PIMCOFUNDS > PIMCO Funds
PIMCO Sector Fund Series - I
$638.84M
Avg Monthly Net Assets
$1.93B
Total Assets
$526.71M
Total Liabilities
$1.41B
Net Assets
PIMCO Sector Fund Series - I 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 $638.84M.
On August 28th, 2024 it reported 1,092 holdings, the largest
being UMBS PASS THRU POOLS (10.1%), UNITED STATES GOVT (5.8%) and UNITED STATES GOVT (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO Sector Fund Series - I | C000227290 | 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 |
|---|---|---|---|---|---|---|
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-54.12 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-260.9 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-348.76 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-495.32 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-453.96 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-639.47 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-352.51 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-763.23 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-949.72 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| ABBVIE INC SR UNSECURED 03/27 4.8 | Long | Debt | US | $797K | – | 0.06 |
| ABBVIE INC SR UNSECURED 03/29 4.8 | Long | Debt | US | $3M | – | 0.18 |
| ABBVIE INC SR UNSECURED 11/29 3.2 | Long | Debt | US | $184K | – | 0.01 |
| ABN AMRO BANK NV 144A 09/27 VAR | Long | Debt | NL | $2M | – | 0.15 |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $2M | – | 0.14 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $514K | – | 0.04 |
| ADOBE INC SR UNSECURED 04/34 4.95 (ADOBE INC (AKA: ADOBE SYSTEMS INC)) | Long | Debt | US | $797K | – | 0.06 |
| AEP TEXAS INC SR UNSECURED 05/29 5.45 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $2M | – | 0.16 |
| AEP TEXAS INC SR UNSECURED 06/33 5.4 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $97K | – | 0.01 |
| AEP TEXAS INC SR UNSECURED 10/47 3.8 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $216K | – | 0.02 |
| AEP TRANSMISSION CO LLC SR UNSECURED 04/34 5.15 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $3M | – | 0.22 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $2M | – | 0.11 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/29 5.1 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $693K | – | 0.05 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 06/28 5.75 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $455K | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $142K | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $493K | – | 0.04 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $560K | – | 0.04 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $545K | – | 0.04 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $699K | – | 0.05 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $206K | – | 0.01 | |
| AGREE LP COMPANY GUAR 06/34 5.625 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $990K | – | 0.07 |
| AIA GROUP LTD SR UNSECURED 144A 10/27 5.625 (AIA GROUP LIMITED) | Long | Debt | HK | $203K | – | 0.01 |
| AIB GROUP PLC SR UNSECURED 144A 09/29 VAR (AIB GROUP PLC (AKA: ALLIED IRISH BANKS)) | Long | Debt | IE | $2M | – | 0.11 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $329K | – | 0.02 |
| AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 (AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $905K | – | 0.06 |
| AIR LEASE CORP SR UNSECURED 07/31 5.2 (AIR LEASE CORPORATION) | Long | Debt | US | $978K | – | 0.07 |
| AIR PRODUCTS + CHEMICALS SR UNSECURED 02/29 4.6 (AIR PRODUCTS & CHEMICAL INC) | Long | Debt | US | $693K | – | 0.05 |
| AIRCASTLE LTD SR UNSECURED 144A 02/29 5.95 (AIRCASTLE LIMITED) | Long | Debt | BM | $3M | – | 0.23 |
| AIRCASTLE LTD SR UNSECURED 144A 07/28 6.5 (AIRCASTLE LIMITED) | Long | Debt | BM | $815K | – | 0.06 |
| AIRPORT AUTHORITY HK SR UNSECURED 144A 01/28 4.75 (HONG KONG AIRPORT AUTHORITY) | Long | Debt | HK | $200K | – | 0.01 |
| AIRPORT AUTHORITY HK SR UNSECURED 144A 01/30 4.875 (HONG KONG AIRPORT AUTHORITY) | Long | Debt | HK | $202K | – | 0.01 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $356K | – | 0.03 |
| ALIBABA GROUP HOLDING SR UNSECURED 02/41 2.7 (ALIBABA GROUP HOLDING LIMITED) | Long | Debt | KY | $403K | – | 0.03 |
| ALIMENTATION COUCHE TARD COMPANY GUAR 144A 02/34 5.267 (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $3M | – | 0.18 |
| ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | Long | Debt | US | $331K | – | 0.02 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $925K | – | 0.07 |
| ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 | Long | Debt | US | $2M | – | 0.14 |
| ALLY FINANCIAL INC SR UNSECURED 06/29 VAR | Long | Debt | US | $208K | – | 0.01 |
| ALLY FINANCIAL INC SUBORDINATED 02/33 6.7 | Long | Debt | US | $199K | – | 0.01 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $826K | – | 0.06 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $424K | – | 0.03 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $313K | – | 0.02 |
| AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 (AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $177K | – | 0.01 |
| AMEREN CORP SR UNSECURED 01/29 5 (AMEREN CORPORATION) | Long | Debt | US | $644K | – | 0.05 |
| AMEREN CORP SR UNSECURED 12/26 5.7 (AMEREN CORPORATION) | Long | Debt | US | $807K | – | 0.06 |
| AMERICAN EXPRESS CO SR UNSECURED 02/28 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $3M | – | 0.21 |
| AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $603K | – | 0.04 |
| AMERICAN EXPRESS CO SR UNSECURED 10/31 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $288K | – | 0.02 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/34 5.5 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $2M | – | 0.13 |
| AMERICAN INTERNATIONAL GROUP SNR S* ICE | Derivative-credit | US | $4K | – | 0.00 | |
| AMERICAN MEDICAL SYST EU COMPANY GUAR 03/32 3.5 (AMERICAN MEDICAL SYSTEMS EUROPE BV) | Long | Debt | NL | $1M | – | 0.08 |
| AMERICAN TOWER CORP SR UNSECURED 01/28 1.5 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.11 |
| AMERICAN TOWER CORP SR UNSECURED 03/25 2.4 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $293K | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 03/33 5.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $503K | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $754K | – | 0.05 |
| AMERICAN TOWER CORP SR UNSECURED 06/50 3.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.09 |
| AMERICAN TOWER CORP SR UNSECURED 07/27 3.55 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $475K | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 09/25 1.3 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $190K | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 11/28 5.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.07 |
| AMGEN INC SR UNSECURED 03/28 5.15 | Long | Debt | US | $400K | – | 0.03 |
| AMGEN INC SR UNSECURED 03/43 5.6 | Long | Debt | US | $493K | – | 0.04 |
| AMGEN INC SR UNSECURED 03/53 5.65 | Long | Debt | US | $197K | – | 0.01 |
| AMGEN INC SR UNSECURED 03/63 5.75 | Long | Debt | US | $1M | – | 0.10 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 04/34 5.75 (ANGLO AMERICAN CAPITAL PLC) | Long | Debt | GB | $2M | – | 0.18 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $765K | – | 0.05 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $2M | – | 0.17 |
| ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $2M | – | 0.11 |
| ANTHEM INC SR UNSECURED 01/36 5.85 (ELEVANCE HEALTH INC) | Long | Debt | US | $517K | – | 0.04 |
| ANTOFAGASTA PLC SR UNSECURED 144A 05/34 6.25 | Long | Debt | GB | $1M | – | 0.07 |
| AON NORTH AMERICA INC COMPANY GUAR 03/29 5.15 | Long | Debt | US | $698K | – | 0.05 |
| AON NORTH AMERICA INC COMPANY GUAR 03/31 5.3 | Long | Debt | US | $998K | – | 0.07 |
| AP MOLLER MAERSK A/S SR UNSECURED 144A 09/33 5.875 (AP MOLLER - MAERSK A/S) | Long | Debt | DK | $1M | – | 0.07 |
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A (APEX CREDIT CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.14 |
| APPALACHIAN POWER CO SR UNSECURED 04/34 5.65 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| APPALACHIAN POWER CO SR UNSECURED 08/32 4.5 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $370K | – | 0.03 |
| APPLIED MATERIALS INC SR UNSECURED 06/29 4.8 | Long | Debt | US | $300K | – | 0.02 |
| APTIV PLC / APTIV CORP COMPANY GUAR 05/52 4.15 | Long | Debt | JE | $373K | – | 0.03 |
| ARCELORMITTAL SA SR UNSECURED 06/34 6 | Long | Debt | LU | $2M | – | 0.18 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $1M | – | 0.09 |
| ARES CAPITAL CORP SR UNSECURED 01/27 7 (ARES CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| ARES CAPITAL CORP SR UNSECURED 03/29 5.875 (ARES CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.14 |
| ARES CAPITAL CORP SR UNSECURED 07/25 3.25 (ARES CAPITAL CORPORATION) | Long | Debt | US | $486K | – | 0.03 |
| ARES MANAGEMENT CORP COMPANY GUAR 11/28 6.375 (ARES MANAGEMENT CORPORATION) | Long | Debt | US | $2M | – | 0.11 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 08/34 5.7 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $999K | – | 0.07 |
| ARROW ELECTRONICS INC SR UNSECURED 04/34 5.875 | Long | Debt | US | $1M | – | 0.10 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 04/34 5.8 | Long | Debt | US | $4M | – | 0.30 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $781K | – | 0.06 |
| ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5 | Long | Debt | US | $2M | – | 0.16 |
| ASTRAZENECA PLC SR UNSECURED 09/37 6.45 | Long | Debt | GB | $780K | – | 0.06 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $45K | – | 0.00 | |
| AT+T INC SR UNSECURED 02/28 1.65 (AT&T INC) | Long | Debt | US | $2M | – | 0.13 |
| AT+T INC SR UNSECURED 02/34 5.4 (AT&T INC) | Long | Debt | US | $1M | – | 0.07 |
| AT+T INC SR UNSECURED 03/29 4.35 (AT&T INC) | Long | Debt | US | $194K | – | 0.01 |
| AT+T INC SR UNSECURED 05/46 4.75 (AT&T INC) | Long | Debt | US | $433K | – | 0.03 |
| AT+T INC SR UNSECURED 06/27 2.3 (AT&T INC) | Long | Debt | US | $315K | – | 0.02 |
| AT+T INC SR UNSECURED 09/59 3.65 (AT&T INC) | Long | Debt | US | $1M | – | 0.09 |
| AT+T INC SR UNSECURED 12/57 3.8 (AT&T INC) | Long | Debt | US | $70K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | Long | Debt | US | $700K | – | 0.05 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583 | Long | Debt | US | $804K | – | 0.06 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | Long | Debt | US | $1M | – | 0.09 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | Long | Debt | US | $100K | – | 0.01 |
| ATHENE HOLDING LTD SR UNSECURED 01/34 5.875 | Long | Debt | US | $1M | – | 0.08 |
| ATLASSIAN CORPORATION SR UNSECURED 05/29 5.25 | Long | Debt | US | $3M | – | 0.21 |
| AURIZON NETWORK PTY LTD SR UNSECURED REGS 06/26 3.125 | Long | Debt | AU | $742K | – | 0.05 |
| AUTOZONE INC SR UNSECURED 07/26 5.05 | Long | Debt | US | $498K | – | 0.04 |
| AUTOZONE INC SR UNSECURED 11/28 6.25 | Long | Debt | US | $2M | – | 0.12 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/28 6.25 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $306K | – | 0.02 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $3M | – | 0.21 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $2M | – | 0.13 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 03/29 5.75 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $1M | – | 0.11 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $1M | – | 0.09 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/29 5.75 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.18 |
| BABSON CLO LTD BABSN 2018 1A A1 144A (BARINGS CLO LTD 2018-I) | Long | ABS-collateralized bond/debt obligation | KY | $243K | – | 0.02 |
| BACARDI LTD / MARTINI BV SR UNSECURED 144A 01/29 5.25 (BACARDI LTD / BACARDI-MARTINI BV) | Long | Debt | BM | $2M | – | 0.14 |
| BACARDI LTD / MARTINI BV SR UNSECURED 144A 06/33 5.4 (BACARDI LTD / BACARDI-MARTINI BV) | Long | Debt | BM | $195K | – | 0.01 |
| BAE SYSTEMS PLC SR UNSECURED 144A 03/29 5.125 | Long | Debt | GB | $3M | – | 0.19 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $1M | – | 0.10 |
| BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $2M | – | 0.16 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $2M | – | 0.16 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $2M | – | 0.11 |
| BANCO SANTANDER SA SR UNSECURED 03/28 VAR | Long | Debt | ES | $2M | – | 0.16 |
| BANCO SANTANDER SA SR UNSECURED 04/27 4.25 | Long | Debt | ES | $774K | – | 0.06 |
| BANCO SANTANDER SA SR UNSECURED 05/25 2.746 | Long | Debt | ES | $2M | – | 0.13 |
| BANCO SANTANDER SA SR UNSECURED 08/25 5.147 | Long | Debt | ES | $198K | – | 0.01 |
| BANCO SANTANDER SA SR UNSECURED 08/27 5.294 | Long | Debt | ES | $199K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.49 |
| BANK OF AMERICA CORP SR UNSECURED 03/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $956K | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 04/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $561K | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.26 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.49 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $190K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSECURED 10/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 10/31 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.10 |
| BANK OF AMERICA CORP SR UNSECURED 12/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.10 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $1M | – | 0.11 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $201K | – | 0.01 |
| BANK OF MONTREAL COVERED 144A 07/29 4.689 | Long | Debt | CA | $498K | – | 0.04 |
| BANK OF NY MELLON CORP SR UNSECURED 03/30 VAR (BANK OF NEW YORK MELLON CORP (BNY MELLON)) | Long | Debt | US | $2M | – | 0.16 |
| BANQUE FED CRED MUTUEL 144A 07/26 5.896 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $302K | – | 0.02 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $4M | – | 0.27 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.12 |
| BARCLAYS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $1M | – | 0.09 |
| BARCLAYS PLC SR UNSECURED 08/28 VAR | Long | Debt | GB | $2M | – | 0.16 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $2M | – | 0.14 |
| BARCLAYS PLC SUBORDINATED 05/28 4.836 | Long | Debt | GB | $2M | – | 0.16 |
| BAT CAPITAL CORP COMPANY GUAR 02/31 5.834 (BAT CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| BAT CAPITAL CORP COMPANY GUAR 02/34 6 (BAT CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.14 |
| BAT CAPITAL CORP COMPANY GUAR 08/30 6.343 (BAT CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| BAT CAPITAL CORP COMPANY GUAR 08/33 6.421 (BAT CAPITAL CORPORATION) | Long | Debt | US | $837K | – | 0.06 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $2M | – | 0.11 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $4M | – | 0.31 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $1M | – | 0.09 |
| BBVA BANCOMER SA TEXAS SUBORDINATED 144A 01/39 VAR (BBVA BANCOMER SA/TAXAS BRANCH) | Long | Debt | MX | $912K | – | 0.06 |
| BECTON DICKINSON + CO SR UNSECURED 02/29 4.874 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $795K | – | 0.06 |
| BECTON DICKINSON + CO SR UNSECURED 02/31 1.957 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| BECTON DICKINSON + CO SR UNSECURED 08/32 4.298 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $3M | – | 0.19 |
| BELL CANADA COMPANY GUAR 02/34 5.2 (THE BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA) | Long | Debt | CA | $2M | – | 0.15 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $2M | – | 0.13 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $2M | – | 0.12 |
| BHP BILLITON FIN USA LTD COMPANY GUAR 09/30 5.25 (BHP BILLITON FINANCE (USA) LIMITED) | Long | Debt | AU | $1M | – | 0.09 |
| BLACK HILLS CORP SR UNSECURED 01/26 3.95 (BLACK HILLS CORPORATION) | Long | Debt | US | $391K | – | 0.03 |
| BLACK HILLS CORP SR UNSECURED 01/35 6 (BLACK HILLS CORPORATION) | Long | Debt | US | $805K | – | 0.06 |
| BLACK HILLS CORP SR UNSECURED 05/34 6.15 (BLACK HILLS CORPORATION) | Long | Debt | US | $612K | – | 0.04 |
| BLACKROCK FUNDING INC COMPANY GUAR 03/34 5 | Long | Debt | US | $1M | – | 0.08 |
| BLACKSTONE SECURED LEND SR UNSECURED 11/27 5.875 (BLACKSTONE SECURED LENDING FUND) | Long | Debt | US | $1M | – | 0.10 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 09/29 6.6 (BLUE OWL CREDIT INCOME CORP) | Long | Debt | US | $1M | – | 0.08 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 04/34 6.25 | Long | Debt | US | $3M | – | 0.22 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.07 |
| BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2A (BMW VEHICLE LEASE TRUST 2024-1) | Long | ABS-other | US | $299K | – | 0.02 |
| BMW VEHICLE LEASE TRUST BMWLT 2024 1 A3 (BMW VEHICLE LEASE TRUST 2024-1) | Long | ABS-other | US | $995K | – | 0.07 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $2M | – | 0.17 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $564K | – | 0.04 |
| BOEING CO SR UNSECURED 02/27 2.7 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.08 |
| BOEING CO SR UNSECURED 02/28 3.25 (BOEING CO/THE) | Long | Debt | US | $92K | – | 0.01 |
| BOEING CO SR UNSECURED 02/30 2.95 (BOEING CO/THE) | Long | Debt | US | $514K | – | 0.04 |
| BOEING CO SR UNSECURED 03/27 2.8 (BOEING CO/THE) | Long | Debt | US | $737K | – | 0.05 |
| BOEING CO SR UNSECURED 03/29 3.2 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.09 |
| BOEING CO SR UNSECURED 05/25 4.875 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.11 |
| BOEING CO SR UNSECURED 05/30 5.15 (BOEING CO/THE) | Long | Debt | US | $5M | – | 0.33 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $447K | – | 0.03 |
| BOEING CO SR UNSECURED 06/26 2.25 (BOEING CO/THE) | Long | Debt | US | $279K | – | 0.02 |
| BOEING CO SR UNSECURED 08/59 3.95 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.09 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.17 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.07 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-23K | – | -0.00 | |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 (WORLDPAY (BOOST NEWCO BORROWER LLC)) | Long | Debt | US | $522K | – | 0.04 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95 | Long | Debt | US | $1M | – | 0.09 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875 | Long | Debt | US | $2M | – | 0.17 |
| BOSTON PROPERTIES LP SR UNSECURED 12/27 6.75 | Long | Debt | US | $103K | – | 0.01 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-13K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-10K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $867.5 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $677 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $285.4 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $133.37 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-610.75 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-893.56 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $12.92 | – | 0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-12K | – | -0.00 | |
| BP CAP MARKETS AMERICA COMPANY GUAR 03/50 3.067 (BP CAPITAL MARKETS AMERICA INC) | Long | Debt | US | $1M | – | 0.08 |
| BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR | Long | Debt | GB | $2M | – | 0.13 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $2M | – | 0.13 |
| BPCE SA 144A 05/29 5.281 | Long | Debt | FR | $2M | – | 0.17 |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $813K | – | 0.06 |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $519K | – | 0.04 |
| BPCE SA SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $500K | – | 0.04 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.16 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/29 4.9 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $200K | – | 0.01 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 03/62 3.9 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $144K | – | 0.01 |
| BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25 (BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $588K | – | 0.04 |
| BRITISH COLUMBIA PROV OF SR UNSECURED 06/34 4.75 (PROVINCE OF BRITISH COLUMBIA CANADA) | Long | Debt | CA | $498K | – | 0.04 |
| BROADCOM CRP / CAYMN FI COMPANY GUAR 01/27 3.875 (BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD) | Long | Debt | US | $194K | – | 0.01 |
| BROADCOM INC COMPANY GUAR 144A 02/28 1.95 | Long | Debt | US | $269K | – | 0.02 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 | Long | Debt | US | $2M | – | 0.13 |
| BROADCOM INC COMPANY GUAR 144A 02/41 3.5 | Long | Debt | US | $614K | – | 0.04 |
| BROADCOM INC SR UNSECURED 144A 04/32 4.15 | Long | Debt | US | $462K | – | 0.03 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $2M | – | 0.11 |
| BROOKLYN UNION GAS CO SR UNSECURED 144A 08/27 4.632 (BROOKLYN UNION GAS CO/THE) | Long | Debt | US | $97K | – | 0.01 |
| BROOKLYN UNION GAS CO SR UNSECURED 144A 09/33 6.388 (BROOKLYN UNION GAS CO/THE) | Long | Debt | US | $2M | – | 0.13 |
| BROWN + BROWN INC SR UNSECURED 03/32 4.2 (BROWN & BROWN INC) | Long | Debt | US | $868K | – | 0.06 |
| CAIXABANK SA 144A 01/29 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $1M | – | 0.09 |
| CAIXABANK SA 144A 09/27 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $4M | – | 0.25 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $2M | – | 0.13 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $201K | – | 0.01 |
| CAMERON LNG LLC SR SECURED 144A 07/31 2.902 | Long | Debt | US | $2M | – | 0.12 |
| CANADIAN NATL RESOURCES SR UNSECURED 06/33 6.45 (CANADIAN NATURAL RESOURCES LIMITED) | Long | Debt | CA | $1M | – | 0.07 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 09/15 6.125 | Long | Debt | CA | $509K | – | 0.04 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $2M | – | 0.11 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 02/30 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.21 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 06/29 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $512K | – | 0.04 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 06/34 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 10/31 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.13 |
| CARDINAL HEALTH INC SR UNSECURED 02/29 5.125 | Long | Debt | US | $2M | – | 0.13 |
| CARLISLE COS INC SR UNSECURED 12/24 3.5 | Long | Debt | US | $297K | – | 0.02 |
| CARRIER GLOBAL CORP SR UNSECURED 03/34 5.9 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $313K | – | 0.02 |
| CARRIER GLOBAL CORP SR UNSECURED 05/28 4.125 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $436K | – | 0.03 |
| CARRIER GLOBAL CORP SR UNSECURED 11/32 4.5 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $3M | – | 0.22 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $299K | – | 0.02 |
| CBRE SERVICES INC COMPANY GUAR 03/26 4.875 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $2M | – | 0.11 |
| CBRE SERVICES INC COMPANY GUAR 04/29 5.5 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $3M | – | 0.22 |
| CDW LLC/CDW FINANCE COMPANY GUAR 02/29 3.25 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $995K | – | 0.07 |
| CDW LLC/CDW FINANCE COMPANY GUAR 05/25 4.125 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $3M | – | 0.22 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $2M | – | 0.15 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $612K | – | 0.04 |
| CDX IG41 5Y ICE | Derivative-credit | US | $2M | – | 0.16 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $4M | – | 0.27 | |
| CENTENE CORP SR UNSECURED 02/30 3.375 (CENTENE CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| CENTENE CORP SR UNSECURED 03/31 2.5 (CENTENE CORPORATION) | Long | Debt | US | $493K | – | 0.04 |
| CENTENE CORP SR UNSECURED 07/28 2.45 (CENTENE CORPORATION) | Long | Debt | US | $267K | – | 0.02 |
| CENTENE CORP SR UNSECURED 08/31 2.625 (CENTENE CORPORATION) | Long | Debt | US | $3M | – | 0.22 |
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $685K | – | 0.05 |
| CENTENE CORP SR UNSECURED 12/29 4.625 (CENTENE CORPORATION) | Long | Debt | US | $947K | – | 0.07 |
| CENTERPOINT ENERGY RES SR UNSECURED 07/34 5.4 (CENTERPOINT ENERGY RESOURCES CORP) | Long | Debt | US | $2M | – | 0.13 |
| CGI INC SR UNSECURED 09/26 1.45 | Long | Debt | CA | $824K | – | 0.06 |
| CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $2M | – | 0.16 |
| CHARTER COMM OPT LLC/CAP SR SECURED 02/34 6.65 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $3M | – | 0.19 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/53 5.25 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $236K | – | 0.02 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $818K | – | 0.06 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/63 5.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.07 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.14 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/34 6.55 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $500K | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $771K | – | 0.05 |
| CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $4M | – | 0.28 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.07 |
| CHENIERE ENERGY INC SR UNSECURED 10/28 4.625 | Long | Debt | US | $1M | – | 0.08 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $2M | – | 0.11 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $1M | – | 0.07 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $203K | – | 0.01 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 08/34 5.75 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $1M | – | 0.09 |
| CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $763K | – | 0.05 |
| CHUBB INA HOLDINGS LLC COMPANY GUAR 03/34 5 (CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC)) | Long | Debt | US | $2M | – | 0.13 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $2M | – | 0.16 |
| CIGNA GROUP/THE COMPANY GUAR 10/28 4.375 | Long | Debt | US | $2M | – | 0.14 |
| CIGNA GROUP/THE SR UNSECURED 02/34 5.25 | Long | Debt | US | $2M | – | 0.14 |
| CIMIC FINANCE USA PTY LT COMPANY GUAR 144A 03/34 7 (LEIGHTON FINANCE USA PTY LTD) | Long | Debt | AU | $2M | – | 0.14 |
| CISCO SYSTEMS INC SR UNSECURED 02/31 4.95 | Long | Debt | US | $1M | – | 0.09 |
| CISCO SYSTEMS INC SR UNSECURED 02/34 5.05 | Long | Debt | US | $1000K | – | 0.07 |
| CITIBANK NA SR UNSECURED 04/34 5.57 | Long | Debt | US | $2M | – | 0.14 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $5M | – | 0.39 |
| CITIBANK NA SR UNSECURED 12/26 VAR | Long | Debt | US | $2M | – | 0.15 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.23 |
| CITIGROUP INC SR UNSECURED 06/35 VAR | Long | Debt | US | $199K | – | 0.01 |
| CITIGROUP INC SUBORDINATED 02/35 VAR | Long | Debt | US | $2M | – | 0.11 |
| CITIZENS BANK NA/RI SR UNSECURED 01/26 VAR (CITIZENS BANK NATIONAL ASSOCIATION PROVIDENCE RHODE ISLAND(AKA: RBS CITIZENS NA)) | Long | Debt | US | $249K | – | 0.02 |
| CITIZENS FINANCIAL GROUP SR UNSECURED 01/30 VAR (CITIZENS FINANCIAL GROUP INC) | Long | Debt | US | $2M | – | 0.12 |
| CITIZENS FINANCIAL GROUP SR UNSECURED 04/35 VAR (CITIZENS FINANCIAL GROUP INC) | Long | Debt | US | $724K | – | 0.05 |
| CNA FINANCIAL CORP SR UNSECURED 02/34 5.125 (CNA FINANCIAL CORPORATION) | Long | Debt | US | $194K | – | 0.01 |
| CNO GLOBAL FUNDING SECURED 144A 06/27 5.875 | Long | Debt | US | $301K | – | 0.02 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $2M | 2M | 0.13 |
| CODELCO INC SR UNSECURED 144A 01/34 5.95 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $1M | – | 0.07 |
| COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/28 6.042 (COLUMBIA PIPELINES HOLDING COMPANY LLC) | Long | Debt | US | $1M | – | 0.08 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/30 5.927 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $102K | – | 0.01 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 11/33 6.036 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $716K | – | 0.05 |
| COMMONSPIRIT HEALTH SR SECURED 11/27 6.073 | Long | Debt | US | $102K | – | 0.01 |
| COMMONWEALTH BANK AUST SUBORDINATED 144A 03/34 5.837 (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $2M | – | 0.14 |
| CON EDISON CO OF NY INC SR UNSECURED 05/34 5.375 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.14 |
| CONCENTRIX CORP SR UNSECURED 08/26 6.65 (CONCENTRIX CORPORATION) | Long | Debt | US | $505K | – | 0.04 |
| CONSTELLATION BRANDS INC COMPANY GUAR 02/28 3.6 | Long | Debt | US | $508K | – | 0.04 |
| CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5 | Long | Debt | US | $336K | – | 0.02 |
| CONSTELLATION BRANDS INC SR UNSECURED 05/33 4.9 | Long | Debt | US | $580K | – | 0.04 |
| CONSTELLATION BRANDS INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $1M | – | 0.08 |
| CONSTELLATION EN GEN LLC SR UNSECURED 01/34 6.125 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $2M | – | 0.12 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $293K | – | 0.02 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 09/52 4.2 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $162K | – | 0.01 |
| CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $2M | – | 0.14 |
| COOPERAT RABOBANK UA/NY 07/25 5.5 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $401K | – | 0.03 |
| COOPERAT RABOBANK UA/NY 10/26 5.5 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $2M | – | 0.11 |
| COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 5.041 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $1M | – | 0.11 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/29 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $3M | – | 0.20 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65 | Long | Debt | US | $574K | – | 0.04 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $2M | – | 0.14 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $1M | – | 0.08 |
| COX COMMUNICATIONS INC COMPANY GUAR 144A 06/33 5.7 | Long | Debt | US | $199K | – | 0.01 |
| COX COMMUNICATIONS INC COMPANY GUAR 144A 12/53 5.8 | Long | Debt | US | $2M | – | 0.18 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $2M | – | 0.11 |
| CREDIT AGRICOLE SA SR UNSECURED 144A 07/26 5.589 | Long | Debt | FR | $402K | – | 0.03 |
| CROWN CASTLE INC SR UNSECURED 03/34 5.8 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $404K | – | 0.03 |
| CROWN CASTLE INC SR UNSECURED 06/26 3.7 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $580K | – | 0.04 |
| CROWN CASTLE INC SR UNSECURED 07/26 1.05 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $458K | – | 0.03 |
| CROWN CASTLE INC SR UNSECURED 09/27 3.65 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $761K | – | 0.05 |
| CSL FINANCE PLC COMPANY GUAR 144A 04/34 5.106 | Long | Debt | GB | $493K | – | 0.04 |
| CSL FINANCE PLC COMPANY GUAR 144A 04/62 4.95 | Long | Debt | GB | $176K | – | 0.01 |
| CVS HEALTH CORP SR UNSECURED 06/31 5.55 (CVS HEALTH CORPORATION) | Long | Debt | US | $701K | – | 0.05 |
| CVS HEALTH CORP SR UNSECURED 06/33 5.3 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| CVS HEALTH CORP SR UNSECURED 06/34 5.7 (CVS HEALTH CORPORATION) | Long | Debt | US | $399K | – | 0.03 |
| CVS HEALTH CORP SR UNSECURED 06/44 6 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.16 |
| CVS HEALTH CORP SR UNSECURED 06/53 5.875 (CVS HEALTH CORPORATION) | Long | Debt | US | $575K | – | 0.04 |
| CVS HEALTH CORP SR UNSECURED 06/63 6 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.12 |
| CVS HEALTH CORP SR UNSECURED 08/29 3.25 (CVS HEALTH CORPORATION) | Long | Debt | US | $635K | – | 0.05 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 5.125 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $597K | – | 0.04 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/28 5.4 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $2M | – | 0.12 |
| DANSKE BANK A/S 144A 03/30 VAR | Long | Debt | DK | $702K | – | 0.05 |
| DANSKE BANK A/S 144A 09/26 VAR | Long | Debt | DK | $2M | – | 0.14 |
| DCP MIDSTREAM OPERATING COMPANY GUAR 07/25 5.375 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $444K | – | 0.03 |
| DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 (DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $277K | – | 0.02 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $974K | – | 0.07 |
| DEUTSCHE BANK NY 01/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.11 |
| DEUTSCHE BANK NY 02/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.08 |
| DEUTSCHE BANK NY 05/29 5.414 (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $999K | – | 0.07 |
| DEUTSCHE BANK NY 07/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $400K | – | 0.03 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $595K | – | 0.04 |
| DEUTSCHE BANK NY 11/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.14 |
| DIAGEO CAPITAL PLC COMPANY GUAR 10/27 5.3 | Long | Debt | GB | $202K | – | 0.01 |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A (DIAMOND INFRASTRUCTURE FUNDING LLC 2021 1A) | Long | ABS-other | US | $903K | – | 0.06 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15 | Long | Debt | US | $1M | – | 0.09 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2 | Long | Debt | US | $1M | – | 0.07 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4 | Long | Debt | US | $1M | – | 0.08 |
| DIGITAL REALTY TRUST LP COMPANY GUAR 01/28 5.55 | Long | Debt | US | $2M | – | 0.12 |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $384K | – | 0.03 |
| DISCOVER FINANCIAL SVS SR UNSECURED 02/27 4.1 (DISCOVER FINANCIAL SERVICES) | Long | Debt | US | $769K | – | 0.05 |
| DISCOVER FINANCIAL SVS SR UNSECURED 11/34 VAR (DISCOVER FINANCIAL SERVICES) | Long | Debt | US | $563K | – | 0.04 |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $668K | – | 0.05 |
| DOMINION ENERGY INC JR SUBORDINA 02/55 VAR | Long | Debt | US | $408K | – | 0.03 |
| DOMINION ENERGY INC JR SUBORDINA 06/54 VAR | Long | Debt | US | $2M | – | 0.17 |
| DOMINION ENERGY INC SR UNSECURED 04/30 3.375 | Long | Debt | US | $181K | – | 0.01 |
| DT MIDSTREAM INC SR SECURED 144A 04/32 4.3 | Long | Debt | US | $1M | – | 0.08 |
| DTE ELECTRIC CO 1ST MORTGAGE 04/33 5.2 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $1M | – | 0.07 |
| DTE ENERGY CO SR UNSECURED 03/29 5.1 (DTE ENERGY COMPANY) | Long | Debt | US | $992K | – | 0.07 |
| DTE ENERGY CO SR UNSECURED 06/34 5.85 (DTE ENERGY COMPANY) | Long | Debt | US | $508K | – | 0.04 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/52 3.55 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $424K | – | 0.03 |
| DUKE ENERGY CAROLINAS SR UNSECURED 06/37 6.1 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $103K | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 04/31 3.75 (DUKE ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| DUKE ENERGY CORP SR UNSECURED 08/32 4.5 (DUKE ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.10 |
| DUKE ENERGY OHIO INC 1ST MORTGAGE 04/33 5.25 | Long | Debt | US | $397K | – | 0.03 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/34 5.1 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $2M | – | 0.13 |
| ECOPETROL SA SR UNSECURED 01/33 8.875 | Long | Debt | CO | $517K | – | 0.04 |
| ECOPETROL SA SR UNSECURED 01/36 8.375 | Long | Debt | CO | $1M | – | 0.08 |
| EDISON INTERNATIONAL JR SUBORDINA 06/54 VAR | Long | Debt | US | $1M | – | 0.10 |
| EDISON INTERNATIONAL SR UNSECURED 06/29 5.45 | Long | Debt | US | $2M | – | 0.11 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $4M | – | 0.26 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/33 6.25 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $2M | – | 0.13 |
| ELEVANCE HEALTH INC SR UNSECURED 06/34 5.375 | Long | Debt | US | $3M | – | 0.21 |
| ELEVANCE HEALTH INC SR UNSECURED 12/34 5.95 | Long | Debt | US | $625K | – | 0.04 |
| ENBRIDGE INC ENBRIDGE INC | Long | Debt | CA | $2M | – | 0.17 |
| ENBRIDGE INC SUBORDINATED 01/83 VAR | Long | Debt | CA | $205K | – | 0.01 |
| ENBRIDGE INC SUBORDINATED 01/84 VAR | Long | Debt | CA | $627K | – | 0.04 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $3M | – | 0.24 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/32 7.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $775K | – | 0.06 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/52 7.75 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $1M | – | 0.08 |
| ENERGY TRANSFER LP COMPANY GUAR 05/45 5.35 | Long | Debt | US | $894K | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 01/26 4.75 | Long | Debt | US | $198K | – | 0.01 |
| ENERGY TRANSFER LP SR UNSECURED 03/27 4.4 | Long | Debt | US | $1M | – | 0.08 |
| ENERGY TRANSFER LP SR UNSECURED 05/34 5.55 | Long | Debt | US | $3M | – | 0.20 |
| ENERGY TRANSFER LP SR UNSECURED 05/54 5.95 | Long | Debt | US | $974K | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 06/48 6 | Long | Debt | US | $362K | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 07/26 3.9 | Long | Debt | US | $1M | – | 0.08 |
| ENERGY TRANSFER LP SR UNSECURED 07/38 7.5 | Long | Debt | US | $5M | – | 0.32 |
| ENERGY TRANSFER LP SR UNSECURED 09/34 5.6 | Long | Debt | US | $994K | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 10/47 5.4 | Long | Debt | US | $179K | – | 0.01 |
| ENERGY TRANSFER LP SR UNSECURED 12/26 6.05 | Long | Debt | US | $811K | – | 0.06 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $2M | – | 0.18 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5 | Long | Debt | US | $512K | – | 0.04 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/34 5.45 | Long | Debt | US | $1M | – | 0.08 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/34 5.35 | Long | Debt | US | $993K | – | 0.07 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/51 2.9 | Long | Debt | US | $485K | – | 0.03 |
| ENTERGY LOUISIANA LLC COLLATERAL T 03/33 4 | Long | Debt | US | $1M | – | 0.08 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/33 5.35 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $706K | – | 0.05 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $1M | – | 0.10 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $191K | – | 0.01 |
| EPR PROPERTIES SR UNSECURED 08/29 3.75 | Long | Debt | US | $3M | – | 0.20 |
| EPR PROPERTIES SR UNSECURED 11/31 3.6 | Long | Debt | US | $2M | – | 0.12 |
| EQT CORP SR UNSECURED 02/34 5.75 (EQT CORPORATION) | Long | Debt | US | $2M | – | 0.18 |
| EQT CORP SR UNSECURED 04/28 5.7 (EQT CORPORATION) | Long | Debt | US | $2M | – | 0.12 |
| EQUIFAX INC SR UNSECURED 06/28 5.1 | Long | Debt | US | $399K | – | 0.03 |
| EQUIFAX INC SR UNSECURED 12/24 2.6 | Long | Debt | US | $395K | – | 0.03 |
| EQUINIX INC SR UNSECURED 05/26 1.45 | Long | Debt | US | $2M | – | 0.13 |
| EQUINIX INC SR UNSECURED 07/25 1.25 | Long | Debt | US | $191K | – | 0.01 |
| EQUINIX INC SR UNSECURED 07/50 3 | Long | Debt | US | $190K | – | 0.01 |
| EQUITABLE FINANCIAL LIFE SECURED 144A 03/28 5.45 (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $400K | – | 0.03 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $1M | – | 0.08 |
| ERP OPERATING LP SR UNSECURED 11/26 2.85 | Long | Debt | US | $379K | – | 0.03 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5 | Long | Debt | US | $595K | – | 0.04 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-18K | – | -0.00 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-20K | – | -0.00 | |
| EVERGY KANSAS CENTRAL 1ST MORTGAGE 11/33 5.9 (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $2M | – | 0.15 |
| EVERGY METRO GENL REF MOR 04/34 5.4 (EVERGY METRO INC) | Long | Debt | US | $695K | – | 0.05 |
| EVERSOURCE ENERGY SR UNSECURED 01/27 5 | Long | Debt | US | $397K | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 03/28 5.45 | Long | Debt | US | $602K | – | 0.04 |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $5M | – | 0.33 |
| EXELON CORP SR UNSECURED 03/34 5.45 (EXELON CORPORATION) | Long | Debt | US | $2M | – | 0.12 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $271K | – | 0.02 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 04/28 5.7 | Long | Debt | US | $405K | – | 0.03 |
| F+G ANNUITIES + LIFE INC COMPANY GUAR 06/29 6.5 (F&G ANNUITIES & LIFE INC) | Long | Debt | US | $3M | – | 0.23 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 12/33 6 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $2M | – | 0.14 |
| FED CAISSES DESJARDINS SR UNSECURED 144A 03/28 5.7 (FEDERATION DES CAISSES DESJARDINS DU QUEBEC) | Long | Debt | CA | $202K | – | 0.01 |
| FED CAISSES DESJARDINS SR UNSECURED 144A 04/29 5.25 (FEDERATION DES CAISSES DESJARDINS DU QUEBEC) | Long | Debt | CA | $1M | – | 0.09 |
| FED CAISSES DESJARDINS SR UNSECURED 144A 08/25 4.4 (FEDERATION DES CAISSES DESJARDINS DU QUEBEC) | Long | Debt | CA | $198K | – | 0.01 |
| FED HM LN PC POOL QF7483 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.03 |
| FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| FED HM LN PC POOL SD8317 FR 04/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR | Long | Debt | US | $893K | – | 0.06 |
| FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR | Long | Debt | US | $192K | – | 0.01 |
| FIFTH THIRD BANK SR UNSECURED 10/25 VAR (FIFTH THIRD BANK/CINCINNATI BRANCH) | Long | Debt | US | $250K | – | 0.02 |
| FISERV INC SR UNSECURED 03/33 5.6 | Long | Debt | US | $1M | – | 0.10 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 04/33 5.1 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $498K | – | 0.04 |
| FLUTTER TREASURY DAC SR SECURED 144A 04/29 5 (FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $1M | – | 0.08 |
| FLUTTER TREASURY DAC SR SECURED 144A 04/29 6.375 (FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $302K | – | 0.02 |
| FNMA POOL BX2463 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $788K | – | 0.06 |
| FNMA POOL BX5678 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574K | – | 0.04 |
| FNMA POOL BY4259 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| FNMA POOL MA4919 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $919K | – | 0.07 |
| FNMA POOL MA4942 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143M | – | 10.15 |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $287K | – | 0.02 | |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $386K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $905K | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $400K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $798K | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $522K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $204K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/30 7.2 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $316K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.12 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $375K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.14 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.23 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.10 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/30 5.9 | Long | Debt | US | $507K | – | 0.04 |
| FOX CORP SR UNSECURED 10/33 6.5 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.13 |
| FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45 (FREEPORT-MCMORAN INC) | Long | Debt | US | $190K | – | 0.01 |
| FREEPORT MCMORAN INC COMPANY GUAR 09/27 5 (FREEPORT-MCMORAN INC) | Long | Debt | US | $99K | – | 0.01 |
| FREEPORT MCMORAN INC COMPANY GUAR 11/34 5.4 (FREEPORT-MCMORAN INC) | Long | Debt | US | $98K | – | 0.01 |
| FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875 | Long | Debt | US | $3M | – | 0.24 |
| GATX CORP SR UNSECURED 03/34 6.05 (GATX CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| GENERAL MILLS INC SR UNSECURED 01/27 4.7 | Long | Debt | US | $889K | – | 0.06 |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $319K | – | 0.02 | |
| GENERAL MOTORS FINL CO SR UNSECURED 01/28 6 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $508K | – | 0.04 |
| GENERAL MOTORS FINL CO SR UNSECURED 02/31 5.75 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $2M | – | 0.14 |
| GENERAL MOTORS FINL CO SR UNSECURED 04/30 5.85 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $709K | – | 0.05 |
| GENERAL MOTORS FINL CO SR UNSECURED 04/34 5.95 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $3M | – | 0.24 |
| GENERAL MOTORS FINL CO SR UNSECURED 07/29 5.55 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $1M | – | 0.09 |
| GENERAL MOTORS FINL CO SR UNSECURED 08/27 2.7 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $185K | – | 0.01 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/27 5.338 | Long | Debt | US | $3M | – | 0.23 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 05/28 5.4 | Long | Debt | US | $500K | – | 0.04 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $1M | – | 0.09 |
| GLOBAL PAYMENTS INC SR UNSECURED 03/31 4.875 | Long | Debt | US | $222K | – | 0.02 |
| GLOBAL PAYMENTS INC SR UNSECURED 05/30 2.9 | Long | Debt | US | $87K | – | 0.01 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/29 3.2 | Long | Debt | US | $90K | – | 0.01 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15 | Long | Debt | US | $302K | – | 0.02 |
| GLOBAL PAYMENTS INC SR UNSECURED 11/24 1.5 | Long | Debt | US | $985K | – | 0.07 |
| GLOBAL PAYMENTS INC SR UNSECURED 11/31 2.9 | Long | Debt | US | $3M | – | 0.22 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.19 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $963K | – | 0.07 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.12 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $198K | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.22 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $3M | – | 0.22 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $3M | – | 0.22 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $2M | 2M | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR | Long | Debt | US | $2M | – | 0.16 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $1M | – | 0.09 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 7.25 | Long | Debt | US | $270K | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR | Long | Debt | US | $3M | – | 0.23 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $700K | – | 0.05 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR | Long | Debt | US | $1M | – | 0.09 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $2M | – | 0.13 |
| GXO LOGISTICS INC SR UNSECURED 05/34 6.5 | Long | Debt | US | $406K | – | 0.03 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375 | Long | Debt | US | $239K | – | 0.02 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/29 3.375 | Long | Debt | US | $1M | – | 0.09 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $538K | – | 0.04 |
| HANA BANK SR UNSECURED 144A 04/27 5.375 (KEB HANA BANK (AKA: KOREA EXCHANGE BANK)) | Long | Debt | KR | $604K | – | 0.04 |
| HANNON ARMSTRONG SUSTAIN SR UNSECURED 144A 07/34 6.375 (HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC) | Long | Debt | US | $2M | – | 0.14 |
| HARLEY DAVIDSON FINL SER SR UNSECURED 144A 06/29 5.95 (HARLEY-DAVIDSON FINANCIAL SERVICES INC) | Long | Debt | US | $2M | – | 0.16 |
| HASBRO INC SR UNSECURED 05/34 6.05 | Long | Debt | US | $2M | – | 0.14 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $3M | – | 0.19 |
| HCA INC COMPANY GUAR 02/25 5.375 | Long | Debt | US | $997K | – | 0.07 |
| HCA INC COMPANY GUAR 03/42 4.375 | Long | Debt | US | $576K | – | 0.04 |
| HCA INC COMPANY GUAR 04/31 5.45 | Long | Debt | US | $4M | – | 0.26 |
| HCA INC COMPANY GUAR 06/49 5.25 | Long | Debt | US | $357K | – | 0.03 |
| HCA INC COMPANY GUAR 06/53 5.9 | Long | Debt | US | $1M | – | 0.10 |
| HCA INC COMPANY GUAR 09/28 5.625 | Long | Debt | US | $706K | – | 0.05 |
| HESS CORP SR UNSECURED 07/24 3.5 (HESS CORPORATION) | Long | Debt | US | $100K | – | 0.01 |
| HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 | Long | Debt | US | $170K | – | 0.01 |
| HIGHWOODS REALTY LP SR UNSECURED 02/34 7.65 | Long | Debt | US | $1M | – | 0.08 |
| HOME DEPOT INC HOME DEPOT INC | Long | Debt | US | $501K | – | 0.04 |
| HOME DEPOT INC SR UNSECURED 06/34 4.95 | Long | Debt | US | $2M | – | 0.14 |
| HONEYWELL INTERNATIONAL SR UNSECURED 03/30 3.375 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.11 |
| HONEYWELL INTERNATIONAL SR UNSECURED 03/36 3.75 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $316K | – | 0.02 |
| HOST HOTELS + RESORTS LP SR UNSECURED 02/26 4.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $98K | – | 0.01 |
| HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $1M | – | 0.09 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $4M | – | 0.26 |
| HOWMET AEROSPACE INC SR UNSECURED 01/29 3 | Long | Debt | US | $3M | – | 0.22 |
| HPS CORPORATE LENDING FU SR UNSECURED 144A 01/29 6.75 (HPS CORPORATE LENDING FUND) | Long | Debt | US | $2M | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $361K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $3M | – | 0.18 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $2M | – | 0.14 |
| HSBC HOLDINGS PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $4M | – | 0.29 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $4M | – | 0.26 |
| HSBC USA INC SR UNSECURED 03/27 5.294 (HSBC USA INC (AKA: HSBC AMERICAS INC)) | Long | Debt | US | $2M | – | 0.17 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $415K | – | 0.03 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $851K | – | 0.06 |
| HUMANA INC SR UNSECURED 03/27 3.95 | Long | Debt | US | $387K | – | 0.03 |
| HUMANA INC SR UNSECURED 03/33 5.875 | Long | Debt | US | $305K | – | 0.02 |
| HUMANA INC SR UNSECURED 04/31 5.375 | Long | Debt | US | $3M | – | 0.18 |
| HUMANA INC SR UNSECURED 04/54 5.75 | Long | Debt | US | $386K | – | 0.03 |
| HYATT HOTELS CORP SR UNSECURED 04/25 5.375 (HYATT HOTELS CORPORATION) | Long | Debt | US | $697K | – | 0.05 |
| HYATT HOTELS CORP SR UNSECURED 06/29 5.25 (HYATT HOTELS CORPORATION) | Long | Debt | US | $2M | – | 0.13 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5 | Long | Debt | US | $400K | – | 0.03 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR | Long | Debt | US | $4M | – | 0.31 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 5.68 | Long | Debt | US | $303K | – | 0.02 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809 (ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $303K | – | 0.02 |
| ILLUMINA INC SR UNSECURED 12/25 5.8 | Long | Debt | US | $200K | – | 0.01 |
| ILLUMINA INC SR UNSECURED 12/27 5.75 | Long | Debt | US | $101K | – | 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 | $250K | – | 0.02 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $204K | – | 0.01 |
| INCITEC PIVOT LTD COMPANY GUAR REGS 03/26 4.3 (INCITEC PIVOT LIMITED) | Long | Debt | AU | $2M | – | 0.11 |
| ING BANK (AUSTRALIA) LTD SR UNSECURED 03/27 4.837 | Long | Debt | AU | $728K | – | 0.05 |
| ING GROEP NV SR UNSECURED 03/30 VAR | Long | Debt | NL | $2M | – | 0.18 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $988K | – | 0.07 |
| INGERSOLL RAND INC SR UNSECURED 06/29 5.176 | Long | Debt | US | $300K | – | 0.02 |
| INGERSOLL RAND INC SR UNSECURED 06/34 5.45 | Long | Debt | US | $2M | – | 0.11 |
| INTEL CORP SR UNSECURED 02/34 5.15 (INTEL CORPORATION) | Long | Debt | US | $3M | – | 0.21 |
| INTERSTATE POWER + LIGHT SR UNSECURED 10/33 5.7 (INTERSTATE POWER AND LIGHT COMPANY) | Long | Debt | US | $3M | – | 0.18 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $1M | – | 0.10 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/33 6.625 | Long | Debt | IT | $5M | – | 0.39 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $2M | – | 0.14 |
| IQVIA INC SR SECURED 05/28 5.7 | Long | Debt | US | $2M | – | 0.12 |
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75 (ISRAEL ELECTRIC CORPORATION LTD) | Long | Debt | IL | $2M | – | 0.11 |
| ITC HOLDINGS CORP SR UNSECURED 144A 05/34 5.65 | Long | Debt | US | $2M | – | 0.14 |
| JDE PEET S NV COMPANY GUAR 144A 09/31 2.25 (JDE PEETS NV) | Long | Debt | NL | $4M | – | 0.27 |
| JEFFERIES FIN GROUP INC SR UNSECURED 04/34 6.2 (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $2M | – | 0.14 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $593K | – | 0.04 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $145K | – | 0.01 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 04/34 5.1 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.12 |
| JOHNSON + JOHNSON SR UNSECURED 06/29 4.8 (JOHNSON & JOHNSON COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| JONES LANG LASALLE INC SR UNSECURED 12/28 6.875 (JONES LANG LASALLE INCORPORATED) | Long | Debt | US | $2M | – | 0.12 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR (JPMORGAN CHASE BANK NA) | Long | Debt | US | $710K | – | 0.05 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $155K | 150K | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $489K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.23 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.16 |
| JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.15 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.14 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.24 |
| JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.29 |
| JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 12/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.08 |
| JT INTL FIN SERVICES BV COMPANY GUAR REGS 09/28 3.875 (JT INTERNATIONAL FINANCIAL SERVICES BV) | Long | Debt | NL | $2M | – | 0.18 |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR (KBC GROEP NV) | Long | Debt | BE | $4M | – | 0.27 |
| KBC GROUP NV SR UNSECURED 144A 09/34 VAR (KBC GROEP NV) | Long | Debt | BE | $935K | – | 0.07 |
| KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1 | Long | Debt | US | $2M | – | 0.11 |
| KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR | Long | Debt | US | $1M | – | 0.09 |
| KEURIG DR PEPPER INC COMPANY GUAR 03/29 5.05 | Long | Debt | US | $1M | – | 0.09 |
| KEY BANK NA SR UNSECURED 06/25 3.3 (KEYBANK NA/CLEVELAND OH) | Long | Debt | US | $195K | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $380K | – | 0.03 |
| KILROY REALTY LP COMPANY GUAR 08/29 4.25 | Long | Debt | US | $181K | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 10/25 4.375 | Long | Debt | US | $685K | – | 0.05 |
| KILROY REALTY LP COMPANY GUAR 11/32 2.5 | Long | Debt | US | $1M | – | 0.07 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $221K | – | 0.02 |
| KIMCO REALTY OP LLC COMPANY GUAR 04/27 3.8 | Long | Debt | US | $770K | – | 0.05 |
| KINDER MORGAN INC COMPANY GUAR 06/25 4.3 | Long | Debt | US | $2M | – | 0.14 |
| KINDER MORGAN INC COMPANY GUAR 06/33 5.2 | Long | Debt | US | $583K | – | 0.04 |
| KINDER MORGAN INC SR UNSECURED 02/34 5.4 | Long | Debt | US | $2M | – | 0.13 |
| KITE REALTY GROUP TRUST SR UNSECURED 03/25 4 | Long | Debt | US | $99K | – | 0.01 |
| KOREA DEVELOPMENT BANK SR UNSECURED 10/33 5.625 | Long | Debt | KR | $2M | – | 0.15 |
| KOREA GAS CORP SR UNSECURED 144A 07/29 5 (KOREA GAS CORPORATION) | Long | Debt | KR | $749K | – | 0.05 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $222K | – | 0.02 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 03/29 3.5 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $2M | – | 0.13 |
| KYNDRYL HOLDINGS INC SR UNSECURED 02/34 6.35 | Long | Debt | US | $3M | – | 0.19 |
| L3HARRIS TECH INC SR UNSECURED 06/29 5.05 (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.14 |
| L3HARRIS TECH INC SR UNSECURED 06/31 5.25 (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.09 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 6 | Long | Debt | US | $4M | – | 0.26 |
| LAZARD GROUP LLC SR UNSECURED 03/29 4.375 | Long | Debt | US | $431K | – | 0.03 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $1M | – | 0.10 |
| LENOVO GROUP LTD SR UNSECURED 144A 01/28 5.831 (LENOVO GROUP LIMITED) | Long | Debt | HK | $404K | – | 0.03 |
| LIBERTY UTILITIES CO SR UNSECURED 144A 01/29 5.577 | Long | Debt | US | $703K | – | 0.05 |
| LKQ CORP COMPANY GUAR 06/28 5.75 (LKQ CORPORATION) | Long | Debt | US | $3M | – | 0.24 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $2M | – | 0.16 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR | Long | Debt | GB | $882K | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/29 VAR | Long | Debt | GB | $1M | – | 0.08 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $805K | – | 0.06 |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 12/34 FIXED 5.048 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $395K | – | 0.03 |
| LPL HOLDINGS INC COMPANY GUAR 05/27 5.7 | Long | Debt | US | $1M | – | 0.07 |
| LPL HOLDINGS INC COMPANY GUAR 11/28 6.75 | Long | Debt | US | $2M | – | 0.12 |
| LSEG US FIN CORP COMPANY GUAR 144A 03/34 5.297 | Long | Debt | US | $2M | – | 0.17 |
| LXP INDUSTRIAL TRUST SR UNSECURED 11/28 6.75 | Long | Debt | US | $2M | – | 0.13 |
| MAIN STREET CAPITAL CORP SR UNSECURED 03/29 6.95 (MAIN STREET CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.09 |
| MARRIOTT INTERNATIONAL SR UNSECURED 04/28 4 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $480K | – | 0.03 |
| MARRIOTT INTERNATIONAL SR UNSECURED 04/31 2.85 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $257K | – | 0.02 |
| MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $485K | – | 0.03 |
| MARRIOTT INTERNATIONAL SR UNSECURED 09/26 5.45 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $603K | – | 0.04 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/28 5.55 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $304K | – | 0.02 |
| MARSH + MCLENNAN COS INC SR UNSECURED 03/53 5.45 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $731K | – | 0.05 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65 | Long | Debt | US | $94K | – | 0.01 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95 | Long | Debt | US | $906K | – | 0.06 |
| MARVELL TECHNOLOGY INC SR UNSECURED 09/33 5.95 | Long | Debt | US | $2M | – | 0.13 |
| MASSACHUSETTS ELECTRIC SR UNSECURED 144A 11/30 1.729 (MASSACHUSETTS ELECTRICAL CO) | Long | Debt | US | $318K | – | 0.02 |
| MASTERCARD INC SR UNSECURED 05/34 4.875 (MASTERCARD INCORPORATED) | Long | Debt | US | $198K | – | 0.01 |
| MCDONALD S CORP SR UNSECURED 10/37 6.3 (MCDONALDS CORPORATION) | Long | Debt | US | $750K | – | 0.05 |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 05/34 5.875 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $633K | – | 0.05 |
| MERCK + CO INC COMPANY GUAR 09/37 6.55 (MERCK & CO INC) | Long | Debt | US | $789K | – | 0.06 |
| META PLATFORMS INC SR UNSECURED 05/63 5.75 | Long | Debt | US | $514K | – | 0.04 |
| METLIFE INC SR UNSECURED 12/34 5.3 | Long | Debt | US | $998K | – | 0.07 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $4M | – | 0.28 |
| MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3 | Long | Debt | US | $1M | – | 0.09 |
| MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75 | Long | Debt | US | $1M | – | 0.08 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 01/34 5.35 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 02/55 5.3 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $572K | – | 0.04 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $864K | – | 0.06 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $421K | – | 0.03 |
| MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/27 5.08 (MITSUBISHI HC CAPITAL INC) | Long | Debt | JP | $199K | – | 0.01 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/30 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.20 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $305K | – | 0.02 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.15 |
| MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.18 |
| MONONGAHELA POWER CO 1ST MORTGAGE 144A 02/34 5.85 (MONONGAHELA POWER COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| MOODY S CORPORATION SR UNSECURED 08/31 2 (MOODY'S CORPORATION) | Long | Debt | US | $975K | – | 0.07 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $2M | – | 0.13 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $2M | – | 0.11 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $1M | – | 0.09 |
| MORGAN STANLEY SR UNSECURED 01/28 VAR | Long | Debt | US | $839K | – | 0.06 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $1M | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 03/35 VAR | Long | Debt | US | $2M | – | 0.15 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $606K | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $1M | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 04/34 VAR | Long | Debt | US | $2M | – | 0.16 |
| MORGAN STANLEY SR UNSECURED 07/26 VAR | Long | Debt | US | $495K | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 07/29 VAR | Long | Debt | US | $2M | – | 0.13 |
| MORGAN STANLEY SR UNSECURED 07/34 VAR | Long | Debt | US | $6M | – | 0.40 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $1M | – | 0.07 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 04/29 5 | Long | Debt | US | $2M | – | 0.15 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4 | Long | Debt | US | $397K | – | 0.03 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6 | Long | Debt | US | $195K | – | 0.01 |
| MPLX LP SR UNSECURED 02/25 4 | Long | Debt | US | $495K | – | 0.04 |
| MPLX LP SR UNSECURED 04/38 4.5 | Long | Debt | US | $698K | – | 0.05 |
| MPLX LP SR UNSECURED 06/34 5.5 | Long | Debt | US | $3M | – | 0.21 |
| MPLX LP SR UNSECURED 09/32 4.95 | Long | Debt | US | $191K | – | 0.01 |
| MSCI INC COMPANY GUAR 144A 11/29 4 | Long | Debt | US | $6M | – | 0.46 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 04/27 5.35 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.14 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $402K | – | 0.03 |
| NARRAGANSETT ELECTRIC SR UNSECURED 144A 05/34 5.35 (NARRAGANSETT ELECTRIC CO/THE) | Long | Debt | US | $3M | – | 0.18 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $2M | – | 0.14 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $2M | – | 0.14 |
| NATIONAL GRID PLC SR UNSECURED 01/34 5.418 | Long | Debt | GB | $2M | – | 0.14 |
| NATIONAL GRID PLC SR UNSECURED 06/28 5.602 | Long | Debt | GB | $404K | – | 0.03 |
| NATIONAL RURAL UTIL COOP SR UNSECURED 09/28 5.05 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $301K | – | 0.02 |
| NATIONAL SECS CLEARING SR UNSECURED 144A 06/29 4.9 (NATIONAL SECURITIES CLEARING CORPORATION) | Long | Debt | US | $2M | – | 0.14 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $1M | – | 0.09 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $2M | – | 0.15 |
| NATWEST GROUP PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $2M | – | 0.16 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $880K | – | 0.06 |
| NATWEST GROUP PLC SR UNSECURED 09/28 VAR | Long | Debt | GB | $2M | – | 0.16 |
| NATWEST GROUP PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $511K | – | 0.04 |
| NBN CO LTD SR UNSECURED 144A 05/31 2.625 (NBN CO LIMITED) | Long | Debt | AU | $430K | – | 0.03 |
| NBN CO LTD SR UNSECURED 144A 10/28 5.75 (NBN CO LIMITED) | Long | Debt | AU | $1M | – | 0.10 |
| NESTLE CAPITAL CORP COMPANY GUAR 144A 03/34 4.875 (NESTLE CAPITAL CORPORATION) | Long | Debt | US | $3M | – | 0.19 |
| NETFLIX INC SR UNSECURED 11/28 5.875 | Long | Debt | US | $103K | – | 0.01 |
| NEWMONT / NEWCREST FIN COMPANY GUAR 144A 03/26 5.3 (NEWMONT CORP / NEWCREST FINANCE PTY LTD) | Long | Debt | US | $4M | – | 0.25 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $88K | – | 0.01 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 06/54 VAR (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $907K | – | 0.06 |
| NGPL PIPECO LLC SR UNSECURED 144A 07/31 3.25 | Long | Debt | US | $257K | – | 0.02 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/32 2.759 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $498K | – | 0.04 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/34 5.29 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $487K | – | 0.03 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 6.95 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $2M | – | 0.11 |
| NOMURA HOLDINGS INC NOMURA HOLDINGS INC | Long | Debt | JP | $3M | – | 0.21 |
| NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329 | Long | Debt | JP | $555K | – | 0.04 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $480K | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 6.07 | Long | Debt | JP | $614K | – | 0.04 |
| NORTHROP GRUMMAN CORP SR UNSECURED 06/34 4.9 (NORTHROP GRUMMAN CORPORATION) | Long | Debt | US | $2M | – | 0.11 |
| NOVARTIS CAPITAL CORP COMPANY GUAR 09/42 3.7 (NOVARTIS CAPITAL CORPORATION) | Long | Debt | US | $409K | – | 0.03 |
| NTT FINANCE CORP NTT FINANCE CORP (NTT FINANCE CORPORATION) | Long | Debt | JP | $1M | – | 0.10 |
| NTT FINANCE CORP NTT FINANCE CORP (NTT FINANCE CORPORATION) | Long | Debt | JP | $300K | – | 0.02 |
| NUVEEN LLC SR UNSECURED 144A 01/30 5.55 | Long | Debt | US | $2M | – | 0.14 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/29 4.3 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $288K | – | 0.02 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/28 5.65 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $2M | – | 0.12 |
| OAKTREE STRATEGIC CREDIT SR UNSECURED 144A 11/28 8.4 (OAKTREE STRATEGIC CREDIT FUND) | Long | Debt | US | $2M | – | 0.14 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 01/31 6.125 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $5M | – | 0.32 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 03/26 5.55 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $899K | – | 0.06 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 05/31 7.5 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $552K | – | 0.04 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $322K | – | 0.02 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $3M | – | 0.20 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/28 6.375 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $207K | – | 0.01 |
| OCI NV COMPANY GUAR 144A 03/33 6.7 | Long | Debt | NL | $2M | – | 0.16 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 144A 06/54 5.8 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $2M | – | 0.15 |
| OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH | Derivative-interest rate | CA | $-15K | – | -0.00 | |
| ONEOK INC COMPANY GUAR 09/33 6.05 | Long | Debt | US | $515K | – | 0.04 |
| ONEOK INC COMPANY GUAR 09/53 6.625 | Long | Debt | US | $4M | – | 0.27 |
| ONEOK INC COMPANY GUAR 11/28 5.65 | Long | Debt | US | $508K | – | 0.04 |
| ONEOK INC COMPANY GUAR 11/30 5.8 | Long | Debt | US | $2M | – | 0.15 |
| OPEN TEXT CORP SR SECURED 144A 12/27 6.9 (OPEN TEXT CORPORATION) | Long | Debt | CA | $208K | – | 0.01 |
| ORACLE CORP SR UNSECURED 03/26 1.65 (ORACLE CORPORATION) | Long | Debt | US | $188K | – | 0.01 |
| ORACLE CORP SR UNSECURED 11/27 3.25 (ORACLE CORPORATION) | Long | Debt | US | $189K | – | 0.01 |
| OVINTIV INC COMPANY GUAR 05/25 5.65 | Long | Debt | US | $499K | – | 0.04 |
| OVINTIV INC COMPANY GUAR 07/33 6.25 | Long | Debt | US | $2M | – | 0.12 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $717K | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $407K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.12 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/34 5.8 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $994K | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $200K | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/33 6.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $413K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $280K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $793K | – | 0.06 |
| PACIFICORP 1ST MORTGAGE 02/29 5.1 | Long | Debt | US | $600K | – | 0.04 |
| PACIFICORP 1ST MORTGAGE 09/30 2.7 | Long | Debt | US | $87K | – | 0.01 |
| PACIFICORP 1ST MORTGAGE 12/53 5.35 | Long | Debt | US | $1M | – | 0.08 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $784K | – | 0.06 |
| PARAMOUNT GLOBAL COMPANY GUAR 02/28 3.375 | Long | Debt | US | $268K | – | 0.02 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | Long | Debt | US | $554K | – | 0.04 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | Long | Debt | US | $704K | – | 0.05 |
| PARAMOUNT GLOBAL SR UNSECURED 04/36 6.875 | Long | Debt | US | $750K | – | 0.05 |
| PARAMOUNT GLOBAL SR UNSECURED 06/28 3.7 | Long | Debt | US | $1M | – | 0.08 |
| PARAMOUNT GLOBAL SR UNSECURED 07/30 7.875 | Long | Debt | US | $205K | – | 0.01 |
| PATTERSON UTI ENERGY INC SR UNSECURED 10/33 7.15 (PATTERSON-UTI ENERGY INC) | Long | Debt | US | $1M | – | 0.08 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/27 5.35 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $1M | – | 0.11 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $335K | – | 0.02 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/27 4.75 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $992K | – | 0.07 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $990K | – | 0.07 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/34 5.25 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.13 |
| PHILIP MORRIS INTL INC SR UNSECURED 09/28 5.25 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.13 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/30 1.75 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $570K | – | 0.04 |
| PHILLIPS EDISON GROCERY COMPANY GUAR 07/34 5.75 (PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP) | Long | Debt | US | $1M | – | 0.11 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/28 9.25 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.09 |
| PILGRIM S PRIDE CORP COMPANY GUAR 07/33 6.25 (PILGRIM'S PRIDE CORP) | Long | Debt | US | $204K | – | 0.01 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $3M | – | 0.20 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $500K | – | 0.04 |
| PIONEER NATURAL RESOURCE SR UNSECURED 03/26 5.1 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $399K | – | 0.03 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 09/34 5.7 (PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP) | Long | Debt | US | $3M | – | 0.23 |
| PNC FINANCIAL SERVICES SR UNSECURED 01/28 VAR (PNC FINANCIAL SERVICES GROUP INC) | Long | Debt | US | $2M | – | 0.14 |
| PNC FINANCIAL SERVICES SR UNSECURED 06/26 VAR (PNC FINANCIAL SERVICES GROUP INC) | Long | Debt | US | $100K | – | 0.01 |
| PNC FINANCIAL SERVICES SR UNSECURED 10/27 VAR (PNC FINANCIAL SERVICES GROUP INC) | Long | Debt | US | $1M | – | 0.10 |
| POPULAR INC SR UNSECURED 03/28 7.25 (POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)) | Long | Debt | PR | $411K | – | 0.03 |
| POSCO SR UNSECURED 144A 01/27 4.875 | Long | Debt | KR | $494K | – | 0.04 |
| PRINCIPAL LFE GLB FND II SECURED 144A 06/28 5.5 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $201K | – | 0.01 |
| PROLOGIS TARGETED US COMPANY GUAR 144A 04/29 5.25 (PROLOGIS TARGETED US LOGISTICS FUND LP) | Long | Debt | US | $2M | – | 0.13 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 01/27 4.992 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.11 |
| PROV ST JOSEPH HLTH OBL UNSECURED 10/29 2.532 (PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP) | Long | Debt | US | $263K | – | 0.02 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/34 5.35 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $1M | – | 0.11 |
| PUBLIC SERVICE ENTERPRIS SR UNSECURED 04/34 5.45 (PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)) | Long | Debt | US | $2M | – | 0.17 |
| PUBLIC SERVICE ENTERPRIS SR UNSECURED 10/33 6.125 (PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)) | Long | Debt | US | $3M | – | 0.20 |
| PUGET SOUND ENERGY INC SR SECURED 10/39 5.757 | Long | Debt | US | $3M | – | 0.21 |
| QORVO INC COMPANY GUAR 12/24 1.75 | Long | Debt | US | $2M | – | 0.11 |
| RADIAN GROUP INC SR UNSECURED 05/29 6.2 | Long | Debt | US | $1M | – | 0.08 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $250K | – | 0.02 |
| REALTY INCOME CORP SR UNSECURED 07/30 4.875 (REALTY INCOME CORPORATION) | Long | Debt | US | $558K | – | 0.04 |
| REALTY INCOME CORP SR UNSECURED 07/34 5.125 (REALTY INCOME CORPORATION) | Long | Debt | US | $463K | – | 0.03 |
| REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR (REGIONS FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.12 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/33 6 (REINSURANCE GROUP OF AMERICA INCORPORATED) | Long | Debt | US | $204K | – | 0.01 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $3M | – | 0.18 |
| REPUBLIC OF CHILE SR UNSECURED 01/36 4.95 (CHILEAN GOVT) | Long | Debt | CL | $288K | – | 0.02 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 (COLOMBIAN GOVT) | Long | Debt | CO | $1M | – | 0.10 |
| REPUBLIC OF PANAMA SR UNSECURED 03/31 7.5 (PANAMA GOVT) | Long | Debt | PA | $4M | – | 0.28 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $625K | – | 0.04 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $2M | – | 0.16 |
| REPUBLIC SERVICES INC SR UNSECURED 08/24 2.5 | Long | Debt | US | $100K | – | 0.01 |
| RETAIL OPPORTUNITY IN COMPANY GUAR 10/28 6.75 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.07 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.20 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.26 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.28 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-77M | – | -5.49 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.17 |
| REVERSE REPO MORGAN STANLEY | Short | Repurchase agreement | US | $-4M | – | -0.30 |
| REVERSE REPO MORGAN STANLEY | Short | Repurchase agreement | US | $-6M | – | -0.40 |
| REVERSE REPO MORGAN STANLEY | Short | Repurchase agreement | US | $-78M | – | -5.52 |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $436K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $92K | – | 0.01 | |
| RFR USD SOFR/4.50000 07/18/23-1Y LCH | Derivative-interest rate | US | $-73K | – | -0.01 | |
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 | Long | Debt | US | $2M | – | 0.14 |
| ROCHE HOLDINGS INC COMPANY GUAR 144A 03/29 4.79 | Long | Debt | US | $1M | – | 0.08 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $3M | – | 0.18 |
| ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.09 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.15 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $2M | – | 0.13 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $2M | – | 0.16 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15 | Long | Debt | GB | $397K | – | 0.03 |
| RTX CORP SR UNSECURED 03/34 6.1 (RTX CORPORATION) | Long | Debt | US | $2M | – | 0.15 |
| RWE FINANCE US LLC COMPANY GUAR 144A 04/34 5.875 | Long | Debt | US | $1M | – | 0.09 |
| S+P GLOBAL INC COMPANY GUAR 03/29 2.7 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $1M | – | 0.10 |
| SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $2M | – | 0.14 |
| SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $768K | – | 0.05 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $3M | – | 0.18 |
| SAN DIEGO G + E 1ST MORTGAGE 06/26 6 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.22 |
| SAN DIEGO G + E SR SECURED 10/30 1.7 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.10 |
| SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $3M | – | 0.18 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 08/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $571K | – | 0.04 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $608K | – | 0.04 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.16 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875 | Long | Debt | AU | $1M | – | 0.09 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $787K | – | 0.06 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $590K | – | 0.04 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $391K | – | 0.03 |
| SEMPRA JR SUBORDINA 10/54 VAR | Long | Debt | US | $2M | – | 0.14 |
| SHIRE ACQ INV IRELAND DA COMPANY GUAR 09/26 3.2 (SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $959K | – | 0.07 |
| SIERRA PACIFIC POWER CO GENL REF MOR 03/54 5.9 (SIERRA PACIFIC POWER COMPANY) | Long | Debt | US | $697K | – | 0.05 |
| SIMON PROPERTY GROUP LP SR UNSECURED 01/34 6.25 | Long | Debt | US | $2M | – | 0.11 |
| SIXTH STREET LENDING PAR SR UNSECURED 144A 03/29 6.5 (SIXTH STREET LENDING PARTNERS) | Long | Debt | US | $3M | – | 0.21 |
| SIXTH STREET SPECIALTY SR UNSECURED 03/29 6.125 (SIXTH STREET SPECIALTY LENDING INC) | Long | Debt | US | $4M | – | 0.29 |
| SK HYNIX INC SR UNSECURED 144A 01/28 6.375 | Long | Debt | KR | $412K | – | 0.03 |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 09/26 1.2 (SKANDINAVISKA ENSKILDA BANKEN AB) | Long | Debt | SE | $735K | – | 0.05 |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 11/25 1.4 (SKANDINAVISKA ENSKILDA BANKEN AB) | Long | Debt | SE | $759K | – | 0.05 |
| SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8 | Long | Debt | US | $2M | – | 0.15 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 04/29 5.3 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $1M | – | 0.08 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/33 5.7 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $1M | – | 0.09 |
| SMITH + NEPHEW PLC SR UNSECURED 03/27 5.15 (SMITH & NEPHEW PLC) | Long | Debt | GB | $997K | – | 0.07 |
| SMITH + NEPHEW PLC SR UNSECURED 03/34 5.4 (SMITH & NEPHEW PLC) | Long | Debt | GB | $492K | – | 0.04 |
| SMURFIT KAPPA TREASURY COMPANY GUAR 144A 04/34 5.438 (SMURFIT KAPPA TREASURY UNLIMITED COMPANY) | Long | Debt | IE | $496K | – | 0.04 |
| SOCIETE GENERALE COMPANY GUAR 144A 03/41 3.625 | Long | Debt | FR | $136K | – | 0.01 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-916.61 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-74.33 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-18K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $5K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $343K | – | 0.02 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $31K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $24K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-13K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-6K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $12K | – | 0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $253K | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $186K | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $298K | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/34 5.2 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.16 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.11 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $2M | – | 0.11 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 11/32 5.95 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $517K | – | 0.04 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $395K | – | 0.03 |
| SOUTHERN CO GAS CAPITAL COMPANY GUAR 10/46 3.95 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $376K | – | 0.03 |
| SOUTHERN CO JR SUBORDINA 09/51 VAR | Long | Debt | US | $2M | – | 0.15 |
| SOUTHERN CO SR UNSECURED 03/28 1.75 | Long | Debt | US | $266K | – | 0.02 |
| SOUTHERN CO SR UNSECURED 10/32 5.7 | Long | Debt | US | $2M | – | 0.12 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $415K | – | 0.03 |
| SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375 (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $383K | – | 0.03 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $202K | – | 0.01 |
| SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA) | Long | Debt | US | $416K | – | 0.03 |
| ST MARYS CEMENT INC COMPANY GUAR 144A 04/34 5.75 (ST MARYS CEMENT INC CANADA) | Long | Debt | CA | $1M | – | 0.08 |
| STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR | Long | Debt | GB | $3M | – | 0.18 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 6.301 | Long | Debt | GB | $408K | – | 0.03 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR | Long | Debt | GB | $4M | – | 0.31 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $493K | – | 0.04 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | Long | Debt | GB | $1M | – | 0.10 |
| STARBUCKS CORP SR UNSECURED 02/27 4.85 (STARBUCKS CORPORATION) | Long | Debt | US | $2M | – | 0.13 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $3M | – | 0.22 |
| STRIPS 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.12 |
| STRIPS 05/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.18 |
| STRYKER CORP SR UNSECURED 04/43 4.1 (STRYKER CORPORATION) | Long | Debt | US | $413K | – | 0.03 |
| STRYKER CORP SR UNSECURED 06/25 1.15 (STRYKER CORPORATION) | Long | Debt | US | $96K | – | 0.01 |
| STRYKER CORP SR UNSECURED 12/28 4.85 (STRYKER CORPORATION) | Long | Debt | US | $496K | – | 0.04 |
| SUMITOMO MITSUI FINL GRP JR SUBORDINA 12/99 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.18 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 5.88 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $505K | – | 0.04 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.17 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 5.2 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $700K | – | 0.05 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 11/28 2.3 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.09 |
| SUNTORY HOLDINGS LTD SR UNSECURED 144A 06/29 5.124 (SUNTORY HOLDINGS LIMITED) | Long | Debt | JP | $502K | – | 0.04 |
| SUTTER HEALTH UNSECURED 08/33 5.164 | Long | Debt | US | $201K | – | 0.01 |
| SWEDBANK AB SR UNSECURED 144A 03/29 5.407 | Long | Debt | SE | $2M | – | 0.13 |
| SWISS RE SUB FIN PLC COMPANY GUAR 144A 04/35 VAR (SWISS RE SUBORDINATED FINANCE PLC) | Long | Debt | GB | $1M | – | 0.08 |
| SYNCHRONY BANK SR UNSECURED 08/27 5.625 (SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)) | Long | Debt | US | $3M | – | 0.18 |
| SYNCHRONY FINANCIAL SR UNSECURED 12/27 3.95 | Long | Debt | US | $2M | – | 0.15 |
| SYSCO CORPORATION COMPANY GUAR 01/34 6 | Long | Debt | US | $525K | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 01/34 5.75 (T-MOBILE USA INC) | Long | Debt | US | $5M | – | 0.33 |
| T MOBILE USA INC COMPANY GUAR 02/31 2.875 (T-MOBILE USA INC) | Long | Debt | US | $434K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 03/29 2.4 (T-MOBILE USA INC) | Long | Debt | US | $619K | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 04/26 2.625 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.15 |
| T MOBILE USA INC COMPANY GUAR 09/62 5.8 (T-MOBILE USA INC) | Long | Debt | US | $298K | – | 0.02 |
| T MOBILE USA INC COMPANY GUAR 11/31 2.25 (T-MOBILE USA INC) | Long | Debt | US | $409K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 11/60 3.6 (T-MOBILE USA INC) | Long | Debt | US | $677K | – | 0.05 |
| T-MOBILE USA INC SNR S* ICE | Derivative-credit | US | $119K | – | 0.01 | |
| TAKE TWO INTERACTIVE SOF SR UNSECURED 06/29 5.4 (TAKE-TWO INTERACTIVE SOFTWARE) | Long | Debt | US | $1M | – | 0.07 |
| TAKE TWO INTERACTIVE SOF SR UNSECURED 06/34 5.6 (TAKE-TWO INTERACTIVE SOFTWARE) | Long | Debt | US | $1M | – | 0.11 |
| TAPESTRY INC SR UNSECURED 11/26 7 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $1M | – | 0.07 |
| TAPESTRY INC SR UNSECURED 11/33 7.85 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $632K | – | 0.04 |
| TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15 | Long | Debt | US | $1M | – | 0.08 |
| TARGA RESOURCES CORP COMPANY GUAR 03/34 6.5 | Long | Debt | US | $1M | – | 0.08 |
| TARGA RESOURCES CORP COMPANY GUAR 07/27 5.2 | Long | Debt | US | $499K | – | 0.04 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 02/31 4.875 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $859K | – | 0.06 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 07/27 6.5 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $504K | – | 0.04 |
| TD SYNNEX CORP SR UNSECURED 08/28 2.375 (TD SYNNEX CORPORATION) | Long | Debt | US | $891K | – | 0.06 |
| TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103 | Long | Debt | ES | $777K | – | 0.06 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $687K | – | 0.05 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $388K | – | 0.03 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/28 0.875 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $1M | – | 0.10 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/31 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $555K | – | 0.04 |
| TIME WARNER CABLE ENTRMN SR SECURED 07/33 8.375 (TIME WARNER CABLE ENTERPRISES LLC) | Long | Debt | US | $774K | – | 0.06 |
| TORONTO DOMINION BANK COVERED 144A 06/26 4.701 (TORONTO-DOMINION BANK) | Long | Debt | CA | $298K | – | 0.02 |
| TORONTO DOMINION BANK SR UNSECURED 07/28 5.523 (TORONTO-DOMINION BANK) | Long | Debt | CA | $608K | – | 0.04 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/34 5.15 | Long | Debt | FR | $500K | – | 0.04 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/54 5.488 | Long | Debt | FR | $592K | – | 0.04 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 03/27 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $402K | – | 0.03 |
| TRANE TECH FIN LTD COMPANY GUAR 11/24 3.55 (TRANE TECHNOLOGIES FINANCING LIMITED) | Long | Debt | IE | $199K | – | 0.01 |
| TRANSCANADA PIPELINES SR UNSECURED 03/34 4.625 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $563K | – | 0.04 |
| TRANSCANADA PIPELINES SR UNSECURED 10/24 1 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $395K | – | 0.03 |
| TRANSURBAN FINANCE CO SR SECURED 144A 02/26 4.125 (TRANSURBAN FINANCE COMPANY PTY LTD) | Long | Debt | AU | $98K | – | 0.01 |
| TRUIST FINANCIAL CORP SR UNSECURED 01/35 VAR (TRUIST FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.11 |
| TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR (TRUIST FINANCIAL CORPORATION) | Long | Debt | US | $584K | – | 0.04 |
| TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $1M | – | 0.11 |
| TSMC ARIZONA CORP COMPANY GUAR 10/26 1.75 (TSMC ARIZONA CORPORATION) | Long | Debt | US | $278K | – | 0.02 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 1.32 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.13 |
| TYSON FOODS INC SR UNSECURED 03/29 5.4 | Long | Debt | US | $1M | – | 0.07 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 | Long | Debt | US | $1M | – | 0.10 |
| UBS AG LONDON SR UNSECURED 09/25 5.8 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $803K | – | 0.06 |
| UBS AG LONDON SR UNSECURED 09/28 5.65 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $611K | – | 0.04 |
| UBS AG STAMFORD CT SR UNSECURED 08/26 1.25 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $368K | – | 0.03 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $1M | – | 0.08 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $688K | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 02/27 VAR | Long | Debt | CH | $2M | – | 0.15 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $1M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 06/26 VAR | Long | Debt | CH | $4M | – | 0.30 |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | Long | Debt | CH | $393K | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 09/25 VAR | Long | Debt | CH | $298K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $3M | – | 0.19 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $3M | – | 0.18 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $612K | – | 0.04 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $631K | – | 0.04 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.10 |
| UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT) | Long | Debt | MX | $530K | – | 0.04 |
| UNITED MEXICAN STATES SR UNSECURED 05/36 6 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.10 |
| UNITED MEXICAN STATES SR UNSECURED 05/54 6.4 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.08 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/31 4.9 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $991K | – | 0.07 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $649K | – | 0.05 |
| UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $356K | – | 0.03 |
| UPMC SECURED 05/33 5.035 (UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)) | Long | Debt | US | $196K | – | 0.01 |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $25K | – | 0.00 | |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $613K | – | 0.04 |
| US BANCORP SR UNSECURED 10/27 VAR | Long | Debt | US | $1M | – | 0.08 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-104K | – | -0.01 | |
| US TREASURY N/B 01/29 4 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.92 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 1.92 |
| US TREASURY N/B 02/44 4.5 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.73 |
| US TREASURY N/B 02/46 2.5 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.91 |
| US TREASURY N/B 05/33 3.375 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.52 |
| US TREASURY N/B 05/34 4.375 (UNITED STATES GOVT) | Long | Debt | US | $82M | – | 5.84 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.40 |
| US TREASURY N/B 05/48 3.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.76 |
| US TREASURY N/B 05/52 2.875 (UNITED STATES GOVT) | Long | Debt | US | $586K | – | 0.04 |
| US TREASURY N/B 06/29 3.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.16 |
| US TREASURY N/B 07/25 4.75 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 1.66 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 1.14 |
| US TREASURY N/B 08/45 2.875 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.55 |
| US TREASURY N/B 08/46 2.25 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 1.12 |
| US TREASURY N/B 08/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.06 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 1.29 |
| US TREASURY N/B 10/30 4.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.16 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.40 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 1.10 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $116K | – | 0.01 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.23 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Short | Debt | US | $-2M | – | -0.14 |
| VALE OVERSEAS LIMITED COMPANY GUAR 06/33 6.125 (VALE OVERSEAS LTD) | Long | Debt | KY | $2M | – | 0.12 |
| VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5 | Long | Debt | NO | $3M | – | 0.19 |
| VAR ENERGI ASA SR UNSECURED 144A 11/32 8 | Long | Debt | NO | $4M | – | 0.27 |
| VENTAS REALTY LP COMPANY GUAR 01/25 2.65 | Long | Debt | US | $295K | – | 0.02 |
| VERISIGN INC SR UNSECURED 06/31 2.7 | Long | Debt | US | $251K | – | 0.02 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 09/28 4.329 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $292K | – | 0.02 |
| VERIZON COMMUNICATIONS SR UNSECURED 10/30 1.68 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $2M | – | 0.17 |
| VERIZON COMMUNICATIONS SR UNSECURED 11/60 3 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $239K | – | 0.02 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $910K | – | 0.06 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $782K | – | 0.06 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $892K | – | 0.06 |
| VICI PROPERTIES LP SR UNSECURED 05/25 4.375 | Long | Debt | US | $296K | – | 0.02 |
| VICI PROPERTIES LP SR UNSECURED 05/32 5.125 | Long | Debt | US | $2M | – | 0.18 |
| VICI PROPERTIES LP SR UNSECURED 05/52 5.625 | Long | Debt | US | $2M | – | 0.13 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 04/33 5 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $584K | – | 0.04 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 11/31 2.3 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $330K | – | 0.02 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $2M | – | 0.13 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $903K | – | 0.06 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $3M | – | 0.21 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $2M | – | 0.13 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $301K | – | 0.02 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $4M | – | 0.31 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/25 3.35 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $196K | – | 0.01 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 5.7 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $402K | – | 0.03 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/28 5.65 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $405K | – | 0.03 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $11K | – | 0.00 | |
| VORNADO REALTY LP SR UNSECURED 06/26 2.15 | Long | Debt | US | $92K | – | 0.01 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 06/26 3.45 (WALGREENS BOOTS ALLIANCE INC) | Long | Debt | US | $282K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755 | Long | Debt | US | $760K | – | 0.05 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279 | Long | Debt | US | $1M | – | 0.10 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/62 5.391 | Long | Debt | US | $859K | – | 0.06 |
| WEC ENERGY GROUP INC SR UNSECURED 01/26 4.75 | Long | Debt | US | $297K | – | 0.02 |
| WEC ENERGY GROUP INC SR UNSECURED 09/26 5.6 | Long | Debt | US | $904K | – | 0.06 |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | Long | Debt | GB | $188K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $291K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.13 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $243K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.28 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $302K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.11 |
| WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.19 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.15 |
| WELLS FARGO + COMPANY SR UNSECURED 10/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $380K | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.16 |
| WELLS FARGO + COMPANY SR UNSECURED 10/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| WELLS FARGO BANK NA SR UNSECURED 01/26 VAR | Long | Debt | US | $2M | – | 0.14 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 5.254 | Long | Debt | US | $2M | – | 0.14 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 01/29 6.35 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $2M | – | 0.16 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 04/33 6.15 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $2M | – | 0.15 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $1M | – | 0.08 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $98K | – | 0.01 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $383K | – | 0.03 |
| WESTPAC BANKING CORP SR UNSECURED 04/26 5.2 (WESTPAC BANKING CORPORATION) | Long | Debt | AU | $500K | – | 0.04 |
| WESTPAC BANKING CORP SR UNSECURED 04/29 VAR (WESTPAC BANKING CORPORATION) | Long | Debt | AU | $1M | – | 0.07 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $840K | – | 0.06 |
| WILLIAMS COMPANIES INC SR UNSECURED 03/26 5.4 (WILLIAMS COS INC) | Long | Debt | US | $700K | – | 0.05 |
| WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75 (WILLIAMS COS INC) | Long | Debt | US | $239K | – | 0.02 |
| WORKDAY INC SR UNSECURED 04/32 3.8 | Long | Debt | US | $270K | – | 0.02 |
| WORLDLINE SA/FRANCE SR UNSECURED REGS 09/28 4.125 | Long | Debt | FR | $2M | – | 0.14 |
| WP CAREY INC SR UNSECURED 02/25 4 | Long | Debt | US | $99K | – | 0.01 |
| WRKCO INC COMPANY GUAR 03/28 4 | Long | Debt | US | $1M | – | 0.08 |
| XCEL ENERGY INC SR UNSECURED 03/34 5.5 | Long | Debt | US | $296K | – | 0.02 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.