PIMCO Enhanced Low Duration Active Exchange-Traded Fund (LDUR) Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$1.10 bn

Liabilities

$236.95 mm

Net assets

$858.83 mm

Number of holdings

457.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

Filter holdings

All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

Download data

Holding	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24
37 CAPITAL CLO I 2021-1A
7-ELEVEN INC
A10 BRIDGE ASSET FINANCING 2020-C LLC
ABBVIE INC
ABN AMRO BANK NV
ABU DHABI COMMERCIAL BANK PJSC
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 VAR
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 4.5
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 05/22 3.5
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 02/22 3.95
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 12/21 4.45
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/22 4.625
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/21 5
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 05/21 4.5
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/20 4.625
AES CORPORATION
AG TRUST 2024-NLP
AIR LEASE CORPORATION
AIRCASTLE LIMITED
ALLY AUTO RECEIVABLES TRUST 2024-2
ALLY FINANCIAL INC
ALTRIA GROUP INC
AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST
AMERICAN ELECTRIC POWER COMPANY INC
AMERICAN HONDA FINANCE CORPORATION
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
AMMC CLO 16 LTD 2015-16A
ANCHORAGE CAPITAL CLO LTD 2015-6A ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A
ANCHORAGE CAPITAL CLO LTD 2015-6A ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
ANCHORAGE CAPITAL CLO LTD 2018-10A
ANGEL OAK MORTGAGE TRUST 2020-4
ANHEUSER-BUSCH NORTH AMERICAN HOLDING CORPORATION
AOZORA BANK LTD
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2019-FL1
AREIT TRUST 2019-CRE3
AREIT TRUST 2020-CRE4
AREIT TRUST 2022-CRE7
ARES XXXIX CLO LTD 2016-39A
ARROW ELECTRONICS INC
ASCENT EDUCATION FUNDING TRUST 2024-A
ASSET BACKED SEC HOME EQTY LN 2004-HE3
ASSURANT INC
AT&T INC
ATHENE GLOBAL FUNDING
ATSTC 2022-1A ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A AR 144A
ATSTC 2022-1A ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A A 144A
AUSGRID FINANCE PTY LTD
AVIATION CAPITAL GROUP LLC
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
AVOLON HOLDINGS FUNDING LTD
AXIS BANK LTD/DUBAI BRANCH
BACARDI LIMITED
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
BANCO SANTANDER CHILE SA
BANCO SANTANDER SA
BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE5
BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6
BANK OF AMERICA AUTO TRUST 2023-1A
BANK OF AMERICA CORPORATION
BANK OF NEW ZEALAND
BARCLAYS PLC
BARINGS BDC STATIC CLO LTD 2019-1A
BARRY CALLEBAUT SERVICES NV
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAYER CORPORATION
BAYER US FINANCE II LLC
BAYER US FINANCE LLC
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-RN2
BCP TRUST 2021-330N
BEAR STEARNS SECOND LIEN TRUST 2007
BEAR STEARNS ABS INC 2004-HE7
BEAR STEARNS ALT-A TRUST 2005-4
BEAR STEARNS ALT-A TRUST 2006-8
BEAR STEARNS ARM TRUST 2002-11
BEAR STEARNS ASSETBACKED SEC 2001-3
BEAR STEARNS ASSETBK SEC 2005-AQ2
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
BENEFIT STREET PARTNERS CLO XVI LTD
BERRY GLOBAL INC
BFLD TRUST 2020-EYP
BGC GROUP INC
BLUEMOUNTAIN CLO LTD 2015-1A
BNP PARIBAS
BOC AVIATION (USA) CORPORATION
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
BOEING CO/THE
BORAL FINANCE PTY LTD
BOSTON SCIENTIFIC CORPORATION
BP CAPITAL MARKETS PLC
BPCE SA
BRASS NO 8 PLC 8A
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD BROADCOM CRP / CAYMN FI COMPANY GUAR 01/21 2.2
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD BROADCOM CRP / CAYMN FI COMPANY GUAR 01/22 3
BROADCOM INC
BWAY MORTGAGE TRUST 2021-1450
BX COMMERCIAL MORTGAGE TRUST 2021-MFM1
BXMT 2020-FL3 LTD
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
CANADIAN PACIFIC RAILWAY COMPANY
CANTOR FITZGERALD LP
CARLYLE US CLO LTD 2017-1A
CARMAX AUTO OWNER TRUST 2023-4
CARRIER GLOBAL CORPORATION
CARVANA AUTO RECEIVABLES TRUST 2023-P2
CARVANA AUTO RECEIVABLES TRUST 2023-P3
CARVANA AUTO RECEIVABLES TRUST 2024-P3
CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI
CBAM 2018-5 LTD 8A
CENT CLO LP 2013-19A
CENTERPOINT ENERGY RESOURCES CORP
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 02/24 4.5
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
CHASE AUTO OWNER TRUST 2024-5A
CHASE FUNDING MTGE LN ASSET-BKD 2003-5
CHASE MORTGAGE FINANCE CORP 2007-A1
CHENIERE CORPUS CHRISTI HOLDINGS LLC
CHEVY CHASE MORTGAGE FUND CORP 2005-1A
CHEVY CHASE MTGE FUNDING CORP 2004-3A
CHEVY CHASE MTGE FUNDING CORP 2004-4A
CHUGOKU ELECTRIC POWER CO INC
CIFC FUNDING LTD 2015-5A
CIGNA GROUP/THE
CIT GROUP INC
CITIBANK NA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS
CITIGROUP INC
CITIGROUP MORTGAGE LOAN TRUST 2019-C
CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3
CITIZENS AUTO RECEIVABLES TRUST 2023-1
CITIZENS AUTO RECEIVABLES TRUST 2023-2
CITRIX SYSTEMS INC
CK HUTCHISON INTERNATIONAL (16) LIMITED
CK HUTCHISON INTERNATIONAL (17) LIMITED
CK HUTCHISON INTERNATIONAL (19) LIMITED
CNH INDUSTRIAL CAPITAL LLC
CNH INDUSTRIAL NV
CNO GLOBAL FUNDING
COMMONSPIRIT HEALTH
CONAGRA BRANDS INC
CONOCOPHILLIPS COMPANY
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONSTELLATION BRANDS INC
CONTINENTAL AIRLINES 2007-1 CLASS A PASS THROUGH TRUST
COREBRIDGE FINANCIAL INC
COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6
COUNTRYWIDE ASSET-BACKED CERT 2005-7
COUNTRYWIDE ASSET-BACKED CERT 2006-11
COUNTRYWIDE ASSET-BACKED CERTS 2005-15
COX COMMUNICATIONS INC
CQS US CLO 2022-2A LTD CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A
CQS US CLO 2022-2A LTD CQS US CLO 2022 2, LTD. CQS 2022 2A A1 144A
CREDIT AGRICOLE SA
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL8
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL9
CROWN CASTLE INTERNATIONAL CORP (CCI)
CROWN CASTLE TOWERS LLC
CROWN POINT CLO LTD 2018-5A
CVS HEALTH CORPORATION
DAE FUNDING LLC
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
DANSKE BANK A/S
DBS GROUP HOLDINGS LTD
DELL INTERNATIONAL LLC / EMC CORP DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9
DELL INTERNATIONAL LLC / EMC CORP DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45
DELL INTERNATIONAL LLC / EMC CORP DELL INT LLC / EMC CORP SR SECURED 144A 06/23 5.45
DELL INTERNATIONAL LLC / EMC CORP DELL INT LLC / EMC CORP SR SECURED 144A 10/26 4.9
DELL INTERNATIONAL LLC / EMC CORP DELL INT LLC / EMC CORP SR SECURED 144A 06/21 4.42
DELTA AIR LINES INC
DEUTSCHE BANK AG/NEW YORK BRANCH
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
DLLAD 2023-1A LLC
DNB BANK ASA
DOLPHIN ENERGY LIMITED LLC
DOMINION ENERGY GAS HOLDINGS LLC
DOMINION ENERGY INC
DROP MORTGAGE TRUST 2021-FILE
DRYDEN 36 SENIOR LOAN FUND 2014-36A
DRYDEN 47 SENIOR LOAN FUND 2017-47A
DRYDEN 60 CLO LTD
DRYDEN XXV SENIOR LOAN FUND 2012-25A
DUKE ENERGY CORPORATION
DUQUESNE LIGHT HOLDINGS INC
EDISON INTERNATIONAL
ELECTRICITE DE FRANCE SA (EDF)
ELEVATION CLO LTD 2017-8A
ELFI GRADUATE LOAN PROGRAM 2021-A LLC
EMC CORPORATION
ENBRIDGE (US) INC
ENEL FINANCE INTERNATIONAL NV
ENERGY TRANSFER LP
ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP
ENI SPA
ENTERPRISE FLEET FINANCING LLC 2023-1
ENTERPRISE FLEET FUNDING LLC 2022-4
EQUIFAX INC
ERAC USA FINANCE LLC
EVERSOURCE ENERGY
EXANTAS CAPITAL CORP 2019-RSO7
EXELON GENERATION COMPANY LLC
EXPORT-IMPORT BANK OF INDIA
EXTENDED STAY AMERICA TRUST 2021-ESH
EXXON MOBIL CORPORATION
FANNIE MAE-ACES 2017-M12
FANNIE MAE-ACES 2017-M4
FANNIE MAE-ACES 2017-M7
FEDERAL HOME LOAN BANK (FLHB)
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FHLMC PASS THRU POOLS FED HM LN PC POOL P51309 FG 07/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL P51299 FG 07/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL P51262 FG 02/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H03252 FG 10/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H19005 FG 01/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H00962 FG 07/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31493 FG 02/38 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL P00039 FG 05/33 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL H09098 FG 10/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL U31817 FG 03/38 FIXED 5.4
FHLMC PASS THRU POOLS FED HM LN PC POOL K30023 FG 02/47 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31480 FG 04/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL H01774 FG 09/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31137 FG 09/34 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL J22451 FG 02/28 FIXED 2
FHLMC PASS THRU POOLS FED HM LN PC POOL L00007 FG 03/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H09070 FG 09/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL B32059 FG 09/37 FIXED 5.4
FHLMC PASS THRU POOLS FED HM LN PC POOL N31013 FG 10/33 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL E04367 FG 04/28 FIXED 2
FHLMC PASS THRU POOLS FED HM LN PC POOL P51237 FG 11/36 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H09069 FG 09/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL T30133 FG 07/37 FIXED 5.55
FHLMC PASS THRU POOLS FED HM LN PC POOL N31368 FG 01/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL P50075 FG 09/31 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL N31465 FG 11/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL P20584 FG 11/34 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL P50485 FG 05/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H09117 FG 11/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N39008 FG 09/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H09152 FG 02/38 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL U30321 FG 02/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31005 FG 08/33 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H00259 FG 04/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL U30400 FG 06/37 FIXED 5.55
FHLMC PASS THRU POOLS FED HM LN PC POOL B70184 FG 05/29 FIXED 7
FHLMC PASS THRU POOLS FED HM LN PC POOL U30402 FG 06/37 FIXED 5.55
FHLMC PASS THRU POOLS FED HM LN PC POOL N31476 FG 12/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL U32423 FG 11/38 FIXED 5.4
FHLMC PASS THRU POOLS FED HM LN PC POOL H09022 FG 02/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G80365 FG 10/38 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL K30066 FG 06/47 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31453 FG 10/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL G15159 FG 01/24 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL N30959 FG 03/33 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31330 FG 08/36 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL U32257 FG 08/38 FIXED 5.4
FHLMC PASS THRU POOLS FED HM LN PC POOL N31347 FG 11/36 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31448 FG 10/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL P20615 FG 04/35 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL P50557 FG 06/37 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL H01085 FG 07/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL P20442 FG 05/34 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL L10155 FG 01/34 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL U30683 FG 12/37 FIXED 5.4
FHLMC PASS THRU POOLS FED HM LN PC POOL G12454 FG 11/21 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H01033 FG 07/37 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL O20119 FG 08/22 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL ZN2887 FR 01/49 FIXED 4
FHLMC PASS THRU POOLS FED HM LN PC POOL H02507 FG 03/38 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL H03231 FG 10/37 FIXED 7
FHLMC PASS THRU POOLS FED HM LN PC POOL N30441 FG 02/28 FIXED 6
FHLMC PASS THRU POOLS FED HM LN PC POOL N31444 FG 09/37 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL U30255 FG 01/37 FIXED 5.65
FHLMC PASS THRU POOLS FED HM LN PC POOL U32341 FG 10/38 FIXED 5.49
FHLMC PASS THRU POOLS FED HM LN PC POOL M30356 FG 07/21 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N30993 FG 07/33 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL P20607 FG 05/35 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL H10081 FG 12/36 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL K35016 FG 04/47 FIXED 5.5
FHLMC PASS THRU POOLS FED HM LN PC POOL G11812 FG 12/20 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL 554921 FH 10/20 FIXED 10.5
FHLMC PASS THRU POOLS FED HM LN PC POOL 554922 FH 12/20 FIXED 10.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31475 FG 12/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL J12670 FG 07/20 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL N31474 FG 12/37 FIXED 5
FHLMC PASS THRU POOLS FED HM LN PC POOL T60206 FG 05/41 FIXED 5.5
FINANCE AMERICA MTGE LOAN TRUST 2004-2
FIRST ABU DHABI BANK PJSC
FIRST FRANKLIN MTG LN ASSET CER 2004-FF1
FIRST FRANKLIN MTG LOAN 2006-FF5
FIRST FRANKLIN MTG LOAN ASSET 2004-FF6
FIRST HORIZON ALT MTGE SEC 2004-AA7
FIRSTENERGY CORP
FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)
FISERV INC
FIVE CORNERS FUNDING TRUST
FNMA PASS THRU POOLS FNMA POOL 257044 FN 01/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256372 FN 07/36 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL MA1137 FN 07/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 257393 FN 09/48 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 939484 FN 06/37 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 888372 FN 04/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA0565 FN 09/40 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 891367 FN 04/36 FIXED 4.75
FNMA PASS THRU POOLS FNMA POOL 255990 FN 11/35 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 256973 FN 11/37 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 924068 FN 05/37 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL MA0101 FN 05/39 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 982008 FN 05/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 820191 FN 05/35 FIXED 5
FNMA PASS THRU POOLS FNMA POOL AB6261 FN 09/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 995858 FN 09/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 256890 FN 09/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 895567 FN 04/36 FIXED 5.45
FNMA PASS THRU POOLS FNMA POOL 254670 FN 02/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL MA1715 FN 12/43 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 973542 FN 03/38 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 933032 FN 10/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 952320 FN 10/37 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 852504 FN 09/35 FIXED 5.35
FNMA PASS THRU POOLS FNMA POOL 577852 FN 06/31 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 819457 FN 02/35 FIXED 4.75
FNMA PASS THRU POOLS FNMA POOL AE0287 FN 02/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AS0070 FN 08/43 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 944066 FN 07/37 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 888970 FN 06/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 738753 FN 09/33 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 888796 FN 09/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 257138 FN 03/38 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 922855 FN 11/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AW1120 FN 11/34 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 801506 FN 09/34 FIXED 4.75
FNMA PASS THRU POOLS FNMA POOL 519281 FN 09/29 FIXED 5.34
FNMA PASS THRU POOLS FNMA POOL 596705 FN 04/32 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 995092 FN 12/37 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 819230 FN 02/35 FIXED 5.35
FNMA PASS THRU POOLS FNMA POOL 535994 FN 06/31 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA2313 FN 06/45 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 800447 FN 10/34 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 941742 FN 07/37 FIXED 5.35
FNMA PASS THRU POOLS FNMA POOL 899432 FN 05/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 889322 FN 04/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AO3529 FN 06/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 256860 FN 08/37 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL AB6113 FN 08/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 257213 FN 04/48 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AW0293 FN 02/44 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 918929 FN 04/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL AB1063 FN 03/50 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 879922 FN 11/35 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 405220 FN 09/28 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 256496 FN 10/36 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 944530 FN 07/47 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 972781 FN 01/38 FIXED 5.35
FNMA PASS THRU POOLS FNMA POOL 870801 FN 10/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL MA2953 FN 03/47 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA1253 FN 11/42 FIXED 4
FNMA PASS THRU POOLS FNMA POOL 695530 FN 04/33 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 255538 FN 11/34 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 256809 FN 07/37 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL6513 FN 07/44 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 871039 FN 02/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 847106 FN 10/35 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 889187 FN 07/33 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 499703 FN 05/29 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AC4532 FN 01/34 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 357175 FN 12/31 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 961191 FN 01/38 FIXED 6
FNMA PASS THRU POOLS FNMA POOL AL2591 FN 05/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL AD0893 FN 01/39 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 889154 FN 02/38 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 256526 FN 12/36 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 833303 FN 05/35 FIXED 5.15
FNMA PASS THRU POOLS FNMA POOL 910758 FN 01/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 851762 FN 01/36 FIXED 4.25
FNMA PASS THRU POOLS FNMA POOL 839137 FN 10/35 FIXED 6
FNMA PASS THRU POOLS FNMA POOL 713199 FN 06/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 913145 FN 03/37 FIXED 5.35
FNMA PASS THRU POOLS FNMA POOL 452968 FN 12/28 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 660720 FN 03/26 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL AB1927 FN 07/50 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 616215 FN 12/31 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 657457 FN 04/33 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 707317 FN 06/33 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 846323 FN 11/35 FIXED 4.25
FNMA PASS THRU POOLS FNMA POOL 893258 FN 08/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 901658 FN 10/36 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 932214 FN 09/39 FIXED 6
FNMA PASS THRU POOLS FNMA POOL MA3290 FN 09/47 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 256434 FN 09/36 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 632610 FN 02/22 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 697792 FN 06/33 FIXED 5
FNMA PASS THRU POOLS FNMA POOL 254000 FN 09/21 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL 506677 FN 07/29 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 909035 FN 12/36 FIXED 5.35
FNMA PASS THRU POOLS FNMA POOL 745525 FN 05/21 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL 945910 FN 08/37 FIXED 5.5
FNMA PASS THRU POOLS FNMA POOL 931884 FN 09/39 FIXED 4
FNMA PASS THRU POOLS FNMA POOL CA3209 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3937 FN 02/50 FIXED 3
FORD CREDIT AUTO OWNER TRUST 2023-REV1
FORD MOTOR CREDIT COMPANY LLC
FORTUNE BRANDS HOME & SECURITY INC
FREDDIE MAC REMICS 4948
FREDDIE MAC REMICS 4950
FREDDIE MAC REMICS 4961
FREDDIE MAC REMICS 5115 FREDDIE MAC FHR 5115 DA
FREDDIE MAC REMICS 5115 FREDDIE MAC FHR 5115 EM
FS KKR CAPITAL CORP
GA GLOBAL FUNDING TRUST
GATX CORPORATION
GCAT 2020-4 LLC
GCAT 2021-NQM3 TRUST GCAT GCAT 2021 NQM3 A2 144A
GCAT 2021-NQM3 TRUST GCAT GCAT 2021 NQM3 A3 144A
GCAT 2022-HX1 TRUST
GCAT LLC 2019-RPL1
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
GECU AUTO RECEIVABLES TRUST 2023-1A
GENERAL ELECTRIC COMPANY
GENERAL MILLS INC
GENERAL MOTORS COMPANY
GENERAL MOTORS FINANCIAL COMPANY INC
GILEAD SCIENCES INC
GLOBAL PAYMENTS INC
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1
GNMA PASS THRU POOLS GNMA II POOL 004262 G2 10/38 FIXED 7
GNMA PASS THRU POOLS GNMA POOL 671883 GN 06/37 FIXED 5.35
GNMA PASS THRU POOLS GNMA POOL 662867 GN 12/36 FIXED 5.35
GNMA PASS THRU POOLS GNMA POOL 412608 GN 05/26 FIXED 7
GNMA PASS THRU POOLS GNMA II POOL 004918 G2 01/41 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL 004796 G2 09/40 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL 688058 G2 08/38 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL 004492 G2 07/39 FIXED 6.5
GNMA PASS THRU POOLS GNMA II POOL MA0082 G2 05/42 FIXED 3.5
GNMA PASS THRU POOLS GNMA II POOL 734402 G2 04/41 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL 004670 G2 04/40 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL 004241 G2 09/38 FIXED 7
GNMA PASS THRU POOLS GNMA POOL 679165 GN 11/37 FIXED 5.35
GNMA PASS THRU POOLS GNMA II POOL 004879 G2 12/40 FIXED 4
GNMA PASS THRU POOLS GNMA POOL 672041 GN 08/37 FIXED 5.35
GNMA PASS THRU POOLS GNMA II POOL MA1084 G2 06/43 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL AV9440 G2 11/46 FIXED 3
GNMA PASS THRU POOLS GNMA II POOL AH5878 G2 03/44 FIXED 3.75
GNMA PASS THRU POOLS GNMA POOL 780650 GN 10/27 FIXED 6.5
GNMA PASS THRU POOLS GNMA II POOL 005164 G2 08/41 FIXED 5.5
GNMA PASS THRU POOLS GNMA POOL AA0060 GN 04/42 FIXED 3.7
GNMA PASS THRU POOLS GNMA II POOL 004239 G2 09/38 FIXED 6
GNMA PASS THRU POOLS GNMA II POOL 716993 G2 06/39 FIXED 5.4
GNMA PASS THRU POOLS GNMA II POOL 004537 G2 06/39 FIXED 7
GNMA PASS THRU POOLS GNMA II POOL 004182 G2 07/38 FIXED 5.5
GNMA PASS THRU POOLS GNMA POOL 672295 GN 01/38 FIXED 5.35
GNMA PASS THRU POOLS GNMA II POOL MA5042 G2 10/38 FIXED 7
GNMA PASS THRU POOLS GNMA POOL 799863 GN 04/42 FIXED 3.75
GNMA PASS THRU POOLS GNMA POOL 672173 GN 09/37 FIXED 5.35
GNMA PASS THRU POOLS GNMA II POOL 758659 G2 03/41 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL BK5879 G2 11/48 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL 005201 G2 10/41 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL 754366 G2 03/42 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL 723581 G2 04/35 FIXED 5.5
GNMA PASS THRU POOLS GNMA POOL 679071 GN 11/37 FIXED 5.35
GNMA PASS THRU POOLS GNMA II POOL 773563 G2 07/41 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL AA0711 G2 07/42 FIXED 3.74
GNMA PASS THRU POOLS GNMA II POOL 799902 G2 03/42 FIXED 3.74
GNMA PASS THRU POOLS GNMA II POOL 627122 G2 03/34 FIXED 5.5
GNMA PASS THRU POOLS GNMA II POOL 004949 G2 02/41 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL 002076 G2 09/25 FIXED 6.5
GNMA PASS THRU POOLS GNMA POOL 780742 GN 09/24 FIXED 7
GNMA PASS THRU POOLS GNMA POOL 780058 GN 01/25 FIXED 7
GNMA PASS THRU POOLS GNMA II POOL 004362 G2 02/39 FIXED 5
GNMA PASS THRU POOLS GNMA II POOL 004312 G2 12/38 FIXED 7
GNMA PASS THRU POOLS GNMA II POOL 005073 G2 05/41 FIXED 5.5
GNMA PASS THRU POOLS GNMA POOL 678977 GN 10/37 FIXED 5.35
GNMA PASS THRU POOLS GNMA II POOL 005285 G2 01/42 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL 734320 G2 04/41 FIXED 4.5
GNMA PASS THRU POOLS GNMA II POOL 004165 G2 06/38 FIXED 6.5
GNMA PASS THRU POOLS GNMA II POOL 703989 G2 12/38 FIXED 5.4
GNMA PASS THRU POOLS GNMA II POOL 716929 G2 05/39 FIXED 5.4
GNMA PASS THRU POOLS GNMA II POOL 737583 G2 11/40 FIXED 4
GNMA PASS THRU POOLS GNMA II POOL AJ6274 G2 09/44 FIXED 3.5
GOLDEN CREDIT CARD TRUST 2022-4A
GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD 2017-1A
GOLDMAN SACHS GROUP INC
GOODMAN US FINANCE TWO LLC
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12
GOVERNMENT NATL MTGE ASSOC 2009-66
GREENWOOD PARK CLO LTD 2018-1A
GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2
GS MORTGAGE SECURITIES CORP II 2022-GTWY
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2
GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1
GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7
GSAA HOME EQUITY TRUST 2007-7
GSAMP TRUST 2006-HE4
GSR MORTGAGE LOAN TRUST 2003-9
GSR MORTGAGE LOAN TRUST 2005-AR6
HARLEY-DAVIDSON FINANCIAL SERVICES INC
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B
HCA INC
HEATHROW FUNDING LIMITED
HERA COMMERCIAL MORTGAGE 2021-FL1
HOLMES MASTER ISSUER PLC 18-2A
HOME EQUITY ASSET TRUST 2004-5
HSBC HOLDINGS PLC
HUNTINGTON AUTO TRUST 2024-1A
HUNTINGTON INGALLS INDUSTRIES INC
HUTCHISON WHAMPOA INTERNATIONAL (11) LIMITED
HYATT HOTELS CORPORATION
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-A
HYUNDAI AUTO RECEIVABLES TRUST 2022-C
HYUNDAI CAPITAL AMERICA
HYUNDAI CAPITAL SERVICES
IBERDROLA INTERNATIONAL BV
ICICI BANK LTD/HONG KONG BRANCH
ILLINOIS ST
ILLUMINA INC
IMPAC CMB TR 2004-10
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
ING GROEP NV
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
INTERNATIONAL LEASE FINANCE CORPORATION INTL LEASE FINANCE CORP SR UNSECURED 01/22 8.625
INTERNATIONAL LEASE FINANCE CORPORATION INTL LEASE FINANCE CORP SR UNSECURED 04/21 4.625
INTERNATIONAL LEASE FINANCE CORPORATION INTL LEASE FINANCE CORP SR UNSECURED 12/20 8.25
INTOWN 2022-STAY MORTGAGE TRUST
ISRAEL ELECTRIC CORPORATION LTD
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
JACKSON FINANCIAL INCORPORATION
JFIN CLO LTD 2017-2A
JP MORGAN CHASE & CO
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC
JP MORGAN MORTGAGE TRUST 2007-A1
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7
KANSAS CITY SOUTHERN/OLD
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
KIA CORPORATION
KINDER MORGAN ENERGY PARTNERS LP
KINDER MORGAN INC
KKR CLO 9 LTD
KKR CLO LTD 18
KKR FINANCIAL HOLDINGS LLC
KOMATSU FINANCE AMERICA INC
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
KT CORPORATION
LAD AUTO RECEIVABLES TRUST 2023-4
LAD AUTO RECEIVABLES TRUST 2024-2A
LANARK MASTER ISSUER PLC 19-1A
LAS VEGAS SANDS CORP
LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
LCCM 2021-FL2 TRUST
LCM 30 LTD
LCM LP 13A
LCM XV LP 15A
LCM XX LP 20A
LEASEPLAN CORPORATION NV
LEGACY MORTGAGE ASSET TRUST 2019-GS6
LEGACY MORTGAGE ASSET TRUST 2021-SL1
LEIDOS INC
LEIGHTON FINANCE USA PTY LTD
LENNAR CORPORATION
LLOYDS BANK PLC
LLOYDS BANKING GROUP PLC
LOANCORE ISSUER LTD 2019-CRE2
LOANCORE ISSUER LTD 2021-CRE4
LUXE TRUST 2021-TRIP
MARRIOTT INTERNATIONAL INC
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
MCCORMICK & COMPANY INCORPORATED
MEAD JOHNSON NUTRITION COMPANY
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
MERRILL LYNCH MORTGAGE INVS 2005-A9
MF1 2019-FL2 LTD
MF1 2020-FL3 LTD
MF1 2020-FL4 LTD
MF1 2021-FL5 LTD
MFA 2020-NQM2 TRUST
MFA 2021-RPL1 TRUST
MFA 2023-NQM4 TRUST
MGM RESORTS INTERNATIONAL
MICROCHIP TECHNOLOGY INCORPORATED
MICRON TECHNOLOGY INC
MIDOCEAN CREDIT CLO II 2013-2A
MITSUBISHI HC CAPITAL INC
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
MIZUHO BANK LTD/NEW YORK BRANCH
MIZUHO FINANCIAL GROUP INC
MKS CLO LTD 2017-1A
MLCC MORTGAGE INVESTORS INC 2004-A
MMAF EQUIPMENT FINANCE LLC 2022-B
MONDELEZ INTERNATIONAL INC
MORGAN STANLEY
MORGAN STANLEY ABS CAPITAL I 2004-HE2
MORGAN STANLEY MORTGAGE TRUST-2005-6AR
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6
MOUNTAIN VIEW CLO LLC 2017-1A
MOUNTAIN VIEW CLO XIV LTD 2019-1A
MYLAN NV
N/A 317U6T2A9 PIMCO SWAPTION 4.1 PUT USD 20250207
N/A SOLD AUD BOUGHT USD 20241002
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
N/A SOLD AUD BOUGHT USD 20241104
N/A BOUGHT AUD SOLD USD 20241104
N/A BOUGHT CHF SOLD USD 20241002
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A BOUGHT AUD SOLD USD 20241002
N/A BOUGHT EUR SOLD USD 20241002
N/A SOLD CAD BOUGHT USD 20241002
N/A SOLD CHF BOUGHT USD 20241002
N/A DEUTSCHE BANK REPO REPO
N/A SOLD EUR BOUGHT USD 20241104
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A SOLD CHF BOUGHT USD 20241104
N/A SOLD AUD BOUGHT USD 20241002
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A US 10YR ULTRA FUT DEC24 XCBT 20241219
N/A 317U6T4A7 PIMCO SWAPTION 4.1 PUT USD 20250207
N/A BOUGHT AUD SOLD USD 20241002
N/A SOLD EUR BOUGHT USD 20241002
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT SEK SOLD USD 20240802
N/A SOLD CAD BOUGHT USD 20240802
N/A BOUGHT AUD SOLD USD 20240702
N/A 317U5EXA9 PIMCO SWAPTION 4.9 PUT USD 20240909
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD SEK BOUGHT USD 20240702
N/A SOLD AUD BOUGHT USD 20240702
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A BOUGHT AUD SOLD USD 20240702
N/A BOUGHT CAD SOLD USD 20240702
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A BOUGHT AUD SOLD USD 20240802
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT SEK SOLD USD 20240702
N/A REVERSE REPO JPM CHASE
N/A SOLD EUR BOUGHT USD 20240802
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD CHF BOUGHT USD 20240802
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240502
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT CAD SOLD USD 20240402
N/A BOUGHT SEK SOLD USD 20240402
N/A SOLD AUD BOUGHT USD 20240402
N/A FIXED INC CLEARING CORP.REPO
N/A US 10YR ULTRA FUT JUN24 XCBT 20240618
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240502
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD CHF BOUGHT USD 20240502
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT JPY SOLD USD 20240402
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD CAD BOUGHT USD 20240502
N/A BOUGHT AUD SOLD USD 20240402
N/A 317U5EXA9 PIMCO SWAPTION 4.9 PUT USD 20240909
N/A SOLD JPY BOUGHT USD 20240402
N/A BOUGHT CHF SOLD USD 20240402
N/A BOUGHT EUR SOLD USD 20240402
N/A 317U5EWA0 PIMCO SWAPTION 3.342 CALL USD 202409
N/A BOUGHT AUD SOLD USD 20240502
N/A BOUGHT AUD SOLD USD 20240502
N/A BOUGHT AUD SOLD USD 20240502
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD CHF BOUGHT USD 20240402
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A BOUGHT AUD SOLD USD 20240502
N/A SOLD SEK BOUGHT USD 20240502
N/A SOLD SEK BOUGHT USD 20240402
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A SOLD EUR BOUGHT USD 20240402
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT AUD SOLD USD 20240109
N/A US 10YR ULTRA FUT MAR24 XCBT 20240319
N/A BOUGHT AUD SOLD USD 20240109
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A SOLD AUD BOUGHT USD 20240109
N/A SOLD JPY BOUGHT USD 20240109
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT AUD SOLD USD 20240109
N/A FIXED INC CLEARING CORP.REPO
N/A CDX IG41 5Y ICE
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A BOUGHT AUD SOLD USD 20231115
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231102
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A CDX IG40 5Y ICE
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 10YR ULTRA FUT SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO JPM CHASE
N/A BOUGHT AUD SOLD USD 20230816
N/A SOLD JPY BOUGHT USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT JPY SOLD USD 20230802
N/A SOLD JPY BOUGHT USD 20230705
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 10YR ULTRA FUT JUN23 XCBT 20230621
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A BOUGHT AUD SOLD USD 20230516
N/A BOUGHT AUD SOLD USD 20230516
N/A CDX IG39 5Y ICE
N/A SOLD JPY BOUGHT USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT AUD SOLD USD 20230516
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230502
N/A 3 MONTH SOFR FUT DEC23 XCME 20240319
N/A 3 MONTH SOFR FUT JUN23 XCME 20230919
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-22 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A RFR USD SOFR/4.53000 10/26/22-2Y LCH
N/A US 10YR ULTRA FUT MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A CDX IG37 5Y ICE
N/A CDX IG39 5Y ICE
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A BOUGHT JPY SOLD USD 20230110
N/A 3 MONTH SOFR FUT JUN23 XCME 20230919
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-22 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A RFR USD SOFR/3.55000 09/02/22-2Y CME
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A US 10YR ULTRA FUT DEC22 XCBT 20221220
N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A FIXED INC CLEARING CORP.REPO
N/A BARCLAYS CAPITAL REPO REPO
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A 31750JUW3 PIMCO CDSOPT PUT USD 1.4 20221116
N/A 3175172S8 PIMCO CDSOPT PUT USD 1.35 20221221
N/A 317523OB9 PIMCO CDSOPT PUT USD 1.35 20221116
N/A 317534Q57 PIMCO CDSOPT PUT USD 1.5 20221221
N/A 3175474T1 PIMCO CDSOPT PUT USD 1.6 20221019
N/A 317552T98 PIMCO CDSOPT PUT USD 1.4 20221221
N/A 317553KY0 PIMCO CDSOPT PUT USD 1.6 20221221
N/A CDX IG38 5Y ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-22 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A OIS USD SOFR/0.75000 06/15/22-3Y CME
N/A OIS USD SOFR/2.68623 07/06/22-2Y* CME
N/A OIS USD SOFR/2.70254 07/06/22-2Y* CME
N/A RFR USD SOFR/2.59430 05/18/22-2Y CME
N/A RFR USD SOFR/2.70661 07/06/22-2Y* CME
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921
N/A US 10YR ULTRA FUT SEP22 XCBT 20220921
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A CDX IG36 5Y ICE
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG37 5Y ICE
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG38 5Y ICE
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-22 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A 317541RZ5 OTC EPUT FN 3.0 98.914062
N/A 3175447T5 OTC EPUT FN 3.0 97.6171875
N/A 317552I66 OTC ECAL FN 2.5 98.46875
N/A 3175729C1 OTC ECAL FN 2.5 98.828125
N/A 317572T39 OTC EPUT FN 3 100.414062
N/A 317592YE7 OTC EPUT FN 3.0 99.101562
N/A 317594EW5 OTC ECAL FN 2.5 98.617187
N/A 317594NT2 OTC ECAL FN 2.5 98.390625
N/A 317595C87 OTC ECAL FN 3.0 99.6171875
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 10YR ULTRA FUT JUN22 XCBT 20220621
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-23 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A 317562SS6 OTC EPUT FN 3.0 JAN22 104.0625 PUT
N/A 317574TU5 OTC ECAL FN 3.0 103.75390625
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 10YR ULTRA FUT MAR22 XCBT 20220322
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A BOUGHT JPY/SOLD USD
N/A CDX IG36 5Y ICE
N/A 317537IP5 PIMCO CDSOPT PUT USD 0.8 20220119
N/A 317550NN7 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317552495 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317555U81 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316
N/A CDX IG37 5Y ICE
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-23 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A 3175EQ971 PIMCO CDSOPT PUT USD 0.85 20211020
N/A CDX IG36 5Y ICE
N/A CDX IG37 5Y ICE
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD R 3ML/1ML+9.75 01/13/22-23 CME
N/A IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A 317565TE9 OTC ECAL FN 2.0 101.421875
N/A 317567FZ3 OTC ECAL FN 2.0 101.3125
N/A 3175DC114 OTC ECAL FN 2.5 103.796875
N/A 3175DC262 OTC EPUT FN 3.0 104.140625
N/A 3175EQ849 OTC EPUT FN 2.5 102.296875
N/A 3175ER235 OTC EPUT FN 3.0 103.984375
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 10YR ULTRA FUT SEP21 XCBT 20210921
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A REPU CREDIT SUISSE AG NYBR REVERSE REPO USD
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A 3175EQ807 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ971 PIMCO CDSOPT PUT USD 0.85 20211020
N/A 3175JL878 PIMCO CDSOPT PUT USD 0.85 20210915
N/A CDX IG36 5Y ICE
N/A 31750HKS7 OTC EPUT G2 2.5 104.265625
N/A 3175219X2 OTC EPUT G2 2.0 100.046875
N/A 317556Y69 OTC EPUT G2 2.5 103.78125
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A SOLD EUR/BOUGHT USD
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514RI0 OTC EPUT FN 2.5 101.546875
N/A 317514XO0 OTC EPUT FN 2.5 101.390625
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 3175233R7 OTC EPUT FN 3.0 104.046875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317526XI7 OTC EPUT FN 3.0 103.875
N/A 317534AK1 OTC ECAL FN 2.0 102.25
N/A 317534R80 OTC EPUT FN 2.5 101.7890625
N/A 317536LD0 OTC EPUT FN 2.0 101.484375
N/A 317552SR9 OTC ECAL FN 2.0 102.078125
N/A 317554FM0 OTC EPUT FN 2.0 99.390625
N/A 317564L75 OTC ECAL FN 2.5 103.390625
N/A 317572I80 OTC EPUT FN 2.0 100.75
N/A 317573P15 OTC ECAL FN 2.0 101.4296875
N/A 317576UM6 OTC EPUT FN 2.0 101.84375
N/A 317581K39 OTC EPUT FN 2.0 98.53125
N/A 3175873A9 OTC ECAL FN 2.0 101.9140625
N/A 3175875R0 OTC ECAL FN 2.0 101.890625
N/A 317593C09 OTC EPUT FN 2.0 99.890625
N/A 317594067 OTC EPUT FN 3.0 103.984375
N/A 317594X87 OTC EPUT FN 2.5 102.25
N/A 3175963G7 OTC ECAL FN 2.0 101.4375
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 10YR ULTRA FUT JUN21 XCBT 20210621
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A REPO CREDIT AGRICOLE REPO
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A IRS USD 1.00000 12/16/20-7Y CME
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A 31750H968 OTC EPUT FN 2.0 101.671875
N/A 317512G88 OTC ECAL FN 2.0 104.140625
N/A 317513ZY8 OTC EPUT FN 2.0 102.265625
N/A 317537YF9 OTC EPUT FN 2.0 102.125
N/A 317542UX4 OTC EPUT FN 2.0 102.140625
N/A 317548YP4 OTC EPUT FN 2.0 102.140625
N/A 317563QO5 OTC EPUT FN 2.0 101.5625
N/A 317581RV0 OTC EPUT FN 2.0 102.140625
N/A 317584IR3 OTC EPUT FN 2.0 102.1875
N/A 3175874E0 OTC ECAL FN 2.0 104.140625
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 10YR ULTRA FUT MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A J P MORGAN TERM REPO
N/A J P MORGAN TERM REPO
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A CDX HY35 5Y ICE
N/A 3175JF418 CDX.O P 2.5 IG33 JAN21 2.5 PUT
N/A BOUGHT JPY/SOLD USD
N/A 31750HJQ3 OTC EPUT G2 2.5 104
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 103.59375
N/A 317543619 OTC EPUT G2 2.0 102.90625
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A IRS USD 1.00000 12/16/20-7Y CME
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A 31750GYX3 OTC EPUT FN 2.0 101.953125
N/A 31750GZD6 OTC EPUT FN 2.0 102.375
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317516EM0 OTC ECAL FN 2.0 103.6015625
N/A 317517829 OTC EPUT FN 2.0 101.6015625
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317528EP8 OTC ECAL FN 2.0 103.921875
N/A 317532F20 OTC ECAL FN 2.0 104.09375
N/A 317535UE0 OTC EPUT FN 2.0 101.5546875
N/A 317542X52 OTC ECAL FN 2.0 102.4375
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317551KW8 OTC EPUT FN 2.0 101.4375
N/A 317552LJ4 OTC ECAL FN 2.0 103.375
N/A 317553G25 OTC EPUT FN 2.0 102.09375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317567PF6 OTC EPUT FN 2.0 101.921875
N/A 3175732A0 OTC EPUT FN 2.0 101.90625
N/A 317576PC4 OTC EPUT FN 2.0 102.4375
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 10YR ULTRA FUT DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A CDX HY34 5Y ICE
N/A 3175JF418 CDX.O P 2.5 IG33 JAN21 2.5 PUT
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A 317510TB1 OTC EPUT G2 2.0 DEC20 102.1875 PUT
N/A 317516RE4 OTC EPUT G2 2.5 103.3671875
N/A 317535N65 OTC EPUT G2 2.5 JAN21 103.59375 PUT
N/A 317553BM6 OTC EPUT G2 2.0 102.15625
N/A 317563A46 OTC EPUT G2 3.0 104
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A IRS USD 1.00000 12/16/20-7Y CME
N/A IRS USD 1.62500 01/06/20-10Y CME
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A 317521A85 OTC EPUT FN 2.5 102.09375
N/A TRS R 0.22/9128284H0 BPS
N/A TRS R 0.22/9128285W6 BPS
N/A TRS R 0.22/912828Y38 BPS
N/A TRS R 0.23/912828Y38 BPS
N/A TRS R 0.23/912828Y38 BPS
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 2YR FUTR OPTN SEP20P 104.6 EXP 08/21/2020
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO TORONTO DOMINIO
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A SOLD CAD/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A 3175JF418 CDX.O P 2.5 IG33 JAN21 2.5 PUT
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A 317U505V4 IRO USD 5Y P 1.15 APR20 1.15 PUT
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A CCPBASISSWAP--USD-LIBOR-BBA-20230113
N/A IRS USD 3.00000 06/19/19-7Y CME
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO/REGIONS BANK
N/A REVERSE FIRST UNION NATL BK CH VAR 1
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A CDX HY34 5Y ICE
N/A 3175DL932 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JF418 CDX.O P 2.5 IG33 JAN21 2.5 PUT
N/A 3175JG424 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175JG457 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JG473 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG499 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG523 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175ZA916 CDX.O P 0.80 IG33 JUN20 0.8 PUT
N/A 3175ZB013 CDX.O P 0.80 JUN20 0.8 PUT
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
NASSAU LTD 2017-IA
NASSAU LTD 2020-IA
NATIONWIDE BUILDING SOCIETY
NATWEST GROUP PLC
NAVIENT CORPORATION
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA
NAVIENT STUDENT LOAN TRUST 2015-AA
NAVIENT STUDENT LOAN TRUST 2015-BA
NAVIENT STUDENT LOAN TRUST 2020-IA
NEW CENTURY HOME EQUITY LOAN TR 2004-3
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R
NEWELL BRANDS INC
NEXTERA ENERGY CAPITAL HOLDINGS INC
NISSAN MOTOR ACCEPTANCE COMPANY LLC
NISSAN MOTOR CO LTD
NOMURA HOLDINGS INC
NOMURA RESECURITIZATION TRUST 2012-2R
NORDEA BANK ABP
NOVASTAR HOME EQUITY LOAN 2005-4
NTT FINANCE CORPORATION
NXP BV/NXP FUNDING LLC NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 06/21 4.125
NXP BV/NXP FUNDING LLC NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 06/22 4.625
NXP BV/NXP FUNDING LLC NXP BV/NXP FUNDING LLC COMPANY GUAR REGS 06/21 4.125
NYO COMMERCIAL MORTGAGE TRUST 2021-1290
OAKTREE CLO 2019-1A
OBX 2023-NQM6 TRUST
OCCIDENTAL PETROLEUM CORPORATION
OCEAN TRAILS CLO VI 2016-6A
ONE 2021-PARK MORTGAGE TRUST
ONE NEW YORK PLAZA TRUST 2020-1NYP
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
ONEOK INC
ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4
OPTION ONE MORTGAGE LOAN TR 2002-3
ORACLE CORPORATION
ORIX CORPORATION
OTIS WORLDWIDE CORPORATION
OZLM FUNDING LTD 2012-1A
PACIFIC GAS AND ELECTRIC CO
PACIFIC LIFE GLOBAL FUNDING II
PACIFIC NATIONAL FINANCE PTY LTD
PALMER SQUARE LOAN FUNDING 2020-1 LTD
PALMER SQUARE LOAN FUNDING 2021-4
PALMER SQUARE LOAN FUNDING LTD 2018-1A
PALMER SQUARE LOAN FUNDING LTD 2018-3A
PALMER SQUARE LOAN FUNDING LTD 2019-2A
PARKER-HANNIFIN CORPORATION
PEACEHEALTH OBLIGATED GROUP
PENNSYLVANIA ELECTRIC COMPANY
PENSKE TRUCK LEASING CO LP
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/21 3.3
PETRONAS ENERGY CANADA LTD
PFP 2022-9 LTD A
PFP III LTD 2021-8
PFP LTD 2019-5
PFS FINANCING CORP 2020-F
PFS FINANCING CORP 2023-C
PHILLIPS 66
PIONEER NATURAL RESOURCES COMPANY
PIPER SANDLER COMPANIES
PK ALIFT LOAN FUNDING 4 LP 2024-2
POPULAR ABS MTGE PASS THRU TRUST 2007-A
PPL WEM LTD / WESTERN POWER DISTRIBUTION PLC
PRET 2021-NPL6 LLC
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC
PRKCM 2024-AFC1 TRUST
PRPM 2023-NQM3 TRUST
QATAR GOVT
QATAR NATIONAL BANK (QPSC)
QNB FINANCE LTD
QUANTA SERVICES INC
RAAC SERIES 2006-RP4
RAS LAFFAN LIQUEFIED NATURAL GAS COMPANY LIMITED (II)
READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC
RECETTE CLO LTD 2015-1A
RELIANCE STANDARD LIFE GLOBAL FUNDING II
RENAISSANCE HOME EQUITY LN TR 2003-2
RENESAS ELECTRONICS CORPORATION
RESIDENTIAL ASSET SECURITIES 2005-EMX1
RESIDENTIAL ASSET SECURITIES 2005-KS4
RESIDENTIAL ASSET SECURITIES C 2005-KS5
RESIMAC BASTILLE TRUST SERIES 2021-2NCA
REYNOLDS AMERICAN INC
ROGERS COMMUNICATIONS INC
ROLLS-ROYCE PLC
ROYAL BANK OF CANADA
RYDER SYSTEM INC
SABIC CAPITAL II BV
SABINE PASS LIQUEFACTION LLC
SANDS CHINA LTD
SANDSTONE PEAK LTD 2021-1A
SANTANDER HOLDINGS USA INC
SANTANDER UK GROUP HOLDINGS PLC
SANTANDER UK PLC
SARANAC CLO LTD 2018-6A
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
SAXON ASSET SECURITIES TRUST 2005-1
SBA TOWER TRUST SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831
SBA TOWER TRUST SBA TOWER TRUST SBAC 2014 2A C 144A
SBA TOWER TRUST SBA TOWER TRUST ASSET BACKED 144A 01/50 2.836
SBA TOWER TRUST SBA TOWER TRUST ASSET BACKED 144A 10/45 3.156
SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1
SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-OP1
SEMPRA ENERGY
SEQUOIA MORTGAGE TRUST
SEQUOIA MORTGAGE TRUST 2003-2
SEQUOIA MORTGAGE TRUST 2007-3
SES SA
SHELL INTERNATIONAL FINANCE BV
SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY
SILVERSTONE MASTER ISSUER PLC 19-1A
SINOCHEM OVERSEAS CAPITAL COMPANY LIMITED
SK HYNIX INC
SL GREEN OPERATING PARTNERSHIP LP
SLM STUDENT LOAN TRUST 2008-2
SLM STUDENT LOAN TRUST 2008-5
SLM STUDENT LOAN TRUST 2008-9
SMB PRIVATE EDUCATION LOAN TRUST 2015-B
SMB PRIVATE EDUCATION LOAN TRUST 2020-A
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB
SMB PRIVATE EDUCATION LOAN TRUST 2021-D
SMB PRIVATE EDUCATION LOAN TRUST 2022-C
SMB PRIVATE EDUCATION LOAN TRUST 2023-C
SMB PRIVATE EDUCATION LOAN TRUST 2024-D
SMB PRIVATE EDUCATION LOAN TRUST 2024-E
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
SOCIETE GENERALE
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST
SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C
SOUND POINT CLO XV LTD 2017-1A
SOUND POINT CLO XVI LTD 2017-2A
SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1
SOUTH BOW (6297782 LLC)
SOUTHERN CALIFORNIA GAS COMPANY
SOUTHWEST AIRLINES CO
SP STATIC CLO 2020-1A
SPIRIT AEROSYSTEMS INC
SPRINGCASTLE FUNDING ASSET-BACKED NOTES 2019-AA
SPRINT CORP (SPRINT COMMUNICATIONS INC)
SPRINT LLC
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC
STANDARD CHARTERED PLC
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3
STARWOOD PROPERTY TRUST INC
STARWOOD WAYPOINT HOMES 2017-1
STATE BANK OF INDIA/LONDON BRANCH
STEELE CREEK CLO LTD 2015-1A
STELLANTIS FINANCE US INC
STELLANTIS NV
STRUCTURED ASSEET MTGE INV INC 2002-AR3
STRUCTURED ASSET INVESTMENT LN TR 2004-2
STRUCTURED ASSET INVST LN TR 2004-8
STRUCTURED ASSET MTG INV INC 2004-AR3
STRUCTURED ASSET SEC CORP 2006-EQ1A
STWD 2021-HTS MORTGAGE TRUST 2021-HTS
SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED
SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)
SYNCHRONY CARD ISSUANCE TRUST 2023-A1
SYNCHRONY FINANCIAL
SYNGENTA FINANCE NV
SYSTEM ENERGY RESOURCES INC
T-MOBILE USA INC
TAKEDA PHARMACEUTICAL COMPANY LIMITED
TCW CLO AMR LTD 2019-1A
TD SYNNEX CORPORATION
TESLA AUTO LEASE TRUST 2023-B
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
THERMO FISHER SCIENTIFIC INC
THOMSON REUTERS CORPORATION
THORNBURG MORTGAGE SEC TRUST 2005-1
TIAA CLO IV LTD 2018-1A
TOLL BROTHERS FINANCE CORP
TOWD POINT ASSET TRUST 2021-SL1
TOWD POINT MORTGAGE TRUST 2017-5
TOWD POINT MORTGAGE TRUST 2018-3
TOWD POINT MORTGAGE TRUST 2019-HY2
TOWD POINT MORTGAGE TRUST 2019-HY3
TOWD POINT MORTGAGE TRUST 2019-MH1
TOWD POINT MORTGAGE TRUST 2019-SJ3
TOWD POINT MORTGAGE TRUST 2020-1
TOWD POINT MORTGAGE TRUST 2020-2
TOWD POINT MORTGAGE TRUST 2021-1
TOWD POINT MORTGAGE TRUST 2021-SJ2
TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST
TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST
TRALEE CLO V LTD 2018-5A
TRALEE CLO VI LTD 2019 6A
TRILLIUM CREDIT CARD TRUST II 2023-3A
TULANE UNIVERSITY
UBER TECHNOLOGIES INC
UBS AG/LONDON BRANCH
UBS GROUP AG
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UNITED STATES GOVT
VALERO ENERGY CORPORATION
VENTURE 36 CLO LTD
VENTURE CDO LTD 2016-25A VENTURE CDO LTD VENTR 2016 25A ARR 144A
VENTURE CDO LTD 2016-25A VENTURE CDO LTD VENTR 2016 25A AR 144A
VENTURE XXVI CLO LTD 2017-26A
VENTURE XXVII CLO LTD 2017-27A
VERDELITE STATIC CLO LTD 2024-1
VERIZON COMMUNICATIONS INC
VERIZON MASTER TRUST 2024-6
VERUS SECURITIZATION TRUST 2023-5
VERUS SECURITIZATION TRUST 2023-8
VERUS SECURITIZATION TRUST 2024-1
VIBRANT CLO IV LTD 2016-4A
VICI PROPERTIES LP
VMC FINANCE 2019-FL3 LLC
VMC FINANCE 2021-FL4 LLC
VMC FINANCE LLC 2018-FL2
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
VOYA CLO LTD 2017-1A
VW CREDIT INC
WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)
WAMU MTGE P/T CERT 2007-HY7
WARNERMEDIA HOLDINGS INC
WASHINGTON MUTUAL 2003-AR5
WASHINGTON MUTUAL 2004-AR8
WASHINGTON MUTUAL 2005-AR13
WASHINGTON MUTUAL 2005-AR2
WASHINGTON MUTUAL 2006-AR5
WELLS FARGO & COMPANY
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-SOP
WELLS FARGO HOME EQUITY ABS SER 2004-1
WELLS FARGO HOME EQUITY TRUST 2005-2
WEYERHAEUSER COMPANY
WF-RBS COMMERCIAL MORTGAGE TRUST 2011-C4
WHITEHORSE LTD 2014-9A
WHITEHORSE X LTD 2015-10A
WISCONSIN ELECTRIC POWER COMPANY
WOODSIDE FINANCE LIMITED
WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED)
WORLD OMNI AUTO RECEIVABLES TRUST 2022-D
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A
ZAIS CLO 1 LTD 2014-1A
ZF NORTH AMERICA CAPITAL INC
ZIMMER BIOMET HOLDINGS INC