MASSMUTUAL FUNDS > MASSMUTUAL SELECT FUNDS
MassMutual Strategic Bond Fund
$414.04M
Avg Monthly Net Assets
$445.84M
Total Assets
$61.94M
Total Liabilities
$383.90M
Net Assets
MassMutual Strategic Bond Fund is a Mutual Fund in MASSMUTUAL SELECT FUNDS
from MASSMUTUAL FUNDS,
based in Massachusetts,
United States of America.
The fund has eight share classes
and monthly net assets of $414.04M.
On August 29th, 2024 it reported 1,569 holdings, the largest
being US TREASURY N/B (11.8%), US TREASURY N/B (5.9%) and US TREASURY FRN (2.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative Class | C000010253 | MSBLX | |
| Class A | C000010252 | MSBAX | |
| Class I | C000140369 | MSBZX | |
| Class R3 | C000010254 | MSBNX | |
| Class R4 | C000140370 | MSBRX | |
| Class R5 | C000010255 | MBSSX | |
| Class Y | C000240795 | MMNMX | |
| Service Class | C000010256 | MBSYX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 01/31 4 (US TREASURY N/B) | Long | Debt | US | $264K | – | 0.07 |
| 01/33 1.125 (TSY INFL IX N/B) | Long | Debt | US | $584K | – | 0.15 |
| 02/26 4.625 (US TREASURY N/B) | Long | Debt | US | $40K | – | 0.01 |
| 02/29 4.25 (US TREASURY N/B) | Long | Debt | US | $219K | – | 0.06 |
| 02/31 4.25 (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.40 |
| 02/34 4 (US TREASURY N/B) | Long | Debt | US | $252K | – | 0.07 |
| 02/43 3.875 (US TREASURY N/B) | Long | Debt | US | $72K | – | 0.02 |
| 02/44 3.625 (US TREASURY N/B) | Long | Debt | US | $17K | – | 0.00 |
| 02/44 4.5 (US TREASURY N/B) | Long | Debt | US | $99K | – | 0.03 |
| 02/48 3 (US TREASURY N/B) | Long | Debt | US | $12K | – | 0.00 |
| 02/49 3 (US TREASURY N/B) | Long | Debt | US | $432K | – | 0.11 |
| 02/50 2 (US TREASURY N/B) | Long | Debt | US | $249K | – | 0.06 |
| 03/26 4.5 (US TREASURY N/B) | Long | Debt | US | $50K | – | 0.01 |
| 03/29 4.125 (US TREASURY N/B) | Long | Debt | US | $119K | – | 0.03 |
| 04/29 4.625 (US TREASURY N/B) | Long | Debt | US | $91K | – | 0.02 |
| 05/25 2.746 (BANCO SANTANDER SA) | Long | Debt | ES | $390K | – | 0.10 |
| 05/29 4.5 (US TREASURY N/B) | Long | Debt | US | $40K | – | 0.01 |
| 05/49 0.00000 (STRIP PRINC) | Long | Debt | US | $461K | – | 0.12 |
| 05/49 2.875 (US TREASURY N/B) | Long | Debt | US | $155K | – | 0.04 |
| 05/51 2.375 (US TREASURY N/B) | Long | Debt | US | $481K | – | 0.13 |
| 07/25 4.75 (US TREASURY N/B) | Long | Debt | US | $60K | – | 0.02 |
| 08/30 4.125 (US TREASURY N/B) | Long | Debt | US | $20K | – | 0.01 |
| 08/33 3.875 (US TREASURY N/B) | Long | Debt | US | $45M | – | 11.78 |
| 08/43 4.375 (US TREASURY N/B) | Long | Debt | US | $280K | – | 0.07 |
| 08/50 FIXED 3.05 (VANGUARD GROUP INC) | Long | Debt | US | $283K | – | 0.07 |
| 08/52 3 (US TREASURY N/B) | Long | Debt | US | $22M | – | 5.86 |
| 08/53 4.125 (US TREASURY N/B) | Long | Debt | US | $531K | – | 0.14 |
| 1% 15 Feb 2048 (BWS075580 IRS USD R V 00MSOFR) | Derivative-interest rate | US | $143K | – | 0.04 | |
| 1% 15 May 2048 (BWS076240 IRS USD R V 00MSOFR) | Derivative-interest rate | US | $547K | – | 0.14 | |
| 1% 18 Mar 2055 (BWS115584 IRS USD R V 00MSOFR) | Derivative-interest rate | US | $44K | – | 0.01 | |
| 1% 20 Jun 2029 (SWS115907 CDS USD R F 1.00000) | Derivative-credit | US | $481K | – | 0.13 | |
| 1% 20 Jun 2029 (BWS116004 CDS USD R V 03MEVENT CDX HY 42) | Derivative-credit | US | $-85K | – | -0.02 | |
| 1% 28 Feb 2031 (BWS113720 IRS USD R V 00MSOFR) | Derivative-interest rate | US | $82K | – | 0.02 | |
| 1% 30 Apr 2031 (BWS122689 IRS USD R V 00MSOFR) | Derivative-interest rate | US | $-108K | – | -0.03 | |
| 10.237% 02 Jan 2029 (0WP302219 IRS BRL R F 10.23750) | Derivative-interest rate | US | $-208K | – | -0.05 | |
| 10/24 0.00000 (TREASURY BILL) | Long | Debt | US | $649K | – | 0.17 |
| 10/25 VAR (US TREASURY FRN) | Long | Debt | US | $11M | – | 2.80 |
| 11/29 3.875 (US TREASURY N/B) | Long | Debt | US | $20K | – | 0.01 |
| 11/30 4.375 (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.27 |
| 11/42 4 (US TREASURY N/B) | Long | Debt | US | $221K | – | 0.06 |
| 11/43 4.75 (US TREASURY N/B) | Long | Debt | US | $6M | – | 1.56 |
| 11/53 4.75 (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.75 |
| 12/28 3.75 (US TREASURY N/B) | Long | Debt | US | $205K | – | 0.05 |
| 144A 01/29 VAR (BNP PARIBAS) | Long | Debt | FR | $397K | – | 0.10 |
| 144A 04/28 VAR (COOPERATIEVE RABOBANK UA) | Long | Debt | NL | $286K | – | 0.07 |
| 144A 06/26 VAR (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $260K | – | 0.07 |
| 144A 06/26 VAR (BNP PARIBAS) | Long | Debt | FR | $193K | – | 0.05 |
| 144A 08/28 4.4 (BNP PARIBAS) | Long | Debt | FR | $384K | – | 0.10 |
| 144A 12/34 VAR (BNP PARIBAS) | Long | Debt | FR | $205K | – | 0.05 |
| 1ST MORTGAGE 02/29 3.65 (DUKE ENERGY OHIO INC) | Long | Debt | US | $198K | – | 0.05 |
| 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $33K | – | 0.01 |
| 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $126K | – | 0.03 |
| 1ST MORTGAGE 08/40 3.3 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $36K | – | 0.01 |
| 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $52K | – | 0.01 |
| 2019 TERM LOAN B (DCERT BUYER INC) | Long | Loan | US | $30K | – | 0.01 |
| 2019 TERM LOAN B4 (NEXSTAR BROADCASTING INC) | Long | Loan | US | $161K | – | 0.04 |
| 2020 USD TERM LOAN B (DEERFIELD DAKOTA HOLDING LLC) | Long | Loan | US | $224K | – | 0.06 |
| 2021 FIRST LIEN TERM LOAN B (ACRISURE LLC) | Long | Loan | US | $89K | – | 0.02 |
| 2021 TERM LOAN (CLOUDERA, INC.) | Long | Loan | US | $91K | – | 0.02 |
| 2021 TERM LOAN B (ALI GROUP NORTH AMER CORP) | Long | Loan | US | $117K | – | 0.03 |
| 2022 TERM LOAN B (ATHENAHEALTH INC) | Long | Loan | US | $222K | – | 0.06 |
| 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 US LLC) | Long | Loan | US | $37K | – | 0.01 |
| 2024 TERM LOAN (PHOENIX GUARANTOR INC.) | Long | Loan | US | $541K | – | 0.14 |
| 2024 TERM LOAN (COTIVITI CORPORATION) | Long | Loan | US | $406K | – | 0.11 |
| 2024 TERM LOAN (LIGHT AND WONDER INTERNATIONAL) | Long | Loan | US | $236K | – | 0.06 |
| 2024 TERM LOAN B (SOTERA HEALTH HOLDINGS LLC) | Long | Loan | US | $199K | – | 0.05 |
| 2024 TERM LOAN B (HARBOR FREIGHT TOOLS USA INC) | Long | Loan | US | $199K | – | 0.05 |
| 2024 TERM LOAN B (GENESEE + WYOMING INC NEW) | Long | Loan | US | $170K | – | 0.04 |
| 2024 TERM LOAN B (II VI INCORPORATED) | Long | Loan | US | $136K | – | 0.04 |
| 2024 TERM LOAN B (FOUR SEASONS HOTELS LIMITED) | Long | Loan | CA | $110K | – | 0.03 |
| 2024 TERM LOAN B (API GROUP DE INC) | Long | Loan | US | $89K | – | 0.02 |
| 2024 TERM LOAN B (CLARIOS GLOBAL LP) | Long | Loan | CA | $70K | – | 0.02 |
| 2024 TERM LOAN B (CITADEL SECURITIES LP) | Long | Loan | US | $20K | – | 0.01 |
| 2024 TERM LOAN B1 (CAESARS ENTERTAINMENT INC.) | Long | Loan | US | $290K | – | 0.08 |
| 2024 TERM LOAN B1 (QUIKRETE HOLDINGS, INC.) | Long | Loan | US | $138K | – | 0.04 |
| 2024 TERM LOAN B4 (ALTERRA MOUNTAIN COMPANY) | Long | Loan | US | $164K | – | 0.04 |
| 2024 TERM LOAN B7 (FOCUS FINANCIAL PARTNERS LLC) | Long | Loan | US | $118K | – | 0.03 |
| 3.65% 18 Mar 2030 (SWS115568 IRS USD R F 3.65000) | Derivative-interest rate | US | $-69K | – | -0.02 | |
| 7.45% 18 Jul 2029 (SWS031724 IRS MXN R F 7.45000) | Derivative-interest rate | US | $-406K | – | -0.11 | |
| ABBSL 2023 4A A 144A (AB BSL CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $222K | – | 0.06 |
| ABSHE 2003 HE6 A3B (ASSET BACKED SECURITIES CORP H) | Long | ABS-other | US | $1M | – | 0.30 |
| AESOP 2024 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING) | Long | ABS-other | US | $481K | – | 0.13 |
| AESOP 2024 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING) | Long | ABS-other | US | $426K | – | 0.11 |
| AMWINS GROUP INC TERM LOAN B | Long | Loan | US | $281K | – | 0.07 |
| ARCLO 2021 FL3 A 144A (ARBOR REALTY COLLATERALIZED LO) | Long | ABS-collateralized bond/debt obligation | KY | $507K | – | 0.13 |
| ARES 2023 ALF4A A1 144A (ARES CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $494K | – | 0.13 |
| BANK 2017 BNK4 XA | Long | ABS-other | US | $82K | – | 0.02 |
| BANK 2017 BNK8 A3 | Long | ABS-other | US | $249K | – | 0.06 |
| BANK 2022 BNK40 A4 | Long | ABS-other | US | $237K | – | 0.06 |
| BANK5 2024 5YR6 C | Long | ABS-other | US | $234K | – | 0.06 |
| BGCLO 2022 4A A1R 144A (BIRCH GROVE CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $190K | – | 0.05 |
| BGCLO 2023 7A A1 144A (BIRCH GROVE CLO LTD.) | Long | ABS-collateralized bond/debt obligation | JE | $222K | – | 0.06 |
| BMARK 2021 B29 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $111K | – | 0.03 |
| BONDS 11/47 8 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 0.89 |
| BPR 2021 TY A 144A (BPR TRUST) | Long | ABS-other | US | $139K | – | 0.04 |
| BPR 2022 OANA A 144A (BPR TRUST) | Long | ABS-other | US | $170K | – | 0.04 |
| BRAVO 2022 NQM3 A1 144A (BRAVO RESIDENTIAL FUNDING TRUS) | Long | ABS-other | US | $276K | – | 0.07 |
| BRAVO 2024 NQM3 A1 144A (BRAVO RESIDENTIAL FUNDING TRUS) | Long | ABS-other | US | $493K | – | 0.13 |
| BSABS 2005 AC8 A3 (BEAR STEARNS ASSET BACKED SECU) | Long | ABS-other | US | $105K | – | 0.03 |
| BX 2021 21M A 144A (BX TRUST) | Long | ABS-other | US | $646K | – | 0.17 |
| BX 2021 LBA AV 144A (BX TRUST) | Long | ABS-other | US | $195K | – | 0.05 |
| BX 2021 VINO A 144A (BX TRUST) | Long | ABS-other | US | $591K | – | 0.15 |
| BX 2023 XL3 A 144A (BX TRUST) | Long | ABS-other | US | $240K | – | 0.06 |
| BX 2024 KING E 144A (BX TRUST) | Long | ABS-other | US | $378K | – | 0.10 |
| BX 2024 XL5 A 144A (BX TRUST) | Long | ABS-other | US | $181K | – | 0.05 |
| CAS 2022 R04 1M2 144A (FANNIE MAE CAS) | Long | ABS-other | US | $708K | – | 0.18 |
| CAS 2022 R07 1M1 144A (FANNIE MAE CAS) | Long | ABS-other | US | $230K | – | 0.06 |
| CAS 2023 R08 1M2 144A (FANNIE MAE CAS) | Long | ABS-other | US | $268K | – | 0.07 |
| CASL 2019 A A2 144A (COLLEGE AVE STUDENT LOANS) | Long | ABS-other | US | $176K | – | 0.05 |
| CD 2017 CD3 A4 (CD COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $121K | – | 0.03 |
| CGCMT 2014 GC23 B (CITIGROUP COMMERCIAL MORTGAGE) | Long | ABS-other | US | $345K | – | 0.09 |
| CMLTI 2007 6 2A4 (CITIGROUP MORTGAGE LOAN TRUST) | Long | ABS-other | US | $612K | – | 0.16 |
| COMPANY GUAR 01/25 7.125 (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $391K | – | 0.10 |
| COMPANY GUAR 01/28 4.375 (CONTINENTAL RESOURCES) | Long | Debt | US | $125K | – | 0.03 |
| COMPANY GUAR 01/28 5.999 (PETROBRAS GLOBAL FINANCE) | Long | Debt | NL | $779K | – | 0.20 |
| COMPANY GUAR 01/29 4.75 (ANHEUSER BUSCH INBEV WOR) | Long | Debt | US | $189K | – | 0.05 |
| COMPANY GUAR 01/31 3.75 (SUZANO AUSTRIA GMBH) | Long | Debt | AT | $253K | – | 0.07 |
| COMPANY GUAR 01/32 3.125 (SUZANO AUSTRIA GMBH) | Long | Debt | AT | $8K | – | 0.00 |
| COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS) | Long | Debt | US | $145K | – | 0.04 |
| COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $137K | – | 0.04 |
| COMPANY GUAR 01/32 3.75 (UNITED RENTALS NORTH AM) | Long | Debt | US | $70K | – | 0.02 |
| COMPANY GUAR 01/33 4.25 (COMCAST CORP) | Long | Debt | US | $19K | – | 0.00 |
| COMPANY GUAR 01/34 4.85 (ENTERPRISE PRODUCTS OPER) | Long | Debt | US | $214K | – | 0.06 |
| COMPANY GUAR 01/43 6 (MDC HOLDINGS INC) | Long | Debt | US | $21K | – | 0.01 |
| COMPANY GUAR 01/49 4.25 (BERKSHIRE HATHAWAY FIN) | Long | Debt | US | $137K | – | 0.04 |
| COMPANY GUAR 01/49 5.55 (ANHEUSER BUSCH INBEV WOR) | Long | Debt | US | $111K | – | 0.03 |
| COMPANY GUAR 01/51 2.8 (COMCAST CORP) | Long | Debt | US | $19K | – | 0.00 |
| COMPANY GUAR 01/51 3.7 (ENTERPRISE PRODUCTS OPER) | Long | Debt | US | $192K | – | 0.05 |
| COMPANY GUAR 02/26 2.25 (T MOBILE USA INC) | Long | Debt | US | $66K | – | 0.02 |
| COMPANY GUAR 02/27 4.5 (HCA INC) | Long | Debt | US | $39K | – | 0.01 |
| COMPANY GUAR 02/29 2.625 (T MOBILE USA INC) | Long | Debt | US | $152K | – | 0.04 |
| COMPANY GUAR 02/31 2.55 (T MOBILE USA INC) | Long | Debt | US | $110K | – | 0.03 |
| COMPANY GUAR 02/31 2.875 (T MOBILE USA INC) | Long | Debt | US | $147K | – | 0.04 |
| COMPANY GUAR 02/31 3.875 (UNITED RENTALS NORTH AM) | Long | Debt | US | $18K | – | 0.00 |
| COMPANY GUAR 02/31 4.875 (TARGA RESOURCES PARTNERS) | Long | Debt | US | $124K | – | 0.03 |
| COMPANY GUAR 02/32 2.45 (ALTRIA GROUP INC) | Long | Debt | US | $113K | – | 0.03 |
| COMPANY GUAR 02/32 4.75 (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $55K | – | 0.01 |
| COMPANY GUAR 02/33 4.2 (TARGA RESOURCES CORP) | Long | Debt | US | $54K | – | 0.01 |
| COMPANY GUAR 02/34 5.3 (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $128K | – | 0.03 |
| COMPANY GUAR 02/39 5.8 (ALTRIA GROUP INC) | Long | Debt | US | $160K | – | 0.04 |
| COMPANY GUAR 02/41 3 (T MOBILE USA INC) | Long | Debt | US | $43K | – | 0.01 |
| COMPANY GUAR 02/42 5.7 (ENTERPRISE PRODUCTS OPER) | Long | Debt | US | $40K | – | 0.01 |
| COMPANY GUAR 02/46 4.9 (ANHEUSER BUSCH CO/INBEV) | Long | Debt | US | $46K | – | 0.01 |
| COMPANY GUAR 02/49 5.95 (ALTRIA GROUP INC) | Long | Debt | US | $255K | – | 0.07 |
| COMPANY GUAR 02/50 3 (BP CAP MARKETS AMERICA) | Long | Debt | US | $208K | – | 0.05 |
| COMPANY GUAR 02/50 3.45 (COMCAST CORP) | Long | Debt | US | $28K | – | 0.01 |
| COMPANY GUAR 02/51 3.3 (T MOBILE USA INC) | Long | Debt | US | $14K | – | 0.00 |
| COMPANY GUAR 02/59 6.2 (ALTRIA GROUP INC) | Long | Debt | US | $56K | – | 0.01 |
| COMPANY GUAR 02/78 VAR (ENTERPRISE PRODUCTS OPER) | Long | Debt | US | $37K | – | 0.01 |
| COMPANY GUAR 03/26 3.15 (COMCAST CORP) | Long | Debt | US | $271K | – | 0.07 |
| COMPANY GUAR 03/26 6.412 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $110K | – | 0.03 |
| COMPANY GUAR 03/27 3.755 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $57K | – | 0.01 |
| COMPANY GUAR 03/29 3.375 (HALEON US CAPITAL LLC) | Long | Debt | US | $241K | – | 0.06 |
| COMPANY GUAR 03/29 4.054 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $74K | – | 0.02 |
| COMPANY GUAR 03/30 5.375 (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $19K | – | 0.01 |
| COMPANY GUAR 03/32 4.279 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $175K | – | 0.05 |
| COMPANY GUAR 03/33 4.9 (KENVUE INC) | Long | Debt | US | $158K | – | 0.04 |
| COMPANY GUAR 03/34 5.45 (AON NORTH AMERICA INC) | Long | Debt | US | $279K | – | 0.07 |
| COMPANY GUAR 03/42 5.05 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $16K | – | 0.00 |
| COMPANY GUAR 03/43 5.45 (FREEPORT MCMORAN INC) | Long | Debt | US | $395K | – | 0.10 |
| COMPANY GUAR 03/44 5.5 (KINDER MORGAN ENER PART) | Long | Debt | US | $28K | – | 0.01 |
| COMPANY GUAR 03/45 4.625 (MEDTRONIC INC) | Long | Debt | US | $16K | – | 0.00 |
| COMPANY GUAR 03/47 5.213 (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $132K | – | 0.03 |
| COMPANY GUAR 03/48 4 (COMCAST CORP) | Long | Debt | US | $39K | – | 0.01 |
| COMPANY GUAR 03/52 5.141 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $8K | – | 0.00 |
| COMPANY GUAR 04/25 3.5 (T MOBILE USA INC) | Long | Debt | US | $344K | – | 0.09 |
| COMPANY GUAR 04/26 5.375 (GLP CAPITAL LP / FIN II) | Long | Debt | US | $40K | – | 0.01 |
| COMPANY GUAR 04/27 3.3 (COMCAST CORP) | Long | Debt | US | $115K | – | 0.03 |
| COMPANY GUAR 04/27 3.588 (BP CAP MARKETS AMERICA) | Long | Debt | US | $96K | – | 0.03 |
| COMPANY GUAR 04/27 3.7 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $154K | – | 0.04 |
| COMPANY GUAR 04/27 3.75 (T MOBILE USA INC) | Long | Debt | US | $48K | – | 0.01 |
| COMPANY GUAR 04/29 3.375 (T MOBILE USA INC) | Long | Debt | US | $65K | – | 0.02 |
| COMPANY GUAR 04/29 5.25 (ENERGY TRANSFER LP) | Long | Debt | US | $80K | – | 0.02 |
| COMPANY GUAR 04/30 2.75 (SHELL INTERNATIONAL FIN) | Long | Debt | NL | $143K | – | 0.04 |
| COMPANY GUAR 04/30 3.4 (COMCAST CORP) | Long | Debt | US | $165K | – | 0.04 |
| COMPANY GUAR 04/30 3.633 (BP CAP MARKETS AMERICA) | Long | Debt | US | $112K | – | 0.03 |
| COMPANY GUAR 04/30 3.875 (T MOBILE USA INC) | Long | Debt | US | $178K | – | 0.05 |
| COMPANY GUAR 04/31 3.5 (T MOBILE USA INC) | Long | Debt | US | $341K | – | 0.09 |
| COMPANY GUAR 04/34 5.15 (T MOBILE USA INC) | Long | Debt | US | $88K | – | 0.02 |
| COMPANY GUAR 04/40 3.75 (COMCAST CORP) | Long | Debt | US | $65K | – | 0.02 |
| COMPANY GUAR 04/40 4.25 (GENERAL DYNAMICS CORP) | Long | Debt | US | $18K | – | 0.00 |
| COMPANY GUAR 04/48 4.6 (ANHEUSER BUSCH INBEV WOR) | Long | Debt | US | $3K | – | 0.00 |
| COMPANY GUAR 04/50 3.25 (SHELL INTERNATIONAL FIN) | Long | Debt | NL | $132K | – | 0.03 |
| COMPANY GUAR 04/50 4.25 (GENERAL DYNAMICS CORP) | Long | Debt | US | $42K | – | 0.01 |
| COMPANY GUAR 04/52 4.95 (TARGA RESOURCES CORP) | Long | Debt | US | $34K | – | 0.01 |
| COMPANY GUAR 05/25 2.7 (NXP BV/NXP FDG/NXP USA) | Long | Debt | NL | $117K | – | 0.03 |
| COMPANY GUAR 05/26 3.35 (CHUBB INA HOLDINGS LLC) | Long | Debt | US | $116K | – | 0.03 |
| COMPANY GUAR 05/41 5.7 (BARRICK NA FINANCE LLC) | Long | Debt | US | $79K | – | 0.02 |
| COMPANY GUAR 05/43 5.75 (BARRICK NA FINANCE LLC) | Long | Debt | US | $79K | – | 0.02 |
| COMPANY GUAR 05/46 4 (SHELL INTERNATIONAL FIN) | Long | Debt | NL | $145K | – | 0.04 |
| COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / FIN II) | Long | Debt | US | $10K | – | 0.00 |
| COMPANY GUAR 06/26 5.25 (HCA INC) | Long | Debt | US | $60K | – | 0.02 |
| COMPANY GUAR 06/29 8.375 (SERVICE PROPERTIES TRUST) | Long | Debt | US | $88K | – | 0.02 |
| COMPANY GUAR 06/30 3.5 (ANHEUSER BUSCH INBEV WOR) | Long | Debt | US | $121K | – | 0.03 |
| COMPANY GUAR 06/32 8.375 (EL PASO NATURAL GAS) | Long | Debt | US | $230K | – | 0.06 |
| COMPANY GUAR 06/40 4.35 (ANHEUSER BUSCH INBEV WOR) | Long | Debt | US | $26K | – | 0.01 |
| COMPANY GUAR 06/47 5.5 (HCA INC) | Long | Debt | US | $74K | – | 0.02 |
| COMPANY GUAR 07/46 3.4 (COMCAST CORP) | Long | Debt | US | $22K | – | 0.01 |
| COMPANY GUAR 08/26 6.875 (PETROLEOS MEXICANOS) | Long | Debt | MX | $157K | – | 0.04 |
| COMPANY GUAR 08/27 3.557 (BAT CAPITAL CORP) | Long | Debt | US | $43K | – | 0.01 |
| COMPANY GUAR 08/30 4.625 (FREEPORT MCMORAN INC) | Long | Debt | US | $115K | – | 0.03 |
| COMPANY GUAR 08/38 4.8 (CIGNA GROUP/THE) | Long | Debt | US | $175K | – | 0.05 |
| COMPANY GUAR 08/43 4.55 (SHELL INTERNATIONAL FIN) | Long | Debt | NL | $62K | – | 0.02 |
| COMPANY GUAR 08/45 5.85 (REYNOLDS AMERICAN INC) | Long | Debt | US | $101K | – | 0.03 |
| COMPANY GUAR 08/47 4 (COMCAST CORP) | Long | Debt | US | $16K | – | 0.00 |
| COMPANY GUAR 08/47 4.54 (BAT CAPITAL CORP) | Long | Debt | US | $277K | – | 0.07 |
| COMPANY GUAR 09/30 3.5 (HCA INC) | Long | Debt | US | $63K | – | 0.02 |
| COMPANY GUAR 09/31 3.125 (BALL CORP) | Long | Debt | US | $85K | – | 0.02 |
| COMPANY GUAR 09/33 6.05 (ONEOK INC) | Long | Debt | US | $144K | – | 0.04 |
| COMPANY GUAR 09/43 5 (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $93K | – | 0.02 |
| COMPANY GUAR 09/53 6.625 (ONEOK INC) | Long | Debt | US | $235K | – | 0.06 |
| COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $299K | – | 0.08 |
| COMPANY GUAR 10/26 3.15 (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $845K | – | 0.22 |
| COMPANY GUAR 10/28 3 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $145K | – | 0.04 |
| COMPANY GUAR 10/28 4.15 (ENTERPRISE PRODUCTS OPER) | Long | Debt | US | $870K | – | 0.23 |
| COMPANY GUAR 10/28 4.15 (COMCAST CORP) | Long | Debt | US | $174K | – | 0.05 |
| COMPANY GUAR 10/28 4.375 (CIGNA GROUP/THE) | Long | Debt | US | $155K | – | 0.04 |
| COMPANY GUAR 10/30 4.25 (COMCAST CORP) | Long | Debt | US | $182K | – | 0.05 |
| COMPANY GUAR 10/58 4.95 (COMCAST CORP) | Long | Debt | US | $9K | – | 0.00 |
| COMPANY GUAR 11/24 4.55 (FREEPORT MCMORAN INC) | Long | Debt | US | $10K | – | 0.00 |
| COMPANY GUAR 11/26 5.55 (ONEOK INC) | Long | Debt | US | $50K | – | 0.01 |
| COMPANY GUAR 11/27 4.75 (LENNAR CORP) | Long | Debt | US | $39K | – | 0.01 |
| COMPANY GUAR 11/30 5.8 (ONEOK INC) | Long | Debt | US | $82K | – | 0.02 |
| COMPANY GUAR 11/31 2.25 (T MOBILE USA INC) | Long | Debt | US | $57K | – | 0.01 |
| COMPANY GUAR 11/33 6.875 (ALTRIA GROUP INC) | Long | Debt | US | $292K | – | 0.08 |
| COMPANY GUAR 11/35 6.5 (COMCAST CORP) | Long | Debt | US | $45K | – | 0.01 |
| COMPANY GUAR 11/36 6.875 (VALE OVERSEAS LIMITED) | Long | Debt | KY | $187K | – | 0.05 |
| COMPANY GUAR 11/37 6.65 (WALT DISNEY COMPANY/THE) | Long | Debt | US | $56K | – | 0.01 |
| COMPANY GUAR 11/39 3.25 (COMCAST CORP) | Long | Debt | US | $23K | – | 0.01 |
| COMPANY GUAR 11/42 4.15 (EATON CORP) | Long | Debt | US | $34K | – | 0.01 |
| COMPANY GUAR 11/47 3.969 (COMCAST CORP) | Long | Debt | US | $62K | – | 0.02 |
| COMPANY GUAR 11/49 3.999 (COMCAST CORP) | Long | Debt | US | $16K | – | 0.00 |
| COMPANY GUAR 11/51 2.887 (COMCAST CORP) | Long | Debt | US | $162K | – | 0.04 |
| COMPANY GUAR 12/26 3.25 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $10K | – | 0.00 |
| COMPANY GUAR 12/29 3.5 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $148K | – | 0.04 |
| COMPANY GUAR 12/34 6.2 (WALT DISNEY COMPANY/THE) | Long | Debt | US | $22K | – | 0.01 |
| COMPANY GUAR 12/48 4.9 (CIGNA GROUP/THE) | Long | Debt | US | $88K | – | 0.02 |
| COMPANY GUAR 144A 01/31 5.75 (CONTINENTAL RESOURCES) | Long | Debt | US | $236K | – | 0.06 |
| COMPANY GUAR 144A 02/29 6.5 (CSC HOLDINGS LLC) | Long | Debt | US | $182K | – | 0.05 |
| COMPANY GUAR 144A 02/31 7.125 (WYNN RESORTS FINANCE LLC) | Long | Debt | US | $93K | – | 0.02 |
| COMPANY GUAR 144A 02/32 4.25 (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $18K | – | 0.00 |
| COMPANY GUAR 144A 02/43 5.5 (KKR GROUP FIN CO II) | Long | Debt | US | $19K | – | 0.00 |
| COMPANY GUAR 144A 03/27 4 (GLENCORE FUNDING LLC) | Long | Debt | US | $260K | – | 0.07 |
| COMPANY GUAR 144A 03/29 5.4 (SOLVENTUM CORP) | Long | Debt | US | $160K | – | 0.04 |
| COMPANY GUAR 144A 03/31 5.45 (SOLVENTUM CORP) | Long | Debt | US | $148K | – | 0.04 |
| COMPANY GUAR 144A 03/34 5.6 (SOLVENTUM CORP) | Long | Debt | US | $216K | – | 0.06 |
| COMPANY GUAR 144A 03/34 6.125 (UNITED RENTALS NORTH AM) | Long | Debt | US | $319K | – | 0.08 |
| COMPANY GUAR 144A 04/27 4.75 (ANGLO AMERICAN CAPITAL) | Long | Debt | GB | $226K | – | 0.06 |
| COMPANY GUAR 144A 04/30 3.2 (MARS INC) | Long | Debt | US | $73K | – | 0.02 |
| COMPANY GUAR 144A 04/32 6.125 (HILTON DOMESTIC OPERATIN) | Long | Debt | US | $70K | – | 0.02 |
| COMPANY GUAR 144A 04/32 6.875 (ZF NA CAPITAL) | Long | Debt | US | $176K | – | 0.05 |
| COMPANY GUAR 144A 04/54 5.9 (SOLVENTUM CORP) | Long | Debt | US | $153K | – | 0.04 |
| COMPANY GUAR 144A 05/31 2.875 (ORBIA ADVANCE CORP SAB) | Long | Debt | MX | $405K | – | 0.11 |
| COMPANY GUAR 144A 06/31 8.625 (FIRST QUANTUM MINERALS L) | Long | Debt | CA | $200K | – | 0.05 |
| COMPANY GUAR 144A 09/24 3.75 (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $218K | – | 0.06 |
| COMPANY GUAR 144A 10/24 4.75 (FRESENIUS MED CARE II) | Long | Debt | US | $70K | – | 0.02 |
| COMPANY GUAR 144A 10/27 3.875 (GLENCORE FUNDING LLC) | Long | Debt | US | $86K | – | 0.02 |
| COMPANY GUAR 144A 10/27 6.875 (FIRST QUANTUM MINERALS L) | Long | Debt | CA | $225K | – | 0.06 |
| COMPANY GUAR 144A 11/26 2.268 (CONTINENTAL RESOURCES) | Long | Debt | US | $65K | – | 0.02 |
| COMPANY GUAR 144A 11/26 4.25 (MEGLOBAL BV) | Long | Debt | NL | $222K | – | 0.06 |
| COMPANY GUAR 144A 11/31 4.5 (CSC HOLDINGS LLC) | Long | Debt | US | $129K | – | 0.03 |
| COMPANY GUAR 144A 12/30 4.125 (CSC HOLDINGS LLC) | Long | Debt | US | $136K | – | 0.04 |
| CSMC 2014 USA A2 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $166K | – | 0.04 |
| CSMC 2014 USA E 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $77K | – | 0.02 |
| CSMC 2017 CHOP G 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $724K | – | 0.19 |
| CWALT 2006 18CB A6 (COUNTRYWIDE ALTERNATIVE LOAN T) | Long | ABS-other | US | $30K | – | 0.01 |
| CYGPK 2020 1A AR 144A (CAYUGA PARK CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $220K | – | 0.06 |
| DBJPM 2016 C3 A4 (DEUTSCHE BANK COMMERCIAL MORTG) | Long | ABS-other | US | $108K | – | 0.03 |
| DIV 2019 1 A 144A (DIVIDEND SOLAR LOANS LLC) | Long | ABS-other | US | $515K | – | 0.13 |
| DRSLF 2018 55A A1 144A (DRYDEN SENIOR LOAN FUND) | Long | ABS-collateralized bond/debt obligation | KY | $245K | – | 0.06 |
| DTP 2023 STE2 A 144A (DTP COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $240K | – | 0.06 |
| ELM29 2024 5A AR1 144A (LOGAN CLO I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $191K | – | 0.05 |
| ELMW1 2019 1A A1RR 144A (ELMWOOD CLO I LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $211K | – | 0.06 |
| EMPWR 2023 2A A1 144A (EMPOWER CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $293K | – | 0.08 |
| EXP 06/13/2025 (3 MONTH SOFR OPT JUN25C 97) | Derivative-interest rate | US | $-45K | – | -0.01 | |
| EXP 07/05/2024 (US TRS BND FRI WK1JUL24C 119) | Derivative-interest rate | US | $8K | – | 0.00 | |
| EXP 07/05/2024 (US 6-7 NOTE FRI W1JUL24C 110.5) | Derivative-interest rate | US | $6K | – | 0.00 | |
| EXP 07/26/2024 (US 10YR FUT OPTN AUG24P 109.5) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| EXP 08/23/2024 (US 10YR FUT OPTN SEP24C 113.5) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| EXP 09/13/2024 (3 MONTH SOFR OPT SEP24C 95.12) | Derivative-interest rate | US | $10K | – | 0.00 | |
| EXP 09/13/2024 (3 MONTH SOFR OPT SEP24C 96.87) | Derivative-interest rate | US | $-600 | – | -0.00 | |
| EXP 09/13/2024 (3 MONTH SOFR OPT SEP24C 96.12) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| EXP 12/13/2024 (3 MONTH SOFR OPT DEC24P 95.5) | Derivative-interest rate | US | $31K | – | 0.01 | |
| EXP 12/13/2024 (3 MONTH SOFR OPT DEC24C 97.12) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| EXP 12/13/2024 (3 MONTH SOFR OPT DEC24P 95) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| FG 03/39 FIXED 7 (FED HM LN PC POOL G07335) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FG 05/47 FIXED 3 (FED HM LN PC POOL G60985) | Long | ABS-mortgage backed security | US | $884K | – | 0.23 |
| FG 06/43 FIXED 4 (FED HM LN PC POOL Q19135) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FG 06/43 FIXED 4 (FED HM LN PC POOL Q19236) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FG 06/46 FIXED 3.5 (FED HM LN PC POOL Q41209) | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| FG 06/48 FIXED 4 (FED HM LN PC POOL G67713) | Long | ABS-mortgage backed security | US | $389K | – | 0.10 |
| FG 07/43 FIXED 4 (FED HM LN PC POOL Q19985) | Long | ABS-mortgage backed security | US | $574K | – | 0.15 |
| FG 07/43 FIXED 4 (FED HM LN PC POOL Q19615) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FG 09/39 FIXED 6.5 (FED HM LN PC POOL G06669) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG 09/39 FIXED 6.5 (FED HM LN PC POOL G07509) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG 10/46 FIXED 3 (FED HM LN PC POOL G67701) | Long | ABS-mortgage backed security | US | $442K | – | 0.12 |
| FG 12/43 FIXED 4.5 (FED HM LN PC POOL U92272) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FH 02/50 FLOATING VAR (FED HM LN PC POOL 841081) | Long | ABS-mortgage backed security | US | $158K | – | 0.04 |
| FH 03/47 FLOATING VAR (FED HM LN PC POOL 840698) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FH 11/47 FLOATING VAR (FED HM LN PC POOL 841077) | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| FH 11/48 FLOATING VAR (FED HM LN PC POOL 841076) | Long | ABS-mortgage backed security | US | $364K | – | 0.09 |
| FHMS K094 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $35K | – | 0.01 |
| FHMS K110 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $103K | – | 0.03 |
| FHMS K115 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $86K | – | 0.02 |
| FHMS K124 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $105K | – | 0.03 |
| FHMS K736 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $40K | – | 0.01 |
| FHMS K741 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $47K | – | 0.01 |
| FHMS K743 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $120K | – | 0.03 |
| FHMS KC05 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $32K | – | 0.01 |
| FHMS KG06 X1 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $92K | – | 0.02 |
| FHR 3422 AI (FREDDIE MAC) | Long | ABS-other | US | $40.57 | – | 0.00 |
| FHR 3621 SB (FREDDIE MAC) | Long | ABS-other | US | $1K | – | 0.00 |
| FHR 3973 SA (FREDDIE MAC) | Long | ABS-other | US | $10K | – | 0.00 |
| FHR 4203 PS (FREDDIE MAC) | Long | ABS-other | US | $5K | – | 0.00 |
| FHR 4391 MZ (FREDDIE MAC) | Long | ABS-other | US | $229K | – | 0.06 |
| FHR 4793 CB (FREDDIE MAC) | Long | ABS-other | US | $145K | – | 0.04 |
| FHR 4793 CD (FREDDIE MAC) | Long | ABS-other | US | $92K | – | 0.02 |
| FHR 4813 CJ (FREDDIE MAC) | Long | ABS-other | US | $77K | – | 0.02 |
| FHR 5010 IK (FREDDIE MAC) | Long | ABS-other | US | $29K | – | 0.01 |
| FHR 5010 JI (FREDDIE MAC) | Long | ABS-other | US | $74K | – | 0.02 |
| FHR 5013 IN (FREDDIE MAC) | Long | ABS-other | US | $40K | – | 0.01 |
| FHR 5018 MI (FREDDIE MAC) | Long | ABS-other | US | $42K | – | 0.01 |
| FHR 5040 IB (FREDDIE MAC) | Long | ABS-other | US | $20K | – | 0.01 |
| FHR 5059 IB (FREDDIE MAC) | Long | ABS-other | US | $124K | – | 0.03 |
| FHR 5069 MI (FREDDIE MAC) | Long | ABS-other | US | $10K | – | 0.00 |
| FHR 5085 NI (FREDDIE MAC) | Long | ABS-other | US | $71K | – | 0.02 |
| FHR 5092 AP (FREDDIE MAC) | Long | ABS-other | US | $64K | – | 0.02 |
| FHR 5140 NI (FREDDIE MAC) | Long | ABS-other | US | $37K | – | 0.01 |
| FHR 5224 HL (FREDDIE MAC) | Long | ABS-other | US | $353K | – | 0.09 |
| FHR 5274 IO (FREDDIE MAC) | Long | ABS-other | US | $103K | – | 0.03 |
| FHR 5293 IO (FREDDIE MAC) | Long | ABS-other | US | $116K | – | 0.03 |
| FHR 5377 IO (FREDDIE MAC) | Long | ABS-other | US | $114K | – | 0.03 |
| FHRR R007 ZA (FREDDIE MAC REFERENCE REMIC) | Long | ABS-other | US | $44K | – | 0.01 |
| FHS 334 S7 (FREDDIEMAC STRIP) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHS 353 S1 (FREDDIEMAC STRIP) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO (Repurchase Agreement) | Long | Repurchase agreement | US | $7M | – | 1.87 |
| FN 01/35 FIXED 3.5 (FNMA POOL MA2138) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FN 01/42 FIXED 1.5 (FNMA POOL MA4519) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FN 01/43 FIXED 3 (FNMA POOL AR1202) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FN 01/43 FIXED 3 (FNMA POOL AQ7306) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FN 01/43 FIXED 4 (FNMA POOL AQ7082) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FN 01/44 FIXED VAR (FNMA POOL AL4741) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN 01/45 FIXED 4 (FNMA POOL AS4347) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN 01/45 FIXED 4.5 (FNMA POOL AS4271) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FN 01/46 FIXED 3.5 (FNMA POOL AS6541) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FN 01/50 FIXED VAR (FNMA POOL FS3589) | Long | ABS-mortgage backed security | US | $353K | – | 0.09 |
| FN 01/51 FIXED 1.5 (FNMA POOL MA4236) | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| FN 01/52 FIXED 2.5 (FNMA POOL BU2599) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FN 01/52 FIXED 3 (FNMA POOL CB2664) | Long | ABS-mortgage backed security | US | $425K | – | 0.11 |
| FN 01/52 FIXED 3 (FNMA POOL BU1421) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| FN 01/52 FIXED 3.5 (FNMA POOL CB2680) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS1171) | Long | ABS-mortgage backed security | US | $345K | – | 0.09 |
| FN 01/52 FIXED VAR (FNMA POOL FS8108) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS1462) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS2296) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS0331) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS0240) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS0424) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FN 01/52 FIXED VAR (FNMA POOL FS0366) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FN 01/53 FIXED 6.5 (FNMA POOL CB5497) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| FN 01/53 FIXED VAR (FNMA POOL FS3836) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FN 01/53 FIXED VAR (FNMA POOL FS3411) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FN 01/57 FIXED 4 (FNMA POOL BF0183) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FN 01/59 FIXED 4.5 (FNMA POOL BF0338) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FN 02/29 FIXED 6 (FNMA POOL 481473) | Long | ABS-mortgage backed security | US | $5.93 | – | 0.00 |
| FN 02/36 FIXED 3 (FNMA POOL MA2523) | Long | ABS-mortgage backed security | US | $203K | – | 0.05 |
| FN 02/39 FIXED VAR (FNMA POOL AE0758) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FN 02/40 FIXED VAR (FNMA POOL FM0068) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| FN 02/40 FIXED VAR (FNMA POOL FM0071) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN 02/42 FIXED 2 (FNMA POOL MA4540) | Long | ABS-mortgage backed security | US | $207K | – | 0.05 |
| FN 02/42 FIXED VAR (FNMA POOL FS0697) | Long | ABS-mortgage backed security | US | $139K | – | 0.04 |
| FN 02/50 FIXED VAR (FNMA POOL FM8576) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| FN 02/51 FIXED 2 (FNMA POOL BR2664) | Long | ABS-mortgage backed security | US | $210K | – | 0.05 |
| FN 02/51 FIXED 2 (FNMA POOL BR2641) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN 02/51 FIXED 2 (FNMA POOL BR3257) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN 02/51 FIXED 2 (FNMA POOL BR2643) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN 02/51 FIXED 2 (FNMA POOL BR3256) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN 02/51 FIXED 2 (FNMA POOL BR2644) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FN 02/52 FIXED 2.5 (FNMA POOL BV3089) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| FN 02/52 FIXED VAR (FNMA POOL FS0549) | Long | ABS-mortgage backed security | US | $214K | – | 0.06 |
| FN 02/52 FIXED VAR (FNMA POOL FS1015) | Long | ABS-mortgage backed security | US | $205K | – | 0.05 |
| FN 02/52 FIXED VAR (FNMA POOL FS0523) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FN 02/52 FIXED VAR (FNMA POOL FS0551) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FN 02/52 FIXED VAR (FNMA POOL FS1014) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FN 02/53 FIXED 6.5 (FNMA POOL BX7702) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FN 02/53 FIXED VAR (FNMA POOL FS3672) | Long | ABS-mortgage backed security | US | $185K | – | 0.05 |
| FN 02/56 FIXED 4 (FNMA POOL BF0104) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| FN 03/37 FIXED VAR (FNMA POOL FM5754) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FN 03/38 FIXED VAR (FNMA POOL FM3123) | Long | ABS-mortgage backed security | US | $316K | – | 0.08 |
| FN 03/41 FIXED 2.5 (FNMA POOL CA9358) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FN 03/42 FIXED 2.5 (FNMA POOL MA4571) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FN 03/42 FIXED VAR (FNMA POOL FS0995) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FN 03/50 FIXED 4.5 (FNMA POOL CA5379) | Long | ABS-mortgage backed security | US | $149K | – | 0.04 |
| FN 03/50 FIXED VAR (FNMA POOL FS4480) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FN 03/51 FIXED 1.5 (FNMA POOL MA4280) | Long | ABS-mortgage backed security | US | $213K | – | 0.06 |
| FN 03/51 FIXED 2 (FNMA POOL BQ9453) | Long | ABS-mortgage backed security | US | $122K | – | 0.03 |
| FN 03/51 FIXED 2 (FNMA POOL BR4753) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| FN 03/51 FIXED 2 (FNMA POOL BR5633) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| FN 03/51 FIXED 2 (FNMA POOL BR5487) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FN 03/51 FIXED 2 (FNMA POOL BR5587) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| FN 03/51 FIXED 2 (FNMA POOL BR3286) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| FN 03/51 FIXED 2 (FNMA POOL BR4722) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FN 03/51 FIXED 2 (FNMA POOL BR4756) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN 03/51 FIXED VAR (FNMA POOL FM6460) | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| FN 03/51 FIXED VAR (FNMA POOL FM6343) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| FN 03/51 FIXED VAR (FNMA POOL FM6418) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FN 03/52 FIXED 2.5 (FNMA POOL CB3044) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FN 03/52 FIXED VAR (FNMA POOL FS3368) | Long | ABS-mortgage backed security | US | $368K | – | 0.10 |
| FN 03/52 FIXED VAR (FNMA POOL FS1074) | Long | ABS-mortgage backed security | US | $357K | – | 0.09 |
| FN 03/52 FIXED VAR (FNMA POOL FS6620) | Long | ABS-mortgage backed security | US | $161K | – | 0.04 |
| FN 03/52 FIXED VAR (FNMA POOL FS0751) | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| FN 03/52 FIXED VAR (FNMA POOL FS0835) | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| FN 03/52 FIXED VAR (FNMA POOL FS1112) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| FN 03/52 FIXED VAR (FNMA POOL FS1289) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FN 03/52 FIXED VAR (FNMA POOL FS1374) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FN 03/53 FIXED VAR (FNMA POOL FS4132) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FN 03/54 FIXED 6.5 (FNMA POOL CB8226) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| FN 03/54 FIXED VAR (FNMA POOL FS7624) | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| FN 04/25 FIXED 2.81 (FNMA POOL AM8674) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 04/31 FIXED 4.5 (FNMA POOL MA0706) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 04/36 FIXED 3 (FNMA POOL MA2579) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| FN 04/41 FIXED 2.5 (FNMA POOL CB0100) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| FN 04/42 FIXED 2 (FNMA POOL MA4586) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FN 04/42 FIXED 2.5 (FNMA POOL MA4587) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FN 04/42 FIXED 4 (FNMA POOL AK8441) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN 04/43 FIXED VAR (FNMA POOL AL3508) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FN 04/44 FIXED VAR (FNMA POOL FM3049) | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| FN 04/47 FIXED VAR (FNMA POOL BM1565) | Long | ABS-mortgage backed security | US | $484K | – | 0.13 |
| FN 04/51 FIXED 2 (FNMA POOL BR8478) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| FN 04/51 FIXED 2 (FNMA POOL BR8518) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| FN 04/51 FIXED 2 (FNMA POOL BR7745) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN 04/51 FIXED 2 (FNMA POOL BR7744) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN 04/52 FIXED 3 (FNMA POOL CB3234) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| FN 04/52 FIXED 3.5 (FNMA POOL BV5395) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FN 04/52 FIXED VAR (FNMA POOL FS1092) | Long | ABS-mortgage backed security | US | $223K | – | 0.06 |
| FN 04/52 FIXED VAR (FNMA POOL FS2707) | Long | ABS-mortgage backed security | US | $151K | – | 0.04 |
| FN 04/52 FIXED VAR (FNMA POOL FS1555) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FN 04/52 FIXED VAR (FNMA POOL FS1454) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FN 04/53 FIXED 4.5 (FNMA POOL CB6030) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN 04/53 FIXED VAR (FNMA POOL FS4166) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FN 04/56 FIXED 4.5 (FNMA POOL BF0148) | Long | ABS-mortgage backed security | US | $303K | – | 0.08 |
| FN 05/31 FIXED 4.5 (FNMA POOL MA0734) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FN 05/40 FIXED VAR (FNMA POOL AL4324) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN 05/42 FIXED 4 (FNMA POOL AO2711) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN 05/42 FIXED VAR (FNMA POOL FS7180) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FN 05/42 FIXED VAR (FNMA POOL FS4613) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FN 05/50 FIXED 4.5 (FNMA POOL MA4031) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| FN 05/51 FIXED VAR (FNMA POOL FM7531) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN 05/52 FIXED 3.5 (FNMA POOL BV8546) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FN 05/52 FIXED VAR (FNMA POOL FS1556) | Long | ABS-mortgage backed security | US | $304K | – | 0.08 |
| FN 05/52 FIXED VAR (FNMA POOL FS1603) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FN 05/53 FIXED 5.5 (FNMA POOL CB6322) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FN 05/53 FIXED VAR (FNMA POOL FS4573) | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| FN 05/53 FIXED VAR (FNMA POOL FS4805) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FN 06/29 FIXED 4.76 (FNMA POOL BZ0874) | Long | ABS-mortgage backed security | US | $300K | – | 0.08 |
| FN 06/31 FIXED 4.5 (FNMA POOL MA0776) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN 06/38 FIXED VAR (FNMA POOL 310088) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN 06/42 FIXED 3 (FNMA POOL MA4632) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| FN 06/42 FIXED 4 (FNMA POOL AO6086) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN 06/43 FIXED 3 (FNMA POOL AR7399) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN 06/43 FIXED 4 (FNMA POOL AB9683) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FN 06/43 FIXED 4 (FNMA POOL AT8394) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FN 06/43 FIXED 4 (FNMA POOL AQ4078) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN 06/43 FIXED 4 (FNMA POOL AQ4080) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 06/50 FIXED 2.5 (FNMA POOL BK2620) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 06/50 FIXED VAR (FNMA POOL FM7100) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FN 06/51 FIXED VAR (FNMA POOL FM7675) | Long | ABS-mortgage backed security | US | $158K | – | 0.04 |
| FN 06/51 FIXED VAR (FNMA POOL FM7676) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FN 06/52 FIXED 3 (FNMA POOL CB3833) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FN 06/52 FIXED 4 (FNMA POOL MA4626) | Long | ABS-mortgage backed security | US | $10M | – | 2.62 |
| FN 06/52 FIXED 5 (FNMA POOL CB3880) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FN 06/52 FIXED VAR (FNMA POOL FS8124) | Long | ABS-mortgage backed security | US | $342K | – | 0.09 |
| FN 06/53 FIXED 6 (FNMA POOL CB6540) | Long | ABS-mortgage backed security | US | $282K | – | 0.07 |
| FN 06/57 FIXED 4 (FNMA POOL BF0191) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| FN 07/35 FIXED 3 (FNMA POOL MA2320) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FN 07/41 FIXED VAR (FNMA POOL FS4000) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FN 07/42 FIXED 4 (FNMA POOL AP5333) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| FN 07/42 FIXED 4 (FNMA POOL AP0692) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 07/43 FIXED 3 (FNMA POOL AS0038) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN 07/43 FIXED 4 (FNMA POOL AT9637) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN 07/43 FIXED 4 (FNMA POOL AT9653) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FN 07/43 FIXED 4 (FNMA POOL AT9657) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN 07/48 FIXED 4.5 (FNMA POOL CA2047) | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| FN 07/49 FIXED VAR (FNMA POOL FM1263) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FN 07/50 FIXED 3 (FNMA POOL CA6315) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FN 07/51 FIXED 2.5 (FNMA POOL CB1136) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| FN 07/51 FIXED VAR (FNMA POOL FM7900) | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| FN 07/52 FIXED 5 (FNMA POOL CB4103) | Long | ABS-mortgage backed security | US | $167K | – | 0.04 |
| FN 07/52 FIXED 5 (FNMA POOL BW0048) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FN 07/53 FIXED 6 (FNMA POOL CB6753) | Long | ABS-mortgage backed security | US | $281K | – | 0.07 |
| FN 07/53 FIXED VAR (FNMA POOL FS5155) | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| FN 07/53 FIXED VAR (FNMA POOL FS5647) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FN 07/53 FIXED VAR (FNMA POOL FS5270) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FN 07/53 FIXED VAR (FNMA POOL FS5306) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FN 08/38 FIXED VAR (FNMA POOL 995072) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN 08/42 FIXED 4 (FNMA POOL AP2530) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN 08/42 FIXED VAR (FNMA POOL FS5191) | Long | ABS-mortgage backed security | US | $156K | – | 0.04 |
| FN 08/42 FIXED VAR (FNMA POOL FS7170) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FN 08/43 FIXED 4 (FNMA POOL MA1547) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FN 08/43 FIXED 4 (FNMA POOL AS0070) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN 08/46 FIXED 3 (FNMA POOL BC1509) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FN 08/50 FIXED 2 (FNMA POOL BQ0254) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 08/50 FIXED VAR (FNMA POOL FM4311) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN 08/51 FIXED 2.5 (FNMA POOL CB1301) | Long | ABS-mortgage backed security | US | $520K | – | 0.14 |
| FN 08/51 FIXED 2.5 (FNMA POOL BT3303) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| FN 08/51 FIXED VAR (FNMA POOL FM8577) | Long | ABS-mortgage backed security | US | $126K | – | 0.03 |
| FN 08/51 FIXED VAR (FNMA POOL FS0037) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| FN 08/53 FIXED VAR (FNMA POOL FS6451) | Long | ABS-mortgage backed security | US | $188K | – | 0.05 |
| FN 08/58 FIXED 4.5 (FNMA POOL BF0301) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FN 09/36 FIXED 2.5 (FNMA POOL MA2749) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FN 09/41 FIXED 2 (FNMA POOL MA4422) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| FN 09/42 FIXED 3.5 (FNMA POOL MA1177) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 09/42 FIXED 4 (FNMA POOL AP7399) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN 09/42 FIXED 4 (FNMA POOL AP4903) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FN 09/42 FIXED VAR (FNMA POOL FS4471) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| FN 09/43 FIXED 4.5 (FNMA POOL MA1591) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FN 09/46 FIXED 3 (FNMA POOL AS7844) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FN 09/46 FIXED 3 (FNMA POOL BC2817) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN 09/50 FIXED 2 (FNMA POOL BQ1528) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 09/51 FIXED VAR (FNMA POOL FM8648) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FN 09/51 FIXED VAR (FNMA POOL FS0067) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FN 09/51 FIXED VAR (FNMA POOL FS0024) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| FN 09/52 FIXED 4.5 (FNMA POOL MA4733) | Long | ABS-mortgage backed security | US | $4M | – | 0.94 |
| FN 09/52 FIXED VAR (FNMA POOL FS2914) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FN 09/56 FIXED 5.5 (FNMA POOL BF0141) | Long | ABS-mortgage backed security | US | $349K | – | 0.09 |
| FN 09/57 FIXED 4.5 (FNMA POOL BF0222) | Long | ABS-mortgage backed security | US | $319K | – | 0.08 |
| FN 09/61 FIXED 2.5 (FNMA POOL BF0560) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FN 10/36 FIXED 3 (FNMA POOL MA2773) | Long | ABS-mortgage backed security | US | $422K | – | 0.11 |
| FN 10/40 FIXED 2 (FNMA POOL CA7422) | Long | ABS-mortgage backed security | US | $227K | – | 0.06 |
| FN 10/42 FIXED 3.5 (FNMA POOL MA1213) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FN 10/42 FIXED 4 (FNMA POOL MA1217) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| FN 10/42 FIXED 4 (FNMA POOL AP9766) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FN 10/42 FIXED 4 (FNMA POOL AP9229) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 10/43 FIXED 3 (FNMA POOL AU6735) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FN 10/43 FIXED 4.5 (FNMA POOL MA1629) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FN 10/44 FIXED VAR (FNMA POOL 890604) | Long | ABS-mortgage backed security | US | $159K | – | 0.04 |
| FN 10/46 FIXED 3 (FNMA POOL BD8104) | Long | ABS-mortgage backed security | US | $126K | – | 0.03 |
| FN 10/46 FIXED VAR (FNMA POOL AL9397) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN 10/48 FIXED 4 (FNMA POOL CA2472) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FN 10/50 FIXED 2.5 (FNMA POOL CA7257) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| FN 10/50 FIXED 3 (FNMA POOL CA7531) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FN 10/50 FIXED VAR (FNMA POOL FM4577) | Long | ABS-mortgage backed security | US | $154K | – | 0.04 |
| FN 10/50 FIXED VAR (FNMA POOL BM6623) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FN 10/50 FIXED VAR (FNMA POOL FM5313) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FN 10/51 FIXED 3 (FNMA POOL CB1878) | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| FN 10/51 FIXED VAR (FNMA POOL FS4269) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| FN 10/51 FIXED VAR (FNMA POOL FM8864) | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| FN 10/52 FIXED 5 (FNMA POOL MA4785) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FN 10/52 FIXED 5 (FNMA POOL BW9916) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FN 11/31 FIXED 4.5 (FNMA POOL MA0913) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 11/40 FIXED 2.5 (FNMA POOL MA4177) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FN 11/41 FIXED 1.5 (FNMA POOL MA4473) | Long | ABS-mortgage backed security | US | $201K | – | 0.05 |
| FN 11/41 FIXED 2 (FNMA POOL MA4474) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| FN 11/42 FIXED 4 (FNMA POOL MA1253) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FN 11/42 FIXED 4 (FNMA POOL AQ3599) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN 11/43 FIXED 4.5 (FNMA POOL MA1664) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN 11/46 FIXED VAR (FNMA POOL AL9546) | Long | ABS-mortgage backed security | US | $128K | – | 0.03 |
| FN 11/48 FIXED VAR (FNMA POOL FS5059) | Long | ABS-mortgage backed security | US | $739K | – | 0.19 |
| FN 11/48 FIXED VAR (FNMA POOL FM3773) | Long | ABS-mortgage backed security | US | $303K | – | 0.08 |
| FN 11/50 FIXED 2.5 (FNMA POOL BQ5876) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FN 11/50 FIXED VAR (FNMA POOL FM4899) | Long | ABS-mortgage backed security | US | $124K | – | 0.03 |
| FN 11/51 FIXED 2.5 (FNMA POOL CB2276) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FN 11/51 FIXED VAR (FNMA POOL FM9464) | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| FN 11/51 FIXED VAR (FNMA POOL FS0434) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| FN 11/51 FIXED VAR (FNMA POOL FS1104) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FN 11/52 FIXED 5 (FNMA POOL MA4806) | Long | ABS-mortgage backed security | US | $7M | – | 1.72 |
| FN 11/52 FIXED 5.5 (FNMA POOL CB5108) | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| FN 11/52 FIXED VAR (FNMA POOL FS3977) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FN 11/52 FIXED VAR (FNMA POOL FS3249) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FN 11/52 FIXED VAR (FNMA POOL FS3813) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| FN 12/31 FIXED 4.5 (FNMA POOL MA0939) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 12/34 FIXED 3.5 (FNMA POOL MA2110) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN 12/37 FIXED VAR (FNMA POOL 890827) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN 12/41 FIXED 2 (FNMA POOL MA4501) | Long | ABS-mortgage backed security | US | $409K | – | 0.11 |
| FN 12/42 FIXED 4 (FNMA POOL AQ4555) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FN 12/42 FIXED 4 (FNMA POOL AQ7003) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FN 12/42 FIXED VAR (FNMA POOL AL3026) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FN 12/43 FIXED 4.5 (FNMA POOL MA1711) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FN 12/47 FIXED 3.5 (FNMA POOL MA3210) | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| FN 12/47 FIXED VAR (FNMA POOL FS4570) | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| FN 12/50 FIXED 2.5 (FNMA POOL BQ8435) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN 12/50 FIXED 2.5 (FNMA POOL BQ8482) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FN 12/51 FIXED VAR (FNMA POOL FS1240) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FN 12/51 FIXED VAR (FNMA POOL FS1237) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FN 12/51 FIXED VAR (FNMA POOL FS0034) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FN 12/52 FIXED 6 (FNMA POOL CB5316) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FN 12/53 FIXED VAR (FNMA POOL FS6779) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FNA 2020 M36 X1 (FANNIEMAE ACES) | Long | ABS-other | US | $65K | – | 0.02 |
| FNGT 2017 T1 A (FANNIEMAE GRANTOR TRUST) | Long | ABS-other | US | $93K | – | 0.02 |
| FNR 2005 88 IP (FANNIE MAE) | Long | ABS-other | US | $686.18 | – | 0.00 |
| FNR 2006 118 IP1 (FANNIE MAE) | Long | ABS-other | US | $4K | – | 0.00 |
| FNR 2006 118 IP2 (FANNIE MAE) | Long | ABS-other | US | $1K | – | 0.00 |
| FNR 2006 28 IP (FANNIE MAE) | Long | ABS-other | US | $1K | – | 0.00 |
| FNR 2006 59 IP (FANNIE MAE) | Long | ABS-other | US | $3K | – | 0.00 |
| FNR 2011 59 NZ (FANNIE MAE) | Long | ABS-other | US | $210K | – | 0.05 |
| FNR 2011 87 SG (FANNIE MAE) | Long | ABS-other | US | $141.45 | – | 0.00 |
| FNR 2011 96 SA (FANNIE MAE) | Long | ABS-other | US | $6K | – | 0.00 |
| FNR 2012 118 VZ (FANNIE MAE) | Long | ABS-other | US | $109K | – | 0.03 |
| FNR 2012 133 CS (FANNIE MAE) | Long | ABS-other | US | $6K | – | 0.00 |
| FNR 2012 134 SK (FANNIE MAE) | Long | ABS-other | US | $11K | – | 0.00 |
| FNR 2012 28 B (FANNIE MAE) | Long | ABS-other | US | $2K | – | 0.00 |
| FNR 2012 35 SC (FANNIE MAE) | Long | ABS-other | US | $5K | – | 0.00 |
| FNR 2012 46 BA (FANNIE MAE) | Long | ABS-other | US | $43K | – | 0.01 |
| FNR 2012 51 B (FANNIE MAE) | Long | ABS-other | US | $37K | – | 0.01 |
| FNR 2012 74 SA (FANNIE MAE) | Long | ABS-other | US | $1K | – | 0.00 |
| FNR 2013 124 SB (FANNIE MAE) | Long | ABS-other | US | $15K | – | 0.00 |
| FNR 2013 54 BS (FANNIE MAE) | Long | ABS-other | US | $12K | – | 0.00 |
| FNR 2013 9 BC (FANNIE MAE) | Long | ABS-other | US | $52K | – | 0.01 |
| FNR 2013 9 CB (FANNIE MAE) | Long | ABS-other | US | $165K | – | 0.04 |
| FNR 2014 6 Z (FANNIE MAE) | Long | ABS-other | US | $218K | – | 0.06 |
| FNR 2016 61 BS (FANNIE MAE) | Long | ABS-other | US | $3K | – | 0.00 |
| FNR 2017 76 SB (FANNIE MAE) | Long | ABS-other | US | $43K | – | 0.01 |
| FNR 2017 85 SC (FANNIE MAE) | Long | ABS-other | US | $8K | – | 0.00 |
| FNR 2020 47 GZ (FANNIE MAE) | Long | ABS-other | US | $183K | – | 0.05 |
| FNR 2020 56 DI (FANNIE MAE) | Long | ABS-other | US | $38K | – | 0.01 |
| FNR 2020 57 TA (FANNIE MAE) | Long | ABS-other | US | $157K | – | 0.04 |
| FNR 2020 74 EI (FANNIE MAE) | Long | ABS-other | US | $25K | – | 0.01 |
| FNR 2020 89 DI (FANNIE MAE) | Long | ABS-other | US | $154K | – | 0.04 |
| FNR 2020 97 AI (FANNIE MAE) | Long | ABS-other | US | $23K | – | 0.01 |
| FNR 2021 3 QI (FANNIE MAE) | Long | ABS-other | US | $119K | – | 0.03 |
| FNR 2021 65 JA (FANNIE MAE) | Long | ABS-other | US | $60K | – | 0.02 |
| FNR 2023 2 CI (FANNIE MAE) | Long | ABS-other | US | $116K | – | 0.03 |
| FNR 2024 18 IO (FANNIE MAE) | Long | ABS-other | US | $266K | – | 0.07 |
| FNS 409 C13 (FANNIEMAE STRIP) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNS 409 C18 (FANNIEMAE STRIP) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNS 409 C2 (FANNIEMAE STRIP) | Long | ABS-mortgage backed security | US | $549.15 | – | 0.00 |
| FNS 409 C22 (FANNIEMAE STRIP) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FR 01/38 FIXED 3.5 (FED HM LN PC POOL ZS9316) | Long | ABS-mortgage backed security | US | $214K | – | 0.06 |
| FR 01/42 FIXED 2 (FED HM LN PC POOL SC0313) | Long | ABS-mortgage backed security | US | $589K | – | 0.15 |
| FR 01/46 FIXED 3 (FED HM LN PC POOL ZT1257) | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| FR 01/51 FIXED 4.5 (FED HM LN PC POOL SD0615) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FR 01/52 FIXED 2.5 (FED HM LN PC POOL SD7552) | Long | ABS-mortgage backed security | US | $347K | – | 0.09 |
| FR 01/52 FIXED 2.5 (FED HM LN PC POOL RA6562) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| FR 01/52 FIXED 2.5 (FED HM LN PC POOL SD0849) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FR 01/53 FIXED 5 (FED HM LN PC POOL SD2374) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FR 01/53 FIXED 5.5 (FED HM LN PC POOL SD2138) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FR 01/53 FIXED 6.5 (FED HM LN PC POOL QF6690) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FR 02/42 FIXED 2 (FED HM LN PC POOL RB5145) | Long | ABS-mortgage backed security | US | $279K | – | 0.07 |
| FR 02/42 FIXED 2 (FED HM LN PC POOL QK1354) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FR 02/51 FIXED 1.5 (FED HM LN PC POOL RA4537) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FR 02/51 FIXED 2 (FED HM LN PC POOL QB9087) | Long | ABS-mortgage backed security | US | $268K | – | 0.07 |
| FR 02/51 FIXED 2 (FED HM LN PC POOL QB8602) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FR 02/52 FIXED 2.5 (FED HM LN PC POOL QD6079) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FR 02/52 FIXED 3 (FED HM LN PC POOL QD7333) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FR 02/53 FIXED 4 (FED HM LN PC POOL SD7560) | Long | ABS-mortgage backed security | US | $250K | – | 0.07 |
| FR 02/53 FIXED 6.5 (FED HM LN PC POOL SD2452) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FR 02/54 FIXED 6.5 (FED HM LN PC POOL RJ0954) | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| FR 03/41 FIXED 2 (FED HM LN PC POOL RB5105) | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| FR 03/42 FIXED 2.5 (FED HM LN PC POOL RB5149) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FR 03/47 FIXED 4.5 (FED HM LN PC POOL SD2792) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FR 03/51 FIXED 2 (FED HM LN PC POOL QB9290) | Long | ABS-mortgage backed security | US | $185K | – | 0.05 |
| FR 03/51 FIXED 2 (FED HM LN PC POOL QC0161) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| FR 03/51 FIXED 2 (FED HM LN PC POOL QC0041) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FR 03/51 FIXED 2 (FED HM LN PC POOL QB9482) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FR 03/51 FIXED 2 (FED HM LN PC POOL QC0160) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FR 03/51 FIXED 2.5 (FED HM LN PC POOL QC0165) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| FR 03/52 FIXED 2.5 (FED HM LN PC POOL QD8675) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FR 03/52 FIXED 3 (FED HM LN PC POOL RA6954) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FR 03/53 FIXED 5 (FED HM LN PC POOL SD2591) | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| FR 03/53 FIXED 5.5 (FED HM LN PC POOL SD2723) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FR 04/42 FIXED 2 (FED HM LN PC POOL SC0384) | Long | ABS-mortgage backed security | US | $307K | – | 0.08 |
| FR 04/42 FIXED 2 (FED HM LN PC POOL RB5153) | Long | ABS-mortgage backed security | US | $213K | – | 0.06 |
| FR 04/42 FIXED 2 (FED HM LN PC POOL SC0319) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FR 04/42 FIXED 2.5 (FED HM LN PC POOL RB5154) | Long | ABS-mortgage backed security | US | $147K | – | 0.04 |
| FR 04/51 FIXED 2 (FED HM LN PC POOL SD0573) | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| FR 04/51 FIXED 2 (FED HM LN PC POOL QC0885) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FR 04/51 FIXED 2 (FED HM LN PC POOL QC1164) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD7554) | Long | ABS-mortgage backed security | US | $918K | – | 0.24 |
| FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD1749) | Long | ABS-mortgage backed security | US | $221K | – | 0.06 |
| FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD5344) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FR 04/52 FIXED 3 (FED HM LN PC POOL QE0399) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| FR 04/52 FIXED 4 (FED HM LN PC POOL RA7186) | Long | ABS-mortgage backed security | US | $231K | – | 0.06 |
| FR 04/53 FIXED 5 (FED HM LN PC POOL RA8790) | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| FR 04/53 FIXED 5 (FED HM LN PC POOL RA8694) | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| FR 04/53 FIXED 5.5 (FED HM LN PC POOL QG1295) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FR 04/53 FIXED 5.5 (FED HM LN PC POOL SD2511) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FR 04/53 FIXED 6.5 (FED HM LN PC POOL RA8904) | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| FR 04/54 FIXED 6 (FED HM LN PC POOL RJ1350) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| FR 04/54 FIXED 6.5 (FED HM LN PC POOL RJ1358) | Long | ABS-mortgage backed security | US | $102K | – | 0.03 |
| FR 05/41 FIXED 1.5 (FED HM LN PC POOL RB5110) | Long | ABS-mortgage backed security | US | $508K | – | 0.13 |
| FR 05/53 FIXED 5 (FED HM LN PC POOL SD3722) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FR 05/53 FIXED 5.5 (FED HM LN PC POOL SD2762) | Long | ABS-mortgage backed security | US | $185K | – | 0.05 |
| FR 05/53 FIXED 5.5 (FED HM LN PC POOL SD2756) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FR 05/53 FIXED 6.5 (FED HM LN PC POOL SD2981) | Long | ABS-mortgage backed security | US | $173K | – | 0.04 |
| FR 05/53 FIXED 6.5 (FED HM LN PC POOL RA9081) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FR 06/52 FIXED 3.5 (FED HM LN PC POOL SD1936) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FR 06/53 FIXED 5.5 (FED HM LN PC POOL SD3171) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FR 07/41 FIXED 1.5 (FED HM LN PC POOL RB5117) | Long | ABS-mortgage backed security | US | $388K | – | 0.10 |
| FR 07/41 FIXED 2 (FED HM LN PC POOL SC0160) | Long | ABS-mortgage backed security | US | $189K | – | 0.05 |
| FR 07/42 FIXED 3 (FED HM LN PC POOL RB5166) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FR 07/49 FIXED 4 (FED HM LN PC POOL SD2866) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FR 07/50 FIXED 2 (FED HM LN PC POOL SI2038) | Long | ABS-mortgage backed security | US | $292K | – | 0.08 |
| FR 07/50 FIXED 2 (FED HM LN PC POOL SD8079) | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| FR 07/50 FIXED 2.5 (FED HM LN PC POOL SD7521) | Long | ABS-mortgage backed security | US | $208K | – | 0.05 |
| FR 07/50 FIXED 4 (FED HM LN PC POOL SD5352) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FR 07/52 FIXED 4.5 (FED HM LN PC POOL SD1807) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FR 07/52 FIXED 5 (FED HM LN PC POOL SD1305) | Long | ABS-mortgage backed security | US | $378K | – | 0.10 |
| FR 07/53 FIXED 5.5 (FED HM LN PC POOL RA9437) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FR 07/53 FIXED 5.5 (FED HM LN PC POOL QG7311) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FR 07/53 FIXED 6 (FED HM LN PC POOL SD3432) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FR 08/41 FIXED 2 (FED HM LN PC POOL RB5121) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| FR 08/51 FIXED 2.5 (FED HM LN PC POOL QC5830) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| FR 08/53 FIXED 5.5 (FED HM LN PC POOL SD3475) | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| FR 09/40 FIXED 2 (FED HM LN PC POOL RB5071) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FR 09/41 FIXED 2 (FED HM LN PC POOL RB5125) | Long | ABS-mortgage backed security | US | $656K | – | 0.17 |
| FR 09/41 FIXED 2 (FED HM LN PC POOL SC0188) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| FR 09/42 FIXED 3 (FED HM LN PC POOL SC0340) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| FR 09/50 FIXED 4.5 (FED HM LN PC POOL SD1143) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FR 09/51 FIXED 2.5 (FED HM LN PC POOL SD2991) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FR 09/51 FIXED 2.5 (FED HM LN PC POOL QC7411) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FR 09/51 FIXED 2.5 (FED HM LN PC POOL QC6551) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FR 09/52 FIXED 4.5 (FED HM LN PC POOL SD8245) | Long | ABS-mortgage backed security | US | $3M | – | 0.66 |
| FR 09/53 FIXED 5.5 (FED HM LN PC POOL SD4365) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FR 09/53 FIXED 6 (FED HM LN PC POOL SD3642) | Long | ABS-mortgage backed security | US | $189K | – | 0.05 |
| FR 09/53 FIXED 6 (FED HM LN PC POOL SD3737) | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| FR 10/40 FIXED 2 (FED HM LN PC POOL SC0093) | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| FR 10/41 FIXED 2 (FED HM LN PC POOL RB5131) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| FR 10/50 FIXED 2.5 (FED HM LN PC POOL SD7525) | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| FR 10/51 FIXED 2.5 (FED HM LN PC POOL SD1751) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| FR 10/51 FIXED 3 (FED HM LN PC POOL QC9154) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FR 10/52 FIXED 4.5 (FED HM LN PC POOL SD8257) | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| FR 11/40 FIXED 1.5 (FED HM LN PC POOL RB5084) | Long | ABS-mortgage backed security | US | $229K | – | 0.06 |
| FR 11/41 FIXED 2 (FED HM LN PC POOL SC0206) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| FR 11/49 FIXED 3 (FED HM LN PC POOL SD7509) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FR 11/50 FIXED 2 (FED HM LN PC POOL RA3882) | Long | ABS-mortgage backed security | US | $233K | – | 0.06 |
| FR 11/50 FIXED 2.5 (FED HM LN PC POOL RA3913) | Long | ABS-mortgage backed security | US | $339K | – | 0.09 |
| FR 11/50 FIXED 2.5 (FED HM LN PC POOL QB5092) | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| FR 11/50 FIXED 2.5 (FED HM LN PC POOL QB5093) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| FR 11/51 FIXED 2 (FED HM LN PC POOL SD0745) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| FR 11/51 FIXED 2.5 (FED HM LN PC POOL SD7548) | Long | ABS-mortgage backed security | US | $676K | – | 0.18 |
| FR 11/51 FIXED 3 (FED HM LN PC POOL SD0781) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| FR 11/52 FIXED 4.5 (FED HM LN PC POOL SD1775) | Long | ABS-mortgage backed security | US | $171K | – | 0.04 |
| FR 11/52 FIXED 4.5 (FED HM LN PC POOL SD2394) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FR 11/52 FIXED 5.5 (FED HM LN PC POOL SD8268) | Long | ABS-mortgage backed security | US | $6M | – | 1.57 |
| FR 12/41 FIXED 2 (FED HM LN PC POOL RB5138) | Long | ABS-mortgage backed security | US | $204K | – | 0.05 |
| FR 12/41 FIXED 2 (FED HM LN PC POOL RB0714) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FR 12/50 FIXED 2.5 (FED HM LN PC POOL RA4175) | Long | ABS-mortgage backed security | US | $286K | – | 0.07 |
| FR 12/50 FIXED 2.5 (FED HM LN PC POOL RA4142) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FR 12/52 FIXED 4.5 (FED HM LN PC POOL SD2355) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FR 12/52 FIXED 5.5 (FED HM LN PC POOL SD2245) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FR 12/52 FIXED 6 (FED HM LN PC POOL QF4924) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FREMF 2019 KF58 B 144A (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $502K | – | 0.13 |
| FS 2023 4SZN B 144A (FS COMMERICAL MORTGAGE TRUST 2) | Long | ABS-other | US | $455K | – | 0.12 |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $221K | – | 0.06 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $95K | – | 0.02 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $21K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $997.48 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $988.32 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $843.38 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $773.61 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $734.78 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $708.84 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $682.54 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $596.85 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $483.74 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $439.02 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $436.58 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $428 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $421.7 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $411.65 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $393.42 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $353.47 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $344.72 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $220.04 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $216.12 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $213.49 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $189.56 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $138.38 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $104.97 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $73.66 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $66.23 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $37.67 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $9.36 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6.45 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-26.37 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-66.59 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-76.12 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-158.21 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-232.47 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-532.13 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-585.84 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-648.68 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-837.08 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-19K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-56K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-101K | – | -0.03 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-224K | – | -0.06 | |
| G2 01/46 FIXED 3.5 (GNMA II POOL 784106) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| G2 01/49 FIXED 4.5 (GNMA II POOL MA5711) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| G2 01/49 FIXED 5 (GNMA II POOL MA5712) | Long | ABS-mortgage backed security | US | $187K | – | 0.05 |
| G2 01/50 FIXED 4 (GNMA II POOL BS1728) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| G2 01/50 FIXED 5 (GNMA II POOL MA6413) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| G2 01/51 FIXED 2 (GNMA II POOL MA7135) | Long | ABS-mortgage backed security | US | $436K | – | 0.11 |
| G2 01/51 FIXED 2.5 (GNMA II POOL MA7136) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| G2 01/52 FIXED 3 (GNMA II POOL CJ9477) | Long | ABS-mortgage backed security | US | $213K | – | 0.06 |
| G2 01/53 FIXED 5 (GNMA II POOL 786474) | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| G2 01/54 FIXED 6 (GNMA II POOL 787228) | Long | ABS-mortgage backed security | US | $197K | – | 0.05 |
| G2 01/54 FIXED 6.5 (GNMA II POOL 787236) | Long | ABS-mortgage backed security | US | $102K | – | 0.03 |
| G2 02/48 FIXED 3.5 (GNMA II POOL 784894) | Long | ABS-mortgage backed security | US | $171K | – | 0.04 |
| G2 02/49 FIXED 4 (GNMA II POOL MA5763) | Long | ABS-mortgage backed security | US | $97K | – | 0.03 |
| G2 02/49 FIXED 4.5 (GNMA II POOL MA5764) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| G2 02/50 FIXED 3.5 (GNMA II POOL BM7534) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| G2 02/50 FIXED 4 (GNMA II POOL BS1742) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| G2 02/51 FIXED 2 (GNMA II POOL MA7192) | Long | ABS-mortgage backed security | US | $708K | – | 0.18 |
| G2 02/51 FIXED 2 (GNMA II POOL MA7184) | Long | ABS-mortgage backed security | US | $233K | – | 0.06 |
| G2 02/52 FIXED 3 (GNMA II POOL 785944) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| G2 02/53 FIXED 5 (GNMA II POOL MA8647) | Long | ABS-mortgage backed security | US | $4M | – | 0.98 |
| G2 02/53 FIXED 5.5 (GNMA II POOL MA8648) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| G2 02/53 FIXED 5.5 (GNMA II POOL 786535) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| G2 02/54 FIXED 5.5 (GNMA II POOL MA9488) | Long | ABS-mortgage backed security | US | $3M | – | 0.65 |
| G2 03/45 FIXED 3.5 (GNMA II POOL MA2678) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| G2 03/48 FIXED 4 (GNMA II POOL MA5078) | Long | ABS-mortgage backed security | US | $233K | – | 0.06 |
| G2 03/49 FIXED 4.5 (GNMA II POOL MA5818) | Long | ABS-mortgage backed security | US | $245K | – | 0.06 |
| G2 03/50 FIXED 4 (GNMA II POOL BS1757) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| G2 03/51 FIXED 2 (GNMA II POOL 786726) | Long | ABS-mortgage backed security | US | $219K | – | 0.06 |
| G2 03/52 FIXED 3 (GNMA II POOL 786150) | Long | ABS-mortgage backed security | US | $223K | – | 0.06 |
| G2 03/52 FIXED 3 (GNMA II POOL 786843) | Long | ABS-mortgage backed security | US | $159K | – | 0.04 |
| G2 03/53 FIXED 5 (GNMA II POOL MA8725) | Long | ABS-mortgage backed security | US | $4M | – | 0.99 |
| G2 03/53 FIXED 5.5 (GNMA II POOL MA8726) | Long | ABS-mortgage backed security | US | $270K | – | 0.07 |
| G2 04/41 FIXED 4.5 (GNMA II POOL 783298) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| G2 04/46 FIXED 3.5 (GNMA II POOL MA3597) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| G2 04/48 FIXED 4.5 (GNMA II POOL MA5138) | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| G2 04/49 FIXED 5 (GNMA II POOL MA5878) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| G2 04/50 FIXED 4 (GNMA II POOL BS8420) | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| G2 04/51 FIXED 2 (GNMA II POOL MA7303) | Long | ABS-mortgage backed security | US | $239K | – | 0.06 |
| G2 04/52 FIXED 3 (GNMA II POOL 786095) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| G2 04/52 FIXED 3 (GNMA II POOL 786134) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| G2 04/53 FIXED 5.5 (GNMA II POOL MA8801) | Long | ABS-mortgage backed security | US | $5M | – | 1.28 |
| G2 05/48 FIXED 4.5 (GNMA II POOL MA5193) | Long | ABS-mortgage backed security | US | $150K | – | 0.04 |
| G2 05/48 FIXED 5 (GNMA II POOL MA5194) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| G2 05/53 FIXED 5 (GNMA II POOL 786709) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| G2 05/53 FIXED 5.5 (GNMA II POOL MA8879) | Long | ABS-mortgage backed security | US | $4M | – | 1.12 |
| G2 06/44 FIXED 3.5 (GNMA II POOL MA1995) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| G2 06/47 FIXED 4 (GNMA II POOL MA4511) | Long | ABS-mortgage backed security | US | $434K | – | 0.11 |
| G2 06/48 FIXED 4.5 (GNMA II POOL MA5265) | Long | ABS-mortgage backed security | US | $204K | – | 0.05 |
| G2 06/50 FIXED 3.5 (GNMA II POOL MA6711) | Long | ABS-mortgage backed security | US | $260K | – | 0.07 |
| G2 06/51 FIXED 2.5 (GNMA II POOL 785565) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| G2 06/52 FIXED 3.5 (GNMA II POOL 786216) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| G2 06/52 FIXED 4 (GNMA II POOL 786429) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| G2 06/52 FIXED 4 (GNMA II POOL CK9592) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| G2 06/53 FIXED 5 (GNMA II POOL MA8947) | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| G2 06/53 FIXED 5.5 (GNMA II POOL MA8948) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| G2 07/40 FIXED 5 (GNMA II POOL 004747) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| G2 07/41 FIXED 4.5 (GNMA II POOL 783368) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 07/48 FIXED 4.5 (GNMA II POOL MA5331) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| G2 07/51 FIXED 2.5 (GNMA II POOL 785558) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| G2 07/53 FIXED 5.5 (GNMA II POOL 786831) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| G2 08/47 FIXED 4.5 (GNMA II POOL MA4654) | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| G2 08/51 FIXED 2.5 (GNMA II POOL 785568) | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| G2 08/52 FIXED 4.5 (GNMA II POOL 786366) | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| G2 08/52 FIXED 5 (GNMA II POOL MA8202) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| G2 08/53 FIXED 5 (GNMA II POOL 787058) | Long | ABS-mortgage backed security | US | $368K | – | 0.10 |
| G2 08/53 FIXED 5.5 (GNMA II POOL 786916) | Long | ABS-mortgage backed security | US | $481K | – | 0.13 |
| G2 08/53 FIXED 5.5 (GNMA II POOL 786835) | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| G2 09/47 FIXED 4 (GNMA II POOL MA4720) | Long | ABS-mortgage backed security | US | $285K | – | 0.07 |
| G2 09/48 FIXED 3.5 (GNMA II POOL MA5465) | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| G2 09/51 FIXED 3 (GNMA II POOL MA7590) | Long | ABS-mortgage backed security | US | $507K | – | 0.13 |
| G2 09/52 FIXED 4.5 (GNMA II POOL 786335) | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| G2 09/52 FIXED 5 (GNMA II POOL 786340) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| G2 09/53 FIXED 5.5 (GNMA II POOL MA9171) | Long | ABS-mortgage backed security | US | $4M | – | 1.07 |
| G2 09/53 FIXED 6 (GNMA II POOL 786963) | Long | ABS-mortgage backed security | US | $376K | – | 0.10 |
| G2 09/53 FIXED 6.5 (GNMA II POOL 786928) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| G2 10/47 FIXED 3.5 (GNMA II POOL BC4732) | Long | ABS-mortgage backed security | US | $147K | – | 0.04 |
| G2 10/47 FIXED 3.5 (GNMA II POOL BD0384) | Long | ABS-mortgage backed security | US | $111K | – | 0.03 |
| G2 10/48 FIXED 5 (GNMA II POOL MA5530) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| G2 10/49 FIXED 3.5 (GNMA II POOL 784825) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| G2 10/49 FIXED 4 (GNMA II POOL BM9734) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| G2 10/50 FIXED 2 (GNMA II POOL MA6930) | Long | ABS-mortgage backed security | US | $615K | – | 0.16 |
| G2 10/51 FIXED 2.5 (GNMA II POOL 785657) | Long | ABS-mortgage backed security | US | $401K | – | 0.10 |
| G2 10/51 FIXED 2.5 (GNMA II POOL 785667) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| G2 10/51 FIXED 2.5 (GNMA II POOL 785663) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| G2 10/53 FIXED 5.5 (GNMA II POOL MA9241) | Long | ABS-mortgage backed security | US | $4M | – | 0.94 |
| G2 11/46 FIXED 3 (GNMA II POOL MA4068) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| G2 11/48 FIXED 3.5 (GNMA II POOL MA5594) | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| G2 11/48 FIXED 5 (GNMA II POOL MA5597) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| G2 11/49 FIXED 4 (GNMA II POOL BM9743) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| G2 11/49 FIXED 5 (GNMA II POOL MA6287) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| G2 11/50 FIXED 3.5 (GNMA II POOL MA6997) | Long | ABS-mortgage backed security | US | $321K | – | 0.08 |
| G2 11/51 FIXED 2.5 (GNMA II POOL 785762) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| G2 11/52 FIXED 5.5 (GNMA II POOL MA8429) | Long | ABS-mortgage backed security | US | $262K | – | 0.07 |
| G2 12/48 FIXED 5 (GNMA II POOL MA5653) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| G2 12/50 FIXED 2 (GNMA II POOL MA7051) | Long | ABS-mortgage backed security | US | $696K | – | 0.18 |
| G2 12/50 FIXED 2.5 (GNMA II POOL BS8546) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| G2 12/51 FIXED 2.5 (GNMA II POOL 785821) | Long | ABS-mortgage backed security | US | $138K | – | 0.04 |
| G2 12/51 FIXED 2.5 (GNMA II POOL 785791) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| G2 12/51 FIXED 2.5 (GNMA II POOL 785789) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| GN 01/36 FIXED 6 (GNMA POOL 782034) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| GN 03/35 FIXED 6 (GNMA POOL 636251) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 04/29 FIXED 6 (GNMA POOL 487588) | Long | ABS-mortgage backed security | US | $428.2 | – | 0.00 |
| GN 05/50 FIXED 3.5 (GNMA POOL BS8439) | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| GN 06/48 FIXED 3.5 (GNMA POOL 784571) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| GN 07/36 FIXED 6 (GNMA POOL 658029) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GN 09/42 FIXED 3 (GNMA POOL 783669) | Long | ABS-mortgage backed security | US | $108K | – | 0.03 |
| GN 09/42 FIXED 3 (GNMA POOL AB2892) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| GN 09/42 FIXED 3 (GNMA POOL AA5649) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| GN 10/32 FIXED 6 (GNMA POOL 595077) | Long | ABS-mortgage backed security | US | $148.12 | – | 0.00 |
| GN 10/33 FIXED 6 (GNMA POOL 604706) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| GN 10/42 FIXED 3 (GNMA POOL AB9108) | Long | ABS-mortgage backed security | US | $414K | – | 0.11 |
| GN 10/42 FIXED 3 (GNMA POOL AB9109) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| GN 11/42 FIXED 3 (GNMA POOL AB9207) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNR 2010 85 HS (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $0.56 | – | 0.00 |
| GNR 2010 H28 FE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $35K | – | 0.01 |
| GNR 2011 H08 FG (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $33K | – | 0.01 |
| GNR 2011 H09 AF (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $16K | – | 0.00 |
| GNR 2012 135 IO (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $34K | – | 0.01 |
| GNR 2012 144 IO (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $13K | – | 0.00 |
| GNR 2012 H27 AI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $5K | – | 0.00 |
| GNR 2013 107 AD (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $117K | – | 0.03 |
| GNR 2013 150 IA (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $530.21 | – | 0.00 |
| GNR 2013 53 OI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $24K | – | 0.01 |
| GNR 2014 176 IA (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $6K | – | 0.00 |
| GNR 2014 186 IO (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $3K | – | 0.00 |
| GNR 2015 167 OI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $7K | – | 0.00 |
| GNR 2016 113 IO (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $263K | – | 0.07 |
| GNR 2016 135 SB (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2016 21 ST (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $5K | – | 0.00 |
| GNR 2016 84 IG (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $36K | – | 0.01 |
| GNR 2017 41 IO (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2017 H15 KI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $6K | – | 0.00 |
| GNR 2017 H18 BI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $83K | – | 0.02 |
| GNR 2017 H20 IB (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $2K | – | 0.00 |
| GNR 2018 H07 FD (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $110K | – | 0.03 |
| GNR 2020 123 IL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $17K | – | 0.00 |
| GNR 2020 123 NI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $49K | – | 0.01 |
| GNR 2020 127 IN (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $19K | – | 0.00 |
| GNR 2020 129 IE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $20K | – | 0.01 |
| GNR 2020 160 IH (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $21K | – | 0.01 |
| GNR 2020 160 VI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $30K | – | 0.01 |
| GNR 2020 160 YI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $80K | – | 0.02 |
| GNR 2020 181 WI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $140K | – | 0.04 |
| GNR 2020 47 MI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $41K | – | 0.01 |
| GNR 2020 47 NI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $12K | – | 0.00 |
| GNR 2020 91 IU (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $247K | – | 0.06 |
| GNR 2020 H09 FL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $358K | – | 0.09 |
| GNR 2020 H09 NF (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $92K | – | 0.02 |
| GNR 2020 H13 FA (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $183K | – | 0.05 |
| GNR 2020 H13 FC (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $44K | – | 0.01 |
| GNR 2021 115 MI (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $32K | – | 0.01 |
| GNR 2021 188 PA (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $367K | – | 0.10 |
| GNR 2021 60 IO (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $132K | – | 0.03 |
| GNR 2022 189 PT (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $223K | – | 0.06 |
| GNR 2022 196 BE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $136K | – | 0.04 |
| GNR 2022 220 E (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $74K | – | 0.02 |
| GNR 2022 3 B (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $102K | – | 0.03 |
| GNR 2022 9 GA (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $129K | – | 0.03 |
| GNR 2023 92 AH (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $526K | – | 0.14 |
| GSAA 2006 5 2A3 (GSAA HOME EQUITY TRUST) | Long | ABS-other | US | $135K | – | 0.04 |
| GSMS 2018 SRP5 A 144A (GS MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $348K | – | 0.09 |
| GSMS 2024 70P E 144A (GS MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $261K | – | 0.07 |
| GSMSC 2014 2R 3B 144A (GS MORTGAGE SECURITIES CORP.) | Long | ABS-other | US | $868K | – | 0.23 |
| GSR 2005 AR5 2A3 (GSR MORTGAGE LOAN TRUST) | Long | ABS-other | US | $23K | – | 0.01 |
| HLM 15A 19 A1R 144A (HPS LOAN MANAGEMENT) | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.07 |
| HOMES 2023 NQM1 A1 144A (HOMES TRUST) | Long | ABS-other | US | $443K | – | 0.12 |
| IFLL 20240926 (LONG GILT FUTURE SEP24) | Derivative-interest rate | GB | $0 | – | – | |
| INDX 2005 AR18 1A1 (INDYMAC INDX MORTGAGE LOAN TRU) | Long | ABS-other | US | $279K | – | 0.07 |
| INSTR 2021 1A A 144A (INSTAR LEASING III, LLC) | Long | ABS-other | US | $476K | – | 0.12 |
| JPMBB 2015 C31 B (JPMBB COMMERCIAL MORTGAGE SECU) | Long | ABS-other | US | $141K | – | 0.04 |
| JPMMT 2018 3 A1 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $188K | – | 0.05 |
| JR SUBORDINA 09/49 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $169K | – | 0.04 |
| JR SUBORDINA 12/49 VAR (CITIGROUP INC) | Long | Debt | US | $149K | – | 0.04 |
| JR SUBORDINA 12/49 VAR (CITIGROUP INC) | Long | Debt | US | $50K | – | 0.01 |
| JR SUBORDINA 12/49 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $50K | – | 0.01 |
| JR SUBORDINA 12/99 VAR (ENERGY TRANSFER LP) | Long | Debt | US | $159K | – | 0.04 |
| JR SUBORDINA 12/99 VAR (ENERGY TRANSFER LP) | Long | Debt | US | $149K | – | 0.04 |
| JR SUBORDINA 12/99 VAR (ENERGY TRANSFER LP) | Long | Debt | US | $49K | – | 0.01 |
| JR SUBORDINA 144A 12/67 7.875 (METLIFE CAPITAL TRUST IV) | Long | Debt | US | $214K | – | 0.06 |
| JR SUBORDINA 144A 12/99 VAR (UBS GROUP AG) | Long | Debt | CH | $215K | – | 0.06 |
| JR SUBORDINA 144A 12/99 VAR (BNP PARIBAS) | Long | Debt | FR | $205K | – | 0.05 |
| JUL24 17.3586 CALL (USMXC0176 USD CALL MXN PUT) | Derivative-foreign exchange | US | $-33K | – | -0.01 | |
| JUMBOS (GNMA II TBA 30 YR 6.5) | Long | ABS-mortgage backed security | US | $507K | – | 0.13 |
| JUMBOS (GNMA II TBA 30 YR 6) | Long | ABS-mortgage backed security | US | $502K | – | 0.13 |
| JUMBOS (GNMA II TBA 30 YR 3) | Long | ABS-mortgage backed security | US | $349K | – | 0.09 |
| JUMBOS (GNMA II TBA 30 YR 3.5) | Long | ABS-mortgage backed security | US | $270K | – | 0.07 |
| JUMBOS (GNMA II TBA 30 YR 5) | Short | ABS-mortgage backed security | US | $-97K | – | -0.03 |
| JUMBOS (GNMA II TBA 30 YR 4.5) | Short | ABS-mortgage backed security | US | $-190K | – | -0.05 |
| LAQ 2023 LAQ A 144A (LA QUINTA MORTGAGE TRUST) | Long | ABS-other | US | $31K | – | 0.01 |
| LIMITD GUARA 12/49 VAR (GOLDMAN SACHS CAPITAL II) | Long | Debt | US | $7K | – | 0.00 |
| LIMITD GUARA 144A 12/65 VAR (ILFC E CAPITAL TRUST II) | Long | Debt | US | $8K | – | 0.00 |
| MSAIC 2021 3A B 144A (MOSAIC SOLAR LOANS LLC) | Long | ABS-other | US | $521K | – | 0.14 |
| MSRM 2024 INV2 A1 144A (MORGAN STANLEY RESIDENTIAL MOR) | Long | ABS-other | US | $471K | – | 0.12 |
| MSRM 2024 INV3 A1 144A (MORGAN STANLEY RESIDENTIAL MOR) | Long | ABS-other | US | $402K | – | 0.10 |
| MSWF 2023 2 A5 (MSWF COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $293K | – | 0.08 |
| MTN 2022 LPFL A 144A (MTN COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $188K | – | 0.05 |
| NAVSL 2020 FA A 144A (NAVIENT STUDENT LOAN TRUST) | Long | ABS-other | US | $200K | – | 0.05 |
| NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST) | Long | ABS-other | US | $246K | – | 0.06 |
| NEUB 2015 20A ARR 144A (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.07 |
| NJ 2023 GSP A 144A (NJ TRUST 2023 GSP) | Long | ABS-other | US | $227K | – | 0.06 |
| NOTES 01/27 10 (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $573K | – | 0.15 |
| NOTES 01/33 10 (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $588K | – | 0.15 |
| NRTH 2024 PARK A 144A (NRTH PARK MORTGAGE TRUST) | Long | ABS-other | US | $289K | – | 0.08 |
| NRZT 2017 4A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN) | Long | ABS-other | US | $164K | – | 0.04 |
| NRZT 2018 RPL1 M2 144A (NEW RESIDENTIAL MORTGAGE LOAN) | Long | ABS-other | US | $604K | – | 0.16 |
| OBX 2022 NQM6 A1 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $441K | – | 0.11 |
| OBX 2023 NQM3 A1 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $414K | – | 0.11 |
| OBX 2024 NQM1 A1 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $441K | – | 0.11 |
| OCT66 2022 1A A1R 144A (OCTAGON 66 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $403K | – | 0.10 |
| PASS THRU CE 01/28 5.88 (CVS PASS THROUGH TRUST) | Long | Debt | US | $41K | – | 0.01 |
| PASS THRU CE 01/30 6.943 (CVS PASS THROUGH TRUST) | Long | Debt | US | $25K | – | 0.01 |
| PASS THRU CE 12/28 6.036 (CVS PASS THROUGH TRUST) | Long | Debt | US | $41K | – | 0.01 |
| PFP 2021 8 A 144A (PFP III) | Long | ABS-collateralized bond/debt obligation | KY | $125K | – | 0.03 |
| PRIME 2006 DR1 2A2 144A (PRIME MORTGAGE TRUST) | Long | ABS-other | US | $334K | – | 0.09 |
| Prime Portfolio (State Street Navigator Securities Lending Trust) | Long | Short-term investment vehicle | US | $2M | 2M | 0.64 |
| PRKCM 2023 AFC1 A1 144A (PRKCM TRUST) | Long | ABS-other | US | $380K | – | 0.10 |
| RAD 2023 22A A1 144A (RAD CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $435K | – | 0.11 |
| RCKT 2024 INV1 A1 144A (WOODWARD CAPITAL MANAGEMENT) | Long | ABS-other | US | $603K | – | 0.16 |
| SAIL 2004 8 A9 (STRUCTURED ASSET INVESTMENT LO) | Long | ABS-other | US | $321K | – | 0.08 |
| SAMI 2005 AR7 4A1 (STRUCTURED ASSET MORTGAGE INVE) | Long | ABS-other | US | $76K | – | 0.02 |
| SARM 2006 7 1A1 (STRUCTURED ADJUSTABLE RATE MOR) | Long | ABS-other | US | $90K | – | 0.02 |
| SBAP 2019 20D 1 (SMALL BUSINESS ADMINISTRATION) | Long | ABS-other | US | $99K | – | 0.03 |
| SBAP 2019 25G 1 (SMALL BUSINESS ADMINISTRATION) | Long | ABS-other | US | $150K | – | 0.04 |
| SECURED 11/27 3.875 (UNITED RENTALS NORTH AM) | Long | Debt | US | $57K | – | 0.01 |
| SECURED 11/42 4.35 (COMMONSPIRIT HEALTH) | Long | Debt | US | $17K | – | 0.00 |
| SECURED 144A 06/25 1.1 (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $115K | – | 0.03 |
| SECURED 144A 06/25 1.25 (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $106K | – | 0.03 |
| SHOPS 2016 CSTL A 144A (SHOPS AT CRYSTALS TRUST 2016 C) | Long | ABS-other | US | $303K | – | 0.08 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2.5) | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5.5) | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2) | Long | ABS-mortgage backed security | US | $626K | – | 0.16 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6.5) | Long | ABS-mortgage backed security | US | $611K | – | 0.16 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 4.5) | Short | ABS-mortgage backed security | US | $-566K | – | -0.15 |
| SMB 2020 A A2A 144A (SMB PRIVATE EDUCATION LOAN TRU) | Long | ABS-other | US | $280K | – | 0.07 |
| SMB 2021 A B 144A (SMB PRIVATE EDUCATION LOAN TRU) | Long | ABS-other | US | $506K | – | 0.13 |
| SR SECURED 03/28 4.2 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $132K | – | 0.03 |
| SR SECURED 03/29 5.05 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $346K | – | 0.09 |
| SR SECURED 03/42 3.5 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $40K | – | 0.01 |
| SR SECURED 03/50 4.8 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $22K | – | 0.01 |
| SR SECURED 04/33 4.4 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $123K | – | 0.03 |
| SR SECURED 04/38 5.375 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $87K | – | 0.02 |
| SR SECURED 04/63 5.5 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $62K | – | 0.02 |
| SR SECURED 05/37 6.55 (TIME WARNER CABLE LLC) | Long | Debt | US | $47K | – | 0.01 |
| SR SECURED 05/47 5.375 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $16K | – | 0.00 |
| SR SECURED 06/34 6.55 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $60K | – | 0.02 |
| SR SECURED 06/39 6.75 (TIME WARNER CABLE LLC) | Long | Debt | US | $116K | – | 0.03 |
| SR SECURED 07/25 4.908 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $62K | – | 0.02 |
| SR SECURED 07/33 8.375 (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $22K | – | 0.01 |
| SR SECURED 07/38 7.3 (TIME WARNER CABLE LLC) | Long | Debt | US | $101K | – | 0.03 |
| SR SECURED 07/49 5.125 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $77K | – | 0.02 |
| SR SECURED 10/45 6.484 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $146K | – | 0.04 |
| SR SECURED 10/55 6.834 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $57K | – | 0.01 |
| SR SECURED 144A 01/29 8.125 (NCL CORPORATION LTD) | Long | Debt | BM | $94K | – | 0.02 |
| SR SECURED 144A 01/35 3.302 (CAMERON LNG LLC) | Long | Debt | US | $107K | – | 0.03 |
| SR SECURED 144A 02/28 5 (VOC ESCROW LTD) | Long | Debt | BM | $204K | – | 0.05 |
| SR SECURED 144A 02/30 7 (CAESARS ENTERTAIN INC) | Long | Debt | US | $31K | – | 0.01 |
| SR SECURED 144A 03/29 6.375 (TRANSDIGM INC) | Long | Debt | US | $40K | – | 0.01 |
| SR SECURED 144A 03/32 6.625 (TRANSDIGM INC) | Long | Debt | US | $61K | – | 0.02 |
| SR SECURED 144A 04/26 4.375 (UNITED AIRLINES INC) | Long | Debt | US | $77K | – | 0.02 |
| SR SECURED 144A 04/29 4.625 (UNITED AIRLINES INC) | Long | Debt | US | $270K | – | 0.07 |
| SR SECURED 144A 04/29 6.25 (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $101K | – | 0.03 |
| SR SECURED 144A 04/31 7.125 (JANE STREET GRP/JSG FIN) | Long | Debt | US | $82K | – | 0.02 |
| SR SECURED 144A 05/29 5.5 (VIRGIN MEDIA SECURED FIN) | Long | Debt | GB | $192K | – | 0.05 |
| SR SECURED 144A 05/29 8.5 (AMERICAN AIRLINES INC) | Long | Debt | US | $104K | – | 0.03 |
| SR SECURED 144A 06/25 0.95 (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $96K | – | 0.02 |
| SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $198K | – | 0.05 |
| SR SECURED 144A 07/31 2.902 (CAMERON LNG LLC) | Long | Debt | US | $34K | – | 0.01 |
| SR SECURED 144A 07/31 4.75 (VMED O2 UK FINAN) | Long | Debt | GB | $169K | – | 0.04 |
| SR SECURED 144A 08/29 5.75 (ALTICE FINANCING SA) | Long | Debt | LU | $152K | – | 0.04 |
| SR SECURED 144A 09/25 8 (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $182K | – | 0.05 |
| SR SECURED 144A 09/25 8 (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $175K | – | 0.05 |
| SR SECURED 144A 10/25 4.5 (DELTA AIR LINES/SKYMILES) | Long | Debt | NA | $158K | – | 0.04 |
| SR SECURED 144A 10/28 4.75 (DELTA AIR LINES/SKYMILES) | Long | Debt | NA | $292K | – | 0.08 |
| SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU) | Long | Debt | US | $68K | – | 0.02 |
| SR SECURED 144A 12/26 5.25 (DISH DBS CORP) | Long | Debt | US | $95K | – | 0.02 |
| SR SECURED 144A 12/28 5.75 (DISH DBS CORP) | Long | Debt | US | $83K | – | 0.02 |
| SR SECURED 144A 12/31 7.125 (TRANSDIGM INC) | Long | Debt | US | $93K | – | 0.02 |
| SR UNSECURED 01/25 2.93 (NORTHROP GRUMMAN CORP) | Long | Debt | US | $158K | – | 0.04 |
| SR UNSECURED 01/25 7.95 (UBS AG STAMFORD CT) | Long | Debt | CH | $717K | – | 0.19 |
| SR UNSECURED 01/26 1.125 (PIONEER NATURAL RESOURCE) | Long | Debt | US | $38K | – | 0.01 |
| SR UNSECURED 01/26 1.25 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $47K | – | 0.01 |
| SR UNSECURED 01/26 4.05 (SANDS CHINA LTD) | Long | Debt | KY | $271K | – | 0.07 |
| SR UNSECURED 01/28 3.25 (NORTHROP GRUMMAN CORP) | Long | Debt | US | $273K | – | 0.07 |
| SR UNSECURED 01/28 VAR (US BANCORP) | Long | Debt | US | $28K | – | 0.01 |
| SR UNSECURED 01/29 VAR (MORGAN STANLEY) | Long | Debt | US | $333K | – | 0.09 |
| SR UNSECURED 01/29 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $66K | – | 0.02 |
| SR UNSECURED 01/30 VAR (MORGAN STANLEY) | Long | Debt | US | $10K | – | 0.00 |
| SR UNSECURED 01/31 1.75 (VERIZON COMMUNICATIONS) | Long | Debt | US | $227K | – | 0.06 |
| SR UNSECURED 01/31 2.15 (PIONEER NATURAL RESOURCE) | Long | Debt | US | $160K | – | 0.04 |
| SR UNSECURED 01/31 5.3 (MICRON TECHNOLOGY INC) | Long | Debt | US | $100K | – | 0.03 |
| SR UNSECURED 01/31 7.5 (WILLIAMS COMPANIES INC) | Long | Debt | US | $221K | – | 0.06 |
| SR UNSECURED 01/31 VAR (MORGAN STANLEY) | Long | Debt | US | $9K | – | 0.00 |
| SR UNSECURED 01/39 5.476 (FOX CORP) | Long | Debt | US | $86K | – | 0.02 |
| SR UNSECURED 01/43 4.75 (FORD MOTOR COMPANY) | Long | Debt | US | $73K | – | 0.02 |
| SR UNSECURED 01/44 5 (BANK OF AMERICA CORP) | Long | Debt | US | $122K | – | 0.03 |
| SR UNSECURED 02/25 3.1 (WESTERN MIDSTREAM OPERAT) | Long | Debt | US | $236K | – | 0.06 |
| SR UNSECURED 02/26 2.196 (BOEING CO) | Long | Debt | US | $169K | – | 0.04 |
| SR UNSECURED 02/26 7.85 (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $62K | – | 0.02 |
| SR UNSECURED 02/27 2.15 (UNION PACIFIC CORP) | Long | Debt | US | $47K | – | 0.01 |
| SR UNSECURED 02/27 2.7 (BOEING CO) | Long | Debt | US | $83K | – | 0.02 |
| SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $353K | – | 0.09 |
| SR UNSECURED 02/28 5.3 (AIR LEASE CORP) | Long | Debt | US | $80K | – | 0.02 |
| SR UNSECURED 02/29 3.875 (VERIZON COMMUNICATIONS) | Long | Debt | US | $124K | – | 0.03 |
| SR UNSECURED 02/29 4.8 (MPLX LP) | Long | Debt | US | $186K | – | 0.05 |
| SR UNSECURED 02/29 4.875 (PHILIP MORRIS INTL INC) | Long | Debt | US | $69K | – | 0.02 |
| SR UNSECURED 02/30 4.05 (WESTERN MIDSTREAM OPERAT) | Long | Debt | US | $791K | – | 0.21 |
| SR UNSECURED 02/30 5.125 (INTEL CORP) | Long | Debt | US | $100K | – | 0.03 |
| SR UNSECURED 02/30 7 (EQT CORP) | Long | Debt | US | $53K | – | 0.01 |
| SR UNSECURED 02/30 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $256K | – | 0.07 |
| SR UNSECURED 02/31 1.875 (CVS HEALTH CORP) | Long | Debt | US | $24K | – | 0.01 |
| SR UNSECURED 02/31 5.1 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $80K | – | 0.02 |
| SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTL INC) | Long | Debt | US | $20K | – | 0.01 |
| SR UNSECURED 02/32 2.15 (HUMANA INC) | Long | Debt | US | $32K | – | 0.01 |
| SR UNSECURED 02/32 2.25 (AT+T INC) | Long | Debt | US | $16K | – | 0.00 |
| SR UNSECURED 02/33 5.875 (MICRON TECHNOLOGY INC) | Long | Debt | US | $61K | – | 0.02 |
| SR UNSECURED 02/33 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $465K | – | 0.12 |
| SR UNSECURED 02/34 4.7 (ELI LILLY + CO) | Long | Debt | US | $196K | – | 0.05 |
| SR UNSECURED 02/34 5.15 (ROYAL BANK OF CANADA) | Long | Debt | CA | $109K | – | 0.03 |
| SR UNSECURED 02/34 5.2 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $230K | – | 0.06 |
| SR UNSECURED 02/34 5.25 (PHILIP MORRIS INTL INC) | Long | Debt | US | $49K | – | 0.01 |
| SR UNSECURED 02/41 6.25 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $138K | – | 0.04 |
| SR UNSECURED 02/42 4.125 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $286K | – | 0.07 |
| SR UNSECURED 02/42 6.1 (ENERGY TRANSFER LP) | Long | Debt | US | $137K | – | 0.04 |
| SR UNSECURED 02/45 4.5 (GILEAD SCIENCES INC) | Long | Debt | US | $9K | – | 0.00 |
| SR UNSECURED 02/49 5.5 (MPLX LP) | Long | Debt | US | $37K | – | 0.01 |
| SR UNSECURED 02/50 3.75 (BOEING CO) | Long | Debt | US | $26K | – | 0.01 |
| SR UNSECURED 02/50 5.25 (WESTERN MIDSTREAM OPERAT) | Long | Debt | US | $202K | – | 0.05 |
| SR UNSECURED 02/54 5 (ELI LILLY + CO) | Long | Debt | US | $29K | – | 0.01 |
| SR UNSECURED 02/54 5.55 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $30K | – | 0.01 |
| SR UNSECURED 02/64 5.1 (ELI LILLY + CO) | Long | Debt | US | $153K | – | 0.04 |
| SR UNSECURED 02/64 5.2 (LOCKHEED MARTIN CORP) | Long | Debt | US | $38K | – | 0.01 |
| SR UNSECURED 02/64 5.65 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $39K | – | 0.01 |
| SR UNSECURED 02/70 3.75 (UNION PACIFIC CORP) | Long | Debt | US | $105K | – | 0.03 |
| SR UNSECURED 03/25 3.8 (ABBVIE INC) | Long | Debt | US | $178K | – | 0.05 |
| SR UNSECURED 03/26 1.65 (ORACLE CORP) | Long | Debt | US | $225K | – | 0.06 |
| SR UNSECURED 03/27 2.8 (BOEING CO) | Long | Debt | US | $138K | – | 0.04 |
| SR UNSECURED 03/28 4.3 (CVS HEALTH CORP) | Long | Debt | US | $162K | – | 0.04 |
| SR UNSECURED 03/28 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $48K | – | 0.01 |
| SR UNSECURED 03/29 4.375 (COTERRA ENERGY INC) | Long | Debt | US | $210K | – | 0.05 |
| SR UNSECURED 03/29 4.8 (ABBVIE INC) | Long | Debt | US | $149K | – | 0.04 |
| SR UNSECURED 03/29 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $727K | – | 0.19 |
| SR UNSECURED 03/30 2.85 (NIKE INC) | Long | Debt | US | $153K | – | 0.04 |
| SR UNSECURED 03/30 3 (PROCTER + GAMBLE CO/THE) | Long | Debt | US | $92K | – | 0.02 |
| SR UNSECURED 03/30 3.482 (EXXON MOBIL CORPORATION) | Long | Debt | US | $177K | – | 0.05 |
| SR UNSECURED 03/30 VAR (CITIGROUP INC) | Long | Debt | US | $170K | – | 0.04 |
| SR UNSECURED 03/31 2.55 (VERIZON COMMUNICATIONS) | Long | Debt | US | $240K | – | 0.06 |
| SR UNSECURED 03/31 2.875 (ORACLE CORP) | Long | Debt | US | $242K | – | 0.06 |
| SR UNSECURED 03/31 4.95 (ABBVIE INC) | Long | Debt | US | $60K | – | 0.02 |
| SR UNSECURED 03/31 6 (RTX CORP) | Long | Debt | US | $125K | – | 0.03 |
| SR UNSECURED 03/31 VAR (CITIGROUP INC) | Long | Debt | US | $391K | – | 0.10 |
| SR UNSECURED 03/32 8 (SOUTHERN NATURAL GAS) | Long | Debt | US | $168K | – | 0.04 |
| SR UNSECURED 03/33 4.6 (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $48K | – | 0.01 |
| SR UNSECURED 03/33 VAR (CITIGROUP INC) | Long | Debt | US | $330K | – | 0.09 |
| SR UNSECURED 03/33 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $260K | – | 0.07 |
| SR UNSECURED 03/34 5 (WASTE CONNECTIONS INC) | Long | Debt | CA | $117K | – | 0.03 |
| SR UNSECURED 03/34 5.05 (ABBVIE INC) | Long | Debt | US | $90K | – | 0.02 |
| SR UNSECURED 03/34 5.15 (WILLIAMS COMPANIES INC) | Long | Debt | US | $166K | – | 0.04 |
| SR UNSECURED 03/35 4.55 (ABBVIE INC) | Long | Debt | US | $85K | – | 0.02 |
| SR UNSECURED 03/35 5 (HONEYWELL INTERNATIONAL) | Long | Debt | US | $188K | – | 0.05 |
| SR UNSECURED 03/36 5.8 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $73K | – | 0.02 |
| SR UNSECURED 03/37 3.625 (JOHNSON + JOHNSON) | Long | Debt | US | $157K | – | 0.04 |
| SR UNSECURED 03/37 5.25 (VERIZON COMMUNICATIONS) | Long | Debt | US | $168K | – | 0.04 |
| SR UNSECURED 03/37 6.55 (REPUBLIC OF PERU) | Long | Debt | PE | $224K | – | 0.06 |
| SR UNSECURED 03/38 3.55 (BOEING CO) | Long | Debt | US | $58K | – | 0.02 |
| SR UNSECURED 03/40 3.25 (NIKE INC) | Long | Debt | US | $101K | – | 0.03 |
| SR UNSECURED 03/41 3.4 (VERIZON COMMUNICATIONS) | Long | Debt | US | $31K | – | 0.01 |
| SR UNSECURED 03/42 4.5 (PHILIP MORRIS INTL INC) | Long | Debt | US | $68K | – | 0.02 |
| SR UNSECURED 03/44 4.75 (UNITED MEXICAN STATES) | Long | Debt | MX | $585K | – | 0.15 |
| SR UNSECURED 03/46 4.114 (EXXON MOBIL CORPORATION) | Long | Debt | US | $165K | – | 0.04 |
| SR UNSECURED 03/46 4.75 (GILEAD SCIENCES INC) | Long | Debt | US | $36K | – | 0.01 |
| SR UNSECURED 03/46 6.6 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $689K | – | 0.18 |
| SR UNSECURED 03/47 4.8 (HUMANA INC) | Long | Debt | US | $8K | – | 0.00 |
| SR UNSECURED 03/47 5.5 (VERIZON COMMUNICATIONS) | Long | Debt | US | $30K | – | 0.01 |
| SR UNSECURED 03/48 5.05 (CVS HEALTH CORP) | Long | Debt | US | $241K | – | 0.06 |
| SR UNSECURED 03/50 3.375 (NIKE INC) | Long | Debt | US | $14K | – | 0.00 |
| SR UNSECURED 03/50 3.85 (MASTERCARD INC) | Long | Debt | US | $39K | – | 0.01 |
| SR UNSECURED 03/50 4 (VERIZON COMMUNICATIONS) | Long | Debt | US | $78K | – | 0.02 |
| SR UNSECURED 03/50 4.327 (EXXON MOBIL CORPORATION) | Long | Debt | US | $17K | – | 0.00 |
| SR UNSECURED 03/50 4.75 (INTEL CORP) | Long | Debt | US | $17K | – | 0.00 |
| SR UNSECURED 03/50 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $75K | – | 0.02 |
| SR UNSECURED 03/51 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $335K | – | 0.09 |
| SR UNSECURED 03/52 2.921 (MICROSOFT CORP) | Long | Debt | US | $18K | – | 0.00 |
| SR UNSECURED 03/52 3.03 (RTX CORP) | Long | Debt | US | $77K | – | 0.02 |
| SR UNSECURED 03/60 3.839 (UNION PACIFIC CORP) | Long | Debt | US | $88K | – | 0.02 |
| SR UNSECURED 04/25 1.6 (BANK OF NY MELLON CORP) | Long | Debt | US | $165K | – | 0.04 |
| SR UNSECURED 04/25 2.056 (OTIS WORLDWIDE CORP) | Long | Debt | US | $136K | – | 0.04 |
| SR UNSECURED 04/25 3.5 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $364K | – | 0.09 |
| SR UNSECURED 04/25 4.5 (HUMANA INC) | Long | Debt | US | $50K | – | 0.01 |
| SR UNSECURED 04/26 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $330K | – | 0.09 |
| SR UNSECURED 04/26 VAR (MORGAN STANLEY) | Long | Debt | US | $252K | – | 0.07 |
| SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $197K | – | 0.05 |
| SR UNSECURED 04/26 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $194K | – | 0.05 |
| SR UNSECURED 04/28 3.7 (SALESFORCE INC) | Long | Debt | US | $48K | – | 0.01 |
| SR UNSECURED 04/28 3.8 (MCDONALD S CORP) | Long | Debt | US | $106K | – | 0.03 |
| SR UNSECURED 04/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $293K | – | 0.08 |
| SR UNSECURED 04/29 3.45 (AMAZON.COM INC) | Long | Debt | US | $76K | – | 0.02 |
| SR UNSECURED 04/29 6.95 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $81K | – | 0.02 |
| SR UNSECURED 04/30 1.6 (COSTCO WHOLESALE CORP) | Long | Debt | US | $92K | – | 0.02 |
| SR UNSECURED 04/30 2.7 (HOME DEPOT INC) | Long | Debt | US | $62K | – | 0.02 |
| SR UNSECURED 04/30 2.95 (ORACLE CORP) | Long | Debt | US | $18K | – | 0.00 |
| SR UNSECURED 04/30 3.1 (DEERE + COMPANY) | Long | Debt | US | $55K | – | 0.01 |
| SR UNSECURED 04/30 3.35 (CON EDISON CO OF NY INC) | Long | Debt | US | $64K | – | 0.02 |
| SR UNSECURED 04/30 3.75 (CVS HEALTH CORP) | Long | Debt | US | $138K | – | 0.04 |
| SR UNSECURED 04/30 4.375 (EOG RESOURCES INC) | Long | Debt | US | $59K | – | 0.02 |
| SR UNSECURED 04/30 4.5 (LOWE S COS INC) | Long | Debt | US | $49K | – | 0.01 |
| SR UNSECURED 04/31 VAR (MORGAN STANLEY) | Long | Debt | US | $587K | – | 0.15 |
| SR UNSECURED 04/31 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $311K | – | 0.08 |
| SR UNSECURED 04/31 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $259K | – | 0.07 |
| SR UNSECURED 04/31 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $201K | – | 0.05 |
| SR UNSECURED 04/32 3.25 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $329K | – | 0.09 |
| SR UNSECURED 04/32 3.6 (AMAZON.COM INC) | Long | Debt | US | $294K | – | 0.08 |
| SR UNSECURED 04/35 3.9 (EOG RESOURCES INC) | Long | Debt | US | $179K | – | 0.05 |
| SR UNSECURED 04/36 2.891 (UNION PACIFIC CORP) | Long | Debt | US | $217K | – | 0.06 |
| SR UNSECURED 04/36 6.6 (GENERAL MOTORS CO) | Long | Debt | US | $10K | – | 0.00 |
| SR UNSECURED 04/38 4.5 (MPLX LP) | Long | Debt | US | $61K | – | 0.02 |
| SR UNSECURED 04/38 5.15 (GENERAL MOTORS CO) | Long | Debt | US | $37K | – | 0.01 |
| SR UNSECURED 04/40 3.3 (HOME DEPOT INC) | Long | Debt | US | $93K | – | 0.02 |
| SR UNSECURED 04/40 4.125 (CVS HEALTH CORP) | Long | Debt | US | $97K | – | 0.03 |
| SR UNSECURED 04/42 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $30K | – | 0.01 |
| SR UNSECURED 04/44 5.3 (ENERGY TRANSFER LP) | Long | Debt | US | $18K | – | 0.00 |
| SR UNSECURED 04/45 5.054 (L3HARRIS TECH INC) | Long | Debt | US | $46K | – | 0.01 |
| SR UNSECURED 04/46 4.4 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $55K | – | 0.01 |
| SR UNSECURED 04/48 4.7 (MPLX LP) | Long | Debt | US | $173K | – | 0.04 |
| SR UNSECURED 04/49 5.95 (GENERAL MOTORS CO) | Long | Debt | US | $107K | – | 0.03 |
| SR UNSECURED 04/49 6.25 (ENERGY TRANSFER LP) | Long | Debt | US | $229K | – | 0.06 |
| SR UNSECURED 04/50 3.35 (HOME DEPOT INC) | Long | Debt | US | $135K | – | 0.04 |
| SR UNSECURED 04/50 3.577 (CARRIER GLOBAL CORP) | Long | Debt | US | $15K | – | 0.00 |
| SR UNSECURED 04/50 3.6 (ORACLE CORP) | Long | Debt | US | $7K | – | 0.00 |
| SR UNSECURED 04/50 3.75 (DEERE + COMPANY) | Long | Debt | US | $71K | – | 0.02 |
| SR UNSECURED 04/50 3.95 (CON EDISON CO OF NY INC) | Long | Debt | US | $39K | – | 0.01 |
| SR UNSECURED 04/50 4.2 (MCDONALD S CORP) | Long | Debt | US | $112K | – | 0.03 |
| SR UNSECURED 04/50 4.25 (CVS HEALTH CORP) | Long | Debt | US | $23K | – | 0.01 |
| SR UNSECURED 04/50 4.95 (EOG RESOURCES INC) | Long | Debt | US | $128K | – | 0.03 |
| SR UNSECURED 04/51 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $920K | – | 0.24 |
| SR UNSECURED 04/51 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $54K | – | 0.01 |
| SR UNSECURED 04/60 3.7 (NVIDIA CORP) | Long | Debt | US | $129K | – | 0.03 |
| SR UNSECURED 05/25 1.45 (US BANCORP) | Long | Debt | US | $193K | – | 0.05 |
| SR UNSECURED 05/25 1.5 (MONDELEZ INTERNATIONAL) | Long | Debt | US | $329K | – | 0.09 |
| SR UNSECURED 05/25 1.85 (BANK OF MONTREAL) | Long | Debt | CA | $68K | – | 0.02 |
| SR UNSECURED 05/25 2.9 (ENERGY TRANSFER LP) | Long | Debt | US | $166K | – | 0.04 |
| SR UNSECURED 05/25 3.6 (ABBVIE INC) | Long | Debt | US | $128K | – | 0.03 |
| SR UNSECURED 05/26 3.1 (BOEING CO) | Long | Debt | US | $76K | – | 0.02 |
| SR UNSECURED 05/26 4.45 (TOYOTA MOTOR CREDIT CORP) | Long | Debt | US | $3M | – | 0.79 |
| SR UNSECURED 05/27 1.995 (CHEVRON CORP) | Long | Debt | US | $102K | – | 0.03 |
| SR UNSECURED 05/27 3.9 (COTERRA ENERGY INC) | Long | Debt | US | $298K | – | 0.08 |
| SR UNSECURED 05/27 4.35 (CONSTELLATION BRANDS INC) | Long | Debt | US | $78K | – | 0.02 |
| SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $244K | – | 0.06 |
| SR UNSECURED 05/28 VAR (CITIGROUP INC) | Long | Debt | US | $49K | – | 0.01 |
| SR UNSECURED 05/29 4 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $96K | – | 0.03 |
| SR UNSECURED 05/29 4.05 (AMERICAN EXPRESS CO) | Long | Debt | US | $135K | – | 0.04 |
| SR UNSECURED 05/29 8.5 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $971K | – | 0.25 |
| SR UNSECURED 05/29 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $472K | – | 0.12 |
| SR UNSECURED 05/30 1.625 (PEPSICO INC) | Long | Debt | US | $142K | – | 0.04 |
| SR UNSECURED 05/30 1.7 (PFIZER INC) | Long | Debt | US | $210K | – | 0.05 |
| SR UNSECURED 05/30 1.75 (TEXAS INSTRUMENTS INC) | Long | Debt | US | $93K | – | 0.02 |
| SR UNSECURED 05/30 2.1 (PHILIP MORRIS INTL INC) | Long | Debt | US | $34K | – | 0.01 |
| SR UNSECURED 05/30 3.75 (ENERGY TRANSFER LP) | Long | Debt | US | $377K | – | 0.10 |
| SR UNSECURED 05/30 4.65 (ORACLE CORP) | Long | Debt | US | $98K | – | 0.03 |
| SR UNSECURED 05/31 2.1 (AMAZON.COM INC) | Long | Debt | US | $67K | – | 0.02 |
| SR UNSECURED 05/31 2.3 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $17K | – | 0.00 |
| SR UNSECURED 05/32 3.875 (ROYAL BANK OF CANADA) | Long | Debt | CA | $37K | – | 0.01 |
| SR UNSECURED 05/32 4.1 (ELEVANCE HEALTH INC) | Long | Debt | US | $56K | – | 0.01 |
| SR UNSECURED 05/32 4.2 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $66K | – | 0.02 |
| SR UNSECURED 05/32 4.5 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $677K | – | 0.18 |
| SR UNSECURED 05/33 VAR (CITIGROUP INC) | Long | Debt | US | $125K | – | 0.03 |
| SR UNSECURED 05/34 5.55 (ENERGY TRANSFER LP) | Long | Debt | US | $99K | – | 0.03 |
| SR UNSECURED 05/36 4.5 (LOCKHEED MARTIN CORP) | Long | Debt | US | $56K | – | 0.01 |
| SR UNSECURED 05/42 4.75 (DEVON ENERGY CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| SR UNSECURED 05/45 5.875 (ECOPETROL SA) | Long | Debt | CO | $552K | – | 0.14 |
| SR UNSECURED 05/50 3.078 (CHEVRON CORP) | Long | Debt | US | $14K | – | 0.00 |
| SR UNSECURED 05/50 5.25 (NORTHROP GRUMMAN CORP) | Long | Debt | US | $152K | – | 0.04 |
| SR UNSECURED 05/52 4.55 (ELEVANCE HEALTH INC) | Long | Debt | US | $8K | – | 0.00 |
| SR UNSECURED 05/60 3.125 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $19K | – | 0.00 |
| SR UNSECURED 06/25 1.15 (TORONTO DOMINION BANK) | Long | Debt | CA | $269K | – | 0.07 |
| SR UNSECURED 06/25 1.15 (ROYAL BANK OF CANADA) | Long | Debt | CA | $240K | – | 0.06 |
| SR UNSECURED 06/25 1.3 (BANK OF NOVA SCOTIA) | Long | Debt | CA | $115K | – | 0.03 |
| SR UNSECURED 06/25 2.9 (LAS VEGAS SANDS CORP) | Long | Debt | US | $97K | – | 0.03 |
| SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $198K | – | 0.05 |
| SR UNSECURED 06/26 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $493K | – | 0.13 |
| SR UNSECURED 06/26 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $70K | – | 0.02 |
| SR UNSECURED 06/27 1.375 (COSTCO WHOLESALE CORP) | Long | Debt | US | $173K | – | 0.04 |
| SR UNSECURED 06/27 2.3 (AT+T INC) | Long | Debt | US | $231K | – | 0.06 |
| SR UNSECURED 06/27 3.75 (WILLIAMS COMPANIES INC) | Long | Debt | US | $86K | – | 0.02 |
| SR UNSECURED 06/27 VAR (TRUIST FINANCIAL CORP) | Long | Debt | US | $131K | – | 0.03 |
| SR UNSECURED 06/28 4.95 (ENERGY TRANSFER LP) | Long | Debt | US | $49K | – | 0.01 |
| SR UNSECURED 06/28 5.875 (DEVON ENERGY CORPORATION) | Long | Debt | US | $26K | – | 0.01 |
| SR UNSECURED 06/28 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $335K | – | 0.09 |
| SR UNSECURED 06/28 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $212K | – | 0.06 |
| SR UNSECURED 06/29 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $202K | – | 0.05 |
| SR UNSECURED 06/29 VAR (US BANCORP) | Long | Debt | US | $142K | – | 0.04 |
| SR UNSECURED 06/30 1.45 (MERCK + CO INC) | Long | Debt | US | $99K | – | 0.03 |
| SR UNSECURED 06/31 3.625 (FORD MOTOR CREDI) | Long | Debt | US | $190K | – | 0.05 |
| SR UNSECURED 06/31 7.75 (WILLIAMS COS INC) | Long | Debt | US | $386K | – | 0.10 |
| SR UNSECURED 06/31 VAR (CITIGROUP INC) | Long | Debt | US | $120K | – | 0.03 |
| SR UNSECURED 06/32 3.9 (LOCKHEED MARTIN CORP) | Long | Debt | US | $47K | – | 0.01 |
| SR UNSECURED 06/34 VAR (US BANCORP) | Long | Debt | US | $51K | – | 0.01 |
| SR UNSECURED 06/35 5.625 (EXELON CORP) | Long | Debt | US | $40K | – | 0.01 |
| SR UNSECURED 06/40 2.5 (COCA COLA CO/THE) | Long | Debt | US | $7K | – | 0.00 |
| SR UNSECURED 06/42 4.5 (RTX CORP) | Long | Debt | US | $113K | – | 0.03 |
| SR UNSECURED 06/45 4.35 (AT+T INC) | Long | Debt | US | $84K | – | 0.02 |
| SR UNSECURED 06/45 4.625 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $63K | – | 0.02 |
| SR UNSECURED 06/45 5 (DEVON ENERGY CORPORATION) | Long | Debt | US | $349K | – | 0.09 |
| SR UNSECURED 06/47 3.9 (HOME DEPOT INC) | Long | Debt | US | $32K | – | 0.01 |
| SR UNSECURED 06/47 4.7 (BRIGHTHOUSE FINANCIAL IN) | Long | Debt | US | $9K | – | 0.00 |
| SR UNSECURED 06/48 4.25 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $91K | – | 0.02 |
| SR UNSECURED 06/50 2.5 (AMAZON.COM INC) | Long | Debt | US | $37K | – | 0.01 |
| SR UNSECURED 06/51 4.663 (AMGEN INC) | Long | Debt | US | $21K | – | 0.01 |
| SR UNSECURED 06/53 4.15 (LOCKHEED MARTIN CORP) | Long | Debt | US | $210K | – | 0.05 |
| SR UNSECURED 07/24 2.9 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $206K | – | 0.05 |
| SR UNSECURED 07/24 3.85 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $90K | – | 0.02 |
| SR UNSECURED 07/25 3.375 (AIR LEASE CORP) | Long | Debt | US | $78K | – | 0.02 |
| SR UNSECURED 07/25 4.5 (SANTANDER HOLDINGS USA) | Long | Debt | US | $49K | – | 0.01 |
| SR UNSECURED 07/27 3.5 (MCDONALD S CORP) | Long | Debt | US | $96K | – | 0.02 |
| SR UNSECURED 07/27 5 (UBS AG STAMFORD CT) | Long | Debt | CH | $248K | – | 0.06 |
| SR UNSECURED 07/28 5.5 (EQM MIDSTREAM PARTNERS L) | Long | Debt | US | $10K | – | 0.00 |
| SR UNSECURED 07/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $257K | – | 0.07 |
| SR UNSECURED 07/29 3.4 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $18K | – | 0.00 |
| SR UNSECURED 07/29 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $298K | – | 0.08 |
| SR UNSECURED 07/29 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $121K | – | 0.03 |
| SR UNSECURED 07/30 2.25 (RTX CORP) | Long | Debt | US | $94K | – | 0.02 |
| SR UNSECURED 07/30 2.75 (STATE OF ISRAEL) | Long | Debt | IL | $261K | – | 0.07 |
| SR UNSECURED 07/30 3.6 (MCDONALD S CORP) | Long | Debt | US | $176K | – | 0.05 |
| SR UNSECURED 07/34 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $160K | – | 0.04 |
| SR UNSECURED 07/39 8.125 (CITIGROUP INC) | Long | Debt | US | $63K | – | 0.02 |
| SR UNSECURED 07/41 5.6 (DEVON ENERGY CORPORATION) | Long | Debt | US | $130K | – | 0.03 |
| SR UNSECURED 07/41 VAR (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $43K | – | 0.01 |
| SR UNSECURED 07/42 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $56K | – | 0.01 |
| SR UNSECURED 07/45 4.65 (CITIGROUP INC) | Long | Debt | US | $158K | – | 0.04 |
| SR UNSECURED 07/45 5.125 (CVS HEALTH CORP) | Long | Debt | US | $88K | – | 0.02 |
| SR UNSECURED 07/48 4.65 (CITIGROUP INC) | Long | Debt | US | $61K | – | 0.02 |
| SR UNSECURED 08/25 5.125 (SANDS CHINA LTD) | Long | Debt | KY | $743K | – | 0.19 |
| SR UNSECURED 08/26 2.5 (GOLUB CAPITAL BDC) | Long | Debt | US | $1M | – | 0.38 |
| SR UNSECURED 08/26 5.875 (CHARLES SCHWAB CORP) | Long | Debt | US | $283K | – | 0.07 |
| SR UNSECURED 08/27 3.15 (AMAZON.COM INC) | Long | Debt | US | $446K | – | 0.12 |
| SR UNSECURED 08/27 4.125 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $190K | – | 0.05 |
| SR UNSECURED 08/28 1.6 (INTEL CORP) | Long | Debt | US | $114K | – | 0.03 |
| SR UNSECURED 08/28 4.55 (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $359K | – | 0.09 |
| SR UNSECURED 08/29 3.9 (LAS VEGAS SANDS CORP) | Long | Debt | US | $37K | – | 0.01 |
| SR UNSECURED 08/29 6 (LAS VEGAS SANDS CORP) | Long | Debt | US | $70K | – | 0.02 |
| SR UNSECURED 08/31 2.625 (CENTENE CORP) | Long | Debt | US | $8K | – | 0.00 |
| SR UNSECURED 08/32 6.1 (FORD MOTOR COMPANY) | Long | Debt | US | $90K | – | 0.02 |
| SR UNSECURED 08/33 4.5 (VERIZON COMMUNICATIONS) | Long | Debt | US | $28K | – | 0.01 |
| SR UNSECURED 08/34 VAR (CHARLES SCHWAB CORP) | Long | Debt | US | $52K | – | 0.01 |
| SR UNSECURED 08/40 1.9 (ALPHABET INC) | Long | Debt | US | $65K | – | 0.02 |
| SR UNSECURED 08/40 6 (TECK RESOURCES LIMITED) | Long | Debt | CA | $20K | – | 0.01 |
| SR UNSECURED 08/41 5.55 (AT+T INC) | Long | Debt | US | $39K | – | 0.01 |
| SR UNSECURED 08/48 5.5 (WESTERN MIDSTREAM OPERAT) | Long | Debt | US | $17K | – | 0.00 |
| SR UNSECURED 08/51 3.05 (INTEL CORP) | Long | Debt | US | $32K | – | 0.01 |
| SR UNSECURED 08/57 4.25 (AMAZON.COM INC) | Long | Debt | US | $59K | – | 0.02 |
| SR UNSECURED 08/59 3.875 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $67K | – | 0.02 |
| SR UNSECURED 09/28 1.5 (WALMART INC) | Long | Debt | US | $71K | – | 0.02 |
| SR UNSECURED 09/28 4.329 (VERIZON COMMUNICATIONS) | Long | Debt | US | $428K | – | 0.11 |
| SR UNSECURED 09/31 1.8 (WALMART INC) | Long | Debt | US | $33K | – | 0.01 |
| SR UNSECURED 09/31 2.125 (CVS HEALTH CORP) | Long | Debt | US | $112K | – | 0.03 |
| SR UNSECURED 09/31 7.875 (DEVON ENERGY CORPORATION) | Long | Debt | US | $373K | – | 0.10 |
| SR UNSECURED 09/40 5.35 (AT+T INC) | Long | Debt | US | $38K | – | 0.01 |
| SR UNSECURED 09/49 3.625 (MCDONALD S CORP) | Long | Debt | US | $29K | – | 0.01 |
| SR UNSECURED 09/53 3.5 (AT+T INC) | Long | Debt | US | $88K | – | 0.02 |
| SR UNSECURED 09/55 3.55 (AT+T INC) | Long | Debt | US | $123K | – | 0.03 |
| SR UNSECURED 09/59 3.65 (AT+T INC) | Long | Debt | US | $40K | – | 0.01 |
| SR UNSECURED 10/24 2.9 (DELTA AIR LINES INC) | Long | Debt | US | $178K | – | 0.05 |
| SR UNSECURED 10/25 6.125 (GENERAL MOTORS CO) | Long | Debt | US | $20K | – | 0.01 |
| SR UNSECURED 10/26 3 (WELLS FARGO + COMPANY) | Long | Debt | US | $332K | – | 0.09 |
| SR UNSECURED 10/27 3.9 (EQT CORP) | Long | Debt | US | $268K | – | 0.07 |
| SR UNSECURED 10/27 5.25 (DEVON ENERGY CORPORATION) | Long | Debt | US | $32K | – | 0.01 |
| SR UNSECURED 10/30 3 (CENTENE CORP) | Long | Debt | US | $9K | – | 0.00 |
| SR UNSECURED 10/30 7.35 (INTER AMERICAN DEVEL BK) | Long | Debt | NA | $1M | – | 0.36 |
| SR UNSECURED 10/30 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $133K | – | 0.03 |
| SR UNSECURED 10/32 5.6 (GENERAL MOTORS CO) | Long | Debt | US | $40K | – | 0.01 |
| SR UNSECURED 10/32 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $50K | – | 0.01 |
| SR UNSECURED 10/33 6.5 (FOX CORP) | Long | Debt | US | $126K | – | 0.03 |
| SR UNSECURED 10/39 7 (ARCELORMITTAL) | Long | Debt | LU | $64K | – | 0.02 |
| SR UNSECURED 10/45 4.75 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $72K | – | 0.02 |
| SR UNSECURED 10/47 5.4 (ENERGY TRANSFER LP) | Long | Debt | US | $36K | – | 0.01 |
| SR UNSECURED 11/24 2.6 (ABBVIE INC) | Long | Debt | US | $287K | – | 0.07 |
| SR UNSECURED 11/26 2.95 (ABBVIE INC) | Long | Debt | US | $248K | – | 0.06 |
| SR UNSECURED 11/26 3.5 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $192K | – | 0.05 |
| SR UNSECURED 11/28 4.125 (RTX CORP) | Long | Debt | US | $154K | – | 0.04 |
| SR UNSECURED 11/29 3.2 (ABBVIE INC) | Long | Debt | US | $496K | – | 0.13 |
| SR UNSECURED 11/30 4 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $179K | – | 0.05 |
| SR UNSECURED 11/32 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $83K | – | 0.02 |
| SR UNSECURED 11/34 4.4 (VERIZON COMMUNICATIONS) | Long | Debt | US | $250K | – | 0.07 |
| SR UNSECURED 11/34 7.75 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $805K | – | 0.21 |
| SR UNSECURED 11/35 4.85 (HALLIBURTON CO) | Long | Debt | US | $19K | – | 0.00 |
| SR UNSECURED 11/36 4.75 (ABBOTT LABORATORIES) | Long | Debt | US | $78K | – | 0.02 |
| SR UNSECURED 11/40 2.65 (VERIZON COMMUNICATIONS) | Long | Debt | US | $83K | – | 0.02 |
| SR UNSECURED 11/42 3.85 (VERIZON COMMUNICATIONS) | Long | Debt | US | $32K | – | 0.01 |
| SR UNSECURED 11/42 5.25 (SOUTHERN COPPER CORP) | Long | Debt | US | $420K | – | 0.11 |
| SR UNSECURED 11/42 7.75 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.53 |
| SR UNSECURED 11/45 5 (HALLIBURTON CO) | Long | Debt | US | $100K | – | 0.03 |
| SR UNSECURED 11/48 4.875 (ABBVIE INC) | Long | Debt | US | $18K | – | 0.00 |
| SR UNSECURED 11/49 4.25 (ABBVIE INC) | Long | Debt | US | $17K | – | 0.00 |
| SR UNSECURED 12/24 3.35 (ELEVANCE HEALTH INC) | Long | Debt | US | $119K | – | 0.03 |
| SR UNSECURED 12/24 4.875 (MPLX LP) | Long | Debt | US | $90K | – | 0.02 |
| SR UNSECURED 12/25 5.85 (DEVON ENERGY CORPORATION) | Long | Debt | US | $120K | – | 0.03 |
| SR UNSECURED 12/27 3.65 (ELEVANCE HEALTH INC) | Long | Debt | US | $86K | – | 0.02 |
| SR UNSECURED 12/27 4.25 (CENTENE CORP) | Long | Debt | US | $67K | – | 0.02 |
| SR UNSECURED 12/28 3.875 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $105K | – | 0.03 |
| SR UNSECURED 12/28 3.9 (HOME DEPOT INC) | Long | Debt | US | $29K | – | 0.01 |
| SR UNSECURED 12/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $536K | – | 0.14 |
| SR UNSECURED 12/29 4.625 (CENTENE CORP) | Long | Debt | US | $113K | – | 0.03 |
| SR UNSECURED 12/29 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $680K | – | 0.18 |
| SR UNSECURED 12/33 2.55 (AT+T INC) | Long | Debt | US | $48K | – | 0.01 |
| SR UNSECURED 12/42 4.625 (HUMANA INC) | Long | Debt | US | $59K | – | 0.02 |
| SR UNSECURED 12/44 4.685 (BECTON DICKINSON + CO) | Long | Debt | US | $16K | – | 0.00 |
| SR UNSECURED 12/44 4.95 (AMAZON.COM INC) | Long | Debt | US | $174K | – | 0.05 |
| SR UNSECURED 12/45 4.3 (VISA INC) | Long | Debt | US | $139K | – | 0.04 |
| SR UNSECURED 12/48 4.45 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $43K | – | 0.01 |
| SR UNSECURED 12/51 2.75 (MERCK + CO INC) | Long | Debt | US | $125K | – | 0.03 |
| SR UNSECURED 12/57 3.8 (AT+T INC) | Long | Debt | US | $7K | – | 0.00 |
| SR UNSECURED 144A 01/32 2.65 (AMERICAN TRANSMISSION SY) | Long | Debt | US | $366K | – | 0.10 |
| SR UNSECURED 144A 01/34 6.3 (REPUBLIC OF KENYA) | Long | Debt | KE | $276K | – | 0.07 |
| SR UNSECURED 144A 01/52 3.625 (RELIANCE INDUSTRIES LTD) | Long | Debt | IN | $231K | – | 0.06 |
| SR UNSECURED 144A 02/30 7.143 (REPUBLIC OF NIGERIA) | Long | Debt | NG | $182K | – | 0.05 |
| SR UNSECURED 144A 02/32 4.75 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $57K | – | 0.01 |
| SR UNSECURED 144A 02/51 3.832 (PROSUS NV) | Long | Debt | NL | $137K | – | 0.04 |
| SR UNSECURED 144A 03/28 4.253 (UBS GROUP AG) | Long | Debt | CH | $325K | – | 0.08 |
| SR UNSECURED 144A 03/32 6.25 (ROYAL CARIBBEAN CRUISES) | Long | Debt | LR | $71K | – | 0.02 |
| SR UNSECURED 144A 04/25 1.5 (NATIONAL SECS CLEARING) | Long | Debt | US | $242K | – | 0.06 |
| SR UNSECURED 144A 04/30 5.375 (KAZMUNAYGAS NATIONAL CO) | Long | Debt | KZ | $195K | – | 0.05 |
| SR UNSECURED 144A 04/31 VAR (UBS GROUP AG) | Long | Debt | CH | $233K | – | 0.06 |
| SR UNSECURED 144A 05/28 3.9 (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $30K | – | 0.01 |
| SR UNSECURED 144A 05/32 VAR (UBS GROUP AG) | Long | Debt | CH | $299K | – | 0.08 |
| SR UNSECURED 144A 05/34 6.75 (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $205K | – | 0.05 |
| SR UNSECURED 144A 06/26 VAR (UBS GROUP AG) | Long | Debt | CH | $464K | – | 0.12 |
| SR UNSECURED 144A 06/31 3.75 (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $224K | – | 0.06 |
| SR UNSECURED 144A 06/51 5.125 (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $165K | – | 0.04 |
| SR UNSECURED 144A 07/31 3.061 (PROSUS NV) | Long | Debt | NL | $306K | – | 0.08 |
| SR UNSECURED 144A 07/32 7.25 (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $62K | – | 0.02 |
| SR UNSECURED 144A 08/30 4.5 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $25K | – | 0.01 |
| SR UNSECURED 144A 08/50 4.027 (PROSUS NV) | Long | Debt | NL | $209K | – | 0.05 |
| SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO) | Long | Debt | JP | $398K | – | 0.10 |
| SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO) | Long | Debt | JP | $286K | – | 0.07 |
| SR UNSECURED 144A 09/37 VAR (PROVINCIA DE BUENOS AIRE) | Long | Debt | AR | $775K | – | 0.20 |
| SR UNSECURED 144A 09/48 5.625 (DP WORLD LTD UAE) | Long | Debt | AE | $314K | – | 0.08 |
| SR UNSECURED 144A 11/33 6.036 (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $266K | – | 0.07 |
| SR UNSECURED 144A 11/35 3.137 (BROADCOM INC) | Long | Debt | US | $272K | – | 0.07 |
| SR UNSECURED 144A 11/53 6.544 (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $42K | – | 0.01 |
| SR UNSECURED REGS 01/45 5.125 (REPUBLIC OF INDONESIA) | Long | Debt | ID | $214K | – | 0.06 |
| STACR 2021 DNA6 B1 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $269K | – | 0.07 |
| STACR 2022 DNA2 M1B 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $472K | – | 0.12 |
| STACR 2022 DNA2 M2 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $178K | – | 0.05 |
| STACR 2022 DNA3 B1 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $130K | – | 0.03 |
| STACR 2023 DNA2 M1A 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $231K | – | 0.06 |
| STACR 2024 DNA1 M2 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $344K | – | 0.09 |
| STEAM 2021 1A A 144A (USQ RAIL I LLC) | Long | ABS-other | US | $597K | – | 0.16 |
| STKPK 2022 1A A1 144A (STORM KING PARK CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.07 |
| SUBORDINATED 01/25 4 (BANK OF AMERICA CORP) | Long | Debt | US | $139K | – | 0.04 |
| SUBORDINATED 03/26 4.45 (BANK OF AMERICA CORP) | Long | Debt | US | $49K | – | 0.01 |
| SUBORDINATED 03/33 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $186K | – | 0.05 |
| SUBORDINATED 05/37 VAR (BANK OF NOVA SCOTIA) | Long | Debt | CA | $90K | – | 0.02 |
| SUBORDINATED 05/44 5.3 (CITIGROUP INC) | Long | Debt | US | $15K | – | 0.00 |
| SUBORDINATED 05/45 5.15 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $271K | – | 0.07 |
| SUBORDINATED 05/46 4.75 (CITIGROUP INC) | Long | Debt | US | $34K | – | 0.01 |
| SUBORDINATED 06/30 VAR (BARCLAYS PLC) | Long | Debt | GB | $488K | – | 0.13 |
| SUBORDINATED 06/32 6.625 (CITIGROUP INC) | Long | Debt | US | $21K | – | 0.01 |
| SUBORDINATED 06/45 4.95 (JPMORGAN CHASE + CO) | Long | Debt | US | $9K | – | 0.00 |
| SUBORDINATED 06/46 4.4 (WELLS FARGO + COMPANY) | Long | Debt | US | $129K | – | 0.03 |
| SUBORDINATED 07/27 4.3 (WELLS FARGO + COMPANY) | Long | Debt | US | $234K | – | 0.06 |
| SUBORDINATED 07/28 4.125 (CITIGROUP INC) | Long | Debt | US | $144K | – | 0.04 |
| SUBORDINATED 08/24 4.2 (BANK OF AMERICA CORP) | Long | Debt | US | $379K | – | 0.10 |
| SUBORDINATED 09/24 3.875 (JPMORGAN CHASE + CO) | Long | Debt | US | $299K | – | 0.08 |
| SUBORDINATED 09/27 4.45 (CITIGROUP INC) | Long | Debt | US | $361K | – | 0.09 |
| SUBORDINATED 10/25 4.25 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $157K | – | 0.04 |
| SUBORDINATED 10/26 4.25 (BANK OF AMERICA CORP) | Long | Debt | US | $49K | – | 0.01 |
| SUBORDINATED 10/27 4.25 (JPMORGAN CHASE + CO) | Long | Debt | US | $68K | – | 0.02 |
| SUBORDINATED 10/37 6.75 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $86K | – | 0.02 |
| SUBORDINATED 11/26 4.3 (CITIGROUP INC) | Long | Debt | US | $497K | – | 0.13 |
| SUBORDINATED 11/43 5.375 (WELLS FARGO + COMPANY) | Long | Debt | US | $94K | – | 0.02 |
| SUBORDINATED 11/44 4.65 (WELLS FARGO + COMPANY) | Long | Debt | US | $59K | – | 0.02 |
| SUBORDINATED 11/45 4.9 (WELLS FARGO + COMPANY) | Long | Debt | US | $191K | – | 0.05 |
| SUBORDINATED 12/32 VAR (BANK OF MONTREAL) | Long | Debt | CA | $85K | – | 0.02 |
| SUBORDINATED 12/46 4.75 (WELLS FARGO + COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| SUBORDINATED 144A 01/26 5.71 (INTESA SANPAOLO SPA) | Long | Debt | IT | $198K | – | 0.05 |
| SUBORDINATED 144A 03/27 4.625 (BNP PARIBAS) | Long | Debt | FR | $253K | – | 0.07 |
| SUBORDINATED 144A 03/33 VAR (BNP PARIBAS) | Long | Debt | FR | $208K | – | 0.05 |
| SUBORDINATED 144A 07/25 4.75 (ABN AMRO BANK NV) | Long | Debt | NL | $256K | – | 0.07 |
| SUBORDINATED 144A 09/44 4.9 (TEACHERS INSUR + ANNUITY) | Long | Debt | US | $44K | – | 0.01 |
| SUBORDINATED 144A 12/39 6.85 (TEACHERS INSUR + ANNUITY) | Long | Debt | US | $25K | – | 0.01 |
| SYMP 2023 40A A1 144A (SYMPHONY CLO LTD) | Long | ABS-collateralized bond/debt obligation | BM | $411K | – | 0.11 |
| TERM LOAN (PCI GAMING AUTHORITY) | Long | Loan | US | $244K | – | 0.06 |
| TERM LOAN (TRITON WATER HOLDINGS, INC.) | Long | Loan | US | $240K | – | 0.06 |
| TERM LOAN B (FLUTTER FINANCING B.V.) | Long | Loan | NL | $278K | – | 0.07 |
| TERM LOAN B (PERATON CORP) | Long | Loan | US | $159K | – | 0.04 |
| TERM LOAN B (CASTLELAKE AVIATION ONE DSGNTD) | Long | Loan | US | $114K | – | 0.03 |
| TERM LOAN B (EMRLD BORROWER LP) | Long | Loan | US | $100K | – | 0.03 |
| TERM LOAN B (CAESARS ENTERTAINMENT CORP) | Long | Loan | US | $17K | – | 0.00 |
| TERM LOAN N (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $195K | – | 0.05 |
| TPMT 2017 4 B2 144A (TOWD POINT MORTGAGE TRUST) | Long | ABS-other | US | $607K | – | 0.16 |
| UBSCM 2017 C1 A4 (UBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $160K | – | 0.04 |
| UBSCM 2017 C7 A3 (UBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $143K | – | 0.04 |
| USAUP0047 USD PUT AUD CALL | Derivative-foreign exchange | US | $-930 | – | -0.00 | |
| USD TERM LOAN B (GTCR W MERGER SUB LLC) | Long | Loan | US | $380K | – | 0.10 |
| USMXC0175 USD CALL MXN PUT | Derivative-foreign exchange | US | $93K | – | 0.02 | |
| WAMU 2006 AR3 A1B (WAMU MORTGAGE PASS THROUGH CER) | Long | ABS-other | US | $345K | – | 0.09 |
| WBOX 2019 1A A1RR 144A (WHITEBOX CLO I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.09 |
| WBOX 2020 2A A1R 144A (WHITEBOX CLO I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.04 |
| WFCM 2017 C42 D 144A (WELLS FARGO COMMERCIAL MORTGAG) | Long | ABS-other | US | $520K | – | 0.14 |
| WFCM 2019 C52 XA (WELLS FARGO COMMERCIAL MORTGAG) | Long | ABS-other | US | $320K | – | 0.08 |
| WFRBS 2014 C24 B (WF RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-other | US | $179K | – | 0.05 |
| WFRBS 2014 C24 C (WF RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-other | US | $176K | – | 0.05 |
| XCBT 20240919 (US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCME 20250318 (3 MONTH SOFR FUT DEC24) | Derivative-interest rate | US | $0 | – | – | |
| XCME 20260317 (3 MONTH SOFR FUT DEC25) | Derivative-interest rate | US | $0 | – | – | |
| XOSE 20240912 (JPN 10Y BOND(OSE) SEP24) | Derivative-interest rate | JP | $0 | – | – |
Address
MASSMUTUAL SELECT FUNDS
1295 State Street
Springfield
Massachusetts
01111-0001
United States of America
Websites
Directors
Susan B. Sweeney
Maria D. Furman
Allan W. Blair
Nabil N. El-Hage
C. Ann Merrifield
Clifford M. Noreen
Michael R. Fanning
R. Bradford Malt
Cynthia R. Plouche
Jason J. Price
Paul LaPiana
Transfer Agents
State Street Bank and Trust Company
Pricing Services
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
PricingDirect Inc.
StatPro Canada Inc.
S&P Global, Inc.
Refinitiv US LLC
Virtu Financial, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
MML Investment Advisers, LLC
Admins
MML Investment Advisers, LLC
State Street Bank and Trust Company
Massachusetts Mutual Life Insurance Company
Brokers
N/A