PIMCOFUNDS > PIMCO ETF Trust
PIMCO Multisector Bond Active Exchange-Traded Fund
$404.72M
Avg Monthly Net Assets
$1.63B
Total Assets
$634.97M
Total Liabilities
$999.67M
Net Assets
PIMCO Multisector Bond Active Exchange-Traded Fund is an Exchange-Traded Fund in PIMCO ETF Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $404.72M.
On August 28th, 2024 it reported 944 holdings, the largest
being UMBS PASS THRU POOLS (11.5%), UMBS PASS THRU POOLS (8.6%) and UMBS PASS THRU POOLS (6.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| PIMCO Multisector Bond Active Exchange-Traded Fund | C000242819 | ARCX | PYLD |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC / NEW RED FIN SECURED 144A 10/30 4 (RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)) | Long | Debt | CA | $696K | – | 0.07 |
| 1011778 BC / NEW RED FIN SR SECURED 144A 02/29 3.5 (RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)) | Long | Debt | CA | $1M | – | 0.10 |
| 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6 (RESTAURANT BRANDS (1011778 BC ULC)) | Long | Loan | CA | $1M | – | 0.11 |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-98.4 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $8K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-233.1 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-576.96 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-285.12 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-821.94 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-898.6 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-941.15 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-912.65 | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-475.92 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A (37 CAPITAL CLO 4 LTD 2023-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| 522 FUNDING CLO LTD MORGN 2019 4A AR 144A (522 FUNDING CLO I LTD 2019-4A) | Long | ABS-collateralized bond/debt obligation | KY | $568K | – | 0.06 |
| AAR ESCROW ISSUER LLC COMPANY GUAR 144A 03/29 6.75 (AAR CORP) | Long | Debt | US | $867K | – | 0.09 |
| ABBVIE INC SR UNSECURED 11/29 3.2 | Long | Debt | US | $2M | – | 0.15 |
| ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5 (ACADIA HEALTHCARE COMPANY INC) | Long | Debt | US | $347K | – | 0.03 |
| ACE SECURITIES CORP. ACE 2005 SD3 M2 (ACE SECURITIES CORP 2005-SD3) | Long | ABS-mortgage backed security | US | $7M | – | 0.66 |
| ACE SECURITIES CORP. ACE 2007 HE5 A1 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE5) | Long | ABS-mortgage backed security | US | $8M | – | 0.78 |
| ACHV ABS TRUST ACHV 2024 1PL A 144A (ACHV ABS TRUST 2024-1PL) | Long | ABS-other | US | $948K | – | 0.09 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $304K | – | 0.03 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.12 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $309K | – | 0.03 |
| AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6 (AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $341K | – | 0.03 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $1M | – | 0.11 |
| ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A B 144A (ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A) | Long | ABS-other | US | $1M | – | 0.11 |
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A C 144A (ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A) | Long | ABS-other | US | $1M | – | 0.11 |
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A D 144A (ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A) | Long | ABS-other | US | $501K | – | 0.05 |
| ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 | Long | Debt | US | $300K | – | 0.03 |
| ALLY FINANCIAL INC SR UNSECURED 06/29 VAR | Long | Debt | US | $934K | – | 0.09 |
| ALTICE FRANCE SA 2023 USD TERM LOAN B14 | Long | Loan | FR | $738K | – | 0.07 |
| ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 | Long | Debt | FR | $898K | – | 0.09 |
| 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 | $139K | – | 0.01 |
| 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 | $814K | – | 0.08 |
| 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 | $295K | – | 0.03 |
| AMER SPORTS COMPANY SR SECURED 144A 02/31 6.75 | Long | Debt | US | $774K | – | 0.08 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $182K | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $789K | – | 0.08 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $540K | – | 0.05 |
| AMERICAN TOWER CORP SR UNSECURED 03/27 3.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $192K | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 05/30 3.9 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.16 |
| AMERICAN TOWER CORP SR UNSECURED 07/33 5.55 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $400K | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $930K | – | 0.09 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4 (AMERIQUEST MTGE SECURITIES INC 2005-R5) | Long | ABS-mortgage backed security | US | $277K | – | 0.03 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R6 M3 (AMERIQUEST MTGE SECURITIES INC 2005-R6) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| AMGEN INC SR UNSECURED 03/28 5.15 | Long | Debt | US | $1M | – | 0.10 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A (ANCHORAGE CAPITAL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A (ANGEL OAK MORTGAGE TRUST 2023-6) | Long | ABS-mortgage backed security | US | $863K | – | 0.09 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A (ANGEL OAK MORTGAGE TRUST 2023-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.39 |
| ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 02/32 6.625 (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $404K | – | 0.04 |
| ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 03/27 5.75 (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $258K | – | 0.03 |
| AREIT CRE TRUST AREIT 2021 CRE5 A 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $1M | – | 0.11 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $495K | – | 0.05 |
| ARGENT SECURITIES INC. ARSI 2005 W5 A2C (ARGENT SECURITIES INC 2005-W5) | Long | ABS-mortgage backed security | US | $360K | – | 0.04 |
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A (ASCENT EDUCATION FUNDING TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.22 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 04/34 5.8 | Long | Debt | US | $794K | – | 0.08 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M8 (ASSET BACKED SEC CORP HOME EQ 2005-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10 (ASTON MARTIN CAPITAL HOLDINGS LIMITED) | Long | Debt | JE | $740K | – | 0.07 |
| ASURION CORPORATION 2023 TERM LOAN B11 (ASURION LLC (AKA: ASURION CORP)) | Long | Loan | US | $148K | – | 0.01 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| AT+T INC SR UNSECURED 02/28 1.65 (AT&T INC) | Long | Debt | US | $1M | – | 0.12 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | Long | Debt | US | $500K | – | 0.05 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-2A LLC) | Long | ABS-other | US | $498K | – | 0.05 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $1M | – | 0.12 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC) | Long | ABS-other | US | $2M | – | 0.20 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.11 |
| AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375 (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $614K | – | 0.06 |
| BABSON CLO LTD BABSN 2015 IA AR 144A (BABSON CLO LTD 2015-IA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $501K | – | 0.05 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A2 (BANC OF AMERICA ALT LOAN TRUST 2006-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A6 (BANC OF AMERICA ALT LOAN TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| BANCO SANTANDER SA SR UNSECURED 05/30 3.49 | Long | Debt | ES | $327K | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.12 |
| BANK OF AMERICA CORP SR UNSECURED 04/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $479K | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $749K | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.11 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $511K | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $627K | – | 0.06 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $305K | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $622K | – | 0.06 |
| BARINGS EURO CLO DAC BABSE 2015 1A ARR 144A (BABSON EURO CLO 2015-1A BV) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.21 |
| BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375 (BAUSCH + LOMB CORPORATION) | Long | Debt | CA | $256K | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE3 M4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BECTON DICKINSON + CO SR UNSECURED 02/31 1.957 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $49K | – | 0.00 |
| BECTON DICKINSON + CO SR UNSECURED 02/34 5.11 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $936K | – | 0.09 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A3 (BENCHMARK MORTGAGE TRUST 2018-B5) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B16 A5 (BENCHMARK MORTGAGE TRUST 2020-B16) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $278K | – | 0.03 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 07/30 3.7 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $186K | – | 0.02 |
| BERRY GLOBAL INC SR SECURED 144A 01/34 5.65 | Long | Debt | US | $391K | – | 0.04 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $995K | – | 0.10 |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $6M | – | 0.59 |
| BLOCK INC SR UNSECURED 144A 05/32 6.5 | Long | Debt | US | $2M | – | 0.20 |
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A (BLUEMOUNTAIN CLO LTD 2016-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.19 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.64 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $376K | – | 0.04 |
| BOEING CO SR UNSECURED 02/28 3.25 (BOEING CO/THE) | Long | Debt | US | $618K | – | 0.06 |
| BOEING CO SR UNSECURED 02/31 3.625 (BOEING CO/THE) | Long | Debt | US | $263K | – | 0.03 |
| BOEING CO SR UNSECURED 05/30 5.15 (BOEING CO/THE) | Long | Debt | US | $865K | – | 0.09 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $716K | – | 0.07 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $820K | – | 0.08 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $616K | – | 0.06 |
| BOMBARDIER INC SNR S* ICE | Derivative-credit | US | $13K | – | 0.00 | |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 (PERU GOVT) | Long | Debt | PE | $1M | – | 0.10 |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 (WORLDPAY (BOOST NEWCO BORROWER LLC)) | Long | Debt | US | $939K | – | 0.09 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $53K | – | 0.01 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-22K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-22K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-346K | – | -0.03 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-8K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-6K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-11K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-34K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-29K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $753.86 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-3K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-7K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $14K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $721.53 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $694.2 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $637.82 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $548.36 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $350.78 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $288.85 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $273.75 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $115.4 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $53.93 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $39.59 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-246.96 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-361.31 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-572.53 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-191.68 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-111K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-103.44 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-571.3 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-15K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $656.28 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18.16 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-190.14 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-406.89 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-421.5 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-625.3 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-823.07 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-68K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $570.66 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $38.95 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240718 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240820 | Derivative-foreign exchange | TR | $91.66 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $170.49 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $24K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $36K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $42K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240702 | Derivative-foreign exchange | ZA | $3K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $42K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240802 | Derivative-foreign exchange | ZA | $144.75 | – | 0.00 | |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $254K | – | 0.03 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 04/29 8.875 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $626K | – | 0.06 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $127K | – | 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 | $1M | – | 0.14 |
| BROADCOM CRP / CAYMN FI COMPANY GUAR 01/28 3.5 (BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD) | Long | Debt | US | $95K | – | 0.01 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $1M | – | 0.15 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $1M | – | 0.15 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 | Long | Debt | US | $253K | – | 0.03 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $489K | – | 0.05 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $491K | – | 0.05 |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/30 4.35 | Long | Debt | CA | $85K | – | 0.01 |
| BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5 (BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL) | Long | Debt | US | $228K | – | 0.02 |
| BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25 (BURFORD CAPITAL GLOBAL FINANCE LLC) | Long | Debt | US | $1M | – | 0.12 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $235K | – | 0.02 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $501K | – | 0.05 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $1M | – | 0.12 |
| CALIFORNIA ST CAS 03/38 FIXED OID 5.125 (CALIFORNIA STATE) | Long | Debt | US | $154K | – | 0.02 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/51 FIXED 2.975 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $146K | – | 0.01 |
| CALPINE CORP SR SECURED 144A 02/28 4.5 (CALPINE CORPORATION) | Long | Debt | US | $285K | – | 0.03 |
| CALPINE CORPORATION SNR S* ICE | Derivative-credit | US | $152K | – | 0.02 | |
| CALPINE CORPORATION SNR S* ICE | Derivative-credit | US | $53K | – | 0.01 | |
| CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5 (CLARIVATE (CAMELOT FINANCE SA)) | Long | Debt | LU | $116K | – | 0.01 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $875K | – | 0.09 |
| CAPSTONE BORROWER INC SR SECURED 144A 06/30 8 (CVENT (CAPSTONE BORROWER INC)) | Long | Debt | US | $620K | – | 0.06 |
| CARGO AIRCRAFT MANAGEMEN COMPANY GUAR 144A 02/28 4.75 (CARGO AIRCRAFT MANAGEMENT INC) | Long | Debt | US | $1M | – | 0.10 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 7A A1 144A (CARLYLE US CLO 2021-7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2015 1A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2015-1 LTD 15-1A) | Long | ABS-collateralized bond/debt obligation | IE | $535K | – | 0.05 |
| CARNIVAL CORP SR SECURED 144A 08/28 4 (CARNIVAL CORPORATION) | Long | Debt | PA | $2M | – | 0.21 |
| CARNIVAL CORPORATION 2024 TERM LOAN B1 | Long | Loan | US | $193K | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $6M | – | 0.63 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $4M | – | 0.38 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $1M | – | 0.14 |
| CDX EM40 ICE | Derivative-credit | US | $-7K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-6K | – | -0.00 | |
| CDX HY40 5Y ICE | Derivative-credit | US | $19K | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $1M | – | 0.14 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $6M | – | 0.59 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $8M | – | 0.78 | |
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $3M | – | 0.29 |
| CGI INC SR UNSECURED 09/26 1.45 | Long | Debt | CA | $366K | – | 0.04 |
| CHARLES SCHWAB CORP SR UNSECURED 05/34 VAR (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $439K | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 01/29 2.25 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $855K | – | 0.09 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $82K | – | 0.01 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $970K | – | 0.10 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $208K | – | 0.02 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2004 1 2A2 (CHASE FUNDING MORTGAGE LOAN AS 2004-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $930K | – | 0.09 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.34 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL2) | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3) | Long | ABS-mortgage backed security | US | $8M | – | 0.76 |
| CHOBANI LLC/FINANCE CORP SR UNSECURED 144A 07/29 7.625 (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $516K | – | 0.05 |
| CHURCHILL DOWNS INC COMPANY GUAR 144A 04/27 5.5 (CHURCHILL DOWNS INCORPORATED) | Long | Debt | US | $59K | – | 0.01 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $991K | – | 0.10 |
| CIFC FUNDING LTD CIFC 2015 1A ARR 144A (CIFC FUNDING LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $945K | – | 0.09 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $190K | – | 0.02 |
| CIM TRUST CIM 2019 R1 A 144A (CIM TRUST 2019-R1) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| CIM TRUST CIM 2023 I2 A1 144A (CIM TRUST 2023-I2) | Long | ABS-mortgage backed security | US | $433K | – | 0.04 |
| CITIBANK NA SR UNSECURED 09/28 5.803 | Long | Debt | US | $2M | – | 0.19 |
| CITICORP RESIDENTIAL MORTGAGE CRMSI 2006 1 M2 (CITICORP RESIDENTIAL MORTGAGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.69 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A (CITIGROUP MTGE LOAN TR INC 2007-SHL1) | Long | ABS-mortgage backed security | US | $485K | – | 0.05 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $162K | – | 0.02 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 03/29 6.5 (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $625K | – | 0.06 |
| CMA CGM 07/29 5.5 | Long | Debt | FR | $1M | – | 0.11 |
| COGENT COMMUNICATIONS GR COMPANY GUAR 144A 06/27 7 (COGENT COMMUNICATIONS GROUP INC) | Long | Debt | US | $89K | – | 0.01 |
| COHESITY BRIDGE REVOLVER (COHESITY INC) | Long | Loan | US | $116K | – | 0.01 |
| COHESITY BRIDGE TERM LOAN (COHESITY INC) | Long | Loan | US | $1M | – | 0.11 |
| COLLEGE AVE STUDENT LOANS CASL 2019 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2019-A) | Long | ABS-other | US | $2M | – | 0.16 |
| COLLEGE AVE STUDENT LOANS CASL 2021 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2021-A) | Long | ABS-other | US | $3M | – | 0.27 |
| COLT FUNDING LLC COLT 2022 7 A1 144A (COLT 2022-7 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $742K | – | 0.07 |
| COLT FUNDING LLC COLT 2024 3 A1 144A (COLT 2024-3 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.46 |
| COLT FUNDING LLC COLT 2024 INV2 A1 144A (COLT 2024-INV2 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| CONCENTRA ESCROW ISSUER SR UNSECURED 144A 07/32 6.875 (CONCENTRA ESCROW ISSUER CORPORATION) | Long | Debt | US | $1M | – | 0.10 |
| CONCENTRA HEALTH SERVICES INC TERM LOAN B | Long | Loan | US | $1M | – | 0.10 |
| CONSTELLATION BRANDS INC COMPANY GUAR 02/28 3.6 | Long | Debt | US | $190K | – | 0.02 |
| CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15 | Long | Debt | US | $408K | – | 0.04 |
| CONSTELLATION BRANDS INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $390K | – | 0.04 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $117K | – | 0.01 |
| COTIVITI CORPORATION 2024 TERM LOAN (COTIVITI INC) | Long | Loan | US | $995K | – | 0.10 |
| COTY INC SR SECURED 144A 04/26 5 | Long | Debt | US | $150K | – | 0.02 |
| COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8 (HUDSON AUTOMOTIVE GROUP (COUGAR JV SUBSIDIARY LLC)) | Long | Debt | US | $517K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 11 M5 (COUNTRYWIDE ASSET-BACKED CERT 2004-11) | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MF1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| CPS AUTO TRUST CPS 2024 A B 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.16 |
| CPS AUTO TRUST CPS 2024 A C 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.15 |
| CQP HOLDCO LP/BIP V CHIN SR SECURED 144A 06/31 5.5 (CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC) | Long | Debt | US | $1M | – | 0.14 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $340K | – | 0.03 |
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 (CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA) | Long | Debt | PE | $667K | – | 0.07 |
| CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625 (CREDIT ACCEP CORP MICH) | Long | Debt | US | $60K | – | 0.01 |
| CREDIT ACCEPTANC COMPANY GUAR 144A 12/28 9.25 (CREDIT ACCEP CORP MICH) | Long | Debt | US | $529K | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL1 A1A 144A (CSMC TRUST 2019-RPL1) | Long | ABS-mortgage backed security | US | $701K | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL4) | Long | ABS-mortgage backed security | US | $10M | – | 0.96 |
| CREDIT SUISSE USA LLC COMPANY GUAR 07/32 7.125 (CREDIT SUISSE (USA) LLC) | Long | Debt | US | $2M | – | 0.18 |
| CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A (CROSS 2023-H1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $425K | – | 0.04 |
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A (CROSS 2024-H2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $977K | – | 0.10 |
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A (CROSS 2024-H3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.56 |
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3 | Long | Debt | US | $1M | – | 0.10 |
| CROWN CASTLE INC SR UNSECURED 06/29 5.6 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $631K | – | 0.06 |
| CROWN CASTLE INC SR UNSECURED 07/26 1.05 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $435K | – | 0.04 |
| CUMULUS STATIC CLO CMLST 2023 1A A 144A (CUMULUS STATIC CLO 2023-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.15 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.11 |
| CVS HEALTH CORP SR UNSECURED 03/28 4.3 (CVS HEALTH CORPORATION) | Long | Debt | US | $608K | – | 0.06 |
| DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-mortgage backed security | US | $513K | – | 0.05 |
| DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 (DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $588K | – | 0.06 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 RMP1 A3 (DEUTSCHE ALT-A SECURITIES INC 2007-RMP1) | Long | ABS-mortgage backed security | US | $4M | – | 0.41 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $7M | – | 0.66 |
| DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875 | Long | Debt | US | $392K | – | 0.04 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 B (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.30 |
| DRYDEN EURO CLO DRYD 2020 89A A 144A (DRYDEN 89 EURO CLO 2020 DAC 2020-89A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.75 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2021 91A A 144A (DRYDEN 91 EURO CLO 2021 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.64 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2020-2A) | Long | ABS-other | US | $977K | – | 0.10 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $131K | – | 0.01 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $931K | – | 0.09 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $90K | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSECURED 03/26 1.5 | Long | Debt | US | $680K | – | 0.07 |
| ELEVATION CLO LTD AWPT 2017 6A A1 144A (ARROWMARK COLORADO HOLDINGS 2017-6A) | Long | ABS-collateralized bond/debt obligation | KY | $20K | – | 0.00 |
| EMRLD BOR / EMRLD CO ISS SR SECURED 144A 07/31 6.75 (COPELAND (EMRLD BORROWER LP/EMERALD CO-ISSUER INC)) | Long | Debt | US | $1M | – | 0.10 |
| ENBRIDGE INC COMPANY GUAR 03/33 5.7 | Long | Debt | CA | $595K | – | 0.06 |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 04/29 9.25 | Long | Debt | US | $1M | – | 0.13 |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5 | Long | Debt | US | $815K | – | 0.08 |
| ENERGY TRANSFER LP SR UNSECURED 05/30 3.75 | Long | Debt | US | $621K | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 12/33 6.55 | Long | Debt | US | $1M | – | 0.11 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $991K | – | 0.10 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5 | Long | Debt | US | $307K | – | 0.03 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/34 5.35 | Long | Debt | US | $621K | – | 0.06 |
| ENTERGY LOUISIANA LLC COLLATERAL T 03/33 4 | Long | Debt | US | $446K | – | 0.04 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/30 2.8 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $357K | – | 0.04 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/29 4.5 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $162K | – | 0.02 |
| EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A2C (EQUIFIRST LOAN SECURITIZATION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.37 |
| EQUINIX INC SR UNSECURED 11/24 2.625 | Long | Debt | US | $242K | – | 0.02 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $58K | – | 0.01 |
| ESAB CORP COMPANY GUAR 144A 04/29 6.25 (ESAB CORPORATION) | Long | Debt | US | $504K | – | 0.05 |
| ESSENT GROUP LTD SR UNSECURED 07/29 6.25 | Long | Debt | BM | $2M | – | 0.20 |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-69K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $50K | – | 0.01 | |
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $399K | – | 0.04 |
| EXELON CORP SR UNSECURED 04/26 3.4 (EXELON CORPORATION) | Long | Debt | US | $295K | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A C (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.15 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.28 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.10 |
| FED HM LN PC POOL QH2745 FR 10/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.02 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125 (BRAZIL GOVT) | Long | Debt | BR | $484K | – | 0.05 |
| FINCO I LLC 2023 TERM LOAN (FORTRESS INVESTMENT GROUP (FINCO I LLC)) | Long | Loan | US | $100K | – | 0.01 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.30 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $4M | – | 0.35 |
| FIRSTENERGY CORP SR UNSECURED 03/50 3.4 | Long | Debt | US | $435K | – | 0.04 |
| FIRSTENERGY CORP SR UNSECURED 09/30 2.25 | Long | Debt | US | $75K | – | 0.01 |
| FISERV INC SR UNSECURED 03/34 5.45 | Long | Debt | US | $795K | – | 0.08 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $512K | – | 0.05 |
| FLUTTER TREASURY DAC SR SECURED 144A 04/29 5 (FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $1M | – | 0.11 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60M | – | 5.96 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 4.76 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 2.28 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $580K | – | 0.06 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86M | – | 8.59 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115M | – | 11.54 |
| FORD AUTO SECURITIZATION 03/30 4.972 (FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES) | Long | ABS-other | CA | $2M | – | 0.22 |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES) | Long | ABS-other | CA | $2M | – | 0.22 |
| FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 | Long | Debt | US | $153K | – | 0.02 |
| FORD MOTOR COMPANY SR UNSECURED 12/46 5.291 | Long | Debt | US | $175K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.11 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $27K | – | 0.00 | |
| FORTRESS INTERMEDIATE SR SECURED 144A 06/31 7.5 (PRESIDIO (FORTRESS INTERMEDIATE 3 INC)) | Long | Debt | US | $1M | – | 0.10 |
| FORTRESS TRANS + INFRAST COMPANY GUAR 144A 05/28 5.5 (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $1M | – | 0.13 |
| FORTRESS TRANS + INFRAST COMPANY GUAR 144A 05/31 7 (FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC) | Long | Debt | US | $2M | – | 0.20 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.20 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 B 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $995K | – | 0.10 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $58K | – | 0.01 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 (FREEDOM MORTGAGE CORPORATION) | Long | Debt | US | $269K | – | 0.03 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 02/29 9.25 (FREEDOM MORTGAGE HOLDINGS LLC) | Long | Debt | US | $300K | – | 0.03 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 05/31 9.125 (FREEDOM MORTGAGE HOLDINGS LLC) | Long | Debt | US | $974K | – | 0.10 |
| FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4 (FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC) | Long | Debt | US | $316K | – | 0.03 |
| GALAXY CLO LTD GALXY 2018 27A A 144A (GALAXY XXVII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.05 |
| GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625 (GARDA WORLD SECURITY CORPORATION) | Long | Debt | CA | $86K | – | 0.01 |
| GARTNER INC COMPANY GUAR 144A 10/30 3.75 | Long | Debt | US | $929K | – | 0.09 |
| GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| GCAT GCAT 2024 NQM1 A1 144A (GCAT 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $914K | – | 0.09 |
| GCAT GCAT 2024 NQM2 A1 144A (GCAT 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| GEORGIA POWER CO SR UNSECURED 03/34 5.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $499K | – | 0.05 |
| GEORGIA POWER CO SR UNSECURED 05/33 4.95 (GEORGIA POWER COMPANY) | Long | Debt | US | $88K | – | 0.01 |
| GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/28 4 | Long | Debt | CA | $56K | – | 0.01 |
| GLOBAL MEDICAL RESPONSE INC 2024 PIK TERM LOAN | Long | Loan | US | $194K | – | 0.02 |
| GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65 | Long | Debt | US | $88K | – | 0.01 |
| GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2 | Long | Debt | US | $279K | – | 0.03 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/32 5.4 | Long | Debt | US | $1M | – | 0.13 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $128K | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 04/26 5.375 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $774K | – | 0.08 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A B 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.30 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A B 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $7M | – | 0.70 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.24 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A B 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.33 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A B 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $801K | – | 0.08 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A C 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $1M | – | 0.10 |
| GOEASY LTD COMPANY GUAR 144A 12/28 9.25 | Long | Debt | CA | $266K | – | 0.03 |
| GOEASY LTD SR UNSECURED 144A 07/29 7.625 | Long | Debt | CA | $561K | – | 0.06 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.10 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.16 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/28 VAR | Long | Debt | US | $293K | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $313K | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/32 VAR | Long | Debt | US | $3M | – | 0.32 |
| GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 02/30 3.75 (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $984K | – | 0.10 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 1AV1 (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| GSAMP TRUST GSAMP 2005 WMC1 M1 (GSAMP TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GSAMP TRUST GSAMP 2006 NC2 A2B (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $472K | – | 0.05 |
| GXO LOGISTICS INC SR UNSECURED 05/29 6.25 | Long | Debt | US | $1M | – | 0.10 |
| HANNON ARMSTRONG SUSTAIN SR UNSECURED 144A 07/34 6.375 (HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC) | Long | Debt | US | $2M | – | 0.17 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $4M | – | 0.36 |
| HARVEST CLO HARVT 26A A 144A (HARVEST CLO XXVI DAC) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 1.07 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $57K | – | 0.01 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $677K | – | 0.07 |
| HAYFIN EMERALD CLO HAYEM 4A AR 144A (HAYFIN EMERALD CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.53 |
| HCA INC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $1M | – | 0.12 |
| HEICO CORP COMPANY GUAR 08/28 5.25 (HEICO CORPORATION) | Long | Debt | US | $250K | – | 0.03 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $99K | – | 0.01 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | Long | Debt | US | $629K | – | 0.06 |
| HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $88K | – | 0.01 |
| HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/28 8.875 (HOWARD MIDSTREAM ENERGY PARTNERS LLC) | Long | Debt | US | $159K | – | 0.02 |
| HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/32 7.375 (HOWARD MIDSTREAM ENERGY PARTNERS LLC) | Long | Debt | US | $610K | – | 0.06 |
| HOWMET AEROSPACE INC SR UNSECURED 01/28 6.75 | Long | Debt | US | $63K | – | 0.01 |
| HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95 | Long | Debt | US | $438K | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $1M | – | 0.13 |
| HSBC HOLDINGS PLC SR UNSECURED 06/28 VAR | Long | Debt | GB | $2M | – | 0.16 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 1A (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $575K | – | 0.06 |
| ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPF2 A 144A (ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| IMOLA MERGER CORP SR SECURED 144A 05/29 4.75 (INGRAM MICRO INC) | Long | Debt | US | $1M | – | 0.12 |
| INDEPENDENCE PLAZA TRUST IPT 2018 INDP A 144A (INDEPENDENCE PLAZA TRUST 2018-INDP) | Long | ABS-mortgage backed security | US | $956K | – | 0.10 |
| INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 VAR | Long | Debt | IT | $254K | – | 0.03 |
| INVESCO EURO CLO INVSC 5A A 144A (INVSC-5A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 1.07 |
| IOWA ST FIN AUTH REVENUE IASGEN 08/34 FIXED 5 (IOWA FINANCE AUTHORITY) | Long | Debt | US | $3M | – | 0.26 |
| IPD 3 BV SR SECURED 144A 06/31 VAR (INFOPRO DIGITAL (IPD 3 BV)) | Long | Debt | NL | $1M | – | 0.11 |
| IQVIA INC COMPANY GUAR 144A 05/27 5 | Long | Debt | US | $273K | – | 0.03 |
| IQVIA INC SR SECURED 02/29 6.25 | Long | Debt | US | $874K | – | 0.09 |
| IQVIA INC SR SECURED 05/28 5.7 | Long | Debt | US | $61K | – | 0.01 |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $41K | – | 0.00 | |
| IRS CZK 4.27000 08/01/23-5Y CME | Derivative-interest rate | CZ | $58K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $853.33 | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-4K | – | -0.00 | |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A4 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 (JANE STREET GROUP / JSG FINANCE INC) | Long | Debt | US | $1M | – | 0.11 |
| JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375 | Long | Debt | IE | $242K | – | 0.02 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.14 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $696K | – | 0.07 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8) | Long | ABS-mortgage backed security | US | $844K | – | 0.08 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE3 A3 (JP MORGAN MTGE ACQUIS CORP 2006-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC2) | Long | ABS-mortgage backed security | US | $445K | – | 0.04 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1) | Long | ABS-mortgage backed security | US | $982K | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $995K | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.20 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.18 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $509K | – | 0.05 |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR (KBC GROEP NV) | Long | Debt | BE | $353K | – | 0.04 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $380K | – | 0.04 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| KODIAK GAS SERVICES LLC COMPANY GUAR 144A 02/29 7.25 | Long | Debt | US | $769K | – | 0.08 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.10 |
| LABL INC SR SECURED 144A 07/26 6.75 | Long | Debt | US | $618K | – | 0.06 |
| LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 07/31 7 (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $1M | – | 0.12 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5 | Long | Debt | US | $3M | – | 0.27 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 | Long | Debt | US | $2M | – | 0.20 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $1M | – | 0.10 |
| LCM LTD PARTNERSHIP LCM 17A A1AR 144A (LCM XVII LP 17A) | Long | ABS-collateralized bond/debt obligation | KY | $805K | – | 0.08 |
| LEGACY LIFEPOINT HEALTH SR SECURED 144A 02/27 4.375 (LEGACY LIFEPOINT HEALTH LLC) | Long | Debt | US | $115K | – | 0.01 |
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A (LENDMARK FUNDING TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.31 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR | Long | Debt | US | $84K | – | 0.01 |
| LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $802K | – | 0.08 |
| LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11 | Long | Debt | US | $855K | – | 0.09 |
| LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75 (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $931K | – | 0.09 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $2M | – | 0.16 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.10 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M1 (LONG BEACH MTGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| MADISON PARK FUNDING LTD MDPK 2015 18A ARR 144A (MADISON PARK FUNDING XVIII LTD 2015-18A) | Long | ABS-collateralized bond/debt obligation | KY | $480K | – | 0.05 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.39 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.27 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.40 |
| MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75 | Long | Debt | US | $1M | – | 0.11 |
| MASTERBRAND INC COMPANY GUAR 144A 07/32 7 | Long | Debt | US | $1M | – | 0.10 |
| MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5 (MATADOR RESOURCES COMPANY) | Long | Debt | US | $1M | – | 0.10 |
| MAUSER PACKAGING SOLUT SR SECURED 144A 04/27 7.875 (MAUSER PACKAGING SOLUTIONS HOLDING COMPANY) | Long | Debt | US | $434K | – | 0.04 |
| MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B (MEDLINE (MEDLINE BORROWER LP)) | Long | Loan | US | $1M | – | 0.10 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 (MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC) | Long | Debt | US | $2M | – | 0.19 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A2B (MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A2D (MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $282K | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 0.29 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $112K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.20 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| MFRA TRUST MFRA 2023 NQM4 A1 144A (MFA 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/31 7.125 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $1M | – | 0.11 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $317K | – | 0.03 |
| MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625 (STAGWELL (MIDAS OPCO HOLDINGS LLC)) | Long | Debt | US | $185K | – | 0.02 |
| MIDOCEAN CREDIT CLO MIDO 2014 3A A1R 144A (MIDOCEAN CREDIT CLO III 2014-3A) | Long | ABS-collateralized bond/debt obligation | KY | $707K | – | 0.07 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/34 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $468K | – | 0.05 |
| MODENA BUYER LLC TERM LOAN (EUC (MODENA BUYER LLC)) | Long | Loan | US | $2M | – | 0.20 |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 05/32 3.875 | Long | Debt | US | $1M | – | 0.10 |
| MONDELEZ INTERNATIONAL SR UNSECURED 03/27 2.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $56K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC5) | Long | ABS-mortgage backed security | US | $7M | – | 0.66 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C (MORGAN STANLEY ABS CAPITAL I 2006-WMC1) | Long | ABS-mortgage backed security | US | $358K | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $1M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 03/35 VAR | Long | Debt | US | $1M | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 04/29 VAR | Long | Debt | US | $716K | – | 0.07 |
| MORGAN STANLEY SR UNSECURED 04/34 VAR | Long | Debt | US | $936K | – | 0.09 |
| MORGAN STANLEY SR UNSECURED 04/35 VAR | Long | Debt | US | $2M | – | 0.15 |
| MORGAN STANLEY SR UNSECURED 07/26 3.125 | Long | Debt | US | $239K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $522K | – | 0.05 |
| MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5 (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Debt | US | $181K | – | 0.02 |
| MPLX LP SR UNSECURED 03/26 1.75 | Long | Debt | US | $432K | – | 0.04 |
| NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA) | Long | ABS-collateralized bond/debt obligation | KY | $389K | – | 0.04 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $799K | – | 0.08 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $799K | – | 0.08 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 02/32 7.125 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $2M | – | 0.16 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $230K | – | 0.02 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $255K | – | 0.03 |
| NATWEST GROUP PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $307K | – | 0.03 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $1M | – | 0.13 |
| NATWEST GROUP PLC SR UNSECURED 09/29 VAR | Long | Debt | GB | $694K | – | 0.07 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A) | Long | ABS-other | US | $964K | – | 0.10 |
| NCL CORPORATION LTD SR SECURED 144A 01/29 8.125 | Long | Debt | BM | $210K | – | 0.02 |
| NCL CORPORATION LTD SR SECURED 144A 02/27 5.875 | Long | Debt | BM | $59K | – | 0.01 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $378K | – | 0.04 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $378K | – | 0.04 |
| NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29 (NIELSEN (NEPTUNE BIDCO US INC)) | Long | Debt | US | $178K | – | 0.02 |
| NETFLIX INC SR UNSECURED 11/26 4.375 | Long | Debt | US | $457K | – | 0.05 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 15A A1R2 144A (NEUBERGER BERMAN CLO XV 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $814K | – | 0.08 |
| NEW FORTRESS ENERGY INC SR SECURED 144A 03/29 8.75 | Long | Debt | US | $685K | – | 0.07 |
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A (NEW YORK MORTGAGE TRUST 2024-CP1) | Long | ABS-mortgage backed security | US | $890K | – | 0.09 |
| NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75 (NEWFOLD DIGITAL HOLDINGS GROUP INC) | Long | Debt | US | $207K | – | 0.02 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $746K | – | 0.07 |
| NEXTERA ENERGY OPERATING COMPANY GUAR 144A 09/27 4.5 (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $758K | – | 0.08 |
| NEXTERA ENERGY OPERATING SR UNSECURED 144A 01/29 7.25 (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $667K | – | 0.07 |
| NMLT TRUST NLT 2023 1 A1 144A (NLT 2023-1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.32 |
| NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8 | Long | Debt | US | $312K | – | 0.03 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF2 1A2 (NOMURA ASSET ACCEPT CORP 2006-AF2) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| NOMURA HOLDINGS INC NOMURA HOLDINGS INC | Long | Debt | JP | $2M | – | 0.20 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $1M | – | 0.11 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $238K | – | 0.02 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $720K | – | 0.07 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $1M | – | 0.10 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $168K | – | 0.02 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 06/31 7.25 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $995K | – | 0.10 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $264K | – | 0.03 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 11/28 9.75 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $106K | – | 0.01 |
| ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $4M | – | 0.40 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $914K | – | 0.09 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $354K | – | 0.04 |
| ONEMAIN FINANCE CORP COMPANY GUAR 05/31 7.5 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $1M | – | 0.10 |
| ONEOK INC COMPANY GUAR 07/48 5.2 | Long | Debt | US | $89K | – | 0.01 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A (OBX 2023-NQM10 TRUST) | Long | ABS-mortgage backed security | US | $926K | – | 0.09 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $411K | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A (OBX 2023-NQM6 TRUST) | Long | ABS-mortgage backed security | US | $411K | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A (OBX 2023-NQM7 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A (OBX 2024-HYB1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A (OBX 2024-HYB2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM2 A1 144A (OBX 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.93 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A (OBX 2024-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $641K | – | 0.06 |
| OPORTUN FUNDING LLC OPTN 2024 1A A 144A (OPORTUN ISSUANCE TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.13 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 4 M3 (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| ORACLE CORP SR UNSECURED 03/28 2.3 (ORACLE CORPORATION) | Long | Debt | US | $633K | – | 0.06 |
| ORGANON + CO/ORGANON FOR COMPANY GUAR 144A 05/34 7.875 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $772K | – | 0.08 |
| ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $930K | – | 0.09 |
| ORGANON + CO/ORGANON FOR SR SECURED 144A 05/34 6.75 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $500K | – | 0.05 |
| OZLM LTD OZLM 2017 17A A1RR 144A (OZLM XIX LTD 2017-17A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $269K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/34 5.8 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.20 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $346K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $560K | – | 0.06 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $499K | – | 0.05 |
| PACIFICORP 1ST MORTGAGE 05/54 5.5 | Long | Debt | US | $363K | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $1M | – | 0.11 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A3 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $1M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 1 AB 144A (PAGAYA AI DEBT TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.11 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 1 B 144A (PAGAYA AI DEBT TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.22 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $894K | – | 0.09 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 B 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.28 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 B 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $1M | – | 0.11 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 C 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $1M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $289K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A (PAGAYA AI DEBT TRUST 2023-7) | Long | ABS-other | US | $363K | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 8 A 144A (PAGAYA AI DEBT TRUST 2023-8) | Long | ABS-other | US | $1M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.25 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $4M | – | 0.37 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-5) | Long | ABS-other | US | $3M | – | 0.27 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $2M | – | 0.22 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $850K | – | 0.09 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $145K | – | 0.01 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $998K | – | 0.10 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 12/29 7.875 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $361K | – | 0.04 |
| PERENTI FINANCE PTY LTD COMPANY GUAR 144A 04/29 7.5 | Long | Debt | AU | $612K | – | 0.06 |
| PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75 (PETSMART INC / PETSMART FINANCE CORP) | Long | Debt | US | $512K | – | 0.05 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $988K | – | 0.10 |
| PIMCO SENIOR LOAN ACTIVE EXCHA PIMCO SENIOR LOAN ACTIVE ETF (PIMCO FUNDS) | Long | Equity-common | US | $3M | 66K | 0.34 |
| POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625 | Long | Debt | US | $184K | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RN1) | Long | ABS-mortgage backed security | US | $5M | – | 0.47 |
| PRKCM TRUST PRKCM 2023 AFC3 A1 144A (PRKCM 2023-AFC3 TRUST) | Long | ABS-mortgage backed security | US | $858K | – | 0.09 |
| PRKCM TRUST PRKCM 2023 AFC4 A1 144A (PRKCM 2023-AFC4 TRUST) | Long | ABS-mortgage backed security | US | $931K | – | 0.09 |
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A (PRKCM 2024-HOME1 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A (PRPM 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $925K | – | 0.09 |
| PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A (PRPM 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| PRP ADVISORS, LLC PRPM 2023 RCF2 A1 144A (PRPM 2023-RCF2 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| PRP ADVISORS, LLC PRPM 2024 1 A1 144A (PRPM 2024-1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A (PRPM 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.39 |
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A (PRPM 2024-RCF1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC) | Long | ABS-mortgage backed security | US | $919K | – | 0.09 |
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A (PRPM 2024-RCF3 LLC) | Long | ABS-mortgage backed security | US | $961K | – | 0.10 |
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A (PRPM 2024-RPL1 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| RACE POINT CLO LTD RACEP 2013 8A AR2 144A (RACE POINT VIII CLO LTD 2013-8A) | Long | ABS-collateralized bond/debt obligation | KY | $944K | – | 0.09 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.40 |
| RAISING CANE S RESTAURAN SR UNSECURED 144A 05/29 9.375 (RAISING CANES RESTAURANTS LLC) | Long | Debt | US | $433K | – | 0.04 |
| RAND PARENT LLC SR SECURED 144A 02/30 8.5 (ATLAS (RAND PARENT LLC)) | Long | Debt | US | $263K | – | 0.03 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.20 |
| REACH FINANCIAL LLC REACH 2024 1A B 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $950K | – | 0.10 |
| REALTY INCOME CORP SR UNSECURED 01/31 3.25 (REALTY INCOME CORPORATION) | Long | Debt | US | $319K | – | 0.03 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.40 |
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A (REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.15 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $5M | – | 0.48 |
| REPUBLIC OF PANAMA SR UNSECURED 03/25 3.75 (PANAMA GOVT) | Long | Debt | PA | $394K | – | 0.04 |
| REPUBLIC OF PANAMA SR UNSECURED 03/31 7.5 (PANAMA GOVT) | Long | Debt | PA | $314K | – | 0.03 |
| REPUBLIC OF PANAMA SR UNSECURED 03/38 8 (PANAMA GOVT) | Long | Debt | PA | $528K | – | 0.05 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $2M | – | 0.17 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15 (PERU GOVT) | Long | Debt | PE | $1M | – | 0.13 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $4M | – | 0.42 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $996K | – | 0.10 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.25 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS10) | Long | ABS-mortgage backed security | US | $5M | – | 0.46 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M5 (RESIDENTIAL ASSET SECURITIES 2005-EMX1) | Long | ABS-mortgage backed security | US | $605K | – | 0.06 |
| RESORTS WORLD/RWLV CAP COMPANY GUAR 144A 04/29 4.625 (RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC) | Long | Debt | US | $180K | – | 0.02 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.29 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $42K | – | 0.00 | |
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH | Derivative-interest rate | JP | $45K | – | 0.00 | |
| RIVIAN HLD/AUTO LLC SR SECURED 144A 10/26 VAR (RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC) | Long | Debt | US | $1M | – | 0.13 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.50 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/25 2.95 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $59K | – | 0.01 |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $1M | – | 0.13 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $167K | – | 0.02 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $784K | – | 0.08 |
| ROMANIA SR UNSECURED 144A 03/31 5.375 (ROMANIA GOVT) | Long | Debt | RO | $532K | – | 0.05 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.10 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $1M | – | 0.10 |
| ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 01/29 9.25 (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | LR | $721K | – | 0.07 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | LR | $840K | – | 0.08 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/25 1.2 | Long | Debt | GB | $147K | – | 0.01 |
| RTX CORP SR UNSECURED 03/27 3.5 (RTX CORPORATION) | Long | Debt | US | $58K | – | 0.01 |
| SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $576K | – | 0.06 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $616K | – | 0.06 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $7M | – | 0.70 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $515K | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $514K | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.13 |
| SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $504K | – | 0.05 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $720K | – | 0.07 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $756K | – | 0.08 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875 | Long | Debt | AU | $318K | – | 0.03 |
| SAXON ASSET SECURITIES TRUST SAST 2006 1 M2 (SAXON ASSET SECURITIES TRUST-2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.44 |
| SAXON ASSET SECURITIES TRUST SAST 2007 2 A2A (SAXON ASSET SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3 (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $592K | – | 0.06 |
| SEADRILL FINANCE LTD SECURED 144A 08/30 8.375 (SEADRILL FINANCE LIMITED) | Long | Debt | BM | $1M | – | 0.10 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/29 8.25 | Long | Debt | KY | $64K | – | 0.01 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/32 9.625 | Long | Debt | KY | $571K | – | 0.06 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2) | Long | ABS-mortgage backed security | US | $778K | – | 0.08 |
| SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375 (SENSATA TECHNOLOGIES INC) | Long | Debt | US | $437K | – | 0.04 |
| SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4 | Long | Debt | NL | $202K | – | 0.02 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5 | Long | Debt | US | $96K | – | 0.01 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875 | Long | Debt | US | $127K | – | 0.01 |
| SITIO ROYAL OP / SIT FIN SR UNSECURED 144A 11/28 7.875 (SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP) | Long | Debt | US | $310K | – | 0.03 |
| SLM CORP SR UNSECURED 11/26 3.125 (SLM CORP (SALLIE MAE)) | Long | Debt | US | $793K | – | 0.08 |
| SLM STUDENT LOAN TR 04 2 ASSET BACKED REGS 07/39 VAR (SLM STUDENT LOAN TRUST 2004-2X) | Long | ABS-other | US | $1M | – | 0.14 |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS (SLM STUDENT LOAN TRUST 2004-5X) | Long | ABS-other | US | $1M | – | 0.14 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.12 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $5M | – | 0.46 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $5M | – | 0.50 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $2M | – | 0.16 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $5M | – | 0.50 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $5M | – | 0.50 |
| SMRT SMRT 2022 MINI A 144A (SMRT 2022-MINI) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $54K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-10K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-28 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-31K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $16K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $52K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $37K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $179.98 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240806 | Derivative-foreign exchange | CN | $53.14 | – | 0.00 | |
| SOLD CZK BOUGHT USD 20240719 | Derivative-foreign exchange | CZ | $2K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.11 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $41K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $33K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $35K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $95K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $29K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $-20.14 | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-28.93 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $6K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $6K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $91.99 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $961.16 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-596.83 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $57.78 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-15K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $5K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $568.73 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $103.24 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $95K | – | 0.01 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $25K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $14K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $57.51 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $20K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-56.42 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-39.11 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-668.68 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $33K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $41.47 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $29.54 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $24.33 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6.09 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240702 | Derivative-foreign exchange | ZA | $-136.83 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-8K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.40 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.32 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/34 5.2 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $904K | – | 0.09 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 12/53 5.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $585K | – | 0.06 |
| SOUTHERN CO SR UNSECURED 07/26 3.25 | Long | Debt | US | $192K | – | 0.02 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $3M | – | 0.26 |
| SPIRIT AEROSYSTEMS INC SECURED 144A 11/30 9.75 | Long | Debt | US | $331K | – | 0.03 |
| SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375 | Long | Debt | US | $269K | – | 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 | $455K | – | 0.05 |
| SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA) | Long | Debt | US | $594K | – | 0.06 |
| SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $602K | – | 0.06 |
| SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $636K | – | 0.06 |
| SS+C TECHNOLOGIES INC COMPANY GUAR 144A 06/32 6.5 (SS&C TECHNOLOGIES INC) | Long | Debt | US | $2M | – | 0.15 |
| ST PAULS CLO SPAUL 4A ARR1 144A (ST PAULS CLO 4A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.63 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 07/30 4.375 | Long | Debt | US | $927K | – | 0.09 |
| STAR PARENT INC SR SECURED 144A 10/30 9 (SYNEOS HEALTH INC (STAR PARENT INC)) | Long | Debt | US | $263K | – | 0.03 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $848K | – | 0.08 |
| STATION CASINOS LLC 2024 TERM LOAN B | Long | Loan | US | $998K | – | 0.10 |
| STEELE CREEK CLO LTD STCR 2014 1RA A 144A (STEELE CREEK CLO LTD 2014-1) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| STREAM INNOVATIONS ISSUER TRUS STRE 2024 1A A 144A (STREAM INNOVATIONS 2024-1 ISSUER TRUST) | Long | ABS-other | US | $2M | – | 0.23 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC11 A3 (STRUCTURED ASSET INVEST LN TR 2003-BC11) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M5 (STRUCTURED ASSET SEC CORP 2005-NC1) | Long | ABS-mortgage backed security | US | $770K | – | 0.08 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M1 (STRUCTURED ASSET SEC CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRYKER CORP SR UNSECURED 06/30 1.95 (STRYKER CORPORATION) | Long | Debt | US | $51K | – | 0.01 |
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A (SYMPHONY CLO 37 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.10 |
| SYMPHONY CLO LTD SYMP 2024 43A A1 144A (SYMPHONY CLO 43 LTD 24-43A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| SYNCHRONY BANK SR UNSECURED 08/25 5.4 (SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)) | Long | Debt | US | $184K | – | 0.02 |
| SYSCO CORPORATION COMPANY GUAR 07/26 3.3 | Long | Debt | US | $58K | – | 0.01 |
| T MOBILE USA INC COMPANY GUAR 04/27 3.75 (T-MOBILE USA INC) | Long | Debt | US | $534K | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.13 |
| TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $508K | – | 0.05 |
| TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $503K | – | 0.05 |
| TAPESTRY INC SR UNSECURED 11/30 7.7 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $627K | – | 0.06 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $59K | – | 0.01 |
| TCW GEM LTD TCW 2024 1A A1 144A (TCW CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A (TIAA CLO III LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $660K | – | 0.07 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $964K | – | 0.10 |
| TIAA CLO LTD TIA 2018 1A A1A 144A (TIAA CLO IV LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| TIME WARNER CABLE LLC SR SECURED 09/42 4.5 | Long | Debt | US | $220K | – | 0.02 |
| TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125 | Long | Debt | US | $295K | – | 0.03 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $535K | – | 0.05 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $5M | – | 0.51 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 2 M1 144A (TOWD POINT MORTGAGE TRUST 2017-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 3 A1 144A (TOWD POINT MORTGAGE TRUST 2017-3) | Long | ABS-mortgage backed security | US | $314K | – | 0.03 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY1) | Long | ABS-mortgage backed security | US | $887K | – | 0.09 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| TOWER BRIDGE FUNDING TWRBG 2024 2A A 144A (TOWER BRIDGE FUNDING 2024-2 PLC) | Long | ABS-mortgage backed security | GB | $5M | – | 0.50 |
| TRANSDIGM INC SR SECURED 144A 12/31 7.125 | Long | Debt | US | $335K | – | 0.03 |
| TRANSDIGM, INC. 2023 TERM LOAN J (TRANSDIGM INC) | Long | Loan | US | $1M | – | 0.11 |
| TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8 (TRANSOCEAN AQUILA LIMITED) | Long | Debt | KY | $254K | – | 0.03 |
| TRANSOCEAN TITAN FIN LTD SR SECURED 144A 02/28 8.375 (TRANSOCEAN TITAN FINANCING LIMITED) | Long | Debt | KY | $191K | – | 0.02 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.15 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $2M | – | 0.16 |
| TRINITAS CLO LTD TRNTS 2018 8A A 144A (TRINITAS CLO VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.14 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| TRINITY SQUARE TRINI 2021 1A BR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.13 |
| TRITON WATER HOLDINGS INC. 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $1M | – | 0.10 |
| TRUIST INSURANCE HOLDINGS LLC 1ST LIEN TERM LOAN (TRUIST INSURANCE HOLDINGS INC) | Long | Loan | US | $1M | – | 0.10 |
| TRYSAIL CLO LTD TRYSL 2021 1A A1 144A (TRYSAIL CLO 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.40 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 2.90 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $52M | – | 5.22 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $1M | – | 0.13 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $564K | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 08/33 4.988 | Long | Debt | CH | $191K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $63K | – | 0.01 |
| UKG INC SR SECURED 144A 02/31 6.875 (ULTIMATE KRONOS GROUP INC) | Long | Debt | US | $507K | – | 0.05 |
| UKG, INC, 2024 TERM LOAN B (ULTIMATE KRONOS GROUP INC) | Long | Loan | US | $904K | – | 0.09 |
| UNICREDIT SPA SUBORDINATED 144A 04/34 VAR | Long | Debt | IT | $306K | – | 0.03 |
| 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 | $816K | – | 0.08 |
| 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 | $2M | – | 0.17 |
| 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 | $160K | – | 0.02 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $280K | – | 0.03 |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $815K | – | 0.08 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-SB1) | Long | ABS-other | US | $1M | – | 0.15 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-262.75 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-761.52 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $725.18 | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-38K | – | -0.00 | |
| US AIRWAYS 2012 2A PTT PASS THRU CE 12/26 4.625 (US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.12 |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $647K | – | 0.06 |
| US FOODS INC COMPANY GUAR 144A 02/29 4.75 | Long | Debt | US | $204K | – | 0.02 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $3K | – | 0.00 | |
| US TREASURY N/B 05/28 3.625 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 1.20 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.10 |
| VALARIS LTD SECURED 144A 04/30 8.375 (VALARIS LIMITED) | Long | Debt | BM | $508K | – | 0.05 |
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 (VALE OVERSEAS LTD) | Long | Debt | KY | $990K | – | 0.10 |
| VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75 (VALE OVERSEAS LTD) | Long | Debt | KY | $1M | – | 0.11 |
| VALLOUREC SACA SR UNSECURED 144A 04/32 7.5 | Long | Debt | FR | $622K | – | 0.06 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.05 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $917K | – | 0.09 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | Long | Debt | US | $2M | – | 0.21 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.21 |
| VERUS SECURITIZATION TRUST VERUS 2020 1 A1 144A (VERUS SECURITIZATION TRUST 2020-1) | Long | ABS-mortgage backed security | US | $361K | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A (VERUS SECURITIZATION TRUST 2023-2) | Long | ABS-mortgage backed security | US | $384K | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-mortgage backed security | US | $897K | – | 0.09 |
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A (VERUS SECURITIZATION TRUST 2023-8) | Long | ABS-mortgage backed security | US | $9M | – | 0.88 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A (VERUS SECURITIZATION TRUST 2023-INV1) | Long | ABS-mortgage backed security | US | $943K | – | 0.09 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A (VERUS SECURITIZATION TRUST 2023-INV3) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A (VERUS SECURITIZATION TRUST 2024-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.40 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.57 |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A (VERUS SECURITIZATION TRUST 2024-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.58 |
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A (VERUS SECURITIZATION TRUST 2024-INV1) | Long | ABS-mortgage backed security | US | $11M | – | 1.15 |
| VFH PARENT / VALOR CO SR SECURED 144A 06/31 7.5 (VFH PARENT LLC / VALOR CO-ISSUER INC) | Long | Debt | US | $1M | – | 0.10 |
| VICI PROPERTIES LP SR UNSECURED 02/30 4.95 | Long | Debt | US | $579K | – | 0.06 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $1M | – | 0.13 |
| VIKING CRUISES LTD SR UNSECURED 144A 07/31 9.125 | Long | Debt | BM | $81K | – | 0.01 |
| VISIO TRUST VISIO 2023 2 A1 144A (VISIO TRUST 2023-2) | Long | ABS-mortgage backed security | US | $941K | – | 0.09 |
| VMED O2 UK FINAN SR SECURED 144A 01/31 4.25 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $690K | – | 0.07 |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $1M | – | 0.10 |
| VMWARE LLC SR UNSECURED 08/26 1.4 | Long | Debt | US | $55K | – | 0.01 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $3M | – | 0.33 |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 | Long | Debt | BM | $150K | – | 0.02 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $283K | – | 0.03 |
| VOYA CLO LTD VOYA 2014 2A A1RR 144A (VOYA CLO LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.14 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 04/30 3.2 (WALGREENS BOOTS ALLIANCE INC) | Long | Debt | US | $251K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B2 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A2 (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $5M | – | 0.53 |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 (CALIBER COLLISION (WAND NEWCO 3 INC)) | Long | Debt | US | $1M | – | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.12 |
| WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.12 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25) | Long | ABS-mortgage backed security | US | $477K | – | 0.05 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C52 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 1 M6 (WELLS FARGO HOME EQUITY TRUST 2005-1) | Long | ABS-mortgage backed security | US | $555K | – | 0.06 |
| WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75 (WESTERN DIGITAL CORPORATION) | Long | Debt | US | $144K | – | 0.01 |
| WESTERN DIGITAL CORP SR SECURED 02/29 2.85 (WESTERN DIGITAL CORPORATION) | Long | Debt | US | $190K | – | 0.02 |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.1 (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $59K | – | 0.01 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $57K | – | 0.01 |
| WEYERHAEUSER CO SR UNSECURED 03/32 7.375 (WEYERHAEUSER COMPANY) | Long | Debt | US | $212K | – | 0.02 |
| WILLIS NORTH AMERICA INC COMPANY GUAR 06/27 4.65 | Long | Debt | US | $59K | – | 0.01 |
| WMG ACQUISITION CORP SR SECURED 144A 02/31 3 (WARNER MUSIC (WMG ACQUISITION CORP)) | Long | Debt | US | $634K | – | 0.06 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A (RCKT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $5M | – | 0.48 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-mortgage backed security | US | $10M | – | 1.00 |
| WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI) | Long | ABS-mortgage backed security | US | $402K | – | 0.04 |
| WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25 (WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP) | Long | Debt | US | $337K | – | 0.03 |
| WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 02/31 7.125 (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $519K | – | 0.05 |
| YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947 (YINSON BORONIA PRODUCTION BV) | Long | Debt | NL | $1M | – | 0.10 |
| YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6 (YINSON PRODUCTION FINANCIAL SERVICES PTE LTD) | Long | Debt | SG | $998K | – | 0.10 |
| ZCS BRL 11.45591 05/04/23-01/02/26 CME | Derivative-interest rate | BR | $-68K | – | -0.01 | |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-60K | – | -0.01 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-341K | – | -0.03 | |
| ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $765K | – | 0.08 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/30 7.125 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $93K | – | 0.01 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/32 6.875 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $776K | – | 0.08 |
| ZOETIS INC SR UNSECURED 11/32 5.6 | Long | Debt | US | $512K | – | 0.05 |
Address
PIMCO ETF Trust
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
State Street Bank and Trust Company
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
N/A