FRANKLIN TEMPLETON > Western Asset Funds Inc
Western Asset Intermediate Bond Fund
$706.56M
Avg Monthly Net Assets
$744.39M
Total Assets
$57.99M
Total Liabilities
$686.40M
Net Assets
Western Asset Intermediate Bond Fund is a Mutual Fund in Western Asset Funds Inc
from FRANKLIN TEMPLETON,
based in Maryland,
United States of America.
The fund has five share classes
and monthly net assets of $706.56M.
On July 29th, 2024 it reported 1,021 holdings, the largest
being US TREASURY N/B (8.6%), Western Asset Premier Institutional Government Reserves (2.8%) and US TREASURY N/B (2.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000113698 | WATAX | |
| Class C | C000113699 | WATCX | |
| Class I | C000002076 | WATIX | |
| Class IS | C000066986 | WABSX | |
| Class R | C000113700 | WATRX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $46K | – | 0.01 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $38K | – | 0.01 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $31K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $21K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $17K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-861K | – | -0.13 | |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $709K | – | 0.10 |
| 5 YEAR U.S TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $27K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $47K | – | 0.01 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 522 Funding CLO 2020-6 Ltd (522 Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $771K | – | 0.11 |
| AB BSL CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $365K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.26 |
| AbbVie Inc | Long | Debt | US | $803K | – | 0.12 |
| AbbVie Inc | Long | Debt | US | $562K | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $501K | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $487K | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $171K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $67K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $305K | – | 0.04 |
| ABPCI Direct Lending Fund CLO X LP | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| Access Group Inc 2005-A | Long | ABS-other | US | $191K | – | 0.03 |
| Adjustable Rate Mortgage Trust 2004-5 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Adobe Inc | Long | Debt | US | $330K | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $875K | – | 0.13 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $823K | – | 0.12 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| Air Lease Corp | Long | Debt | US | $349K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $302K | – | 0.04 |
| Alphabet Inc | Long | Debt | US | $195K | – | 0.03 |
| Alphabet Inc | Long | Debt | US | $163K | – | 0.02 |
| Alphabet Inc | Long | Debt | US | $85K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.27 |
| Altria Group Inc | Long | Debt | US | $1M | – | 0.18 |
| Altria Group Inc | Long | Debt | US | $126K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $58K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $2M | – | 0.23 |
| Amazon.com Inc | Long | Debt | US | $699K | – | 0.10 |
| Amazon.com Inc | Long | Debt | US | $613K | – | 0.09 |
| Amazon.com Inc | Long | Debt | US | $314K | – | 0.05 |
| Amazon.com Inc | Long | Debt | US | $159K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $146K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $133K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $50K | – | 0.01 |
| American Express Co | Long | Debt | US | $419K | – | 0.06 |
| American Express Co | Long | Debt | US | $96K | – | 0.01 |
| American Transmission Systems Inc | Long | Debt | US | $116K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $983K | – | 0.14 |
| Anglo American Capital PLC | Long | Debt | GB | $677K | – | 0.10 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $1M | – | 0.15 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $219K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $865K | – | 0.13 |
| Apache Corp | Long | Debt | US | $167K | – | 0.02 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $640K | – | 0.09 |
| Apple Inc | Long | Debt | US | $801K | – | 0.12 |
| Apple Inc | Long | Debt | US | $77K | – | 0.01 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $866K | – | 0.13 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $856K | – | 0.12 |
| AREIT 2022-CRE7 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.26 |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.15 |
| Ares LXIII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| Asian Development Bank | Long | Debt | $1M | – | 0.17 | |
| AT&T Inc | Long | Debt | US | $567K | – | 0.08 |
| AT&T Inc | Long | Debt | US | $368K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $282K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $63K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $773K | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.35 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.34 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $398K | – | 0.06 |
| Balboa Bay Loan Funding 2021-2 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $632K | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.22 |
| Banco Santander SA | Long | Debt | ES | $777K | – | 0.11 |
| BANK 2021-BNK36 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.27 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $975K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $707K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $569K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $514K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $472K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $457K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $446K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $317K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $192K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $105K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $890K | – | 0.13 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.15 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $261K | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $460K | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $577K | – | 0.08 |
| BAT Capital Corp | Long | Debt | US | $425K | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $287K | – | 0.04 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $2M | – | 0.24 |
| BCRED MML CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $740K | – | 0.11 |
| BDS 2021-FL10 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.26 |
| Bear Stearns Asset Backed Securities Trust 2004-SD2 | Long | ABS-other | US | $169K | – | 0.02 |
| Becton Dickinson & Co | Long | Debt | US | $848K | – | 0.12 |
| Becton Dickinson & Co | Long | Debt | US | $176K | – | 0.03 |
| Becton Dickinson & Co | Long | Debt | US | $23K | – | 0.00 |
| Benchmark 2018-B7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $750K | – | 0.11 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Birch Grove CLO 8 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $384K | – | 0.06 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $345K | – | 0.05 |
| BMP 2024-MF23 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.19 |
| BNP Paribas SA | Long | Debt | FR | $916K | – | 0.13 |
| BNP Paribas SA | Long | Debt | FR | $579K | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $509K | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $366K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $340K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $256K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.25 |
| Boeing Co/The | Long | Debt | US | $176K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $83K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $66K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.15 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $931K | – | 0.14 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $408K | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $297K | – | 0.04 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| BRAVO Residential Funding Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $318K | – | 0.05 |
| Bristol-Myers Squibb Co | Long | Debt | US | $676K | – | 0.10 |
| Bristol-Myers Squibb Co | Long | Debt | US | $538K | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $468K | – | 0.07 |
| Bristol-Myers Squibb Co | Long | Debt | US | $240K | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.23 |
| BX Commercial Mortgage Trust 2022-LP2 (BX Trust) | Long | ABS-mortgage backed security | US | $742K | – | 0.11 |
| Cameron LNG LLC | Long | Debt | US | $300K | – | 0.04 |
| Canyon CLO 2020-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| Carrier Global Corp | Long | Debt | US | $123K | – | 0.02 |
| Carrier Global Corp | Long | Debt | US | $51K | – | 0.01 |
| Catskill Park CLO Ltd (Catskill Park CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $2M | – | 0.29 | |
| Charles Schwab Corp/The | Long | Debt | US | $658K | – | 0.10 |
| Charles Schwab Corp/The | Long | Debt | US | $591K | – | 0.09 |
| Charles Schwab Corp/The | Long | Debt | US | $507K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.15 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $440K | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $125K | – | 0.02 |
| Chevron Corp | Long | Debt | US | $240K | – | 0.03 |
| Chevron USA Inc | Long | Debt | US | $602K | – | 0.09 |
| Chevron USA Inc | Long | Debt | US | $453K | – | 0.07 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $458K | – | 0.07 |
| Chubb INA Holdings LLC | Long | Debt | US | $97K | – | 0.01 |
| CIFC Funding 2024-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.26 |
| CIM Trust 2021-R6 | Long | ABS-mortgage backed security | US | $248K | – | 0.04 |
| Cintas Corp No 2 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $1M | – | 0.15 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $634K | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.26 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.25 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.23 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.16 |
| Citigroup Inc | Long | Debt | US | $773K | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $662K | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $630K | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $627K | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $619K | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $538K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $362K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $268K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $176K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $110K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $74K | – | 0.01 |
| Coca-Cola Co/The | Long | Debt | US | $569K | – | 0.08 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $963K | – | 0.14 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.16 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $715K | – | 0.10 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $706K | – | 0.10 |
| Columbia Cent CLO 33 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.26 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $999K | – | 0.15 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.27 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.22 |
| Comcast Corp | Long | Debt | US | $319K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $265K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $190K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $181K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $161K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $41K | – | 0.01 |
| COMM 2013-300P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $494K | – | 0.07 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Constellation Brands Inc | Long | Debt | US | $74K | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $49K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $1M | – | 0.15 |
| Continental Resources Inc/OK | Long | Debt | US | $557K | – | 0.08 |
| Continental Resources Inc/OK | Long | Debt | US | $49K | – | 0.01 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $3M | – | 0.38 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $2M | – | 0.31 |
| Costco Wholesale Corp | Long | Debt | US | $749K | – | 0.11 |
| Costco Wholesale Corp | Long | Debt | US | $142K | – | 0.02 |
| Coterra Energy Inc | Long | Debt | US | $2M | – | 0.26 |
| Coterra Energy Inc | Long | Debt | US | $543K | – | 0.08 |
| Countrywide Home Equity Loan Trust | Long | ABS-other | US | $302K | – | 0.04 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $385K | – | 0.06 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $3M | – | 0.37 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $518K | – | 0.08 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $339K | – | 0.05 |
| Cross 2024-H2 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $765K | – | 0.11 |
| CSMC 2017-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $444K | – | 0.06 |
| CSMC 2019-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $736K | – | 0.11 |
| CSMC 2019-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $333K | – | 0.05 |
| CSMC 2020-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $485K | – | 0.07 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $179K | – | 0.03 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $375K | – | 0.05 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $268K | – | 0.04 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| CSMC Series 2022-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| CVS Health Corp | Long | Debt | US | $852K | – | 0.12 |
| CVS Health Corp | Long | Debt | US | $765K | – | 0.11 |
| CVS Health Corp | Long | Debt | US | $608K | – | 0.09 |
| CVS Health Corp | Long | Debt | US | $263K | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $233K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $192K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $80K | – | 0.01 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-I (Countrywide Home Equity Loan T) | Long | ABS-other | US | $255K | – | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.16 |
| Danske Bank A/S | Long | Debt | DK | $207K | – | 0.03 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $967K | – | 0.14 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $678K | – | 0.10 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $18K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.20 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $354K | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $123K | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $85K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $78K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $505K | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $343K | – | 0.05 |
| Diamondback Energy Inc | Long | Debt | US | $140K | – | 0.02 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| Eaton Vance CLO 2020-2 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $931K | – | 0.14 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.31 |
| Elevance Health Inc | Long | Debt | US | $258K | – | 0.04 |
| Elevance Health Inc | Long | Debt | US | $228K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $34K | – | 0.00 |
| Eli Lilly & Co | Long | Debt | US | $1M | – | 0.16 |
| Eli Lilly & Co | Long | Debt | US | $838K | – | 0.12 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $748K | – | 0.11 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $341K | – | 0.05 |
| Elmwood CLO 29 Ltd (Logan CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $580K | – | 0.08 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $975K | – | 0.14 |
| Empower CLO 2023-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.23 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.17 |
| Energy Transfer LP | Long | Debt | US | $695K | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $390K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $321K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $225K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $90K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $69K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.18 |
| Enterprise Products Operating LLC | Long | Debt | US | $658K | – | 0.10 |
| Enterprise Products Operating LLC | Long | Debt | US | $382K | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $198K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $81K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $62K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $37K | – | 0.01 |
| EOG Resources Inc | Long | Debt | US | $728K | – | 0.11 |
| EOG Resources Inc | Long | Debt | US | $203K | – | 0.03 |
| EQT Corp | Long | Debt | US | $630K | – | 0.09 |
| EQT Corp | Long | Debt | US | $529K | – | 0.08 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $632K | – | 0.09 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.24 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $25K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $9M | – | 1.24 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 1.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $965K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $817K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $720K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $702K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $650K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $584K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $565K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $518K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $501K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $498K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $432K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $405K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $363K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $640K | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $527K | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $368K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $330K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $255K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $236K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $223K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $109K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $43.73 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $219K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| FirstEnergy Corp | Long | Debt | US | $1M | – | 0.21 |
| FirstEnergy Corp | Long | Debt | US | $178K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $199K | – | 0.03 |
| Foundry JV Holdco LLC | Long | Debt | US | $872K | – | 0.13 |
| Fox Corp | Long | Debt | US | $397K | – | 0.06 |
| Fox Corp | Long | Debt | US | $205K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $803K | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $561K | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $433K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $417K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $248K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $198K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $919K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $881K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $750K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $658K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $650K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $535K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $520K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $519K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $384K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $662K | – | 0.10 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $146K | – | 0.02 |
| Galaxy 33 CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $780K | – | 0.11 |
| General Dynamics Corp | Long | Debt | US | $327K | – | 0.05 |
| General Motors Co | Long | Debt | US | $129K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.91 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.81 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.46 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $561K | – | 0.08 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-97K | – | -0.01 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-3M | – | -0.39 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-5M | – | -0.78 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-6M | – | -0.85 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $966K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $754K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $749K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $721K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $716K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $563K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $530K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $460K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $460K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $406K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $387K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $358K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $326K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $320K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $310K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $304K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $283K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $274K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $272K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $224K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $201K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $190K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $786K | – | 0.11 |
| Goldentree Loan Management US Clo 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $541K | – | 0.08 |
| Goldman Sachs Capital II | Long | Debt | US | $61K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.18 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $938K | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $688K | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $560K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $520K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $279K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $155K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $143K | – | 0.02 |
| Golub Capital Partners Clo 25M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $173K | – | 0.03 |
| Golub Capital Partners Clo 57M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.25 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $373K | – | 0.05 |
| GoodLeap Sustainable Home Solutions Trust 2022-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $631K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $531K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $427K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $361K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $346K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $219K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $208K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $186K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $157K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $157K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $208.61 | – | 0.00 |
| Great Lakes Kcap F3c Senior LLC (KCAP Senior Funding I LLC) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.06 |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1 (GREAT AMERICA LEASING RECEIVAB) | Long | ABS-other | US | $322K | – | 0.05 |
| Grippen Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $96K | – | 0.01 |
| GRMT Mortgage Loan Trust 2001-1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $784K | – | 0.11 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $172K | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $714K | – | 0.10 |
| Haleon US Capital LLC | Long | Debt | US | $360K | – | 0.05 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.04 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $561K | – | 0.08 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $984K | – | 0.14 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO) | Long | ABS-collateralized bond/debt obligation | KY | $708K | – | 0.10 |
| Home Depot Inc/The | Long | Debt | US | $1M | – | 0.16 |
| Home Depot Inc/The | Long | Debt | US | $756K | – | 0.11 |
| Home Depot Inc/The | Long | Debt | US | $163K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $38K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $24K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $2M | – | 0.25 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.16 |
| HSBC Holdings PLC | Long | Debt | GB | $673K | – | 0.10 |
| HSBC Holdings PLC | Long | Debt | GB | $439K | – | 0.06 |
| Humana Inc | Long | Debt | US | $935K | – | 0.14 |
| Humana Inc | Long | Debt | US | $718K | – | 0.10 |
| Humana Inc | Long | Debt | US | $213K | – | 0.03 |
| Humana Inc | Long | Debt | US | $95K | – | 0.01 |
| Humana Inc | Long | Debt | US | $79K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $534K | – | 0.08 |
| Impac CMB Trust Series 2007-A | Long | ABS-mortgage backed security | US | $439K | – | 0.06 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $520K | – | 0.08 |
| Intel Corp | Long | Debt | US | $250K | – | 0.04 |
| Intel Corp | Long | Debt | US | $209K | – | 0.03 |
| Intel Corp | Long | Debt | US | $164K | – | 0.02 |
| Intel Corp | Long | Debt | US | $137K | – | 0.02 |
| Intel Corp | Long | Debt | US | $86K | – | 0.01 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $305K | – | 0.04 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.23 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.26 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $920K | – | 0.13 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $777K | – | 0.11 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $755K | – | 0.11 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-18K | – | -0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-174K | – | -0.03 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $1M | – | 0.18 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $615K | – | 0.09 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7 | Long | ABS-mortgage backed security | US | $505K | – | 0.07 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $606K | – | 0.09 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $866K | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.50 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.32 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.26 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $833K | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $602K | – | 0.09 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $1M | – | 0.18 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.15 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $564K | – | 0.08 |
| Kenvue Inc | Long | Debt | US | $782K | – | 0.11 |
| Kenvue Inc | Long | Debt | US | $572K | – | 0.08 |
| Kimberly-Clark Corp | Long | Debt | US | $118K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $405K | – | 0.06 |
| Kinder Morgan Inc | Long | Debt | US | $213K | – | 0.03 |
| Kings Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $331K | – | 0.05 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.22 |
| Las Vegas Sands Corp | Long | Debt | US | $1M | – | 0.21 |
| Las Vegas Sands Corp | Long | Debt | US | $309K | – | 0.05 |
| Las Vegas Sands Corp | Long | Debt | US | $191K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $39K | – | 0.01 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $339K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $667K | – | 0.10 |
| Lockheed Martin Corp | Long | Debt | US | $945K | – | 0.14 |
| Lowe's Cos Inc | Long | Debt | US | $400K | – | 0.06 |
| Lowe's Cos Inc | Long | Debt | US | $203K | – | 0.03 |
| MAD Mortgage Trust 2017-330M (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $586K | – | 0.09 |
| Magnetite XXVI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $711K | – | 0.10 |
| Mars Inc | Long | Debt | US | $826K | – | 0.12 |
| Mastercard Inc | Long | Debt | US | $32K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $538K | – | 0.08 |
| McDonald's Corp | Long | Debt | US | $287K | – | 0.04 |
| McDonald's Corp | Long | Debt | US | $221K | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $153K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $127K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $76K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $44K | – | 0.01 |
| MEGlobal BV | Long | Debt | NL | $1M | – | 0.15 |
| MEGlobal BV | Long | Debt | NL | $654K | – | 0.10 |
| Merck & Co Inc | Long | Debt | US | $237K | – | 0.03 |
| MetLife Capital Trust IV | Long | Debt | US | $418K | – | 0.06 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.21 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.19 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.16 |
| Micron Technology Inc | Long | Debt | US | $205K | – | 0.03 |
| Microsoft Corp | Long | Debt | US | $356K | – | 0.05 |
| Microsoft Corp | Long | Debt | US | $9K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $762K | – | 0.11 |
| Midocean Credit Clo VII | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.11 |
| Mill City Mortgage Loan Trust 2019-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $519K | – | 0.08 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $335K | – | 0.05 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $328K | – | 0.05 |
| Mondelez International Inc | Long | Debt | US | $868K | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $696K | – | 0.10 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $708K | – | 0.10 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $953K | – | 0.14 |
| MPLX LP | Long | Debt | US | $756K | – | 0.11 |
| MPLX LP | Long | Debt | US | $529K | – | 0.08 |
| MPLX LP | Long | Debt | US | $223K | – | 0.03 |
| MPLX LP | Long | Debt | US | $144K | – | 0.02 |
| MSCG Trust 2015-ALDR | Long | ABS-mortgage backed security | US | $852K | – | 0.12 |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $552K | – | 0.08 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $580K | – | 0.08 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Navient Student Loan Trust 2016-3 | Long | ABS-other | US | $1M | – | 0.15 |
| Navient Student Loan Trust 2020-1 | Long | ABS-other | US | $174K | – | 0.03 |
| Nelnet Student Loan Trust 2012-2 | Long | ABS-other | US | $356K | – | 0.05 |
| New Residential Mortgage Loan Trust 2015-1 | Long | ABS-mortgage backed security | US | $242K | – | 0.04 |
| New Residential Mortgage Loan Trust 2017-1 | Long | ABS-mortgage backed security | US | $291K | – | 0.04 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $451K | – | 0.07 |
| New Residential Mortgage Loan Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $225K | – | 0.03 |
| New Residential Mortgage Loan Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $324K | – | 0.05 |
| Newell Brands Inc | Long | Debt | US | $10K | – | 0.00 |
| NIKE Inc | Long | Debt | US | $396K | – | 0.06 |
| NIKE Inc | Long | Debt | US | $367K | – | 0.05 |
| Northrop Grumman Corp | Long | Debt | US | $1M | – | 0.19 |
| Nuveen LLC | Long | Debt | US | $957K | – | 0.14 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $292K | – | 0.04 | |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $229K | – | 0.03 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $358K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.25 |
| Occidental Petroleum Corp | Long | Debt | US | $872K | – | 0.13 |
| Occidental Petroleum Corp | Long | Debt | US | $468K | – | 0.07 |
| Occidental Petroleum Corp | Long | Debt | US | $56K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $539K | – | 0.08 |
| Octagon 66 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.29 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $690K | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $718K | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $451K | – | 0.07 |
| ONEOK Inc | Long | Debt | US | $244K | – | 0.04 |
| Onslow Bay Mortgage Loan Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $311K | – | 0.05 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Oracle Corp | Long | Debt | US | $337K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $253K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $224K | – | 0.03 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $689K | – | 0.10 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $579K | – | 0.08 |
| Otis Worldwide Corp | Long | Debt | US | $117K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $870K | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $694K | – | 0.10 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $753K | – | 0.11 |
| PayPal Holdings Inc | Long | Debt | US | $405K | – | 0.06 |
| PayPal Holdings Inc | Long | Debt | US | $162K | – | 0.02 |
| PayPal Holdings Inc | Long | Debt | US | $43K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $250K | – | 0.04 |
| PepsiCo Inc | Long | Debt | US | $56K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $577K | – | 0.08 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $423K | – | 0.06 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $379K | – | 0.06 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $298K | – | 0.04 |
| Petrobras Global Finance BV | Long | Debt | NL | $344K | – | 0.05 |
| Petroleos del Peru SA | Long | Debt | PE | $1M | – | 0.22 |
| Petroleos Mexicanos | Long | Debt | MX | $747K | – | 0.11 |
| Pfizer Inc | Long | Debt | US | $396K | – | 0.06 |
| Pfizer Inc | Long | Debt | US | $358K | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $261K | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $217K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $187K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $147K | – | 0.02 |
| Pioneer Natural Resources Co | Long | Debt | US | $336K | – | 0.05 |
| Pioneer Natural Resources Co | Long | Debt | US | $309K | – | 0.05 |
| Pioneer Natural Resources Co | Long | Debt | US | $281K | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $942K | – | 0.14 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $153K | – | 0.02 |
| PRKCM 2021-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $781K | – | 0.11 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $351K | – | 0.05 |
| PRKCM 2024-HOME1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $954K | – | 0.14 |
| Procter & Gamble Co/The | Long | Debt | US | $238K | – | 0.03 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $511K | – | 0.07 |
| REESE PARK CLO LTD (Reese Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.27 |
| Reliance Industries Ltd | Long | Debt | IN | $786K | – | 0.11 |
| Reliance Industries Ltd | Long | Debt | IN | $539K | – | 0.08 |
| Republic Services Inc | Long | Debt | US | $737K | – | 0.11 |
| Residential Mortgage Loan Trust 2020-2 | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| Royal Bank of Canada | Long | Debt | CA | $441K | – | 0.06 |
| Royal Bank of Canada | Long | Debt | CA | $210K | – | 0.03 |
| RTX Corp | Long | Debt | US | $364K | – | 0.05 |
| RTX Corp | Long | Debt | US | $288K | – | 0.04 |
| RTX Corp | Long | Debt | US | $275K | – | 0.04 |
| RTX Corp | Long | Debt | US | $207K | – | 0.03 |
| RTX Corp | Long | Debt | US | $86K | – | 0.01 |
| SACO I Trust 2007-VA1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Salesforce Inc | Long | Debt | US | $240K | – | 0.03 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Shell International Finance BV | Long | Debt | NL | $204K | – | 0.03 |
| Silver Rock CLO I Ltd (SILVER ROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.26 |
| SLM Private Education Loan Trust 2010-C (SLM Student Loan Trust) | Long | ABS-other | US | $319K | – | 0.05 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $1M | – | 0.17 |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST (Social Professional Loan Progr) | Long | ABS-other | US | $288K | – | 0.04 |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $83K | – | 0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $39K | – | 0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $8K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-38K | – | -0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-77K | – | -0.01 | |
| Solventum Corp | Long | Debt | US | $600K | – | 0.09 |
| Solventum Corp | Long | Debt | US | $477K | – | 0.07 |
| Solventum Corp | Long | Debt | US | $464K | – | 0.07 |
| Southern Copper Corp | Long | Debt | US | $724K | – | 0.11 |
| Storm King Park CLO LTD (Storm King Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.04 |
| Suzano Austria GmbH | Long | Debt | AT | $941K | – | 0.14 |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.18 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.32 |
| T-Mobile USA Inc | Long | Debt | US | $481K | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $245K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $203K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $137K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $86K | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $36K | – | 0.01 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $739K | – | 0.11 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $217K | – | 0.03 |
| Texas Instruments Inc | Long | Debt | US | $243K | – | 0.04 |
| THE VANGUARD GROUP INC | Long | Debt | US | $404K | – | 0.06 |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $548.1 | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $118K | – | 0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $443.75 | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-112.5 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-887.5 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-41K | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-291K | – | -0.04 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-358K | – | -0.05 | |
| Toronto-Dominion Bank/The | Long | Debt | CA | $715K | – | 0.10 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $440K | – | 0.06 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $816K | – | 0.12 |
| Toyota Motor Corp | Long | Debt | JP | $889K | – | 0.13 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $1M | – | 0.18 |
| Truist Financial Corp | Long | Debt | US | $383K | – | 0.06 |
| TSMC Arizona Corp | Long | Debt | US | $1M | – | 0.16 |
| TSMC Arizona Corp | Long | Debt | US | $1M | – | 0.15 |
| UBS Commercial Mortgage Trust 2018-C11 | Long | ABS-mortgage backed security | US | $903K | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $660K | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $573K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $315K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $284K | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $590K | – | 0.09 |
| Union Pacific Corp | Long | Debt | US | $272K | – | 0.04 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $59M | – | 8.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 2.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 1.52 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 1.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 1.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 1.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 1.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.87 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.81 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.69 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.69 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.65 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.61 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.41 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.27 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $895K | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $534K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $530K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $513K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $487K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $473K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $466K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $437K | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $389K | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $320K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $281K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $231K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $225K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $205K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $187K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $130K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $123K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $80K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $70K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $59K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $48K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $30K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $17K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8K | – | 0.00 |
| United States Treasury Note/Bond - When Issued (WI TREAS. NT/BD) | Long | Debt | US | $9M | – | 1.24 |
| United States Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $2M | – | 0.24 |
| UnitedHealth Group Inc | Long | Debt | US | $755K | – | 0.11 |
| UnitedHealth Group Inc | Long | Debt | US | $631K | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $160K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $59K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $50K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $17K | – | 0.00 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $414K | – | 0.06 |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-74K | – | -0.01 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $174K | – | 0.03 | |
| US Bancorp | Long | Debt | US | $780K | – | 0.11 |
| US Bancorp | Long | Debt | US | $415K | – | 0.06 |
| US Bancorp | Long | Debt | US | $212K | – | 0.03 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $654K | – | 0.10 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $684K | – | 0.10 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $704K | – | 0.10 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $643K | – | 0.09 |
| VASA Trust 2021-VASA | Long | ABS-mortgage backed security | US | $814K | – | 0.12 |
| Verizon Communications Inc | Long | Debt | US | $906K | – | 0.13 |
| Verizon Communications Inc | Long | Debt | US | $770K | – | 0.11 |
| Verizon Communications Inc | Long | Debt | US | $475K | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $469K | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $341K | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $284K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $132K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $108K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $75K | – | 0.01 |
| Virginia Housing Development Authority (VIRGINIA ST HSG DEV AUTH CMWLT) | Long | ABS-mortgage backed security | US | $234K | – | 0.03 |
| Visa Inc | Long | Debt | US | $369K | – | 0.05 |
| Visa Inc | Long | Debt | US | $278K | – | 0.04 |
| Voya CLO 2018-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $941K | – | 0.14 |
| Walmart Inc | Long | Debt | US | $123K | – | 0.02 |
| Walmart Inc | Long | Debt | US | $90K | – | 0.01 |
| Walmart Inc | Long | Debt | US | $45K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | Long | ABS-mortgage backed security | US | $204K | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust | Long | ABS-mortgage backed security | US | $634K | – | 0.09 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR8 | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Warnermedia Holdings Inc | Long | Debt | US | $816K | – | 0.12 |
| Warnermedia Holdings Inc | Long | Debt | US | $310K | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $258K | – | 0.04 |
| Waste Connections Inc | Long | Debt | CA | $1M | – | 0.16 |
| WEA Finance LLC | Long | Debt | US | $462K | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.25 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $985K | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $852K | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $683K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $479K | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $398K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $390K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $362K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $314K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $164K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $79K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $713K | – | 0.10 |
| Western Asset Premier Institutional Government Reserves | Long | Short-term investment vehicle | US | $19M | 19M | 2.80 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.29 |
| Western Midstream Operating LP | Long | Debt | US | $400K | – | 0.06 |
| Western Midstream Operating LP | Long | Debt | US | $226K | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $111K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C23 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $105.79 | – | 0.00 |
| Whitebox Clo II Ltd (Whitebox CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.23 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $880K | – | 0.13 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $318K | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $201K | – | 0.03 |
Address
Western Asset Funds Inc
100 International Drive
Baltimore
Maryland
21202
United States of America
Websites
Directors
Peter J. Taylor
Jane Trust
Michael Larson
Susan B. Kerley
Robert Abeles, Jr.
Avedick B. Poladian
William E. B. Siart
Ronald L. Olson
Jane F. Dasher
Jaynie Miller Studenmund
Anita L. DeFrantz
Transfer Agents
Franklin Templeton Investor Services, LLC
Pricing Services
Bank of America Merill Lynch PriceServe
ICE Data Pricing & Reference Data, LLC
Bloomberg L.P.
LSEG US FIN CORP.
S&P Global Inc.
PricingDirect Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
R.J. O'BRIEN SECURITIES, LLC
JEFFERIES LLC
CITIGROUP GLOBAL MARKETS INC.
BNP Paribas Securities Corp.
MORGAN STANLEY & CO. LLC
WELLS FARGO SECURITIES, LLC
RBC CAPITAL MARKETS, LLC
GOLDMAN SACHS & CO. LLC
BOFA SECURITIES, INC.
UBS Securities LLC