946 GN 03/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 698026 GN 01/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 698099 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148.39 | – | 0.00 |
| GNMA POOL 698340 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 698342 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA POOL 698484 GN 08/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 701354 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 701603 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 704480 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 704506 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 704699 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 705242 GN 08/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 705997 GN 01/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 707284 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 711409 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233.67 | – | 0.00 |
| GNMA POOL 712415 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $908.24 | – | 0.00 |
| GNMA POOL 714055 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 716784 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 720199 GN 07/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 724275 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $803.56 | – | 0.00 |
| GNMA POOL 726315 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 726377 GN 10/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 741275 GN 05/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 745045 GN 11/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 747724 GN 08/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 748501 GN 06/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 759964 GN 11/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $901.09 | – | 0.00 |
| GNMA POOL 760393 GN 10/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 760397 GN 11/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 762752 GN 03/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 774290 GN 02/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 774296 GN 03/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 782387 GN 08/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 782468 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 782562 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| GNMA POOL 782958 GN 05/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 782979 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 783314 GN 12/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL AL2172 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL AL2279 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL AL5265 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $1M | – | 0.05 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.29 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $10M | 22K | 0.41 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $11M | – | 0.45 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $9M | – | 0.36 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $2M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09) | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 (GREENPOINT MORTGAGE FUND TRUST 2006-OH1) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2009 4R 2A3 144A (GSMSC PASS-THROUGH TRUST 2009-4R) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2005 10 M5 (GSAA HOME EQUITY TRUST 2005-10) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 (GSAA HOME EQUITY TRUST 2006-10) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 4 2A1 (GSAA HOME EQUITY TRUST 2006-4) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A1 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF2 (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A2 (GSAA HOME EQUITY TRUST 2006-9) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A2 (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 1AV1 (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE3 M4 (GSAMP TRUST 2005-HE3) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM2 A2C (GSAMP TRUST 2006-FM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GSAMP TRUST GSAMP 2006 HE2 M1 (GSAMP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE3 A2D (GSAMP TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| GSAMP TRUST GSAMP 2006 HE8 A2D (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GSAMP TRUST GSAMP 2006 S1 A2A (GSAMP TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $104.77 | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A1 (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GSAMP TRUST GSAMP 2007 FM1 A2C (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $594K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 H1 A2B (GSAMP TRUST 2007-H1) | Long | ABS-mortgage backed security | US | $765K | – | 0.03 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GSAMP TRUST GSAMP 2007 NC1 A2A (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 NC1 A2B (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 NC1 A2C (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | Long | Debt | US | $163K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $44.51 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 (GSR MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 (GSR MORTGAGE LOAN TRUST 2006-1F) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 2A4 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 (GSR MORTGAGE LOAN TRUST 2007-4F) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A (GSRPM MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $926K | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-12) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-11) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 (HARBORVIEW MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.11 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/30 2.4 (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $199K | – | 0.01 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $3M | – | 0.12 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $2M | – | 0.08 |
| HOCHTIEF AG SNR SE SP JPM | Derivative-credit | DE | $119K | – | 0.00 | |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $8M | 22K | 0.31 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A (HOME PARTNERS OF AMERICA TRUST 2021-2) | Long | ABS-mortgage backed security | US | $804K | – | 0.03 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2 (HOMEBANC MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $5M | 22K | 0.20 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 4.95 | Long | Debt | ZA | $197K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $259K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $806K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR | Long | Debt | GB | $360K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $304K | – | 0.01 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A (HSI ASSET SECURI CORP TRUS 2005-I1) | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2 (HSI ASSET SEC CORP TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A3 (HSI ASSET SECURI CORP TRUS 2007-NC1) | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 1A1 (HSI ASSET SECUR CORP TRUST 2007-WF1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $11M | – | 0.45 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.19 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $6M | – | 0.27 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $854K | – | 0.04 |
| ILLINOIS ST ILS 02/35 FIXED 6.63 | Long | Debt | US | $57K | – | 0.00 |
| ILLINOIS ST ILS 04/35 FIXED 6.725 | Long | Debt | US | $116K | – | 0.00 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $92K | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A (IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 5 1A1C (IMPAC SECURED ASSETS CORP. 2006-5) | Long | ABS-mortgage backed security | US | $10M | – | 0.42 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $329K | – | 0.01 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $1M | – | 0.06 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR10) | Long | ABS-mortgage backed security | US | $43.67 | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR10 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR10) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR5) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $402K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR39 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR39) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $3M | – | 0.12 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $676K | 22K | 0.03 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $11M | – | 0.47 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $948K | – | 0.04 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $896K | – | 0.04 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $4M | 22K | 0.16 |
| INTOWN 2022 STAY TOWN 2022 STAY B 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $24M | – | 1.00 |
| INVESCO EURO CLO INVSC 1A A1R 144A (INVESCO EURO CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.04 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $170K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $13K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $35K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $12K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-13K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-158K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $20K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-15K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-32K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-37K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-24K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-43K | – | -0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-22K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-41K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-40K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-41K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-39K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-67K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-34K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-81K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-35K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $70K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-68K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-34K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $249K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-36K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $95K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $98K | – | 0.00 | ||
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A19 (JP MORGAN ALTERNATIVE LN TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $972K | – | 0.04 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 1A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $5M | – | 0.22 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $3M | 22K | 0.13 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $7M | – | 0.29 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 (JP MORGAN MORTGAGE ACQI CORP 2006-CH1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $151.74 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 1A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $503K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $4M | 22K | 0.19 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.13 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $745K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $194K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $791K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.12 |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.26 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $12M | – | 0.48 |
| KKR FINANCIAL CLO LTD KKR 21 B 144A (KKR CLO LTD 21) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS1) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS2 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS2) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL1) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 (LEHMAN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 (LEHMAN XS TRUST 2006 GP4) | Long | ABS-mortgage backed security | US | $559K | – | 0.02 |
| LEHMAN XS TRUST LXS 2007 15N 2A1 (LEHMAN XS TRUST 2007-15N) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 16N 2A2 (LEHMAN XS TRUST 2007-16N) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 4N 3A1A (LEHMAN XS TRUST 2007-4N) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $10M | – | 0.40 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55 | Long | Debt | GB | $258K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 (LONG BEACH MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A (LONG BEACH MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL2) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 1A (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 (LONG BEACH MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-WL3) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| LUMINENT MORTGAGE TRUST LUM 2006 1 A1 (LUMINENT MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 (LUMINENT MORTGAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| M360 LTD. M360 2021 CRE3 B 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.26 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $447K | – | 0.02 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.28 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $6K | – | 0.00 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $12M | – | 0.52 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2003-4) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| MASTR ASSET BACKED SECURITIES MABS 2004 FRE1 M7 (MASTR ASSET BACKED SEC TR 2004-FRE1) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE1 A4 (MASTR ASSET BACKED SEC TR 2006-FRE1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A2 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A3 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3 (MASTR ASSET BACKED SEC TR 2007-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 (MASTR ASSET SECURITIZATION TRUST 2006-2) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A (MASTR SPECIALIZED LOAN TRUST 2005-3) | Long | ABS-mortgage backed security | US | $494K | – | 0.02 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $6M | 22K | 0.23 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $548.62 | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $3M | 22K | 0.11 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A3 A1 (MERRILL LYNCH ALTERNATIVE NT 2007-A3) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 2A6 (MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 2A2 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A3 6A1 (MERRILL LYNCH MTGE INVESTORS 2006-A3) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B (MERRILL LYNCH MORTGAGE INV 2006-MLN1) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A1 (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2) | Long | ABS-mortgage backed security | US | $15M | – | 0.63 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| MERRILL LYNCH REPO CAD REPO | Long | Repurchase agreement | CA | $37M | – | 1.53 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.05 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.13 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $370K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.53 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.52 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.52 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.04 |
| MICROCHIP TECHNOLOGY INCORPORA 07/24 ZCP (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $998K | – | 0.04 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $10M | 22K | 0.41 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS2) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $5M | – | 0.23 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE3 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE3) | Long | ABS-mortgage backed security | US | $882K | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2 (MORGAN STANLEY ABS CAPITAL I 2005-HE1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M4 (MORGAN STANLEY ABS CAPITAL I 2005-NC2) | Long | ABS-mortgage backed security | US | $728.64 | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE3 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $850K | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 SEA1 1A1 144A (MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2002 AM3 A3 (MORGAN STANLEY DEAN WITTER CAP I2002-AM3) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A2 (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 (MORGAN STANLEY MTGE LN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 2A2 (MORGAN STANLEY MORTGAGE TRUST-2006-16AX) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 (MORGAN STANLEY MTGE LN TR 2006-7) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 2AX 2A1 (MORGAN STANLEY MORTGAGE TRUST-2007-2AX) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A (MORGAN STANLEY REREMIC TRUST 2011-R2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $2M | – | 0.09 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $3M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 07/27 VAR | Long | Debt | US | $5M | – | 0.22 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| MORTGAGEIT TRUST MHL 2005 5 A1 (MORTGAGEIT TRUST 2005-5) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $896K | – | 0.04 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $948K | – | 0.04 |
| NAKILAT INC SR SECURED REGS 12/33 6.067 | Long | Debt | MH | $427K | – | 0.02 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M2 (NATIONSTAR HOME EQUITY LOAN TR 2006-B) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| NDDUEAFE TRS EQUITY FEDL01+19 MYI | Derivative-equity | US | $-45K | – | -0.00 | |
| NDDUEAFE TRS EQUITY FEDL01+22 MYI | Derivative-equity | US | $-636K | – | -0.03 | |
| NDDUEAFE TRS EQUITY FEDL01+30.5 MYI | Derivative-equity | US | $-3M | – | -0.11 | |
| NDDUEAFE TRS EQUITY FEDL01+35 MYI | Derivative-equity | US | $-1M | – | -0.05 | |
| NDDUEAFE TRS EQUITY FEDL01+4.5 MEI | Derivative-equity | US | $-2M | – | -0.10 | |
| NDDUEAFE TRS EQUITY FEDL01+48.5 MBC | Derivative-equity | US | $-1M | – | -0.05 | |
| NDUEEGF TRS EQUITY FEDL01+10 MEI | Derivative-equity | US | $440K | – | 0.02 | |
| NDUEEGF TRS EQUITY FEDL01+24 CBK | Derivative-equity | US | $1M | – | 0.06 | |
| NDUEEGF TRS EQUITY FEDL01+5 JPM | Derivative-equity | US | $154K | – | 0.01 | |
| NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A) | Long | ABS-other | US | $3M | – | 0.11 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $1M | – | 0.05 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $983K | – | 0.04 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M2 (NEW CENTURY HOME EQUITY LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $726K | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $939K | – | 0.04 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $5M | – | 0.22 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $399K | – | 0.02 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $2M | 22K | 0.07 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $5M | – | 0.21 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.08 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $4M | – | 0.18 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 (NOMURA ASSET ACCEPTANCE CORP 2005-AP2) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3 (NOMURA ASSET ACCEPTANCE CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2 (NOMURA ASSET ACCEPTANCE CORP 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $348K | – | 0.01 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $2M | – | 0.08 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 (NOVASTAR HOME EQUITY LOAN 2005-1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2C (NOVASTAR HOME EQUITY LOAN 2006-3) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 2 A1A (NOVASTAR HOME EQUITY LOAN 2007-2) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 (NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1) | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | Long | Debt | UA | $147K | – | 0.01 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $8M | – | 0.34 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $7M | – | 0.29 |
| OAKTREE CLO LTD OAKCL 2021 1A A1 144A (OAKTREE CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.27 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $136K | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.23 |
| OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8 (OHIO STATE UNIVERSITY) | Long | Debt | US | $60K | – | 0.00 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-27K | – | -0.00 | |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-CP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| ORACLE CORP SR UNSECURED 04/40 3.6 (ORACLE CORPORATION) | Long | Debt | US | $14K | – | 0.00 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| OZLM LTD OZLM 2019 24A A1CR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.28 |
| OZLM LTD OZLM 2019 24A A2AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $480K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $1M | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $3M | – | 0.13 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $819K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.07 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $3M | – | 0.11 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.41 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.26 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $3M | – | 0.11 |
| PARIBAS REPO | Long | Repurchase agreement | US | $33M | – | 1.36 |
| PARIBAS REPO | Long | Repurchase agreement | US | $31M | – | 1.32 |
| PARK INTERMED HOLDINGS SR SECURED 144A 05/29 4.875 (PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER) | Long | Debt | US | $1M | – | 0.06 |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4 (PARK PLACE SECURITIES INC 2004-MHQ1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5 (PARK PLACE SECURITIES INC 2004-MHQ1) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| PASADENA CA PUBLIC FING AUTH L PASGEN 03/43 FIXED 7.148 (PASADENA PUBLIC FINANCING AUTHORITY) | Long | Debt | US | $742K | – | 0.03 |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 (PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY) | Long | Debt | US | $5K | – | 0.00 |
| PHH ALTERNATIVE MORTGAGE TRUST PHHAM 2007 1 1A1 (PHH ALTERNATIVE MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $7M | – | 0.28 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $141M | – | 5.93 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2 (POPULAR ABS MTGE PASS THRU TRUST 2006-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 (POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC) | Long | ABS-mortgage backed security | US | $908K | – | 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 | $2M | – | 0.09 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN4 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN4) | Long | ABS-mortgage backed security | US | $945K | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $8M | – | 0.32 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1) | Long | ABS-mortgage backed security | US | $12M | – | 0.51 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $4M | 22K | 0.15 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 (PUBLIC POWER GENERATION AGENCY) | Long | Debt | US | $22K | – | 0.00 |
| RAAC SERIES RAAC 2006 SP2 M2 (RAAC SERIES 2006-SP2) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| RADMFENT TRS EQUITY FEDL01+44 BPS | Derivative-equity | US | $925K | – | 0.04 | |
| RADMFENT TRS EQUITY FEDL01+45 BPS | Derivative-equity | US | $556K | – | 0.02 | |
| RADMFENT TRS EQUITY FEDL01+47 BPS | Derivative-equity | US | $540K | – | 0.02 | |
| RADMFENT TRS EQUITY FEDL01+47 JPM | Derivative-equity | US | $4M | – | 0.16 | |
| RADMFENT TRS EQUITY FEDL01+48 BPS | Derivative-equity | US | $1M | – | 0.05 | |
| RADMFENT TRS EQUITY FEDL01+48 BPS | Derivative-equity | US | $137K | – | 0.01 | |
| RADMFENT TRS EQUITY FEDL01+49 BPS | Derivative-equity | US | $122K | – | 0.01 | |
| RADMFUNT TRS EQUITY FEDL01-24 JPM | Derivative-equity | US | $695K | – | 0.03 | |
| RADMFUNT TRS EQUITY FEDL01+14 JPM | Derivative-equity | US | $90K | – | 0.00 | |
| RADMFXNT TRS EQUITY FEDL01+12 BPS | Derivative-equity | US | $-4K | – | -0.00 | |
| RADMFXNT TRS EQUITY FEDL01+23 JPM | Derivative-equity | US | $-661K | – | -0.03 | |
| RADMFXNT TRS EQUITY FEDL01+30 JPM | Derivative-equity | US | $-2M | – | -0.09 | |
| RADMFXNT TRS EQUITY FEDL01+37 JPM | Derivative-equity | US | $-1M | – | -0.05 | |
| RADMFXNT TRS EQUITY FEDL01+9 JPM | Derivative-equity | US | $-434K | – | -0.02 | |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $749K | – | 0.03 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $353K | – | 0.01 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.43 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $9M | – | 0.40 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2M | – | 0.10 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $703K | – | 0.03 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $4M | – | 0.16 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A) | Long | ABS-other | US | $2M | – | 0.07 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $1M | – | 0.05 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $5M | – | 0.20 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1 (RESIDENTIAL ACCREDIT LOANS 2004-QA4) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 (RESIDENTIAL ACCREDIT LOANS 2005-QS10) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA5) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA6) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO10) | Long | ABS-mortgage backed security | US | $807K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 1A1 (RALI TRUST 2006-QO7) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS11 1A4 (RESIDENTIAL ACCREDIT LOANS 2006-QS11) | Long | ABS-mortgage backed security | US | $874K | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS12) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS8) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA2) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH9 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QH9) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QO1) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A2 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS10 MII2 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2004-RS10) | Long | ABS-mortgage backed security | US | $874K | – | 0.04 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS8 MII2 (RESIDENTIAL ASSET MORTGAGE PROD 2004-RS8) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 (RESIDENTIAL ASSET MTGE PROD 2005-EFC5) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A (RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB (RESIDENTIAL ASSET SEC CORP 2003-KS4) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS1 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS1) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $15M | – | 0.64 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS6) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4 (RESIDENTIAL ASSET SEC TRUST 2005-A10) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 (RESIDENTIAL FUNDING MTGE SEC 2007-SA2) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $12K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $28K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-25K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $15M | – | 0.63 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $-725K | – | -0.03 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $5M | – | 0.19 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $11M | – | 0.46 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $5M | – | 0.22 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $4M | – | 0.16 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $4M | – | 0.17 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $128K | – | 0.01 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $16K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $2M | – | 0.07 | |
| RFR USD SOFR/3.75000 06/20/24-15Y CME | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/3.75000 06/20/24-20Y CME | Derivative-interest rate | US | $602K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $725K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $2M | – | 0.09 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $1M | – | 0.04 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $2M | – | 0.08 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-16K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $15K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $56K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $31K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $26K | – | 0.00 | |
| RFR USD SOFR/4.25000 12/20/23-2Y CME | Derivative-interest rate | US | $-12K | – | -0.00 | |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | Derivative-interest rate | US | $22M | – | 0.93 | |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $2M | – | 0.07 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 05/28 1.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $393K | – | 0.02 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $2K | – | 0.00 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $6M | – | 0.24 |
| RU20INTR TRS EQUITY FEDL01+25 RBC | Derivative-equity | US | $-297K | – | -0.01 | |
| RU20INTR TRS EQUITY FEDL01+32 BPS | Derivative-equity | US | $-278K | – | -0.01 | |
| RU20INTR TRS EQUITY FEDL01+32.5 JPM | Derivative-equity | US | $-168K | – | -0.01 | |
| RU20INTR TRS EQUITY FEDL01+37 RBC | Derivative-equity | US | $-168K | – | -0.01 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $6M | 22K | 0.24 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $8M | – | 0.33 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $842K | – | 0.04 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $514K | – | 0.02 |
| SAXON ASSET SECURITIES TRUST SAST 2006 2 M2 (SAXON ASSET SECURITIES TRUST-2006-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $6M | – | 0.24 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $10M | – | 0.44 |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A (SCULE 6A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.47 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 (SEC ASSET BACKED REC LLC 2005-FR2) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4) | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 HE1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $689K | – | 0.03 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3) | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 3 A (SEQUOIA MORTGAGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 (SEQUOIA MORTGAGE TRUST 2004-6) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.10 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $497K | – | 0.02 |
| SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M4 (SG MORTGAGE SECURITIES TRUST 2005-OPT1) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| SHELTER GROWTH CRE SGCP 2022 FL4 A 144A (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $11M | – | 0.47 |
| SHELTER GROWTH CRE SGCP 2022 FL4 B 144A (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $9M | – | 0.36 |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS (SLM STUDENT LOAN TRUST 2004-5X) | Long | ABS-other | US | $738K | – | 0.03 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20C) | Long | ABS-other | US | $3K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20H) | Long | ABS-other | US | $27K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2009 20E 1 (SMALL BUSINESS ADMIN PART CERTS 2009-20E) | Long | ABS-other | US | $3K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-B) | Long | ABS-other | US | $5M | – | 0.20 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $11M | – | 0.44 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.05 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $534K | – | 0.02 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-38K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-183.42 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-35K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $570K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $399K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $350K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $210K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $155K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $49K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $47K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $37K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $268.74 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $230K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $72K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $69K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $66K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $50K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $48K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $37K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $117K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-596.91 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-9K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $49K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-21K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $10K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-872.48 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-13K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-18K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-44K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-210K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $49K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $32.12 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $149K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $117K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $79K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $23K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $104K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $88K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $27K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $43.12 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $131K | – | 0.01 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $103K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $262.99 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-5.79 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-8K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-17K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $77K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $76K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $64K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3M | – | 0.12 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $40K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $14K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $10K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $77K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $428K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $10K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $118K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $193.88 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-115.71 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $51K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-5K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $1M | – | 0.06 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $51K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $13K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $276K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $183.98 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $50K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $49K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $32K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $29K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $16K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $16K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $158.95 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-14K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-22K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-6K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-9K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-49K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $14K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $300.55 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $16K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $11K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $207.47 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-11K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $22K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $94K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $7K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $366.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-180.56 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-14K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $32K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $30K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $26K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $25K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $23K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $23K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $22K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $19K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $16K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $15K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $11K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $11K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $10K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $26K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3) | Long | ABS-mortgage backed security | US | $551K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $836K | – | 0.04 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $589K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $4M | – | 0.15 |
| SOUTHERN CO SR UNSECURED 04/30 3.7 | Long | Debt | US | $113K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C (SPECIALTY UNDERWRT& RES FIN 2006-BC3) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2A (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2D (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.12 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $318.78 | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF (STRUCTURED ADJ RATE MTG LN 2006-7) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-11) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M3 (STRUCTURED ASSET INVEST LN TR 2003-BC8) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A (STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC9) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 1 M3 144A (STRUCTURED ASSET INVST LN TR 2005-1) | Long | ABS-mortgage backed security | US | $541K | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 (STRUCTURED ASSET INVST LN TR 2005-5) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 1 A4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A1A (STRUCTURED ASSET MTG INV INC 2004-AR6) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR2 A1 (STRUCTURED ASSET MTG INV INC 2006-AR2) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1 (STRUCTURED ASSET SECURITIES CRP 2003-22A) | Long | ABS-mortgage backed security | US | $50.8 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $928.7 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 (STRUCTURED ASSET SECURITIES CORP 2006-BC1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 (STRUCTURED ASSET SECURITIES CORP 2006-BC5) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 W1A A5 144A (STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-W1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/30 2.13 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $829K | – | 0.03 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A (SUNTRUST ADJR MRTG LN TR 2007-S1) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| T MOBILE USA INC COMPANY GUAR 02/31 2.875 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.07 |
| T MOBILE USA INC COMPANY GUAR 04/29 3.375 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.05 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 1 II2A (THORNBURG MORTGAGE SECURITIES TR 2004-1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 4 3A (THORNBURG MORTGAGE SECURITIES TR 2004-4) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 4A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $143.77 | – | 0.00 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.35 |
| TORONTO DOMINION BANK REPO DUMMY ASSET | Long | Repurchase agreement | CA | $7M | – | 0.31 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.16 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.33 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A (TOWD POINT MORTGAGE TRUST 2017-6) | Long | ABS-mortgage backed security | US | $859K | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 1 A1 144A (TOWD POINT MORTGAGE TRUST 2018-1) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $560K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A (TOWD POINT MORTGAGE TRUST 2021-SJ2) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $7M | – | 0.29 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $4M | 22K | 0.19 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $4K | – | 0.00 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.05 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.13 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $743K | – | 0.03 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.09 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.15 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 1.61 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.27 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.07 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.07 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.29 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.15 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.23 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 1.12 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $45M | – | 1.89 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.24 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $34M | – | 1.42 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.19 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $233K | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $1M | – | 0.06 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $11M | 22K | 0.47 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $3M | – | 0.11 |
| UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A (UPSTART SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $3M | – | 0.11 |
| UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A (UPSTART SECURITIZATION TRUST 2022-2) | Long | ABS-other | US | $20K | – | 0.00 |
| UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A (UPSTART SECURITIZATION TRUST 2022-3) | Long | ABS-other | US | $6M | – | 0.25 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-525.5 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $1M | – | 0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $869K | – | 0.04 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $812K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $248K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $258K | – | 0.01 | |
| US TREASURY N/B 02/26 0.5 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.17 |
| US TREASURY N/B 02/40 4.625 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.16 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.55 |
| US TREASURY N/B 05/25 2.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.10 |
| US TREASURY N/B 05/29 2.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.08 |
| US TREASURY N/B 05/48 3.125 (UNITED STATES GOVT) | Long | Debt | US | $97K | – | 0.00 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $359K | – | 0.02 |
| US TREASURY N/B 08/49 2.25 (UNITED STATES GOVT) | Long | Debt | US | $94K | – | 0.00 |
| US TREASURY N/B 08/53 4.125 (UNITED STATES GOVT) | Long | Debt | US | $93K | – | 0.00 |
| US TREASURY N/B 09/25 3 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.41 |
| US TREASURY N/B 10/24 1.5 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.06 |
| US TREASURY N/B 10/25 3 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.30 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.11 |
| US TREASURY N/B 12/24 1.75 (UNITED STATES GOVT) | Long | Debt | US | $611K | – | 0.03 |
| US TREASURY N/B 12/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $935K | – | 0.04 |
| US TREASURY N/B 12/25 2.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.07 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $498.31 | – | 0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $397.01 | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $900K | 22K | 0.04 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $11K | – | 0.00 | |
| VIBRANT CLO LTD VIBR 2019 11A A2R 144A (VIBRANT CLO XI LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.38 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $2M | – | 0.07 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $6M | 22K | 0.24 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $129K | – | 0.01 | |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $1M | 22K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $2M | 22K | 0.09 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR6 A1 (WASHINGTON MUTUAL 2003-AR6) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 (WASHINGTON MUTUAL 2004-AR14) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $456.32 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B4 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1C4 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $863K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $335.17 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR7 A4 (WASHINGTON MUTUAL 2005-AR7) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A (WASHINGTON MUTUAL 2006-AR1) | Long | ABS-mortgage backed security | US | $778K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A (WASHINGTON MUTUAL 2007-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A (WAMU MTGE P/T CERT 2007-OA5) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A (WASHINGTON MUTUAL 2007-OA6) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE3 1A (WASHINGTON MUTUAL ASSET BACKED CTFS 2006-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE1 2A1 (WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A5 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR2) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A (WMALT MTGE PASS-THRU CERT 2006-AR8) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A (WMALT MTGE PASS-THRU CERT 2006-AR9) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $515K | – | 0.02 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $18.75 | – | 0.00 |
| WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79 (WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT) | Long | Debt | US | $717K | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $351K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $504K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.14 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $99K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 3A1 (WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 (WELLS FARGO ALTERNATIVE LOAN 2007-PA4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $5M | – | 0.20 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 4 M3 (WELLS FARGO HOME EQUITY TRUST 2005-4) | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR12) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR19) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $5M | – | 0.22 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $5M | – | 0.21 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $331K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.06 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.