Capital Group Fund Group > AMERICAN FUNDS INSURANCE SERIES
The Bond Fund of America
$10.57B
Avg Monthly Net Assets
$13.38B
Total Assets
$2.24B
Total Liabilities
$11.13B
Net Assets
The Bond Fund of America is an Underlying fund in AMERICAN FUNDS INSURANCE SERIES
from Capital Group Fund Group,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $10.57B.
On August 28th, 2024 it reported 1,824 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (15.4%), UNIFORM MBS (2.9%) and UNITED STATES TREASURY (2.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000023932 | ||
| Class 1A | C000176245 | ||
| Class 2 | C000023933 | ||
| Class 4 | C000121513 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31 | Long | Debt | US | $2M | – | 0.02 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 2.8% 02-10-51 | Long | Debt | US | $3M | – | 0.03 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $18M | – | 0.17 |
| ABBVIE INC SR UNSEC 5.35% 03-15-44 | Long | Debt | US | $791K | – | 0.01 |
| ABBVIE INC SR UNSEC 5.4% 03-15-54 | Long | Debt | US | $16M | – | 0.14 |
| ABBVIE INC SR UNSEC 5.5% 03-15-64 | Long | Debt | US | $543K | – | 0.00 |
| ACAR 23-2 A 144A 5.89% 10-13-26/10-15-24 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-2) | Long | ABS-other | US | $201K | – | 0.00 |
| ACAR 23-4 B 144A 6.63% 02-14-28/10-14-25 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-4) | Long | ABS-other | US | $4M | – | 0.04 |
| ACHV 23-4CP A 6.81% 11-25-30/08-26-24 (ACHV ABS TRUST ACHV_23-4CP) | Long | ABS-other | US | $62K | – | 0.00 |
| ACHV 23-4CP B 7.24% 11-25-30/06-25-25 (ACHV ABS TRUST ACHV_23-4CP) | Long | ABS-other | US | $349K | – | 0.00 |
| ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29 | Long | Debt | US | $471K | – | 0.00 |
| AEP TEXAS INC SR UNSEC 3.45% 05-15-51 | Long | Debt | US | $909K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24 | Long | Debt | IE | $2M | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26 | Long | Debt | IE | $3M | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26 | Long | Debt | IE | $10M | – | 0.09 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 6.45% 04-15-27 | Long | Debt | IE | $4M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25 | Long | Debt | IE | $2M | – | 0.02 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 4.0% 08-11-41 | Long | Debt | PA | $551K | – | 0.00 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61 | Long | Debt | PA | $417K | – | 0.00 |
| AESOP 20-2 A 144A 2.02% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) | Long | ABS-other | US | $2M | – | 0.02 |
| AESOP 20-2A B 144A 2.96% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) | Long | ABS-other | US | $596K | – | 0.01 |
| AESOP 20-2A C 144A 4.25% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) | Long | ABS-other | US | $1M | – | 0.01 |
| AESOP 2020-1A A 144A 2.33% 08-20-26/25 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A) | Long | ABS-other | US | $7M | – | 0.07 |
| AESOP 21-1A A 144A 1.38% 08-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1) | Long | ABS-other | US | $3M | – | 0.03 |
| AESOP 21-1A B 144A 1.63% 08-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1) | Long | ABS-other | US | $490K | – | 0.00 |
| AESOP 21-1A C 144A 2.13% 08-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1) | Long | ABS-other | US | $178K | – | 0.00 |
| AESOP 23-5 A 144A 5.78% 04-20-28/27 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5) | Long | ABS-other | US | $7M | – | 0.06 |
| AESOP 23-6 A 144A 5.81% 12-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6) | Long | ABS-other | US | $5M | – | 0.05 |
| AESOP 24-1 A 144A 5.36% 06-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-other | US | $5M | – | 0.04 |
| AFFRM 21-Z2 A 144A 1.17% 11-16-26 (AFFIRM ASSET SECURITIZATION TRUST 21-Z2) | Long | ABS-other | US | $105K | – | 0.00 |
| AFFRM 22-X1 A 144A 1.75% 02-15-27 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-X1) | Long | ABS-other | US | $29K | – | 0.00 |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-other | US | $1M | – | 0.01 |
| AFFRM 24-A 1A 144A 5.61% 02-15-29/02-17-26 (AFFRM 2024-A) | Long | ABS-other | US | $12M | – | 0.11 |
| AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26 (AFFRM 2024-A) | Long | ABS-other | US | $3M | – | 0.03 |
| AFFRM 24-X1 A 144A 6.27% 05-15-29 (AFFRM 2024-X1) | Long | ABS-other | US | $3M | – | 0.02 |
| AH4R 15-SFR2 A 144A 3.732% 10-17-52/25 (AMERICAN HOMES 4 RENT AH4R_15-SFR2) | Long | ABS-other | US | $3M | – | 0.02 |
| AH4R 15-SFR2 B 144A 4.295% 10-17-52/25 (AMERICAN HOMES 4 RENT AH4R_15-SFR2) | Long | ABS-other | US | $387K | – | 0.00 |
| AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34 | Long | Debt | IE | $2M | – | 0.02 |
| AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28 | Long | Debt | IE | $2M | – | 0.01 |
| AIR LEASE CORP SR UNSEC 0.8% 08-18-24 | Long | Debt | US | $3M | – | 0.03 |
| AIR LEASE CORP SR UNSEC 2.2% 01-15-27 | Long | Debt | US | $4M | – | 0.04 |
| AIR LEASE CORP SR UNSEC 2.875% 01-15-26 | Long | Debt | US | $10M | – | 0.09 |
| AIR LEASE CORP SR UNSEC 5.2% 07-15-31 | Long | Debt | US | $4M | – | 0.03 |
| AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.7% 05-15-40 (AIR PRODUCTS & CHEMICALS INC) | Long | Debt | US | $2M | – | 0.02 |
| ALABAMA POWER CO SR UNSEC 3.0% 03-15-52 | Long | Debt | US | $2M | – | 0.02 |
| ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51 | Long | Debt | CL | $750K | – | 0.01 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28 (ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL) | Long | Debt | US | $306K | – | 0.00 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28 (ATLAS LUXCO 4 SARL) | Long | Debt | LU | $233K | – | 0.00 |
| ALLY FINANCIAL INC SR UNSEC 5.125% 09-30-24 | Long | Debt | US | $1M | – | 0.01 |
| ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31 | Long | Debt | US | $8M | – | 0.07 |
| ALLYA 23-1 A3 5.46% 05-15-28 (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-other | US | $507K | – | 0.00 |
| ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29 | Long | Debt | GR | $3M | – | 0.03 |
| ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28 | Long | Debt | GR | $3M | – | 0.03 |
| ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26 | Long | Debt | US | $5M | – | 0.04 |
| AMAZON.COM INC SR UNSEC 1.65% 05-12-28 | Long | Debt | US | $3M | – | 0.03 |
| AMAZON.COM INC SR UNSEC 3.25% 05-12-61 | Long | Debt | US | $3M | – | 0.02 |
| AMAZON.COM INC SR UNSEC 3.45% 04-13-29 | Long | Debt | US | $569K | – | 0.01 |
| AMAZON.COM INC SR UNSEC 4.1% 04-13-62 | Long | Debt | US | $376K | – | 0.00 |
| AMCAR 21-2 B 0.69% 01-19-27/08-19-24 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2) | Long | ABS-other | US | $811K | – | 0.01 |
| AMCAR 21-2 C 1.01% 01-19-27/04-21-25 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2) | Long | ABS-other | US | $1M | – | 0.01 |
| AMCAR 21-2 D 1.29% 06-18-27/04-21-25 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2) | Long | ABS-other | US | $2M | – | 0.02 |
| AMCAR 23-1 A2A 5.84% 10-19-26 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) | Long | ABS-other | US | $603K | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 5.043% 05-01-34/33 | Long | Debt | US | $4M | – | 0.04 |
| AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25 | Long | Debt | US | $610K | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30 | Long | Debt | US | $383K | – | 0.00 |
| AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33 | Long | Debt | US | $3M | – | 0.02 |
| AMERICAN TOWER CORP SR UNSEC 3.65% 03-15-27 | Long | Debt | US | $1M | – | 0.01 |
| AMGEN INC SR UNSEC 2.45% 02-21-30 | Long | Debt | US | $4M | – | 0.04 |
| AMGEN INC SR UNSEC 4.05% 08-18-29 | Long | Debt | US | $7M | – | 0.06 |
| AMGEN INC SR UNSEC 4.2% 03-01-33 | Long | Debt | US | $8M | – | 0.07 |
| AMGEN INC SR UNSEC 4.4% 02-22-62 | Long | Debt | US | $156K | – | 0.00 |
| AMGEN INC SR UNSEC 4.875% 03-01-53 | Long | Debt | US | $3M | – | 0.03 |
| AMGEN INC SR UNSEC 5.15% 03-02-28 | Long | Debt | US | $5M | – | 0.05 |
| AMGEN INC SR UNSEC 5.25% 03-02-30 | Long | Debt | US | $3M | – | 0.03 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $21M | – | 0.19 |
| AMGEN INC SR UNSEC 5.507% 03-02-26 | Long | Debt | US | $725K | – | 0.01 |
| AMSR 23-SFR2 A 144A 3.95% 06-17-40/06-20-28 (AMSR TRUST AMSR_23-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $369K | – | 0.00 |
| ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31 | Long | Debt | US | $224K | – | 0.00 |
| ANALOG DEVICES INC SR UNSEC 2.8% 10-01-41 | Long | Debt | US | $367K | – | 0.00 |
| ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34 | Long | Debt | US | $714K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29 | Long | Debt | US | $7M | – | 0.06 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49 | Long | Debt | US | $5M | – | 0.04 |
| ANTERO RESOURCES CORP 144A LIFE SR UNSEC 5.375% 03-01-30 | Long | Debt | US | $271K | – | 0.00 |
| AON CORP SR UNSEC 5.35% 02-28-33 | Long | Debt | US | $1M | – | 0.01 |
| AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29 | Long | Debt | US | $3M | – | 0.03 |
| AON NORTH AMERICA INC SR UNSEC 5.3% 03-01-31 | Long | Debt | US | $1M | – | 0.01 |
| AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34 | Long | Debt | US | $3M | – | 0.02 |
| AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54 | Long | Debt | US | $1M | – | 0.01 |
| APACHE CORP SR UNSEC 4.25% 01-15-30 | Long | Debt | US | $2M | – | 0.02 |
| APACHE CORP SR UNSEC 4.625% 11-15-25 | Long | Debt | US | $637K | – | 0.01 |
| APACHE CORP SR UNSEC 5.1% 09-01-40 | Long | Debt | US | $1M | – | 0.01 |
| ARES1 24-IND A 144A FRN (TSFR1M+169.163) 07-15-41/26 (ARES1 2024-IND) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26 (ARROYO MORTGAGE TRUST ARRW_20-1) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.00 |
| ARRW 21-1R A1 144A FRN 10-25-48 (ARROYO MORTGAGE TRUST ARRW_21-1R) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26 (ARROYO MORTGAGE TRUST ARRW_22-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31 | Long | Debt | US | $6M | – | 0.05 |
| ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34 | Long | Debt | US | $7M | – | 0.06 |
| AT&T INC SR UNSEC 1.65% 02-01-28 | Long | Debt | US | $4M | – | 0.04 |
| AT&T INC SR UNSEC 1.7% 03-25-26 | Long | Debt | US | $17M | – | 0.15 |
| AT&T INC SR UNSEC 2.55% 12-01-33 | Long | Debt | US | $10M | – | 0.09 |
| AT&T INC SR UNSEC 4.3% 02-15-30 | Long | Debt | US | $15M | – | 0.14 |
| AT&T INC SR UNSEC 5.4% 02-15-34 | Long | Debt | US | $629K | – | 0.01 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.0% 03-26-27 | Long | Debt | GB | $1M | – | 0.01 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29 | Long | Debt | GB | $3M | – | 0.03 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31 | Long | Debt | GB | $2M | – | 0.02 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34 | Long | Debt | GB | $565K | – | 0.01 |
| BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26 | Long | Debt | US | $1M | – | 0.01 |
| BALTIMORE GAS AND ELECTRIC CO SR UNSEC 4.55% 06-01-52 | Long | Debt | US | $438K | – | 0.00 |
| BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26 | Long | Debt | ES | $1M | – | 0.01 |
| BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25 | Long | Debt | ES | $4M | – | 0.04 |
| BANK 18-BN10 A5 3.688% 02-15-61/01-18-28 (BANK 18-BN10-A5) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| BANK 18-BN12 A4 FRN 05-15-61/05-17-28 (BANK_18-BN12) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| BANK 19-BN16 A4 4.005% 02-15-52 (BANK BANK_19-BN16) | Long | ABS-collateralized bond/debt obligation | US | $725K | – | 0.01 |
| BANK 19-BN17 A4 3.714% 04-15-52/03-16-29 | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| BANK 19-BN19 A3 3.183% 08-15-61 (BANK BANK_19-BN19) | Long | ABS-collateralized bond/debt obligation | US | $895K | – | 0.01 |
| BANK 20-BN26 A4 2.403% 03-15-63/02-15-30 (BANK_20-BN26) | Long | ABS-collateralized bond/debt obligation | US | $252K | – | 0.00 |
| BANK 2018-BN10 A4 3.428% 02-15-61 (BANK_18-BN10) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24 | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30 | Long | Debt | US | $212K | – | 0.00 |
| BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30 | Long | Debt | US | $17M | – | 0.15 |
| BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28 | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31 | Long | Debt | US | $30M | – | 0.27 |
| BANK OF AMERICA CORP SR UNSEC 2.551% 02-04-28/27 | Long | Debt | US | $4M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31/30 | Long | Debt | US | $4M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27 | Long | Debt | US | $3M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.202% 04-25-29/28 | Long | Debt | US | $5M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28 | Long | Debt | US | $4M | – | 0.04 |
| BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25 | Long | Debt | IE | $5M | – | 0.04 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29 | Long | Debt | US | $2M | – | 0.02 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 5.188% 03-14-35/34 | Long | Debt | US | $2M | – | 0.02 |
| BANK5 23-5YR3 AS FRN 09-15-56/28 (BANK5 BANK5_23-5YR3) | Long | ABS-collateralized bond/debt obligation | US | $726K | – | 0.01 |
| BANK5 23-5YR4 AS FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $528K | – | 0.00 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.82% 10-16-26 | Long | Debt | FR | $2M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28 | Long | Debt | US | $2M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27 | Long | Debt | US | $9M | – | 0.08 |
| BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32 | Long | Debt | US | $3M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49 | Long | Debt | US | $13M | – | 0.11 |
| BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52 | Long | Debt | US | $107K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30 | Long | Debt | US | $2M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33 | Long | Debt | US | $5M | – | 0.04 |
| BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43 | Long | Debt | US | $1M | – | 0.01 |
| BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25 | Long | Debt | GB | $17M | – | 0.15 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26 | Long | Debt | GB | $4M | – | 0.03 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28 | Long | Debt | GB | $3M | – | 0.03 |
| BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35 | Long | Debt | US | $747K | – | 0.01 |
| BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $622K | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32 | Long | Debt | US | $3M | – | 0.03 |
| BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28 (BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1) | Long | ABS-other | US | $3M | – | 0.03 |
| BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28 (BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1) | Long | ABS-other | US | $348K | – | 0.00 |
| BECTON DICKINSON & CO SR UNSEC 4.874% 02-08-29 (BECTON DICKINSON AND CO) | Long | Debt | US | $5M | – | 0.04 |
| BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.5% 02-01-45 | Long | Debt | US | $5M | – | 0.05 |
| BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.6% 05-01-53 | Long | Debt | US | $846K | – | 0.01 |
| BHG 21-B A 144A 0.9% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $50K | – | 0.00 |
| BHG 21-B B 144A 1.67% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $252K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $138K | – | 0.00 |
| BLAST 23-1 A3 6.51% 11-15-27/08-15-25 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1) | Long | ABS-other | US | $886K | – | 0.01 |
| BLAST 23-1 B 6.8% 08-15-29/02-17-26 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| BLAST 24-1 A3 5.53% 01-18-28/10-15-25 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $6M | – | 0.05 |
| BLOCK INC SR UNSEC 2.75% 06-01-26 | Long | Debt | US | $2M | – | 0.02 |
| BLOCK INC SR UNSEC 3.5% 06-01-31 | Long | Debt | US | $712K | – | 0.01 |
| BMARK 18-B7 A4 FRN 05-15-53/10-17-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B7) | Long | ABS-collateralized bond/debt obligation | US | $749K | – | 0.01 |
| BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B8) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| BMARK 24-V5 AM 6.4171% 01-10-57/01-10-29 (BMARK 2024-V5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-01-27 | Long | Debt | US | $1M | – | 0.01 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32 | Long | Debt | US | $1M | – | 0.01 |
| BMWOT 23-A A3 5.47% 02-25-28/11-25-26 (BMW VEHICLE OWNER TRUST BMWOT_23-A) | Long | ABS-other | US | $214K | – | 0.00 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28 | Long | Debt | FR | $3M | – | 0.03 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27 | Long | Debt | FR | $12M | – | 0.11 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29 | Long | Debt | FR | $7M | – | 0.07 |
| BNSF FUNDING TRUST 1 PFD JR SUB (H) 6.613% 12-15-55/01-15-26 (BNSF FUNDING TRUST I) | Long | Debt | US | $2M | – | 0.02 |
| BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27 (BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| BOEING CO 144A SR UNSEC 6.259% 05-01-27 | Long | Debt | US | $4M | – | 0.04 |
| BOEING CO 144A SR UNSEC 6.298% 05-01-29 | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO 144A SR UNSEC 6.388% 05-01-31 | Long | Debt | US | $6M | – | 0.05 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO SR UNSEC 2.196% 02-04-26 | Long | Debt | US | $9M | – | 0.08 |
| BOEING CO SR UNSEC 2.7% 02-01-27 | Long | Debt | US | $6M | – | 0.05 |
| BOEING CO SR UNSEC 2.75% 02-01-26 | Long | Debt | US | $11M | – | 0.10 |
| BOEING CO SR UNSEC 3.25% 02-01-28 | Long | Debt | US | $11M | – | 0.10 |
| BOEING CO SR UNSEC 3.25% 03-01-28 | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO SR UNSEC 3.625% 02-01-31 | Long | Debt | US | $658K | – | 0.01 |
| BOEING CO SR UNSEC 4.875% 05-01-25 | Long | Debt | US | $21M | – | 0.19 |
| BOEING CO SR UNSEC 5.04% 05-01-27 | Long | Debt | US | $13M | – | 0.12 |
| BOEING CO SR UNSEC 5.15% 05-01-30 | Long | Debt | US | $24M | – | 0.22 |
| BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33 | Long | Debt | US | $990K | – | 0.01 |
| BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32 | Long | Debt | US | $1M | – | 0.01 |
| BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30 | Long | Debt | US | $811K | – | 0.01 |
| BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31 | Long | Debt | US | $392K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34 | Long | Debt | US | $11M | – | 0.10 |
| BP CAPITAL MARKETS AMERICA INC SR UNSEC 3.001% 03-17-52 | Long | Debt | US | $456K | – | 0.00 |
| BP CAPITAL MARKETS AMERICA INC SR UNSEC 4.893% 09-11-33 | Long | Debt | US | $4M | – | 0.03 |
| BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25 | Long | Debt | FR | $4M | – | 0.04 |
| BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29 | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 5.748% 07-19-33/32 | Long | Debt | FR | $6M | – | 0.06 |
| BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34 | Long | Debt | FR | $4M | – | 0.04 |
| BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26 | Long | Debt | FR | $2M | – | 0.02 |
| BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28 | Long | Debt | FR | $5M | – | 0.05 |
| BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25 | Long | Debt | FR | $3M | – | 0.03 |
| BPCE SA 144A LIFE SUB 5.15% 07-21-24 | Long | Debt | FR | $5M | – | 0.05 |
| BPCE SA JPY SR UNSEC 0.895% 12-14-26 | Long | Debt | FR | $620K | – | 0.01 |
| BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24 (BPR TRUST BPR_22-OANA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33 | Long | Debt | NL | $660K | – | 0.01 |
| BRAVO 20-RPL1 A1 144A FRN 05-26-59 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $364K | – | 0.00 |
| BRAVO 20-RPL2 A1 144A FRN 05-25-59 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $662K | – | 0.01 |
| BRAVO 22-RPL1 A1 144A 2.75% 09-25-61 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 2.55% 11-13-50 | Long | Debt | US | $1M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 3.7% 03-15-52 | Long | Debt | US | $2M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29 | Long | Debt | US | $3M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31 | Long | Debt | US | $4M | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $18M | – | 0.16 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44 | Long | Debt | US | $421K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54 | Long | Debt | US | $13M | – | 0.11 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64 | Long | Debt | US | $5M | – | 0.05 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 6.25% 11-15-53 | Long | Debt | US | $2M | – | 0.02 |
| BROADCOM CORP SR UNSEC 3.875% 01-15-27 (BROADCOM CORPORATION) | Long | Debt | US | $6M | – | 0.05 |
| BROADCOM INC 144A SR UNSEC 3.137% 11-15-35 | Long | Debt | US | $679K | – | 0.01 |
| BROADCOM INC 144A SR UNSEC 3.469% 04-15-34 | Long | Debt | US | $10M | – | 0.09 |
| BROADCOM INC 144A SR UNSEC 4.0% 04-15-29 | Long | Debt | US | $580K | – | 0.01 |
| BROADCOM INC 144A SR UNSEC 4.15% 04-15-32 | Long | Debt | US | $582K | – | 0.01 |
| BROADCOM INC 144A SR UNSEC 4.926% 05-15-37 | Long | Debt | US | $3M | – | 0.02 |
| BX 21-ACNT A 144A FRN (TSFR1M+96.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| BX 21-ACNT B 144A FRN (TSFR1M+136.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $316K | – | 0.00 |
| BX 21-ACNT C 144A FRN (TSFR1M+161.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| BX 21-ACNT D 144A FRN TSFR1M+196.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.00 |
| BX 21-ARIA A 144A FRN (TSFR1M+101.36) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| BX 21-ARIA B 144A FRN (TSFR1M+141.15) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $982K | – | 0.01 |
| BX 21-ARIA C 144A FRN (TSFR1M+176.05) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $980K | – | 0.01 |
| BX 21-RISE A 144A FRN (TSFR1M+86.2) 11-15-36/23 (BX TRUST BX_21-RISE) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.10 |
| BX 21-SOAR A 144A FRN (TSFR1M+78.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| BX 21-SOAR B 144A FRN (TSFR1M+98.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $378K | – | 0.00 |
| BX 21-SOAR C 144A FRN (TSFR1M+121.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $255K | – | 0.00 |
| BX 21-SOAR D 144A FRN (TSFR1M+151.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $646K | – | 0.01 |
| BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.13 |
| BX 21-VOLT B 144A FRN (TSFR1M+106.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.01 |
| BX 22-AHP A 144A FRN (TSFR1M+99) 02-15-39/01-16-24 (BX COMMERCIAL MORTGAGE TRUST BX_22-AHP) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27 (BX COMMERCIAL MORTGAGE TRUST 2022-CSMO) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| BX 22-GPA A 144A FRN (TSFR1M+216.5) 10-15-39/08-09-24 (BX TRUST BX_22-GPA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27 (BX TRUST BX_22-IND) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| BX 24-KING A 144A FRN (TSFR1M+154.104) 05-15-34/26 (BX COMMERCIAL MORTGAGE TRUST BX_24-KING) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29 | Long | Debt | ES | $9M | – | 0.08 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 | Long | Debt | ES | $4M | – | 0.04 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 | Long | Debt | ES | $2M | – | 0.02 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.684% 09-13-27/26 | Long | Debt | ES | $999K | – | 0.01 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 | Long | Debt | ES | $2M | – | 0.02 |
| CAMPBELL SOUP CO SR UNSEC 5.2% 03-21-29 | Long | Debt | US | $727K | – | 0.01 |
| CAMPBELL SOUP CO SR UNSEC 5.4% 03-21-34 | Long | Debt | US | $531K | – | 0.00 |
| CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.237% 06-28-27 | Long | Debt | CA | $3M | – | 0.02 |
| CANADIAN NATIONAL RAILWAY CO SR UNSEC 5.85% 11-01-33 | Long | Debt | CA | $492K | – | 0.00 |
| CANADIAN NATIONAL RAILWAY CO SR UNSEC 6.125% 11-01-53 | Long | Debt | CA | $152K | – | 0.00 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25 | Long | Debt | CA | $726K | – | 0.01 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26 | Long | Debt | CA | $984K | – | 0.01 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 | Long | Debt | CA | $2M | – | 0.01 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $2B | 17M | 15.36 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25 | Long | Debt | US | $2M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 5.468% 02-01-29/28 | Long | Debt | US | $513K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29 | Long | Debt | US | $4M | – | 0.04 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34 | Long | Debt | US | $4M | – | 0.04 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33 | Long | Debt | US | $1M | – | 0.01 |
| CARMX 21-1 C 0.94% 12-15-26/02-18-25 (CARMAX AUTO OWNER TRUST CARMX_21-1) | Long | ABS-other | US | $203K | – | 0.00 |
| CARMX 21-1 D 1.28% 07-15-27/02-18-25 (CARMAX AUTO OWNER TRUST CARMX_21-1) | Long | ABS-other | US | $199K | – | 0.00 |
| CARMX 23-2 A2A 5.5% 06-15-26/02-18-25 (CARMAX AUTO OWNER TRUST2023-2 CARMX_23-2) | Long | ABS-other | US | $330K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.7% 02-15-31 | Long | Debt | US | $251K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30 | Long | Debt | US | $258K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40 | Long | Debt | US | $11M | – | 0.10 |
| CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50 | Long | Debt | US | $100K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34 | Long | Debt | US | $1M | – | 0.01 |
| CARRIER GLOBAL CORP SR UNSEC 6.2% 03-15-54 | Long | Debt | US | $886K | – | 0.01 |
| CAS 22-R06 1M1 144A FRN (SOFR30A+275) 05-25-42 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06) | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.00 |
| CAS 23-R01 1M1 144A FRN (SOFR30A+240) 12-25-42 (CAS 2023-R01) | Long | ABS-collateralized bond/debt obligation | US | $589K | – | 0.01 |
| CAS 23-R04 1M1 144A FRN (SOFR30A+230) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| CAS 23-R05 1M1 144A FRN (SOFR30A+190) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CAS 23-R06 1M1 144A FRN (SOFR30A+170) 07-25-43 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS 24-R01 1M1 144A FRN (SOFR30A+105) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.00 |
| CAS 24-R02 1M1 144A FRN (SOFR30A+110) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $572K | – | 0.01 |
| CAS 24-R02 1M2 144A FRN (SOFR30A+180) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS 24-R04 1M1 144A FRN (SOFR30A+110) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34 | Long | Debt | US | $3M | – | 0.03 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32 | Long | Debt | US | $1M | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27 | Long | Debt | US | $5M | – | 0.04 |
| CDX NA HY S42 5Y 5.0% 06-20-29 0.3 REC ICE (CDX HIGH YIELD ISSUER) | Derivative-credit | US | $756K | – | 0.01 | |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $41K | – | 0.00 | |
| CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27 | Long | Debt | US | $3M | – | 0.03 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.33% 07-15-29 | Long | Debt | US | $306K | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.35% 11-15-28 | Long | Debt | US | $509K | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32 | Long | Debt | US | $823K | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.55% 11-15-30 | Long | Debt | US | $486K | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.7% 11-15-33 | Long | Debt | US | $1M | – | 0.01 |
| CENOVUS ENERGY INC SR UNSEC 2.65% 01-15-32 | Long | Debt | CA | $2M | – | 0.02 |
| CENOVUS ENERGY INC SR UNSEC 3.75% 02-15-52 | Long | Debt | CA | $13K | – | 0.00 |
| CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27 | Long | Debt | CA | $13M | – | 0.12 |
| CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37 | Long | Debt | CA | $277K | – | 0.00 |
| CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25 | Long | Debt | CA | $3M | – | 0.02 |
| CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47 | Long | Debt | CA | $8M | – | 0.07 |
| CENTENE CORP SR UNSEC 2.45% 07-15-28 | Long | Debt | US | $11M | – | 0.10 |
| CENTENE CORP SR UNSEC 2.5% 03-01-31 | Long | Debt | US | $8M | – | 0.07 |
| CENTENE CORP SR UNSEC 2.625% 08-01-31 | Long | Debt | US | $4M | – | 0.03 |
| CENTENE CORP SR UNSEC 3.375% 02-15-30 | Long | Debt | US | $14M | – | 0.13 |
| CENTENE CORP SR UNSEC 4.25% 12-15-27 | Long | Debt | US | $14M | – | 0.13 |
| CENTENE CORP SR UNSEC 4.625% 12-15-29 | Long | Debt | US | $14M | – | 0.13 |
| CFII 23-2 A1 144A 6.16% 10-15-35/11-16-26 (CHESAPEAKE FUNDING II LLC CFII_23-2) | Long | ABS-other | US | $1M | – | 0.01 |
| CFMT 23-HB12 A 144A FRN 4.25% 04-25-33 (CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12) | Long | ABS-collateralized bond/debt obligation | US | $309K | – | 0.00 |
| CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36) | Long | ABS-mortgage backed security | US | $585K | – | 0.01 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $19M | – | 0.17 |
| CHAIT 24-A2 A 4.63% 01-15-31/01-16-29 (CHASE ISSUANCE TRUST CHAIT_24-A2) | Long | ABS-other | US | $8M | – | 0.08 |
| CHARLES SCHWAB CORP SR UNSEC 5.643% 05-19-29/28 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $2M | – | 0.02 |
| CHARLES SCHWAB CORP SR UNSEC 5.853% 05-19-34/33 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $2M | – | 0.02 |
| CHARLES SCHWAB CORP SR UNSEC 6.136% 08-24-34/33 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $5M | – | 0.04 |
| CHARLES SCHWAB CORP SR UNSEC 6.196% 11-17-29/28 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $2M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31 | Long | Debt | US | $5M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33 | Long | Debt | US | $963K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 | Long | Debt | US | $656K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.75% 04-01-48 | Long | Debt | US | $4M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29 | Long | Debt | US | $1M | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32 | Long | Debt | US | $800K | – | 0.01 |
| CHEVRON CORP SR UNSEC 2.954% 05-16-26 | Long | Debt | US | $3M | – | 0.03 |
| CHEVRON CORP SR UNSEC 3.078% 05-11-50 | Long | Debt | US | $473K | – | 0.00 |
| CHICAGO BOARD OF EDUCATION 1.75% 12-15-25 (CHICAGO IL BRD ED) | Long | Debt | US | $2M | – | 0.02 |
| CHICAGO BOARD OF EDUCATION 6.138% 12-01-39 (CHICAGO IL BRD ED) | Long | Debt | US | $30M | – | 0.27 |
| CHICAGO BOARD OF EDUCATION 6.319% 11-01-29 (CHICAGO IL BRD ED) | Long | Debt | US | $65K | – | 0.00 |
| CHICAGO BOARD OF EDUCATION 6.519% 12-01-40 (CHICAGO IL BRD ED) | Long | Debt | US | $9M | – | 0.08 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.0% 01-31-52 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $449K | – | 0.00 |
| CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31 (CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD) | Long | Debt | HK | $438K | – | 0.00 |
| CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26 | Long | Debt | US | $2M | – | 0.02 |
| CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45 | Long | Debt | US | $2M | – | 0.02 |
| CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $3M | – | 0.03 |
| CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31 (CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB/3332) | Long | Debt | MX | $1M | – | 0.01 |
| CIGNA GROUP SR UNSEC 5.125% 05-15-31 (CIGNA GROUP/THE) | Long | Debt | US | $2M | – | 0.02 |
| CIGNA GROUP SR UNSEC 5.25% 02-15-34 (CIGNA GROUP/THE) | Long | Debt | US | $4M | – | 0.03 |
| CIM 22-R2 A1 144A FRN 12-25-61 (CIM TRUST CIM_22-R2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29 | Long | Debt | US | $2M | – | 0.02 |
| CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31 | Long | Debt | US | $990K | – | 0.01 |
| CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34 | Long | Debt | US | $843K | – | 0.01 |
| CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54 | Long | Debt | US | $768K | – | 0.01 |
| CITIBANK NA SR UNSEC 5.803% 09-29-28 | Long | Debt | US | $4M | – | 0.04 |
| CITIGROUP INC SR UNSEC 2.561% 05-01-32/31 | Long | Debt | US | $35K | – | 0.00 |
| CITIGROUP INC SR UNSEC 2.976% 11-05-30/29 | Long | Debt | US | $2M | – | 0.02 |
| CITIGROUP INC SR UNSEC 3.057% 01-25-33/32 | Long | Debt | US | $841K | – | 0.01 |
| CITIGROUP INC SR UNSEC 3.785% 03-17-33/32 | Long | Debt | US | $3M | – | 0.02 |
| CITIGROUP INC SR UNSEC 5.174% 02-13-30/29 | Long | Debt | US | $11M | – | 0.09 |
| CITIGROUP INC SUB 4.6% 03-09-26 | Long | Debt | US | $2M | – | 0.02 |
| CITIGROUP INC SUB 6.174% 05-25-34/33 | Long | Debt | US | $142K | – | 0.00 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29 | Long | Debt | US | $11M | – | 0.10 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34 | Long | Debt | US | $2M | – | 0.02 |
| CITZN 23-2 A3 144A 5.83% 02-15-28/08-17-26 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $2M | – | 0.01 |
| CITZN 23-2 A4 144A 5.74% 10-15-30/01-15-27 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $808K | – | 0.01 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31 | Long | Debt | US | $2M | – | 0.01 |
| CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28 (CK HUTCHISON INTERNATIONAL (23) LTD) | Long | Debt | HK | $1M | – | 0.01 |
| CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) | Long | ABS-other | US | $13M | – | 0.12 |
| CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) | Long | ABS-other | US | $5M | – | 0.04 |
| CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) | Long | ABS-other | US | $551K | – | 0.00 |
| CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R) | Long | ABS-other | US | $319K | – | 0.00 |
| CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28 | Long | Debt | US | $2M | – | 0.02 |
| CLIF 20-2A A 144A 2.03% 09-15-45 (CLI FUNDING LLC CLIF_20-2) | Long | ABS-other | US | $2M | – | 0.01 |
| CLIF 20-3A A 144A 2.07% 10-18-45 (CLI FUNDING LLC CLIF_20-3) | Long | ABS-other | US | $3M | – | 0.03 |
| CLIF 21-1A B 144A 2.38% 02-18-46/31 (CLIF FUNDING VII LLC CLIF_21-1) | Long | ABS-other | US | $307K | – | 0.00 |
| CMLTI 20-EXP1 A1A 144A FRN 05-25-60 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1) | Long | ABS-collateralized bond/debt obligation | US | $153K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $3M | – | 0.02 |
| COLT 21-5 A1 144A FRN 11-26-66 (COLT MORTGAGE LOAN TRUST COLT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $274K | – | 0.00 |
| COMCAST CORP SR UNSEC 2.887% 11-01-51 | Long | Debt | US | $11K | – | 0.00 |
| COMCAST CORP SR UNSEC 3.15% 02-15-28 | Long | Debt | US | $7M | – | 0.06 |
| COMCAST CORP SR UNSEC 4.55% 01-15-29 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $2M | – | 0.02 |
| COMCAST CORP SR UNSEC 5.35% 05-15-53 | Long | Debt | US | $3M | – | 0.03 |
| COMCAST CORP SR UNSEC 5.5% 05-15-64 | Long | Debt | US | $241K | – | 0.00 |
| COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29 (COMISION FEDERAL DE ELECTRICIDAD CFE) | Long | Debt | MX | $3M | – | 0.03 |
| CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38 | Long | Debt | US | $411K | – | 0.00 |
| CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31 (CONNECTICUT LIGHT AND POWER COMPANY (THE)) | Long | Debt | US | $1M | – | 0.01 |
| CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52 | Long | Debt | US | $11K | – | 0.00 |
| CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53 | Long | Debt | US | $6M | – | 0.05 |
| CONOCOPHILLIPS CO SR UNSEC 5.55% 03-15-54 | Long | Debt | US | $2M | – | 0.02 |
| CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31 | Long | Debt | US | $1M | – | 0.01 |
| CONSTELLATION BRANDS INC SR UNSEC 3.5% 05-09-27 | Long | Debt | US | $7M | – | 0.06 |
| CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27 | Long | Debt | US | $868K | – | 0.01 |
| CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32 | Long | Debt | US | $2M | – | 0.02 |
| CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33 | Long | Debt | US | $3M | – | 0.02 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $647K | – | 0.01 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.0% 01-15-29 | Long | Debt | US | $966K | – | 0.01 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 | Long | Debt | US | $1M | – | 0.01 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.9% 12-01-33 | Long | Debt | US | $444K | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27 | Long | Debt | US | $4M | – | 0.03 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29 | Long | Debt | US | $3M | – | 0.03 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $4M | – | 0.03 |
| COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42 | Long | Debt | US | $298K | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52 | Long | Debt | US | $327K | – | 0.00 |
| CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31 | Long | Debt | MX | $333K | – | 0.00 |
| CPS 21-A D 144A 1.16% 12-15-26/01-15-25 (CPS AUTO RECEIVABLES TRUST CPS_21-A) | Long | ABS-other | US | $243K | – | 0.00 |
| CPS 22-B B 144A 3.88% 08-15-28/24 (CPS AUTO RECEIVABLES TRUST CPS_22-B) | Long | ABS-other | US | $1M | – | 0.01 |
| CPS 22-B C 144A 4.33% 08-15-28/06-16-25 (CPS AUTO RECEIVABLES TRUST CPS_22-B) | Long | ABS-other | US | $3M | – | 0.02 |
| CPS 23-B A 144A 5.91% 08-16-27/03-17-25 (CPS AUTO RECEIVABLES TRUST CPS_23-B) | Long | ABS-other | US | $566K | – | 0.01 |
| CPS 23-C A 144A 6.13% 09-15-26/12-16-24 (CPS AUTO RECEIVABLES TRUST CPS_23-C) | Long | ABS-other | US | $261K | – | 0.00 |
| CPS 23-D A 6.4% 06-15-27/03-17-25 (CPS AUTO RECEIVABLES TRUST CPS_23-D) | Long | ABS-other | US | $1M | – | 0.01 |
| CPS 24-A B 144A 5.65% 05-15-28/01-15-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.01 |
| CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25 (CREDIT AGRICOLE SA (LONDON BRANCH)) | Long | Debt | GB | $4M | – | 0.04 |
| CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26 | Long | Debt | FR | $2M | – | 0.02 |
| CROWN CASTLE INC SR UNSEC 5.0% 01-11-28 | Long | Debt | US | $5M | – | 0.04 |
| CRVNA 21-N4 C 1.72% 09-11-28/11-10-26 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4) | Long | ABS-other | US | $99K | – | 0.00 |
| CRVNA 23-N3 A 144A 6.41% 09-10-27/08-11-25 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3) | Long | ABS-other | US | $157K | – | 0.00 |
| CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-other | US | $472K | – | 0.00 |
| CRVNA 23-P3 A4 144A 5.71% 07-10-29/04-10-28 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-other | US | $174K | – | 0.00 |
| CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CSMC 20-NET A 144A 2.2569% 08-15-37/25 (CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CSX CORP SR UNSEC 4.1% 11-15-32 | Long | Debt | US | $2M | – | 0.02 |
| CSX CORP SR UNSEC 4.5% 11-15-52 | Long | Debt | US | $4M | – | 0.03 |
| CSX CORP SR UNSEC 5.2% 11-15-33 | Long | Debt | US | $1M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.125% 02-21-30 | Long | Debt | US | $2M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.25% 01-30-31 | Long | Debt | US | $950K | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.25% 02-21-33 | Long | Debt | US | $2M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.55% 06-01-31 | Long | Debt | US | $4M | – | 0.03 |
| CVS HEALTH CORP SR UNSEC 5.625% 02-21-53 | Long | Debt | US | $37K | – | 0.00 |
| CVS HEALTH CORP SR UNSEC 5.7% 06-01-34 | Long | Debt | US | $8M | – | 0.07 |
| CVS HEALTH CORP SR UNSEC 5.875% 06-01-53 | Long | Debt | US | $5M | – | 0.04 |
| CVS HEALTH CORP SR UNSEC 6.0% 06-01-63 | Long | Debt | US | $1M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 6.05% 06-01-54 | Long | Debt | US | $2M | – | 0.02 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $788K | – | 0.01 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-27 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $1M | – | 0.01 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 01-18-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $244K | – | 0.00 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.4% 09-20-28 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $839K | – | 0.01 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.5% 09-20-33 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $693K | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24 | Long | Debt | US | $5M | – | 0.04 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28 | Long | Debt | US | $3M | – | 0.03 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31 | Long | Debt | US | $7M | – | 0.06 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 | Long | Debt | US | $3M | – | 0.03 |
| DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27 (DANSKE BANK AS) | Long | Debt | DK | $3M | – | 0.03 |
| DANSKE BANK A/S 144A LIFE SR UNSEC 1.549% 09-10-27/26 (DANSKE BANK AS) | Long | Debt | DK | $3M | – | 0.02 |
| DATA 23-CNTR A 144A FRN 08-12-43/33 (MORTGAGE TRUST DATA_23-CNTR) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26 (DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1) | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.00 |
| DC 23-DC A 144A 6.3143% 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $991K | – | 0.01 |
| DC 23-DC B 144A 6.8043% 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| DC 23-DC C 144A FRN 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $882K | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $26M | – | 0.23 |
| DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $16M | – | 0.15 |
| DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $4M | – | 0.04 |
| DEUTSCHE BANK AG SR NON PREF 3.961% 11-26-25/24 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $4M | – | 0.03 |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $7M | – | 0.06 |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 | Long | Debt | DE | $842K | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $9M | – | 0.08 |
| DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $5M | – | 0.04 |
| DEUTSCHE BANK AG SUB 3.729% 01-14-32/31 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $3M | – | 0.02 |
| DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30 | Long | Debt | US | $5M | – | 0.04 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30 | Long | Debt | US | $413K | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.2% 04-18-27 | Long | Debt | US | $2M | – | 0.01 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34 | Long | Debt | US | $1M | – | 0.01 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54 | Long | Debt | US | $875K | – | 0.01 |
| DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26 | Long | Debt | NO | $1M | – | 0.01 |
| DOMINICAN REPUBLIC INTERNATIONAL BOND 144A LIFE 5.95% 01-25-27 (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $8M | – | 0.07 |
| DOMINICAN REPUBLIC INTERNATIONAL BOND 144A LIFE 7.05% 02-03-31 (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $700K | – | 0.01 |
| DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $645K | – | 0.01 |
| DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $135K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $485K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $69K | – | 0.00 |
| DRIVE 21-1 D 1.45% 01-16-29/11-15-24 (DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1) | Long | ABS-other | US | $3M | – | 0.03 |
| DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29 | Long | Debt | US | $513K | – | 0.00 |
| DTAOT 21-1A C 144A 0.84% 10-15-26/02-15-24 (DT AUTO OWNER TRUST DTAOT_21-1) | Long | ABS-other | US | $38K | – | 0.00 |
| DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24 (DT AUTO OWNER TRUST DTAOT_21-1) | Long | ABS-other | US | $438K | – | 0.00 |
| DTAOT 21-2A C 144A 1.1% 02-16-27/04-15-24 (DT AUTO OWNER TRUST DTAOT_21-2) | Long | ABS-other | US | $156K | – | 0.00 |
| DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25 (DT AUTO OWNER TRUST DTAOT_21-2) | Long | ABS-other | US | $810K | – | 0.01 |
| DTAOT 23-2 A 144A 5.88% 04-15-27/02-18-25 (DT AUTO OWNER TRUST DTAOT_23-2) | Long | ABS-other | US | $224K | – | 0.00 |
| DTAOT 23-3 C 144A 6.4% 05-15-29/07-15-26 (DT AUTO OWNER TRUST DTAOT_23-3) | Long | ABS-other | US | $826K | – | 0.01 |
| DTAOT 23-3 D 7.12% 05-15-29/04-15-27 (DT AUTO OWNER TRUST DTAOT_23-3) | Long | ABS-other | US | $866K | – | 0.01 |
| DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32 (DTE ELECTRIC COMPANY) | Long | Debt | US | $224K | – | 0.00 |
| DTE ENERGY CO SR UNSEC 5.1% 03-01-29 | Long | Debt | US | $8M | – | 0.07 |
| DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 5.35% 01-15-53 | Long | Debt | US | $316K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 3.0% 12-15-51 | Long | Debt | US | $184K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 3.4% 10-01-46 | Long | Debt | US | $4M | – | 0.04 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33 | Long | Debt | US | $385K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52 | Long | Debt | US | $586K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31 | Long | Debt | US | $1M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50 | Long | Debt | US | $371K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.7% 09-01-28 | Long | Debt | US | $4M | – | 0.03 |
| DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29 (DUN & BRADSTREET CORP (THE)) | Long | Debt | US | $909K | – | 0.01 |
| EART 20-1A D 144A 2.73% 12-15-25/03-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1) | Long | ABS-other | US | $153K | – | 0.00 |
| EART 20-3A D 1.73% 07-15-26/04-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3) | Long | ABS-other | US | $120K | – | 0.00 |
| EART 21-2 C 0.98% 06-15-26/26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2) | Long | ABS-other | US | $24K | – | 0.00 |
| EART 21-2 D 1.4% 04-15-27/27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2) | Long | ABS-other | US | $3M | – | 0.02 |
| EART 22-2A B 3.65% 10-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $456K | – | 0.00 |
| EART 22-2A D 4.56% 07-17-28 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $265K | – | 0.00 |
| EART 22-4A B 4.57% 01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) | Long | ABS-other | US | $212K | – | 0.00 |
| EART 23-1 D 6.69% 06-15-29/01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $467K | – | 0.00 |
| EART 23-3 A3 6.04% 07-15-26/10-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $94K | – | 0.00 |
| EART 23-3 B 6.11% 09-15-27/07-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $232K | – | 0.00 |
| EART 23-3 C 6.21% 06-15-28/05-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $420K | – | 0.00 |
| EART 23-3 D 6.68% 04-16-29/05-17-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $769K | – | 0.01 |
| EART 23-3 E 144A 9.98% 01-15-31/02-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $1M | – | 0.01 |
| EART 23-5 A3 6.32% 03-15-27/04-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-other | US | $2M | – | 0.02 |
| EART 23-5 B 6.58% 04-17-28/02-17-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-other | US | $5M | – | 0.05 |
| EASTMAN CHEMICAL CO SR UNSEC 5.625% 02-20-34 | Long | Debt | US | $856K | – | 0.01 |
| ECOPETROL SA SR UNSEC 4.625% 11-02-31 | Long | Debt | CO | $221K | – | 0.00 |
| ECOPETROL SA SR UNSEC 8.875% 01-13-33 | Long | Debt | CO | $16M | – | 0.14 |
| EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28 | Long | Debt | US | $4M | – | 0.04 |
| EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25 | Long | Debt | US | $174K | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28 | Long | Debt | US | $50K | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29 | Long | Debt | US | $5M | – | 0.04 |
| EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27 | Long | Debt | US | $3M | – | 0.03 |
| EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29 | Long | Debt | US | $3M | – | 0.02 |
| EDVES 21-A A 144A 1.8% 11-25-45 (EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A) | Long | ABS-other | US | $297K | – | 0.00 |
| EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26 (ENTERPRISE FLEET FINANCING LLC EFF_22-3) | Long | ABS-other | US | $777K | – | 0.01 |
| EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27 (ENTERPRISE FLEET FINANCING LLC EFF_22-3) | Long | ABS-other | US | $880K | – | 0.01 |
| EFF 24-1 A2 144A 5.23% 03-20-30/05-20-27 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) | Long | ABS-other | US | $14M | – | 0.13 |
| ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29 | Long | Debt | FR | $1M | – | 0.01 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28 | Long | Debt | FR | $3M | – | 0.02 |
| ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33 | Long | Debt | FR | $2M | – | 0.02 |
| ELEVANCE HEALTH INC SR UNSEC 2.375% 01-15-25 | Long | Debt | US | $2M | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSEC 4.1% 05-15-32 | Long | Debt | US | $6M | – | 0.05 |
| ELEVANCE HEALTH INC SR UNSEC 4.55% 05-15-52 | Long | Debt | US | $227K | – | 0.00 |
| ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-33 | Long | Debt | US | $857K | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53 | Long | Debt | US | $722K | – | 0.01 |
| ELM 24-ELM A10 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 0.22 |
| ELM 24-ELM A15 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.24 |
| EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31 | Long | Debt | CA | $4M | – | 0.03 |
| ENBRIDGE INC SR UNSEC 6.2% 11-15-30 | Long | Debt | CA | $2M | – | 0.02 |
| ENBRIDGE INC SR UNSEC 6.7% 11-15-53 | Long | Debt | CA | $1M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29 | Long | Debt | US | $974K | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 5.6% 09-01-34 | Long | Debt | US | $2M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSEC 6.05% 09-01-54 | Long | Debt | US | $1M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 6.4% 12-01-30 | Long | Debt | US | $504K | – | 0.00 |
| ENI SPA 144A LIFE SR UNSEC 5.5% 05-15-34 | Long | Debt | IT | $356K | – | 0.00 |
| ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54 | Long | Debt | IT | $218K | – | 0.00 |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26 | Long | Debt | CN | $1M | – | 0.01 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.2% 09-01-48 | Long | Debt | US | $5M | – | 0.04 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52 | Long | Debt | US | $341K | – | 0.00 |
| EQT CORP SR UNSEC 7.25% 02-01-30 | Long | Debt | US | $8M | – | 0.07 |
| EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34 | Long | Debt | US | $3M | – | 0.03 |
| EQUINIX INC SR UNSEC 2.9% 11-18-26 | Long | Debt | US | $3M | – | 0.02 |
| EQUINIX INC SR UNSEC 3.2% 11-18-29 | Long | Debt | US | $800K | – | 0.01 |
| EQUINIX INC SR UNSEC 3.9% 04-15-32 | Long | Debt | US | $1M | – | 0.01 |
| EQUINOR ASA SR UNSEC 3.125% 04-06-30 | Long | Debt | NO | $18M | – | 0.16 |
| EQUINOR ASA SR UNSEC 3.25% 11-18-49 | Long | Debt | NO | $4M | – | 0.04 |
| EQUINOR ASA SR UNSEC 3.625% 09-10-28 | Long | Debt | NO | $5M | – | 0.04 |
| ESA 21-ESH A 144A FRN (TSFR1M+119.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| ESA 21-ESH B 144A FRN (TSFR1M+149.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $594K | – | 0.01 |
| ESA 21-ESH C 144A FRN (TSFR1M+181.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.01 |
| ESA 21-ESH D 144A FRN (TSFR1M+236.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $623K | – | 0.01 |
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-56K | – | -0.00 | ||
| EUR FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $902K | – | 0.01 | ||
| EUR FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $83K | – | 0.00 | ||
| EURO-BUND 10YR FUT RXU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-310K | – | -0.00 | |
| EUROBANK SA EUR REG S SR UNSEC (B) 2.0% 05-05-27/26 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $2M | – | 0.02 |
| EUROBANK SA EUR REG S SR UNSEC (B) 2.25% 03-14-28/27 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $4M | – | 0.04 |
| EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $108K | – | 0.00 |
| EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $14M | – | 0.12 |
| EUROBANK SA EUR REG S SR UNSEC (B) 7.0% 01-26-29/28 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $4M | – | 0.04 |
| EVERSOURCE ENERGY SR UNSEC 5.0% 01-01-27 | Long | Debt | US | $3M | – | 0.03 |
| EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34 | Long | Debt | US | $3M | – | 0.02 |
| EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30 | Long | Debt | US | $913K | – | 0.01 |
| EXXON MOBIL CORP SR UNSEC 3.043% 03-01-26 | Long | Debt | US | $4M | – | 0.04 |
| FASST 19-JR1 A 144A 2.0% 03-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FASST 19-JR2 A1 144A 2.0% 04-01-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FCAT 23-3 A3 144A 5.44% 04-17-28/03-16-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $560K | – | 0.01 |
| FCAT 23-3 B 144A 5.64% 07-16-29/09-15-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $312K | – | 0.00 |
| FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $457K | – | 0.00 |
| FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $310K | – | 0.00 |
| FED FUND 30DAY FUT FFF5 01-31-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $224K | – | 0.00 | |
| FED FUND 30DAY FUT FFQ4 08-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-98K | – | -0.00 | |
| FED FUND 30DAY FUT FFV4 10-31-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-201K | – | -0.00 | |
| FGLMC 3.0 G61733 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FGLMC 3.5 G61628 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FGLMC 3.5 G67709 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| FGLMC 4.0 G08789 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FGLMC 4.0 Q58494 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $943K | – | 0.01 |
| FGLMC 4.5 A93948 09-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FGLMC 4.5 G06868 04-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FGLMC 5.5 A15120 10-01-33 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FGLMC 5.5 G05196 10-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FGLMC 5.5 G05267 12-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FGLMC 5.5 G05860 02-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FGLMC 5.5 G06020 12-01-39 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FGLMC 5.5 G06841 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| FGLMC Z40130 01-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $16M | – | 0.14 |
| FHMS K156 A2 (MF) 4.43% 02-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| FHR 3061 PN PAC1 5.5% 11-15-35 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| FHR 3146 PO PAC PO .0% 04-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.00 |
| FHR 3156 PO PAC PO .0% 05-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| FHR 3318 JT PAC 5.5% 05-15-37 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| FIFTH THIRD BANCORP SR UNSEC 5.631% 01-29-32/31 | Long | Debt | US | $9M | – | 0.08 |
| FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28 | Long | Debt | US | $210K | – | 0.00 |
| FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26 | Long | Debt | US | $19M | – | 0.17 |
| FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30 | Long | Debt | US | $11M | – | 0.09 |
| FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 | Long | Debt | US | $9M | – | 0.08 |
| FIRSTENERGY CORP SR UNSEC 4.15% 07-15-27 | Long | Debt | US | $12M | – | 0.11 |
| FIVE 23-V1 A3 5.6679% 02-10-56/02-11-28 (FIVE 2023-V1 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FIVE CORNERS FUNDING TRUST III 144A SR UNSEC 5.791% 02-15-33 | Long | Debt | US | $959K | – | 0.01 |
| FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25 (FIRSTKEY HOMES FKH_20-SFR2) | Long | ABS-other | US | $16M | – | 0.15 |
| FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26 (FIRSTKEY HOMES TRUST FKH_21-SFR3) | Long | ABS-other | US | $1M | – | 0.01 |
| FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27 (FIRSTKEY HOMES TRUST FKH_22-SFR1) | Long | ABS-other | US | $2M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.45% 02-03-32 | Long | Debt | US | $2M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.4% 05-15-28 | Long | Debt | US | $2M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.8% 05-15-33 | Long | Debt | US | $1M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.05% 04-01-28 | Long | Debt | US | $2M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33 | Long | Debt | US | $7M | – | 0.07 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53 | Long | Debt | US | $1M | – | 0.01 |
| FMBT 19-FBLU A 144A 3.144% 12-10-36/12-12-24 (FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU) | Long | ABS-collateralized bond/debt obligation | US | $443K | – | 0.00 |
| FNARM FRN 924866 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNCI 2.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCI 2.5 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCI UMBS 3.0 AR3058 01-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNCI UMBS 3.0 AS8018 09-01-31 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNCI UMBS 3.0 BM4741 04-01-32 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNCI UMBS 3.0 QN1073 12-01-34 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNCI UMBS 3.0 ZK7590 01-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCI UMBS 3.0 ZS8507 11-01-28 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNCI UMBS 3.5 AL8522 05-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $693K | – | 0.01 |
| FNCI UMBS 4.0 BD1968 200K MAX 07-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $710K | – | 0.01 |
| FNCI UMBS 4.5 256133 01-01-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCI UMBS 4.5 AB1068 05-01-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNCL 2.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $171M | – | 1.54 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $16M | – | 0.14 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $45M | – | 0.41 |
| FNCL 4.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $46M | – | 0.41 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $35M | – | 0.31 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $106M | – | 0.95 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $188M | – | 1.69 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $246M | – | 2.21 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $325M | – | 2.92 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $29M | – | 0.26 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $93M | – | 0.84 |
| FNCL UMBS 2.0 BP6715 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $792.73 | – | 0.00 |
| FNCL UMBS 2.0 BQ1226 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 BQ7006 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 BR1035 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNCL UMBS 2.0 BR2666 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FNCL UMBS 2.0 BR4104 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 2.0 BV3076 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.11 |
| FNCL UMBS 2.0 BV3083 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $688K | – | 0.01 |
| FNCL UMBS 2.0 BV3101 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 BV4172 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $712K | – | 0.01 |
| FNCL UMBS 2.0 FM7803 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNCL UMBS 2.0 FS1598 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 FS1742 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $904K | – | 0.01 |
| FNCL UMBS 2.0 FS7823 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $882K | – | 0.01 |
| FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNCL UMBS 2.0 MA4378 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNCL UMBS 2.0 MA4465 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 2.0 MA4492 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $679K | – | 0.01 |
| FNCL UMBS 2.0 MA4547 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.0 MA4562 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $622K | – | 0.01 |
| FNCL UMBS 2.0 QB8605 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNCL UMBS 2.0 QD1841 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.0 QD8010 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $782K | – | 0.01 |
| FNCL UMBS 2.0 QD8103 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| FNCL UMBS 2.0 QD8820 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 SD5343 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.0 SD5500 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD8128 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNCL UMBS 2.0 SD8134 03-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $60M | – | 0.54 |
| FNCL UMBS 2.0 SD8160 08-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $655K | – | 0.01 |
| FNCL UMBS 2.0 SD8182 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| FNCL UMBS 2.0 SD8193 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $690K | – | 0.01 |
| FNCL UMBS 2.0 SD8199 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD8204 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.5 BR6309 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 2.5 CA5968 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 2.5 CA7028 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $823K | – | 0.01 |
| FNCL UMBS 2.5 CA7257 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNCL UMBS 2.5 CA7599 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 2.5 CA8828 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 2.5 CB0988 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 2.5 CB1527 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| FNCL UMBS 2.5 FM4256 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.5 FM6113 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.17 |
| FNCL UMBS 2.5 FM7900 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FNCL UMBS 2.5 MA4306 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.5 QB1368 07-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 2.5 QC2817 06-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.5 RA5836 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNCL UMBS 2.5 SD0855 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 2.5 SD1385 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.5 SD7525 10-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 3.0 CA3806 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $710K | – | 0.01 |
| FNCL UMBS 3.0 CA6309 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 3.0 CA6349 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.0 CA6740 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $922K | – | 0.01 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FNCL UMBS 3.0 CA7381 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 CB0191 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 3.0 CB0193 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNCL UMBS 3.0 CB1304 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 FM4897 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.13 |
| FNCL UMBS 3.0 FM5166 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| FNCL UMBS 3.0 FM5507 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| FNCL UMBS 3.0 FM6293 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNCL UMBS 3.0 FM7510 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNCL UMBS 3.0 FM7909 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FNCL UMBS 3.0 FM9810 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $882K | – | 0.01 |
| FNCL UMBS 3.0 FS0454 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $919K | – | 0.01 |
| FNCL UMBS 3.0 FS0647 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31M | – | 0.28 |
| FNCL UMBS 3.0 FS4628 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 3.0 QA4673 11-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23M | – | 0.20 |
| FNCL UMBS 3.0 QD3310 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNCL UMBS 3.0 RA3506 09-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.0 RA5267 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 RA5901 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $988K | – | 0.01 |
| FNCL UMBS 3.0 RA6347 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 SD0734 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 3.0 SD0813 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 3.0 SD2602 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $940K | – | 0.01 |
| FNCL UMBS 3.0 SD2880 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 3.0 SD7544 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 3.0 SD7556 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| FNCL UMBS 3.0 SD8225 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 3.0 SD8242 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 3.0 ZT2100 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNCL UMBS 3.5 CA0770 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 3.5 CA1189 02-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.5 CB2787 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNCL UMBS 3.5 FM0007 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| FNCL UMBS 3.5 FM1589 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 3.5 FM1954 11-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 3.5 FM3280 05-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FNCL UMBS 3.5 FM4891 10-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.15 |
| FNCL UMBS 3.5 FM9416 07-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 FS5313 01-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.22 |
| FNCL UMBS 3.5 FS5372 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $608K | – | 0.01 |
| FNCL UMBS 3.5 RA1369 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 SD7508 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.12 |
| FNCL UMBS 3.5 ZN4842 04-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $618K | – | 0.01 |
| FNCL UMBS 4.0 BD5477 07-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNCL UMBS 4.0 BE0592 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FNCL UMBS 4.0 BE8885 03-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $737K | – | 0.01 |
| FNCL UMBS 4.0 BJ1515 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 4.0 BJ5749 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNCL UMBS 4.0 BM4676 10-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNCL UMBS 4.0 BM5148 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 4.0 BM5349 09-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.17 |
| FNCL UMBS 4.0 BW5268 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FNCL UMBS 4.0 BX5927 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FNCL UMBS 4.0 BY8083 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNCL UMBS 4.0 CA0706 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNCL UMBS 4.0 CB6297 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNCL UMBS 4.0 FM1262 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.17 |
| FNCL UMBS 4.0 FS1655 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNCL UMBS 4.0 MA3058 07-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNCL UMBS 4.0 MA4916 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 4.0 MA4993 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 4.0 MA5341 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNCL UMBS 4.0 MA5385 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 4.0 QF9463 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 4.0 QG2977 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNCL UMBS 4.0 QG5002 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| FNCL UMBS 4.0 QG6067 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| FNCL UMBS 4.0 QG7153 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 4.0 QG7958 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNCL UMBS 4.0 QG8958 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FNCL UMBS 4.0 QG9629 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FNCL UMBS 4.0 RA8200 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $626K | – | 0.01 |
| FNCL UMBS 4.0 SD0470 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $817K | – | 0.01 |
| FNCL UMBS 4.0 SD1894 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 4.0 SD1896 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.15 |
| FNCL UMBS 4.0 SD2065 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $973K | – | 0.01 |
| FNCL UMBS 4.0 SD2610 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 SD8305 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 4.0 SD8435 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 ZT2265 08-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $788K | – | 0.01 |
| FNCL UMBS 4.5 BM4413 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNCL UMBS 4.5 BW8497 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNCL UMBS 4.5 BX0097 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 4.5 BX1132 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $890K | – | 0.01 |
| FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $51M | – | 0.46 |
| FNCL UMBS 4.5 MA4977 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $669K | – | 0.01 |
| FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FNCL UMBS 4.5 QF1205 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FNCL UMBS 4.5 QF5671 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNCL UMBS 4.5 SD8266 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.16 |
| FNCL UMBS 4.5 SD8298 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| FNCL UMBS 4.5 SD8314 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNCL UMBS 5.0 AH8144 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $744K | – | 0.01 |
| FNCL UMBS 5.0 AH9479 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $702K | – | 0.01 |
| FNCL UMBS 5.0 AI1862 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $725K | – | 0.01 |
| FNCL UMBS 5.0 AI3510 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FNCL UMBS 5.0 AJ0704 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNCL UMBS 5.0 AJ5391 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNCL UMBS 5.0 BT8262 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.0 BU4112 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNCL UMBS 5.0 BV8976 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $593K | – | 0.01 |
| FNCL UMBS 5.0 BW0959 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.0 BW1931 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.0 BX5673 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNCL UMBS 5.0 BX9041 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNCL UMBS 5.0 BX9827 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| FNCL UMBS 5.0 BY4459 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $642K | – | 0.01 |
| FNCL UMBS 5.0 CB5986 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.0 FS6769 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $32M | – | 0.29 |
| FNCL UMBS 5.0 FS7252 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $133M | – | 1.19 |
| FNCL UMBS 5.0 MA4918 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $630K | – | 0.01 |
| FNCL UMBS 5.0 QE5698 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.0 QF2692 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.0 QF2926 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 5.0 QG1268 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $638K | – | 0.01 |
| FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 5.0 SD4997 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $830K | – | 0.01 |
| FNCL UMBS 5.0 SD4999 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNCL UMBS 5.0 SD8315 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $569K | – | 0.01 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $37M | – | 0.34 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FNCL UMBS 5.5 889982 11-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| FNCL UMBS 5.5 988588 08-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.5 BX7779 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 5.5 BY0130 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $976K | – | 0.01 |
| FNCL UMBS 5.5 BY1592 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $884K | – | 0.01 |
| FNCL UMBS 5.5 BY3612 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FNCL UMBS 5.5 CB7108 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCL UMBS 5.5 CB7331 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.32 |
| FNCL UMBS 5.5 CB7332 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| FNCL UMBS 5.5 CB8151 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| FNCL UMBS 5.5 CB8328 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 5.5 DB5160 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FNCL UMBS 5.5 FS5192 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNCL UMBS 5.5 FS6666 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.12 |
| FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 FS8131 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 MA4842 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.23 |
| FNCL UMBS 5.5 MA5138 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.13 |
| FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FNCL UMBS 5.5 MA5190 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54M | – | 0.49 |
| FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| FNCL UMBS 5.5 MA5271 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $772K | – | 0.01 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.21 |
| FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.11 |
| FNCL UMBS 5.5 QF7144 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 5.5 QG1023 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 5.5 QG3365 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 5.5 QG7411 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $586K | – | 0.01 |
| FNCL UMBS 5.5 QG9008 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 QG9084 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 5.5 QG9141 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG9628 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 RA8059 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNCL UMBS 5.5 RA8544 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $25M | – | 0.23 |
| FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 5.5 RJ1417 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $40M | – | 0.35 |
| FNCL UMBS 5.5 RJ1512 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 5.5 RJ1768 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 RJ1857 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.5 SD2462 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45M | – | 0.40 |
| FNCL UMBS 5.5 SD2948 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 SD3369 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 5.5 SD3386 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 5.5 SD4571 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.17 |
| FNCL UMBS 5.5 SD8316 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| FNCL UMBS 5.5 SD8324 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $47M | – | 0.42 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 5.5 SD8367 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.17 |
| FNCL UMBS 5.5 SD8372 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 5.5 SD8395 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $26M | – | 0.23 |
| FNCL UMBS 6.0 945680 09-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FNCL UMBS 6.0 BX7949 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 6.0 CB5778 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNCL UMBS 6.0 CB6033 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| FNCL UMBS 6.0 CB6465 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 6.0 CB6485 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 6.0 CB6486 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 6.0 CB7725 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| FNCL UMBS 6.0 CB8168 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 6.0 DB1235 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNCL UMBS 6.0 FS7031 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 6.0 FS7503 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 6.0 FS7507 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| FNCL UMBS 6.0 MA5011 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 6.0 MA5139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNCL UMBS 6.0 MA5421 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 6.0 QF8083 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.14 |
| FNCL UMBS 6.0 QH0474 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27M | – | 0.24 |
| FNCL UMBS 6.0 QH0851 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| FNCL UMBS 6.0 QH1059 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.20 |
| FNCL UMBS 6.0 QH1296 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.15 |
| FNCL UMBS 6.0 QH5936 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCL UMBS 6.0 QI0006 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 6.0 QI2895 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 6.0 RA8423 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNCL UMBS 6.0 RA9474 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNCL UMBS 6.0 RA9854 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS 6.0 RJ0440 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 6.0 RJ1346 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 6.0 RJ1435 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| FNCL UMBS 6.0 RJ1859 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $28M | – | 0.25 |
| FNCL UMBS 6.0 SD2861 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.16 |
| FNCL UMBS 6.0 SD3083 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 6.0 SD3177 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCL UMBS 6.0 SD3434 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 6.0 SD3639 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| FNCL UMBS 6.0 SD4897 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 6.0 SD4975 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.17 |
| FNCL UMBS 6.0 SD5303 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNCL UMBS 6.0 SD8368 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29M | – | 0.26 |
| FNCL UMBS 6.0 SD8373 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNCL UMBS 6.0 SD8396 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.12 |
| FNCL UMBS 6.0 SD8402 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 6.0 SD8447 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNCL UMBS 6.5 CB6768 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNCL UMBS 6.5 FS5749 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.18 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 6.5 MA4820 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNCL UMBS 6.5 QE4084 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNCL UMBS 6.5 QF2862 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNCL UMBS 6.5 RA9287 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FNCL UMBS 6.5 RA9288 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $658K | – | 0.01 |
| FNCL UMBS 6.5 RA9289 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $682K | – | 0.01 |
| FNCL UMBS 6.5 RA9290 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FNCL UMBS 6.5 RA9291 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNCL UMBS 6.5 RA9292 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $736K | – | 0.01 |
| FNCL UMBS 6.5 RA9294 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $844K | – | 0.01 |
| FNCL UMBS 6.5 RA9295 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNCL UMBS 6.5 RJ1447 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| FNCL UMBS 6.5 SD3825 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $248M | – | 2.23 |
| FNCL UMBS 6.5 SD4966 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNCL UMBS 6.5 SD8280 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNCL UMBS 6.5 SD8369 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNCL UMBS AB1297 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNCL UMBS AZ3904 05-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNCL UMBS CA3807 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCT UMBS 2.0 FM7365 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $99M | – | 0.88 |
| FNCT UMBS 2.0 MA4501 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCT UMBS 2.0 MA4540 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCT UMBS 2.0 RB0544 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNCT UMBS 2.0 RB5071 09-01-40 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCT UMBS 2.0 RB5138 12-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCT UMBS 2.0 RB5145 02-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCT UMBS 2.0 RB5148 03-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCT UMBS 2.0 SC0149 03-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNIONP 6.0 913966 02-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 2.125% 04-24-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $11M | – | 0.10 |
| FNMDI3 3.0 BF0293 07-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNMDI3 3.5 BF0318 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNMDI4 3.0 BF0332 01-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| FNMDI4 3.5 BF0145 03-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| FNMDI4 3.5 BF0264 05-01-58 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.15 |
| FNR 01-4 GA WAC FRN 04-17-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $1.43 | – | 0.00 |
| FNR 01-50 BA 7.0% 10-25-2041 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNW 02-W1 2A FRN 02-25-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FNW 02-W3 A5 7.5% 11-25-41/01-25-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| FORD MOTOR CO SR UNSEC 3.25% 02-12-32 | Long | Debt | US | $513K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $939K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $38M | – | 0.34 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $18M | – | 0.16 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $474K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $10M | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-05-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $7M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $788K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $869K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $770K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $727K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 03-06-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $11M | – | 0.10 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $8M | – | 0.07 |
| FORDF 23-1 A1 144A 4.92% 05-15-28/26 (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1) | Long | ABS-other | US | $6M | – | 0.05 |
| FORDO 23-A A2A 5.14% 03-15-26/12-16-24 (FORD CREDIT AUTO OWNER TRUST FORDO_23-A) | Long | ABS-other | US | $927K | – | 0.01 |
| FORDO 23-B A3 5.23% 05-15-28/12-15-26 (FORD CREDIT AUTO OWNER TRUST FORDO_23-B) | Long | ABS-other | US | $765K | – | 0.01 |
| FORDO 23-B A4 5.06% 02-15-29/02-16-27 (FORD CREDIT AUTO OWNER TRUST FORDO_23-B) | Long | ABS-other | US | $597K | – | 0.01 |
| FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25 (FORD CREDIT AUTO OWNER TRUST FORDR_18-1) | Long | ABS-other | US | $30M | – | 0.27 |
| FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25 (FORD CREDIT AUTO OWNER TRUST FORDR_20-1) | Long | ABS-other | US | $2M | – | 0.01 |
| FORDR 23-1 A 144A 4.85% 08-15-35/02-15-28 (FORD CREDIT AUTO OWNER TRUST FORDR_23-1) | Long | ABS-other | US | $4M | – | 0.04 |
| FORESEA HOLDING SA 144A LIFE SR SEC 1ST LIEN 7.5% 06-15-30 | Long | Debt | LU | $6K | – | 0.00 |
| FORESEA HOLDING SA B 144A (NOT LISTED OR TRADING) | Long | Equity-common | LU | $2K | 61 | 0.00 |
| FORESEA HOLDING SA C 144A (NON-VOTING) (NOT LISTED OR TRADING) | Long | Equity-common | LU | $14K | 555 | 0.00 |
| FRA GB 10YR FUT OATU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-418K | – | -0.00 | |
| FS 23-4SZN A 144A 7.06626% 11-10-39/11-15-27 (FS COMMERCIAL TRUST FS_23-4SZN) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FSMT 21-11INV A4 144A FRN 11-25-51 (FLAGSTAR MORTGAGE TRUST FSMT_21-11INV) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44 (FLAGSTAR MORTGAGE TRUST FSMT_21-8INV) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| G2SF 2.0 MA6994 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| G2SF 2.5 785575 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2SF 2.5 785607 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2SF 2.5 785813 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| G2SF 2.5 785998 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| G2SF 2.5 MA7881 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| G2SF 3.0 MA8148 07-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| G2SF 3.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| G2SF 3.5 MA6600 04-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| G2SF 3.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| G2SF 4.0 MA5817 03-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| G2SF 4.0 MA8267 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| G2SF 4.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| G2SF 4.5 MA6221 10-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| G2SF 4.5 MA8799 04-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| G2SF 4.5 MA9104 08-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| G2SF 4.5 MA9169 09-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $13M | – | 0.12 |
| G2SF 5.0 MA6042 07-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| G2SF 5.0 MA9016 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| G2SF 5.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| G2SF 5.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $55M | – | 0.50 |
| GCAR 23-2 A2 144A 5.7% 01-15-27/02-18-25 (GLS AUTO RECEIVABLES TRUST GCAR_23-2) | Long | ABS-other | US | $310K | – | 0.00 |
| GCAR 23-3 B 144A 5.89% 01-18-28 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $1M | – | 0.01 |
| GCAR 23-3 C 144A 6.01% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $562K | – | 0.01 |
| GCAR 23-3 D 144A 6.44% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $512K | – | 0.00 |
| GCAR 23-4 A3 144A 6.42% 06-15-27/08-15-25 (GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4) | Long | ABS-other | US | $5M | – | 0.04 |
| GCAT 21-NQM6 A1 144A FRN 08-25-66 (GCAT TRUST GCAT_21-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| GCI 20-1 A 144A 2.82% 10-18-45/30 (GCI 2020-1) | Long | ABS-other | US | $1M | – | 0.01 |
| GCI 21-1 A 144A 2.38% 06-18-46/09-18-31 (GCI FUNDING I LLC GCI_21-1) | Long | ABS-other | US | $1M | – | 0.01 |
| GCI 21-1 B 144A 3.04% 06-18-46/09-18-31 (GCI FUNDING I LLC GCI_21-1) | Long | ABS-other | US | $113K | – | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27 | Long | Debt | US | $5M | – | 0.04 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.857% 03-15-30 | Long | Debt | US | $213K | – | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 6.377% 11-22-52 | Long | Debt | US | $234K | – | 0.00 |
| GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30 | Long | Debt | US | $363K | – | 0.00 |
| GENERAL DYNAMICS CORP SR UNSEC 3.75% 05-15-28 | Long | Debt | US | $461K | – | 0.00 |
| GENERAL MOTORS CO SR UNSEC 5.4% 04-01-48 | Long | Debt | US | $5M | – | 0.04 |
| GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25 | Long | Debt | US | $22M | – | 0.20 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26 | Long | Debt | US | $6M | – | 0.06 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 02-26-27 | Long | Debt | US | $9M | – | 0.08 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.35% 04-09-25 | Long | Debt | US | $11M | – | 0.10 |
| GEORGIA POWER CO SR UNSEC 3.7% 01-30-50 | Long | Debt | US | $140K | – | 0.00 |
| GEORGIA POWER CO SR UNSEC 4.65% 05-16-28 | Long | Debt | US | $1M | – | 0.01 |
| GEORGIA POWER CO SR UNSEC 4.95% 05-17-33 | Long | Debt | US | $2M | – | 0.02 |
| GEORGIA POWER CO SR UNSEC 5.25% 03-15-34 | Long | Debt | US | $3M | – | 0.03 |
| GFORT 23-1 A1 144A 5.34% 06-15-28/26 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| GFORT 23-2 A 144A 5.34% 06-17-30/06-15-28 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-2) | Long | ABS-other | US | $958K | – | 0.01 |
| GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 | Long | Debt | US | $3M | – | 0.03 |
| GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53 | Long | Debt | US | $5M | – | 0.04 |
| GMALT 23-3 A3 5.38% 11-20-26/12-22-25 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-other | US | $807K | – | 0.01 |
| GMALT 23-3 A4 5.44% 08-20-27/02-20-26 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-other | US | $101K | – | 0.00 |
| GMCAR 23-3 A3 5.45% 06-16-28/01-19-27 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3) | Long | ABS-other | US | $485K | – | 0.00 |
| GMCAR 23-3 A4 5.34% 12-18-28/03-16-27 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3) | Long | ABS-other | US | $322K | – | 0.00 |
| GMREV 22-1 A 5.91% 10-11-35/11-12-27 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1) | Long | ABS-other | US | $3M | – | 0.02 |
| GMREV 23-1 A 144A 5.12% 04-11-35/05-11-28 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1) | Long | ABS-other | US | $5M | – | 0.04 |
| GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-other | US | $4M | – | 0.04 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26 | Long | Debt | US | $3M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26 | Long | Debt | US | $12M | – | 0.11 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26 | Long | Debt | US | $12M | – | 0.11 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27 | Long | Debt | US | $3M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41 | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32 | Long | Debt | US | $9M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27 | Long | Debt | US | $5M | – | 0.05 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28 | Long | Debt | US | $7M | – | 0.06 |
| GOLDMAN SACHS GROUP INC SR UNSEC 4.482% 08-23-28/27 | Long | Debt | US | $5M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29 | Long | Debt | US | $29M | – | 0.26 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34 | Long | Debt | US | $10M | – | 0.09 |
| GOLDMAN SACHS GROUP INC SR UNSEC 6.484% 10-24-29/28 | Long | Debt | US | $2M | – | 0.02 |
| GRAND CANYON UNIVERSITY SR UNSEC 4.125% 10-01-24 | Long | Debt | US | $4M | – | 0.04 |
| GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52 | Long | Debt | US | $3M | – | 0.03 |
| GRCE 20-GRCE A 144A 2.347% 12-10-40/12-12-30 (GRACE MORTGAGE TRUST GRCE_20-GRCE) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GSAR 24-2 A2 144A 5.58% 06-17-30 (GSAR 2024-2A) | Long | ABS-other | US | $2M | – | 0.02 |
| GSMBS 24-PRL2 A1 144A 3.75% 07-25-61/02-01-28 (GSMBS 2024-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27 (GS MORTGAGE SECURITIES TRUST GSMS_17-GS7) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29 (GS MORTGAGE SECURITIES TRUST GSMS_19-GC38) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30 (GS MORTGAGE SECURITIES TRUST GSMS_20-GC47) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GSMS 24-70P A 144A FRN 03-10-41/03-12-29 (GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.09 |
| HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31 | Long | Debt | US | $554K | – | 0.00 |
| HAROT 23-1 A3 5.04% 04-21-27/26 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-other | US | $341K | – | 0.00 |
| HAROT 23-1 A4 4.97% 06-21-29/05-21-2026 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-other | US | $187K | – | 0.00 |
| HART 23-B A3 5.48% 04-17-28 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-B) | Long | ABS-other | US | $161K | – | 0.00 |
| HART 23-B A4 5.31% 08-15-29 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-B) | Long | ABS-other | US | $161K | – | 0.00 |
| HCA INC SR UNSEC 2.375% 07-15-31 | Long | Debt | US | $2M | – | 0.02 |
| HCA INC SR UNSEC 3.625% 03-15-32 | Long | Debt | US | $2M | – | 0.02 |
| HCA INC SR UNSEC 4.625% 03-15-52 | Long | Debt | US | $183K | – | 0.00 |
| HCA INC SR UNSEC 5.2% 06-01-28 | Long | Debt | US | $4M | – | 0.04 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $10M | – | 0.09 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $27M | – | 0.24 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $9M | – | 0.08 |
| HERTZ 21-1A A 144A 1.21% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $13M | – | 0.11 |
| HERTZ 21-1A B 144A 1.56% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $1M | – | 0.01 |
| HERTZ 21-1A C 144A 2.05% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $799K | – | 0.01 |
| HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $16M | – | 0.15 |
| HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $1M | – | 0.01 |
| HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $780K | – | 0.01 |
| HERTZ 21-A B 144A 9.44% 06-25-25 (HERTZ VEHICLE FINANCING III LLC HERTZ_21-A) | Long | ABS-other | US | $9M | – | 0.08 |
| HERTZ 22-2 D 144A 5.16% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-other | US | $1M | – | 0.01 |
| HERTZ 23-1 1D 144A 9.13% 06-25-27/26 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-1) | Long | ABS-other | US | $330K | – | 0.00 |
| HOME DEPOT INC SR UNSEC 2.95% 06-15-29 | Long | Debt | US | $2M | – | 0.02 |
| HOME DEPOT INC SR UNSEC 4.5% 12-06-48 | Long | Debt | US | $2M | – | 0.01 |
| HOME DEPOT INC SR UNSEC 4.75% 06-25-29 | Long | Debt | US | $2M | – | 0.02 |
| HOME DEPOT INC SR UNSEC 4.85% 06-25-31 | Long | Debt | US | $3M | – | 0.02 |
| HOME DEPOT INC SR UNSEC 4.95% 06-25-34 | Long | Debt | US | $5M | – | 0.04 |
| HOME DEPOT INC SR UNSEC 5.3% 06-25-54 | Long | Debt | US | $2M | – | 0.02 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 4.875% 09-01-29 | Long | Debt | US | $270K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 4.95% 09-01-31 | Long | Debt | US | $270K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 03-01-35 | Long | Debt | US | $397K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.25% 03-01-54 | Long | Debt | US | $388K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.35% 03-01-64 | Long | Debt | US | $389K | – | 0.00 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $2M | – | 0.02 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $3M | – | 0.02 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $2M | – | 0.01 |
| HPA 21-2 A 144A 1.901% 12-17-26 (HOME PARTNERS OF AMERICA TRUST HPA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28 | Long | Debt | GB | $13M | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31 | Long | Debt | GB | $4M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31 | Long | Debt | GB | $4M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSEC 5.719% 03-04-35/34 | Long | Debt | GB | $2M | – | 0.02 |
| HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| HUMANA INC SR UNSEC 5.375% 04-15-31 | Long | Debt | US | $2M | – | 0.02 |
| HUMANA INC SR UNSEC 5.75% 04-15-54 | Long | Debt | US | $920K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24 | Long | Debt | US | $599K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26 | Long | Debt | US | $6M | – | 0.05 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 | Long | Debt | US | $7M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26 | Long | Debt | US | $7M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25 | Long | Debt | US | $13M | – | 0.11 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27 | Long | Debt | US | $7M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25 | Long | Debt | US | $11M | – | 0.10 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27 | Long | Debt | US | $8M | – | 0.08 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.5% 03-30-26 | Long | Debt | US | $705K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28 | Long | Debt | US | $1M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.25% 11-03-25 | Long | Debt | US | $832K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27 | Long | Debt | US | $2M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.3% 06-24-29 | Long | Debt | US | $2M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31 | Long | Debt | US | $3M | – | 0.03 |
| HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26 | Long | Debt | KR | $3M | – | 0.03 |
| IDR FWD SALE TO USD NDF 7/25/2024 | Derivative-foreign exchange | $-53K | – | -0.00 | ||
| INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31 | Long | Debt | ID | $3M | – | 0.02 |
| INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51 | Long | Debt | ID | $569K | – | 0.01 |
| INDONESIA TREASURY BOND IDR 6.625% 02-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $698K | – | 0.01 |
| INDONESIA TREASURY BOND IDR 7.0% 02-15-33 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $3M | – | 0.02 |
| INDONESIA TREASURY BOND IDR 8.375% 03-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $4M | – | 0.03 |
| ING GROEP NV SR UNSEC 6.083% 09-11-27/26 | Long | Debt | NL | $2M | – | 0.02 |
| ING GROEP NV SR UNSEC 6.114% 09-11-34/33 | Long | Debt | NL | $867K | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.176% 06-15-29 (INGERSOLL-RAND INC) | Long | Debt | US | $1M | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.197% 06-15-27 (INGERSOLL-RAND INC) | Long | Debt | US | $667K | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.314% 06-15-31 (INGERSOLL-RAND INC) | Long | Debt | US | $177K | – | 0.00 |
| INGERSOLL RAND INC SR UNSEC 5.4% 08-14-28 (INGERSOLL-RAND INC) | Long | Debt | US | $809K | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34 (INGERSOLL-RAND INC) | Long | Debt | US | $1M | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.7% 06-15-54 (INGERSOLL-RAND INC) | Long | Debt | US | $403K | – | 0.00 |
| INGERSOLL RAND INC SR UNSEC 5.7% 08-14-33 (INGERSOLL-RAND INC) | Long | Debt | US | $968K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31 | Long | Debt | US | $1M | – | 0.01 |
| INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53 | Long | Debt | IT | $5M | – | 0.05 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24 | Long | Debt | IT | $765K | – | 0.01 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28 | Long | Debt | IT | $2M | – | 0.02 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27 | Long | Debt | IT | $6M | – | 0.05 |
| INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26 | Long | Debt | IT | $15M | – | 0.14 |
| INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31 | Long | Debt | US | $1M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.3% 11-15-28 | Long | Debt | US | $680K | – | 0.01 |
| IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28 | Long | Debt | US | $3M | – | 0.03 |
| IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30 | Long | Debt | US | $642K | – | 0.01 |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32 | Long | Debt | US | $645K | – | 0.01 |
| IRS RECFIX MXN 9.635% 06-21-24/06-09-34 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $166K | – | 0.00 | |
| IRS RECFIX MXN 9.79% 06-21-24/06-15-29 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $168K | – | 0.00 | |
| J M SMUCKER CO SR UNSEC 6.2% 11-15-33 (JM SMUCKER CO (THE)) | Long | Debt | US | $737K | – | 0.01 |
| J M SMUCKER CO SR UNSEC 6.5% 11-15-53 (JM SMUCKER CO (THE)) | Long | Debt | US | $333K | – | 0.00 |
| JBS USA HOLDING LUX SARL SR UNSEC 2.5% 01-15-27 | Long | Debt | LU | $3M | – | 0.03 |
| JBS USA HOLDING LUX SARL SR UNSEC 3.0% 02-02-29 | Long | Debt | LU | $2M | – | 0.02 |
| JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $434K | – | 0.00 |
| JOHNSON & JOHNSON SR UNSEC 4.8% 06-01-29 | Long | Debt | US | $4M | – | 0.04 |
| JOHNSON & JOHNSON SR UNSEC 4.9% 06-01-31 | Long | Debt | US | $4M | – | 0.04 |
| JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34 | Long | Debt | US | $7M | – | 0.06 |
| JOHNSON & JOHNSON SR UNSEC 5.25% 06-01-54 | Long | Debt | US | $3M | – | 0.03 |
| JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26 (JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5) | Long | ABS-collateralized bond/debt obligation | US | $604K | – | 0.01 |
| JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7) | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26 | Long | Debt | US | $301K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24 | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31 | Long | Debt | US | $4M | – | 0.04 |
| JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31 | Long | Debt | US | $4M | – | 0.04 |
| JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27 | Long | Debt | US | $6M | – | 0.06 |
| JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32 | Long | Debt | US | $472K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25 | Long | Debt | US | $3M | – | 0.03 |
| JPMORGAN CHASE & CO SR UNSEC 4.203% 07-23-29/28 | Long | Debt | US | $12M | – | 0.10 |
| JPMORGAN CHASE & CO SR UNSEC 5.012% 01-23-30/29 | Long | Debt | US | $15M | – | 0.13 |
| JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27 | Long | Debt | US | $21M | – | 0.19 |
| JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28 | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 5.35% 06-01-34/33 | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27 | Long | Debt | US | $3M | – | 0.03 |
| JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29 | Long | Debt | US | $7M | – | 0.06 |
| JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 6.07% 10-22-27/26 | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 6.254% 10-23-34/33 | Long | Debt | US | $4M | – | 0.04 |
| JPY FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $86K | – | 0.00 | ||
| KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26 (KASIKORNBANK PCL (HONG KONG BRANCH)) | Long | Debt | HK | $2M | – | 0.02 |
| KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28 | Long | Debt | BE | $1M | – | 0.01 |
| KBC GROUP NV 144A LIFE SR UNSEC 6.324% 09-21-34/33 | Long | Debt | BE | $6M | – | 0.05 |
| KILROY REALTY LP SR UNSEC 6.25% 01-15-36 | Long | Debt | US | $2M | – | 0.02 |
| KINDER MORGAN INC SR UNSEC 5.0% 02-01-29 | Long | Debt | US | $2M | – | 0.02 |
| KINDER MORGAN INC SR UNSEC 5.4% 02-01-34 | Long | Debt | US | $4M | – | 0.03 |
| KRAFT HEINZ FOODS CO SR UNSEC 4.875% 10-01-49 (HJ HEINZ CO) | Long | Debt | US | $2M | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33 | Long | Debt | US | $1M | – | 0.01 |
| LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 1.55% 06-01-26 | Long | Debt | US | $719K | – | 0.01 |
| LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.7% 02-01-45 | Long | Debt | US | $3M | – | 0.03 |
| LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24 (LAD AUTO RECEIVABLES TRUST LADAR_21-1) | Long | ABS-other | US | $54K | – | 0.00 |
| LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24 (LAD AUTO RECEIVABLES TRUST LADAR_21-1) | Long | ABS-other | US | $300K | – | 0.00 |
| LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $433K | – | 0.00 |
| LADAR 22-1 B 144A 5.87% 09-15-27/10-15-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $438K | – | 0.00 |
| LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $628K | – | 0.01 |
| LADAR 23-1 A2 144A 5.68% 10-15-26/11-15-24 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $584K | – | 0.01 |
| LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $705K | – | 0.01 |
| LADAR 23-2 A2 144A 5.93% 06-15-27/04-15-25 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.01 |
| LADAR 23-2 A3 144A 5.42% 02-15-28/11-17-25 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $860K | – | 0.01 |
| LADAR 23-2 B 144A 5.45% 04-15-28/01-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $613K | – | 0.01 |
| LADAR 23-2 C 144A 5.58% 09-15-28/07-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.01 |
| LADAR 23-2 D 144A 6.3% 02-15-31/09-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $123K | – | 0.00 |
| LADAR 23-3 B 144A 6.06% 06-15-28/26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $854K | – | 0.01 |
| LADAR 23-3 C 144A 6.43% 12-15-28/26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $725K | – | 0.01 |
| LADAR 23-3 D 144A 6.92% 12-16-30/02-16-27 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $497K | – | 0.00 |
| LADAR 23-4 A3 144A 6.1% 12-15-27/01-15-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-4) | Long | ABS-other | US | $2M | – | 0.01 |
| LADAR 23-4 B 144A 6.39% 10-16-28/11-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-4) | Long | ABS-other | US | $3M | – | 0.03 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31 (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $5M | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSEC 2.438% 02-05-26/25 | Long | Debt | GB | $3M | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.462% 01-05-28/27 | Long | Debt | GB | $200K | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34 | Long | Debt | GB | $807K | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.871% 03-06-29/28 | Long | Debt | GB | $3M | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.985% 08-07-27/26 | Long | Debt | GB | $2M | – | 0.01 |
| LMAT 21-GS2 A1 144A FRN 04-25-61 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2) | Long | ABS-collateralized bond/debt obligation | US | $696K | – | 0.01 |
| LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25 (LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| LOCKHEED MARTIN CORP SR UNSEC 4.5% 02-15-29 | Long | Debt | US | $1M | – | 0.01 |
| LOCKHEED MARTIN CORP SR UNSEC 4.8% 08-15-34 | Long | Debt | US | $2M | – | 0.02 |
| LOCKHEED MARTIN CORP SR UNSEC 5.2% 02-15-64 | Long | Debt | US | $568K | – | 0.01 |
| LUMEN TECHNOLOGIES INC 144A LIFE SR SEC 1ST LIEN 4.0% 02-15-27 | Long | Debt | US | $3M | – | 0.03 |
| M&T BANK CORP SR UNSEC 5.053% 01-27-34/33 | Long | Debt | US | $5M | – | 0.05 |
| M&T BANK CORP SR UNSEC 7.413% 10-30-29/28 | Long | Debt | US | $4M | – | 0.04 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29 | Long | Debt | US | $646K | – | 0.01 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27 | Long | Debt | US | $4M | – | 0.04 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25 | Long | Debt | US | $190K | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 5.4% 09-15-33 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $500K | – | 0.00 |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $8M | – | 0.07 |
| MBART 23-2 A3 5.95% 11-15-28 (MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-2) | Long | ABS-other | US | $1M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 2.125% 03-01-30 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.02 |
| MCDONALD'S CORP SR UNSEC 3.6% 07-01-30 (MCDONALDS CORP) | Long | Debt | US | $939K | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 3.625% 09-01-49 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.02 |
| MCDONALD'S CORP SR UNSEC 4.45% 03-01-47 (MCDONALDS CORP) | Long | Debt | US | $3M | – | 0.03 |
| MCDONALD'S CORP SR UNSEC 5.0% 05-17-29 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.02 |
| MCDONALD'S CORP SR UNSEC 5.15% 09-09-52 (MCDONALDS CORP) | Long | Debt | US | $470K | – | 0.00 |
| MCDONALD'S CORP SR UNSEC 5.2% 05-17-34 (MCDONALDS CORP) | Long | Debt | US | $3M | – | 0.03 |
| MDPK 15-17A AR2 CLO 144A FRN (TSFR3M+126.16) 07-21-30 (MADISON PARK FUNDING LTD MDPK_15-17A) | Long | ABS-other | KY | $740K | – | 0.01 |
| MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.5% 03-30-33 | Long | Debt | LU | $1M | – | 0.01 |
| MERCK & CO INC SR UNSEC 1.7% 06-10-27 | Long | Debt | US | $3M | – | 0.03 |
| METHANEX CORP SR UNSEC 5.125% 10-15-27 | Long | Debt | CA | $492K | – | 0.00 |
| METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37 | Long | Debt | US | $2M | – | 0.01 |
| METLIFE INC SR UNSEC 3.6% 11-13-25 | Long | Debt | US | $3M | – | 0.03 |
| METLIFE INC SR UNSEC 5.375% 07-15-33 | Long | Debt | US | $1M | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.85% 01-08-29 | Long | Debt | US | $2M | – | 0.02 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33 | Long | Debt | US | $612K | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.4% 09-12-28 | Long | Debt | US | $854K | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $14M | – | 0.13 |
| MFF 23-1 A 144A 7.21% 05-20-36/26 (MERCHANTS FLEET FUNDING LLC MFF_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| MFF 24-1 A 144A 5.82% 04-20-37/07-20-27 (MERCHANTS FLEET FUNDING LLC MFF_24-1) | Long | ABS-other | US | $8M | – | 0.07 |
| MFRA 21-RPL1 A1 144A FRN 07-25-60 (MFA TRUST MFRA_21-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| MHC 21-MHC A 144A FRN (TSFR1M+91.54) 04-15-38 (MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC) | Long | ABS-collateralized bond/debt obligation | US | $128K | – | 0.00 |
| MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29 | Long | Debt | US | $4M | – | 0.04 |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28 | Long | Debt | US | $409K | – | 0.00 |
| MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27 (MISC CAPITAL TWO (LABUAN) LTD) | Long | Debt | MY | $3M | – | 0.02 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 0.962% 10-11-25/24 | Long | Debt | JP | $3M | – | 0.03 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26 | Long | Debt | JP | $6M | – | 0.05 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.64% 10-13-27/26 | Long | Debt | JP | $2M | – | 0.02 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.133% 07-20-33/32 | Long | Debt | JP | $752K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.422% 02-22-29 | Long | Debt | JP | $1M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26 | Long | Debt | JP | $1M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.376% 05-26-30/29 | Long | Debt | JP | $2M | – | 0.02 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.778% 07-06-29/28 | Long | Debt | JP | $2M | – | 0.02 |
| MLANE 22-B A1 4(A)(2) 8.25% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $1M | – | 0.01 |
| MLANE 22-B A2 4(A)(2) 8.73% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $150K | – | 0.00 |
| MLANE 23-A A 144A 7.23% 07-17-28/05-15-25 (MISSION LANE CREDIT MASTER TRUST MLANE_23-A) | Long | ABS-other | US | $3M | – | 0.03 |
| MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY BANK NA SR UNSEC 5.882% 10-30-26 | Long | Debt | US | $3M | – | 0.03 |
| MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26 | Long | Debt | US | $12M | – | 0.11 |
| MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 2.72% 07-22-25/24 | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28 | Long | Debt | US | $22M | – | 0.20 |
| MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29 | Long | Debt | US | $5M | – | 0.04 |
| MORGAN STANLEY SR UNSEC 5.424% 07-21-34/33 | Long | Debt | US | $11M | – | 0.10 |
| MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29 | Long | Debt | US | $22M | – | 0.20 |
| MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34 | Long | Debt | US | $20M | – | 0.18 |
| MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C22) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26 (MORGAN STANLEY BAML TRUST MSBAM_16-C32) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25 (INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8) | Long | ABS-collateralized bond/debt obligation | US | $696K | – | 0.01 |
| MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33 | Long | Debt | US | $575K | – | 0.01 |
| MWST 21-3 A 144A FRN (TSFR1M+96.45) 11-25-55 (MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.15 |
| NAROT 23-B A3 5.93% 03-15-28/11-16-26 (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-B) | Long | ABS-other | US | $604K | – | 0.01 |
| NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27 | Long | Debt | GB | $2M | – | 0.02 |
| NATWEST GROUP PLC SR UNSEC 5.847% 03-02-27/26 | Long | Debt | GB | $4M | – | 0.03 |
| NATWEST GROUP PLC SR UNSEC 6.016% 03-02-34/33 | Long | Debt | GB | $1M | – | 0.01 |
| NAVIENT CORP SR UNSEC 6.75% 06-25-25 | Long | Debt | US | $425K | – | 0.00 |
| NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C) | Long | ABS-other | US | $2M | – | 0.02 |
| NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28 (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E) | Long | ABS-other | US | $994K | – | 0.01 |
| NAVSL 21-G A 144A 1.58% 04-15-70 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G) | Long | ABS-other | US | $624K | – | 0.01 |
| NAVTR 21-1 A 144A 2.771% 11-15-46/28 (NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1) | Long | ABS-other | US | $3M | – | 0.03 |
| NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30 (NEWARK BSL CLO NBCLO_17-1A) | Long | ABS-other | US | $217K | – | 0.00 |
| NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29 | Long | Debt | US | $7M | – | 0.07 |
| NETFLIX INC SR UNSEC 5.875% 11-15-28 | Long | Debt | US | $6M | – | 0.06 |
| NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32 | Long | Debt | US | $1M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 5.25% 02-28-53 | Long | Debt | US | $1M | – | 0.01 |
| NISOURCE INC SR UNSEC 5.4% 06-30-33 | Long | Debt | US | $644K | – | 0.01 |
| NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) | Long | Debt | US | $3M | – | 0.03 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.05% 08-01-30 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33 | Long | Debt | US | $3M | – | 0.03 |
| NORTHROP GRUMMAN CORP SR UNSEC 4.95% 03-15-53 | Long | Debt | US | $1M | – | 0.01 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-12-28 | Long | Debt | US | $2M | – | 0.02 |
| NOVA CHEMICALS CORP 144A LIFE SR SEC 1ST LIEN 8.5% 11-15-28 | Long | Debt | CA | $218K | – | 0.00 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29 | Long | Debt | CA | $375K | – | 0.00 |
| NSLT 21-A APT1 144A 1.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-A) | Long | ABS-other | US | $3M | – | 0.03 |
| NSLT 21-B AFX 144A 1.42% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-B) | Long | ABS-other | US | $8M | – | 0.07 |
| NSLT 21-CA AFL 144A FRN (TSFR1M+85.45) 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $3M | – | 0.02 |
| NSLT 21-CA AFX 144A 1.32% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $196K | – | 0.00 |
| OBX 24-HYB1 A1 144A FRN 03-25-53 (OBX 2024-HYB1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| OBX 24-HYB2 A1 144A FRN 04-25-53 (OBX 2024-HYB2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| OBX 24-NQM10 A1 144A 6.18% 05-25-64/06-01-28 (OBX 2024-NQM10) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| OBX 24-NQM4 A1 144A FRN 01-25-64/02-25-28 (OBX 2024-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| OBX 24-NQM5 A1 144A 5.988% 03-25-28/03-27-28 (OBX 2024-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| OBX 24-NQM7 A1 144A 6.243% 03-25-64 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.09 |
| OBX 24-NQM8 A1 144A 6.233% 05-25-64/05-01-28 (OBX 2024-NQM8) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.21 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31 | Long | Debt | US | $777K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36 | Long | Debt | US | $3M | – | 0.03 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30 | Long | Debt | US | $5M | – | 0.04 |
| OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33 | Long | Debt | NL | $1M | – | 0.01 |
| OIS PAYFIX USD 3.2975% 03-08-23/03-08-51 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.03 | |
| OIS PAYFIX USD 3.486% 01-17-24/01-17-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $87K | – | 0.00 | |
| OIS PAYFIX USD 3.5685% 01-09-24/01-09-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $617K | – | 0.01 | |
| OIS PAYFIX USD 3.6025% 01-08-24/01-08-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $460K | – | 0.00 | |
| OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $98K | – | 0.00 | |
| OIS PAYFIX USD 3.8575% 06-24-24/06-24-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $64K | – | 0.00 | |
| OIS PAYFIX USD 3.871% 03-04-24/03-04-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $200K | – | 0.00 | |
| OIS PAYFIX USD 3.997% 09-14-23/09-14-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| OIS PAYFIX USD 4.017% 06-24-24/06-24-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $37K | – | 0.00 | |
| OIS RECFIX USD 3.998% 12-04-23/12-04-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-204K | – | -0.00 | |
| OIS RECFIX USD 4.4555% 12-06-23/12-06-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-503K | – | -0.00 | |
| OIS RECFIX USD 4.9035% 09-14-23/09-14-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) | Long | Debt | CO | $2M | – | 0.01 |
| OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) | Long | Debt | CO | $325K | – | 0.00 |
| ONEMAIN FINANCE CORP SR UNSEC 7.125% 03-15-26 | Long | Debt | US | $254K | – | 0.00 |
| ONEOK INC SR UNSEC 5.55% 11-01-26 | Long | Debt | US | $739K | – | 0.01 |
| ONEOK INC SR UNSEC 5.65% 11-01-28 | Long | Debt | US | $474K | – | 0.00 |
| ONEOK INC SR UNSEC 6.05% 09-01-33 | Long | Debt | US | $5M | – | 0.05 |
| OPTN 21-A A 144A 1.21% 03-08-28/23 (OPORTUN FUNDING LLC OPTN_21-A) | Long | ABS-other | US | $68K | – | 0.00 |
| ORACLE CORP SR UNSEC 1.65% 03-25-26 | Long | Debt | US | $5M | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27 | Long | Debt | US | $903K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31 | Long | Debt | US | $18M | – | 0.16 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26 | Long | Debt | US | $10M | – | 0.09 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28 | Long | Debt | US | $2M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 | Long | Debt | US | $27M | – | 0.24 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27 | Long | Debt | US | $2M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40 | Long | Debt | US | $7M | – | 0.06 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27 | Long | Debt | US | $7M | – | 0.07 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.4% 08-15-24 | Long | Debt | US | $2M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50 | Long | Debt | US | $10M | – | 0.09 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28 | Long | Debt | US | $13M | – | 0.12 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42 | Long | Debt | US | $319K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30 | Long | Debt | US | $34M | – | 0.30 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 | Long | Debt | US | $8M | – | 0.07 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50 | Long | Debt | US | $1M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34 | Long | Debt | US | $6M | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 01-15-29 | Long | Debt | US | $3M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33 | Long | Debt | US | $527K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 | Long | Debt | US | $13M | – | 0.11 |
| PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52 | Long | Debt | US | $346K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51 | Long | Debt | US | $210K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29 | Long | Debt | US | $7M | – | 0.06 |
| PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 | Long | Debt | US | $2M | – | 0.02 |
| PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53 | Long | Debt | US | $2M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $9M | – | 0.08 |
| PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 | Long | Debt | US | $8M | – | 0.07 |
| PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 | Long | Debt | US | $7M | – | 0.07 |
| PARAGUAY GOVERNMENT INTERNATIONAL BOND REG S 5.0% 04-15-26 (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $948K | – | 0.01 |
| PART 23-1 A2 144A 5.88% 03-16-26/08-15-24 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) | Long | ABS-other | US | $91K | – | 0.00 |
| PART 23-2 B 144A 6.64% 12-15-27/01-15-26 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-2) | Long | ABS-other | US | $5M | – | 0.05 |
| PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26 (PEAC 2024-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| PEPSICO INC SR UNSEC 1.95% 10-21-31 | Long | Debt | US | $4M | – | 0.04 |
| PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26 | Long | Debt | MX | $1M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | Long | Debt | MX | $4M | – | 0.03 |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | Long | Debt | MX | $20M | – | 0.18 |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29 | Long | Debt | MX | $2M | – | 0.02 |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | Long | Debt | MX | $34M | – | 0.30 |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | Long | Debt | MX | $10M | – | 0.09 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26 | Long | Debt | MX | $9M | – | 0.09 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 | Long | Debt | MX | $5M | – | 0.04 |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | Long | Debt | MX | $13M | – | 0.12 |
| PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29 | Long | Debt | MX | $14M | – | 0.13 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28 | Long | Debt | SG | $1M | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $8M | – | 0.07 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 | Long | Debt | SG | $5M | – | 0.05 |
| PFSFC 21-B A 144A 0.77% 08-17-26/08-15-24 (PFS FINANCING CORP PFSFC_21-B) | Long | ABS-other | US | $8M | – | 0.07 |
| PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_22-D) | Long | ABS-other | US | $2M | – | 0.02 |
| PFSFC 23-A A 144A 5.8% 03-15-28/03-16-26 (PFSFC_23-A) | Long | ABS-other | US | $2M | – | 0.02 |
| PFSFC 23-B A 144A 5.27% 05-15-28/26 (PFS FINANCING CORP PFSFC_23-B) | Long | ABS-other | US | $5M | – | 0.04 |
| PFSFC 23-C A 144A 5.52% 10-16-28/10-15-26 (PFS FINANCING CORP PFSFC_23-C) | Long | ABS-other | US | $914K | – | 0.01 |
| PFSFC 23-D A 144A FRN (SOFR30A+115) 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_23-D) | Long | ABS-other | US | $1M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-13-26 | Long | Debt | US | $2M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 11-15-43 | Long | Debt | US | $4M | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30 | Long | Debt | US | $979K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 09-07-28 | Long | Debt | US | $3M | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33 | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30 | Long | Debt | US | $5M | – | 0.04 |
| PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28 | Long | Debt | GR | $1M | – | 0.01 |
| PIRAEUS BANK SA EUR REG S SR UNSEC (B) 7.25% 07-13-28/27 | Long | Debt | GR | $407K | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28 | Long | Debt | US | $5M | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $639K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 | Long | Debt | US | $13M | – | 0.12 |
| PORTUGAL GOVERNMENT INTERNATIONAL BOND REG S 5.125% 10-15-24 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $25M | – | 0.22 |
| POSCO 144A LIFE SR UNSEC 5.75% 01-17-28 (POSCO CO LTD) | Long | Debt | KR | $755K | – | 0.01 |
| PRDGY 21-1A A 144A FRN (TSFR1M+136.45) 07-25-51 (PRODIGY FINANCE PRDGY_21-1) | Long | ABS-other | US | $255K | – | 0.00 |
| PREF_24-1 5.59% 11-15-29/08-17-26 (POST ROAD EQUIPMENT FINANCE PREF_24-1) | Long | ABS-other | US | $3M | – | 0.02 |
| PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28 (PRKCM_21-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PROG 22-SFR3 A 144A 3.2% 04-17-39 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PROG 24-SFR1 A 144A 3.35% 02-17-41/02-20-29 (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.10 |
| PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| PROG 24-SFR2 B 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $942K | – | 0.01 |
| PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29 (PROG 2024-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| PROLOGIS LP SR UNSEC 4.75% 06-15-33 | Long | Debt | US | $1M | – | 0.01 |
| PROLOGIS LP SR UNSEC 4.875% 06-15-28 | Long | Debt | US | $1M | – | 0.01 |
| PROLOGIS LP SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $352K | – | 0.00 |
| PROLOGIS LP SR UNSEC 5.125% 01-15-34 | Long | Debt | US | $6M | – | 0.05 |
| PROLOGIS LP SR UNSEC 5.25% 06-15-53 | Long | Debt | US | $111K | – | 0.00 |
| PSTAT 21-1 A1 CLO 144A FRN (TSFR3M+116.2) 04-20-29 (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1) | Long | ABS-other | US | $51K | – | 0.00 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $4M | – | 0.04 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $2M | – | 0.02 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $6M | – | 0.05 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.2% 08-01-33 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31 | Long | Debt | US | $2M | – | 0.02 |
| PUGET ENERGY INC SR SEC 1ST LIEN 3.65% 05-15-25 | Long | Debt | US | $294K | – | 0.00 |
| QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.5% 04-23-28 (QATAR (STATE OF)) | Long | Debt | QA | $5M | – | 0.05 |
| QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.103% 04-23-48 (QATAR (STATE OF)) | Long | Debt | QA | $3M | – | 0.03 |
| RBIT 21-HB1 A 144A FRN 11-25-31 (RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1) | Long | ABS-collateralized bond/debt obligation | US | $756K | – | 0.01 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND 4.875% 10-04-33 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $811K | – | 0.01 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND 5.75% 11-16-32 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $576K | – | 0.01 |
| REPUBLIC SERVICES INC SR UNSEC 2.375% 03-15-33 | Long | Debt | US | $1M | – | 0.01 |
| REPUBLIC SERVICES INC SR UNSEC 5.0% 04-01-34 | Long | Debt | US | $15K | – | 0.00 |
| REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25 | Long | Debt | US | $14M | – | 0.13 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28 | Long | Debt | US | $7M | – | 0.06 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31 | Long | Debt | US | $8M | – | 0.07 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.607% 12-13-51 | Long | Debt | US | $394K | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28 | Long | Debt | CA | $357K | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 4.95% 02-01-29 | Long | Debt | CA | $1M | – | 0.01 |
| ROYAL BANK OF CANADA SR UNSEC 5.0% 02-01-33 | Long | Debt | CA | $4M | – | 0.03 |
| RTX CORP SR UNSEC 2.375% 03-15-32 | Long | Debt | US | $370K | – | 0.00 |
| RTX CORP SR UNSEC 2.82% 09-01-51 | Long | Debt | US | $405K | – | 0.00 |
| RTX CORP SR UNSEC 3.03% 03-15-52 | Long | Debt | US | $759K | – | 0.01 |
| RTX CORP SR UNSEC 3.125% 05-04-27 | Long | Debt | US | $4M | – | 0.04 |
| RTX CORP SR UNSEC 4.125% 11-16-28 | Long | Debt | US | $5M | – | 0.04 |
| RTX CORP SR UNSEC 5.75% 01-15-29 | Long | Debt | US | $421K | – | 0.00 |
| RTX CORP SR UNSEC 5.75% 11-08-26 | Long | Debt | US | $556K | – | 0.00 |
| RTX CORP SR UNSEC 6.0% 03-15-31 | Long | Debt | US | $573K | – | 0.01 |
| RTX CORP SR UNSEC 6.1% 03-15-34 | Long | Debt | US | $422K | – | 0.00 |
| RTX CORP SR UNSEC 6.4% 03-15-54 | Long | Debt | US | $1M | – | 0.01 |
| SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $722K | – | 0.01 |
| SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $641K | – | 0.01 |
| SANDS CHINA LTD SR UNSEC 2.3% 03-08-27 | Long | Debt | MO | $2M | – | 0.02 |
| SANTANDER HOLDINGS USA INC SR UNSEC 6.174% 01-09-30/29 | Long | Debt | US | $4M | – | 0.04 |
| SANTANDER HOLDINGS USA INC SR UNSEC 6.499% 03-09-29/28 | Long | Debt | US | $5M | – | 0.05 |
| SBA TOWER TRUST 144A LIFE 1.631% 11-15-26 | Long | Debt | US | $6M | – | 0.06 |
| SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26 (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-other | US | $6M | – | 0.06 |
| SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.5% 02-12-25 | Long | Debt | AU | $4M | – | 0.04 |
| SCFET 24-1A A2 144A 5.88% 11-20-29/05-20-26 (SCFET 2024-1A) | Long | ABS-other | US | $3M | – | 0.03 |
| SCRT 18-3 MA 3.5% 08-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| SCRT 19-2 MA 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| SDART 20-3 D 1.64% 11-16-26/09-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3) | Long | ABS-other | US | $518K | – | 0.00 |
| SDART 21-2 D 1.35% 07-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2) | Long | ABS-other | US | $1M | – | 0.01 |
| SDART 21-3 D 1.33% 09-15-27/06-16-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3) | Long | ABS-other | US | $2M | – | 0.02 |
| SDART 22-5 B 4.43% 03-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $912K | – | 0.01 |
| SDART 22-5 C 4.74% 10-15-28/02-17-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $847K | – | 0.01 |
| SDART 23-2 A2 5.87% 03-16-26/08-15-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-2) | Long | ABS-other | US | $34K | – | 0.00 |
| SDART 23-4 B 5.77% 12-15-28/01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-other | US | $705K | – | 0.01 |
| SDART 24-1 A3 5.25% 04-17-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $700K | – | 0.01 |
| SDR 24-DSNY A 144A FRN (TSFR1M+139.165) 05-15-39/29 (SDR 2024-DSNY) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30 (GLOBAL SC FINANCE VII SRL) | Long | ABS-other | US | $2M | – | 0.02 |
| SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32 (GLOBAL SC FINANCE SRL SEACO_21-1A) | Long | ABS-other | US | $7M | – | 0.06 |
| SEACO 21-2A A 144A 1.95% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) | Long | ABS-other | US | $2M | – | 0.02 |
| SEACO 21-2A B 144A 2.49% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) | Long | ABS-other | US | $2M | – | 0.01 |
| SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31 | Long | Debt | US | $3M | – | 0.03 |
| SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28 | Long | Debt | US | $1M | – | 0.01 |
| SERVICENOW INC SR UNSEC 1.4% 09-01-30 | Long | Debt | US | $1M | – | 0.01 |
| SFAST 23-1 A2A 144A 5.89% 03-22-27/06-20-25 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| SFAST 23-1 A3 144A 5.47% 10-20-28/12-21-26 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $625K | – | 0.01 |
| SFAST 23-1 A4 144A 5.47% 12-20-29/06-21-27 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $363K | – | 0.00 |
| SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.75% 04-06-30 | Long | Debt | NL | $336K | – | 0.00 |
| SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.875% 11-13-28 | Long | Debt | NL | $9M | – | 0.08 |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26 | Long | Debt | IE | $13M | – | 0.12 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28 | Long | Debt | US | $610K | – | 0.01 |
| SLAM 21-1 A 144A 2.434% 06-15-46/28 (SLAM LTD SLAM_21-1) | Long | ABS-other | US | $2M | – | 0.02 |
| SLAM 21-1 B 144A 3.422% 06-15-46/28 (SLAM LTD SLAM_21-1) | Long | ABS-other | US | $388K | – | 0.00 |
| SLG 21-OVA A 144A 2.5854% 07-15-41/31 (SGL_21-OVA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| SLST 22-1 A1 3.5% 05-25-32 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| SMB 23-C A1A 144A 5.67% 11-15-52/10-17-33 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C) | Long | ABS-other | US | $803K | – | 0.01 |
| SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C) | Long | ABS-other | US | $889K | – | 0.01 |
| SOFR 90DAY FUT SFRH5 06-17-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-53K | – | -0.00 | |
| SOFR 90DAY FUT SFRH6 06-16-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $290K | – | 0.00 | |
| SOFR 90DAY FUT SFRH7 06-15-27 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-135K | – | -0.00 | |
| SOFR 90DAY FUT SFRM4 09-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| SOFR 90DAY FUT SFRM5 09-16-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.01 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-49K | – | -0.00 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $34K | – | 0.00 | |
| SOFR 90DAY FUT SFRZ5 03-17-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $8K | – | 0.00 | |
| SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28 (SOLRR AIRCRAFT SOLRR_21-1 LIMITED) | Long | ABS-other | IE | $2M | – | 0.02 |
| SORT 20-1 A1 144A 1.69% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $18M | – | 0.16 |
| SORT 20-1 A2 144A 1.99% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $2M | – | 0.01 |
| SORT 20-1 B1 144A 2.28% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $3M | – | 0.03 |
| SORT 20-1 B2 144A 2.6% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $306K | – | 0.00 |
| SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26 (CF HIPPOLYTA ISSUER LLC SORT_21-1) | Long | ABS-other | US | $5M | – | 0.05 |
| SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26 (CF HIPPOLYTA ISSUER LLC SORT_21-1) | Long | ABS-other | US | $2M | – | 0.02 |
| SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $15M | – | 0.13 |
| SORT 22-1 A2 144A 6.11% 08-15-62/28 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $6M | – | 0.06 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31 | Long | Debt | US | $4M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $6M | – | 0.06 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51 | Long | Debt | US | $94K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52 | Long | Debt | US | $350K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45 | Long | Debt | US | $2M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50 | Long | Debt | US | $10M | – | 0.09 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 06-01-51 | Long | Debt | US | $250K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29 | Long | Debt | US | $8M | – | 0.07 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27 | Long | Debt | US | $398K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.9% 06-01-26 | Long | Debt | US | $1M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29 | Long | Debt | US | $923K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34 | Long | Debt | US | $5M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28 | Long | Debt | US | $4M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35 | Long | Debt | US | $6M | – | 0.06 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31 | Long | Debt | US | $3M | – | 0.03 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36 | Long | Debt | US | $7M | – | 0.06 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35 | Long | Debt | US | $5M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54 | Long | Debt | US | $563K | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| SOUTHWESTERN ENERGY CO SR UNSEC 5.7% 01-23-25 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $495K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERVICE CO SR SEC 1ST LIEN 6.0% 06-01-54 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $25K | – | 0.00 |
| SPRINT LLC SR UNSEC 7.625% 02-15-25 | Long | Debt | US | $1M | – | 0.01 |
| SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28 (SPRITE LIMITED SPRTE_21-1) | Long | ABS-other | US | $2M | – | 0.02 |
| SPSS 21-1 A 144A 1.95% 09-15-75 (SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1) | Long | ABS-other | US | $1M | – | 0.01 |
| SREIT 21-FLWR A 144A FRN (TSFR1M+69.1) 07-15-36 (SREIT TRUST SREIT_21-FLWR) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| SREIT 21-FLWR B 144A FRN (TSFR1M+104.04) 07-15-36 (SREIT TRUST SREIT_21-FLWR) | Long | ABS-collateralized bond/debt obligation | US | $985K | – | 0.01 |
| SREIT 21-MFP A 144A FRN (TSFR1M+84.53) 11-15-38/11-16-26 (SREIT TRUST SREIT_21-MFP) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| SREIT 21-MFP B 144A FRN (TSFR1M+119.43) 11-15-38/11-16-26 (SREIT TRUST SREIT_21-MFP) | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.00 |
| SREIT 21-MFP C 144A FRN (TSFR1M+144.35) 11-15-38/11-16-26 (SREIT TRUST SREIT_21-MFP) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.00 |
| STACR 20-DNA2 M2 144A FRN (SOFR30A+196.45) 02-25-50 (FREDDIE MAC - STACR 2020-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| STACR 20-DNA4 B1 144A FRN (SOFR30A+611.45) 08-25-50 (FREDDIE MAC - STACR_20-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $869K | – | 0.01 |
| STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $51K | – | 0.00 |
| STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.00 |
| STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $380K | – | 0.00 |
| STACR 22-DNA6 M1B 144A FRN (SOFR30A+370) 09-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 24-DNA1 M1 144A FRN (SOFR30A+135) 02-25-44 (STACR 2024-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| STACR 24-DNA2 M1 144A FRN (SOFR30A+120) 05-25-44 (STACR 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.16 |
| STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34 | Long | Debt | GB | $542K | – | 0.00 |
| STATE OF CALIFORNIA 7.5% 04-01-34 (CALIFORNIA (STATE OF)) | Long | Debt | US | $2M | – | 0.02 |
| STATE OF ILLINOIS 5.1% 06-01-33 (ILLINOIS (STATE OF)) | Long | Debt | US | $109M | – | 0.98 |
| STATE STREET CORP SR UNSEC 4.164% 08-04-33/32 | Long | Debt | US | $2M | – | 0.01 |
| STATE STREET CORP SR UNSEC 5.159% 05-18-34/33 | Long | Debt | US | $6M | – | 0.06 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31 | Long | Debt | US | $4M | – | 0.04 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | Long | Debt | US | $836K | – | 0.01 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32 | Long | Debt | US | $3M | – | 0.03 |
| STELR 21-1 A 144A 3.967% 10-15-41/03-15-28 (STELLAR JAY US LLC STELLAR_21-1) | Long | ABS-other | US | $332K | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27 | Long | Debt | JP | $1M | – | 0.01 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.766% 01-13-33 | Long | Debt | JP | $383K | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.8% 07-13-28 | Long | Debt | JP | $1M | – | 0.01 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.88% 07-13-26 | Long | Debt | JP | $1M | – | 0.01 |
| SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28 | Long | Debt | JP | $1M | – | 0.01 |
| SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31 (SUMMIT DIGITEL INFRASTRUCTURE PVT LTD) | Long | Debt | IN | $2M | – | 0.02 |
| SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-79/11-15-31 | Long | Debt | US | $8K | – | 0.00 |
| SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26 | Long | Debt | SE | $2M | – | 0.02 |
| SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31 | Long | Debt | US | $3M | – | 0.02 |
| T-MOBILE USA INC SR UNSEC 2.625% 04-15-26 | Long | Debt | US | $4M | – | 0.04 |
| T-MOBILE USA INC SR UNSEC 2.875% 02-15-31 | Long | Debt | US | $13M | – | 0.11 |
| T-MOBILE USA INC SR UNSEC 3.0% 02-15-41 | Long | Debt | US | $2M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 3.5% 04-15-25 | Long | Debt | US | $3M | – | 0.03 |
| T-MOBILE USA INC SR UNSEC 3.75% 04-15-27 | Long | Debt | US | $5M | – | 0.04 |
| T-MOBILE USA INC SR UNSEC 3.875% 04-15-30 | Long | Debt | US | $4M | – | 0.04 |
| T-MOBILE USA INC SR UNSEC 4.8% 07-15-28 | Long | Debt | US | $173K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 4.85% 01-15-29 | Long | Debt | US | $3M | – | 0.02 |
| T-MOBILE USA INC SR UNSEC 4.95% 03-15-28 | Long | Debt | US | $700K | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 5.05% 07-15-33 | Long | Debt | US | $814K | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 5.15% 04-15-34 | Long | Debt | US | $2M | – | 0.02 |
| T-MOBILE USA INC SR UNSEC 5.5% 01-15-55 | Long | Debt | US | $392K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 5.75% 01-15-34 | Long | Debt | US | $751K | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 6.0% 06-15-54 | Long | Debt | US | $952K | – | 0.01 |
| TAL 20-1A A 144A 2.05% 09-20-45/05-21-29 (TAL ADVANTAGE VII LLC TAL_20-1A) | Long | ABS-other | US | $2M | – | 0.02 |
| TCF 20-1 A 144A 2.11% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) | Long | ABS-other | US | $8M | – | 0.07 |
| TCF 21-1A A 144A 1.86% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) | Long | ABS-other | US | $3M | – | 0.02 |
| TCF 21-1A B 144A 2.58% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) | Long | ABS-other | US | $258K | – | 0.00 |
| TCN 21-SFR1 A 144A 1.943% 07-17-38/26 (TRICON RESIDENTIAL TCN_21-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| TCN 23-SFR2 A 144A 5.0% 12-17-40/12-19-28 (TRICON RESIDENTIAL TRUST TCN_23-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| TCN 24-SFR2 A 144A 4.75% 06-17-40/06-20-28 (TCN 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.08 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26 | Long | Debt | NL | $65M | – | 0.58 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46 | Long | Debt | NL | $33M | – | 0.29 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28 | Long | Debt | NL | $27M | – | 0.25 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.125% 01-31-25 | Long | Debt | NL | $45M | – | 0.41 |
| THE BANK OF NOVA SCOTIA SR UNSEC 5.25% 06-12-28 (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $1M | – | 0.01 |
| TIF 20-1 A 144A 2.09% 08-20-45/02-22-28 (TRITON INTERNAL FINANCE TIF_20-1) | Long | ABS-other | US | $3M | – | 0.03 |
| TIF 21-1A B 144A 2.54% 02-20-46 (TRITON INTERNAL FINANCE TIF_21-1A) | Long | ABS-other | US | $97K | – | 0.00 |
| TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1) | Long | ABS-other | US | $906K | – | 0.01 |
| TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30 (TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2) | Long | ABS-other | US | $2M | – | 0.01 |
| TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1) | Long | ABS-other | US | $5M | – | 0.04 |
| TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1) | Long | ABS-other | US | $262K | – | 0.00 |
| TMCL 21-2A A 144A 2.23% 04-20-46 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2) | Long | ABS-other | US | $4M | – | 0.04 |
| TORONTO-DOMINION BANK SR UNSEC 5.523% 07-17-28 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $2M | – | 0.02 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.455% 02-19-29 | Long | Debt | FR | $831K | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30 | Long | Debt | US | $5M | – | 0.04 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 4.55% 05-17-30 | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 5.55% 11-20-30 | Long | Debt | US | $709K | – | 0.01 |
| TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30 (TOWD POINT MORTGAGE TRUST TPMP_20-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30 | Long | Debt | CA | $1M | – | 0.01 |
| TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26 | Long | Debt | US | $681K | – | 0.01 |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33 | Long | Debt | US | $2M | – | 0.01 |
| TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31 | Long | Debt | US | $2M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSEC 4.873% 01-26-29/28 | Long | Debt | US | $3M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29 | Long | Debt | US | $2M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34 | Long | Debt | US | $2M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33 | Long | Debt | US | $2M | – | 0.01 |
| TRUIST FINANCIAL CORP SR UNSEC 6.047% 06-08-27/26 | Long | Debt | US | $1M | – | 0.01 |
| TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28 | Long | Debt | US | $3M | – | 0.02 |
| UBS AG SR UNSEC 7.5% 02-15-28 (UBS AG/STAMFORD CT) | Long | Debt | US | $3M | – | 0.02 |
| UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26 | Long | Debt | CH | $10M | – | 0.09 |
| UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26 | Long | Debt | CH | $6M | – | 0.05 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31 | Long | Debt | CH | $1M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25 | Long | Debt | CH | $7M | – | 0.07 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24 | Long | Debt | CH | $844K | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32 | Long | Debt | CH | $3M | – | 0.03 |
| UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31 | Long | Debt | CH | $7M | – | 0.06 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30 | Long | Debt | CH | $9M | – | 0.08 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29 | Long | Debt | CH | $17M | – | 0.16 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29 | Long | Debt | CH | $15M | – | 0.13 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.699% 02-08-35/34 | Long | Debt | CH | $1M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 6.537% 08-12-33/32 | Long | Debt | CH | $10M | – | 0.09 |
| UBS GROUP AG 144A SR UNSEC 9.016% 11-15-33/32 | Long | Debt | CH | $6M | – | 0.05 |
| UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27 | Long | Debt | IT | $1M | – | 0.01 |
| UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27 | Long | Debt | US | $2M | – | 0.02 |
| UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31 | Long | Debt | US | $2M | – | 0.02 |
| UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30 | Long | Debt | US | $4M | – | 0.04 |
| UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32 | Long | Debt | US | $5M | – | 0.04 |
| UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52 | Long | Debt | US | $905K | – | 0.01 |
| UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50 | Long | Debt | US | $5M | – | 0.04 |
| UNITED RENTALS NORTH AMERICA INC SR UNSEC 5.5% 05-15-27 (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES DEPARTMENT OF DEFENSE 4.95% 03-01-34 (PUBLIC FINANCE AUTHORITY WISCONSIN) | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $69.5 | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 | Long | Debt | US | $108K | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-24 | Long | Debt | US | $24M | – | 0.21 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26 | Long | Debt | US | $6M | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 01-15-25 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25 | Long | Debt | US | $5M | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27 | Long | Debt | US | $48M | – | 0.43 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.5% 01-15-28 | Long | Debt | US | $4M | – | 0.03 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 | Long | Debt | US | $25M | – | 0.22 |
| UNITED STATES TREASURY NOTE 0.75% 08-31-26 | Long | Debt | US | $8M | – | 0.07 |
| UNITED STATES TREASURY NOTE 1.0% 07-31-28 | Long | Debt | US | $5M | – | 0.04 |
| UNITED STATES TREASURY NOTE 1.125% 02-29-28 | Long | Debt | US | $9M | – | 0.08 |
| UNITED STATES TREASURY NOTE 1.125% 08-31-28 | Long | Debt | US | $12M | – | 0.11 |
| UNITED STATES TREASURY NOTE 1.375% 11-15-40 | Long | Debt | US | $15M | – | 0.14 |
| UNITED STATES TREASURY NOTE 1.625% 05-15-31 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $17M | – | 0.15 |
| UNITED STATES TREASURY NOTE 1.875% 02-28-27 | Long | Debt | US | $4M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.0% 11-15-41 | Long | Debt | US | $39K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 11-15-25 | Long | Debt | US | $7M | – | 0.06 |
| UNITED STATES TREASURY NOTE 2.25% 11-15-27 | Long | Debt | US | $98M | – | 0.88 |
| UNITED STATES TREASURY NOTE 2.375% 02-15-42 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-29 | Long | Debt | US | $4M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.625% 05-31-27 | Long | Debt | US | $41M | – | 0.37 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-49 | Long | Debt | US | $14M | – | 0.13 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-52 | Long | Debt | US | $726K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 02-15-49 | Long | Debt | US | $87M | – | 0.78 |
| UNITED STATES TREASURY NOTE 3.0% 07-15-25 | Long | Debt | US | $96M | – | 0.86 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $9M | – | 0.08 |
| UNITED STATES TREASURY NOTE 3.625% 03-31-28 | Long | Debt | US | $13K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-26 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.75% 05-31-30 | Long | Debt | US | $13M | – | 0.12 |
| UNITED STATES TREASURY NOTE 3.875% 03-31-25 | Long | Debt | US | $80M | – | 0.72 |
| UNITED STATES TREASURY NOTE 3.875% 12-31-29 | Long | Debt | US | $43M | – | 0.39 |
| UNITED STATES TREASURY NOTE 4.0% 01-15-27 | Long | Debt | US | $4M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.0% 02-28-30 | Long | Debt | US | $38M | – | 0.34 |
| UNITED STATES TREASURY NOTE 4.0% 02-29-28 | Long | Debt | US | $5M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-52 | Long | Debt | US | $8M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.0% 12-15-25 | Long | Debt | US | $42M | – | 0.38 |
| UNITED STATES TREASURY NOTE 4.125% 06-15-26 | Long | Debt | US | $203K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.125% 08-15-53 | Long | Debt | US | $6M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.125% 08-31-30 | Long | Debt | US | $11M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.125% 11-15-32 | Long | Debt | US | $112K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $245M | – | 2.20 |
| UNITED STATES TREASURY NOTE 4.25% 05-15-39 | Long | Debt | US | $107M | – | 0.96 |
| UNITED STATES TREASURY NOTE 4.25% 12-31-25 | Long | Debt | US | $5M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $17M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-26 | Long | Debt | US | $263K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $299M | – | 2.68 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-44 | Long | Debt | US | $64M | – | 0.57 |
| UNITED STATES TREASURY NOTE 4.625% 05-31-31 | Long | Debt | US | $10M | – | 0.09 |
| UNITED STATES TREASURY NOTE 4.625% 06-15-27 | Long | Debt | US | $42M | – | 0.38 |
| UNITED STATES TREASURY NOTE 4.625% 06-30-25 | Long | Debt | US | $67M | – | 0.61 |
| UNITED STATES TREASURY NOTE 4.625% 11-15-26 | Long | Debt | US | $4M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.75% 02-15-41 | Long | Debt | US | $77M | – | 0.69 |
| UNITED STATES TREASURY NOTE 4.875% 05-31-26 | Long | Debt | US | $61M | – | 0.54 |
| UNITED STATES TREASURY NOTE 4.875% 10-31-30 | Long | Debt | US | $95M | – | 0.85 |
| UNITED STATES TREASURY NOTE 5.0% 09-30-25 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 5.0% 10-31-25 | Long | Debt | US | $28M | – | 0.25 |
| UNITED STATES TREASURY NOTE 5.25% 11-15-28 | Long | Debt | US | $6M | – | 0.05 |
| UNITED STATES TREASURY NOTE 6.125% 11-15-27 | Long | Debt | US | $25M | – | 0.23 |
| UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30 | Long | Debt | US | $396K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 3.05% 05-15-41 | Long | Debt | US | $960K | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51 | Long | Debt | US | $393K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 3.75% 07-15-25 | Long | Debt | US | $5M | – | 0.05 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.25% 06-15-48 | Long | Debt | US | $794K | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.95% 05-15-62 | Long | Debt | US | $61K | – | 0.00 |
| US BANCORP SR UNSEC 4.653% 02-01-29/28 | Long | Debt | US | $2M | – | 0.02 |
| US BANCORP SR UNSEC 4.839% 02-01-34/33 | Long | Debt | US | $3M | – | 0.03 |
| US BANCORP SR UNSEC 5.384% 01-23-30/29 | Long | Debt | US | $7M | – | 0.07 |
| US BANCORP SR UNSEC 5.678% 01-23-35/34 | Long | Debt | US | $3M | – | 0.03 |
| US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33 | Long | Debt | US | $2M | – | 0.02 |
| USRE 21-1 A1 144A 1.91% 10-20-61/26 (NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1) | Long | ABS-other | US | $45M | – | 0.41 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $27K | – | 0.00 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.02 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-4M | – | -0.04 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $5M | – | 0.05 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $5M | – | 0.04 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $9M | – | 0.08 | |
| VERALTO CORP 144A LIFE SR UNSEC 5.35% 09-18-28 | Long | Debt | US | $2M | – | 0.02 |
| VERALTO CORP 144A LIFE SR UNSEC 5.45% 09-18-33 | Long | Debt | US | $2M | – | 0.02 |
| VERALTO CORP 144A LIFE SR UNSEC 5.5% 09-18-26 | Long | Debt | US | $350K | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31 | Long | Debt | US | $7M | – | 0.07 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32 | Long | Debt | US | $2M | – | 0.02 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31 | Long | Debt | US | $4M | – | 0.04 |
| VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41 | Long | Debt | US | $830K | – | 0.01 |
| VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51 | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 03-01-52 | Long | Debt | US | $2M | – | 0.02 |
| VERIZON COMMUNICATIONS INC SR UNSEC 4.329% 09-21-28 | Long | Debt | US | $1M | – | 0.01 |
| VERUS 24-3 A1 144A 6.338% 04-25-2069 (VERUS SECURITIZATION TRUST VERUS_24-3) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.20 |
| VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.08 |
| VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25 | Long | Debt | US | $662K | – | 0.01 |
| VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28 | Long | Debt | US | $7M | – | 0.06 |
| VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30 | Long | Debt | US | $5M | – | 0.05 |
| VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32 | Long | Debt | US | $11M | – | 0.10 |
| VICI PROPERTIES LP SR UNSEC 5.625% 05-15-52 | Long | Debt | US | $350K | – | 0.00 |
| VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29 | Long | Debt | VG | $435K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50 | Long | Debt | GB | $2M | – | 0.02 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24 | Long | Debt | US | $542K | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30 | Long | Debt | US | $5M | – | 0.05 |
| VZMT 23-2 A 4.89% 04-13-28/04-21-25 (VERIZON MASTER TRUST VZMT_23-2) | Long | ABS-other | US | $1M | – | 0.01 |
| VZMT 23-3 A 144A 4.73% 04-21-31/04-20-28 (VERIZON MASTER TRUST VZMT_23-3) | Long | ABS-other | US | $5M | – | 0.05 |
| VZMT 24-1 A1A 5.00% 12-20-28 (VERIZON MASTER TRUST VZMT_24-1) | Long | ABS-other | US | $8M | – | 0.07 |
| WALMART INC SR UNSEC 4.1% 04-15-33 | Long | Debt | US | $1M | – | 0.01 |
| WALMART INC SR UNSEC 4.5% 04-15-53 | Long | Debt | US | $1M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 3.638% 03-15-25 | Long | Debt | US | $3M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27 | Long | Debt | US | $1M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32 | Long | Debt | US | $98K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42 | Long | Debt | US | $585K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52 | Long | Debt | US | $4M | – | 0.04 |
| WASTE MANAGEMENT INC SR UNSEC 1.5% 03-15-31 | Long | Debt | US | $336K | – | 0.00 |
| WASTE MANAGEMENT INC SR UNSEC 4.15% 04-15-32 | Long | Debt | US | $648K | – | 0.01 |
| WASTE MANAGEMENT INC SR UNSEC 4.875% 02-15-34 | Long | Debt | US | $3M | – | 0.02 |
| WEC ENERGY GROUP INC SR UNSEC 5.6% 09-12-26 | Long | Debt | US | $402K | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27 | Long | Debt | US | $924K | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27 | Long | Debt | US | $6M | – | 0.06 |
| WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25 | Long | Debt | US | $3M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52 | Long | Debt | US | $5M | – | 0.04 |
| WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27 | Long | Debt | US | $13M | – | 0.12 |
| WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33 | Long | Debt | US | $10M | – | 0.09 |
| WELLS FARGO & CO SR UNSEC 5.499% 01-23-35/34 | Long | Debt | US | $3M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 5.557% 07-25-34/33 | Long | Debt | US | $188K | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28 | Long | Debt | US | $3M | – | 0.02 |
| WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27 | Long | Debt | US | $6M | – | 0.05 |
| WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33 | Long | Debt | US | $4M | – | 0.04 |
| WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| WFCM 16-C37 A5 3.794% 12-15-49/11-18-26 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1) | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.00 |
| WFCM 19-C54 A4 3.146% 12-15-52 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54) | Long | ABS-collateralized bond/debt obligation | US | $911K | – | 0.01 |
| WILLIAMS COS INC SR UNSEC 4.9% 03-15-29 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $3M | – | 0.02 |
| WILLIAMS COS INC SR UNSEC 5.15% 03-15-34 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $4M | – | 0.03 |
| WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27 | Long | Debt | US | $914K | – | 0.01 |
| WILLIS NORTH AMERICA INC SR UNSEC 5.9% 03-05-54 | Long | Debt | US | $262K | – | 0.00 |
| WISCONSIN POWER AND LIGHT CO SR UNSEC 1.95% 09-16-31 (WISCONSIN POWER AND LIGHT COMPANY) | Long | Debt | US | $420K | – | 0.00 |
| WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50 (WISCONSIN POWER AND LIGHT COMPANY) | Long | Debt | US | $771K | – | 0.01 |
| WISCONSIN PUBLIC SERVICE CORP SR UNSEC 2.85% 12-01-51 (WISCONSIN PUBLIC SERVICE CORPORATION) | Long | Debt | US | $232K | – | 0.00 |
| WLAKE 20-3A D 144A 1.65% 02-17-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 21-2 C 144A 0.89% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2) | Long | ABS-other | US | $749K | – | 0.01 |
| WLAKE 21-2 D 144A 1.23% 12-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 23-2 A2A 144A 5.87% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $59K | – | 0.00 |
| WLAKE 23-2 A3 144A 5.8% 02-16-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $2M | – | 0.02 |
| WLAKE 23-3 A3 144A 5.82% 05-17-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $3M | – | 0.03 |
| WLAKE 23-3 B 144A 5.92% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 23-3 C 144A 6.02% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $2M | – | 0.02 |
| WLAKE 23-3 D 144A 6.47% 03-15-29 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 23-4 A3 144A 6.24% 07-15-27/09-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4) | Long | ABS-other | US | $3M | – | 0.03 |
| WOART 23-C A3 5.15% 11-15-28 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C) | Long | ABS-other | US | $289K | – | 0.00 |
| WOART 23-C A4 5.03% 11-15-29 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C) | Long | ABS-other | US | $232K | – | 0.00 |
| WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 5.125% 10-01-29 | Long | Debt | US | $390K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 1.75% 03-15-27 | Long | Debt | US | $4M | – | 0.04 |
| XCEL ENERGY INC SR UNSEC 2.6% 12-01-29 | Long | Debt | US | $2M | – | 0.01 |
| XCEL ENERGY INC SR UNSEC 3.3% 06-01-25 | Long | Debt | US | $6M | – | 0.05 |
| XCEL ENERGY INC SR UNSEC 4.6% 06-01-32 | Long | Debt | US | $4M | – | 0.04 |
| XCEL ENERGY INC SR UNSEC 5.5% 03-15-34 | Long | Debt | US | $4M | – | 0.04 |
| ZIPRECRUITER INC 144A LIFE SR UNSEC 5.0% 01-15-30 | Long | Debt | US | $426K | – | 0.00 |
Address
AMERICAN FUNDS INSURANCE SERIES
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America
Websites
Directors
Alexandra Trower
Donald D. O'Neal
Francisco G. Cigarroa
Jennifer C. Feikin
Leslie Stone Heisz
Margaret Spellings
Mary Davis Holt
Merit E. Janow
Michael C. Gitlin
Nariman Farvardin
Paul S. Williams
Transfer Agents
American Funds Service Company
Pricing Services
Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.
Custodians
State Street Bank and Trust Co.
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Austria AG
BNP Paribas S.A.
Citibank, N.A.
State Street Trust Company Canada
HSBC Bank (China) Company Limited
Skandinaviska Enskilda Banken AB (publ), Sweden
Skandinaviska Enskilda Banken AB (publ), Sweden
BNP Paribas S.A.
State Street Bank International GmbH
BNP Paribas S.A.
The Hongkong and Shanghai Banking Corporation Limited
Deutsche Bank AG
Standard Chartered Bank
Intesa Sanpaolo S.p.A.
The Hongkong and Shanghai Banking Corporation Limited
Banco Nacional de Mexico, S.A.
BNP Paribas S.A.
Skandinaviska Enskilda Banken AB (publ), Sweden
Standard Chartered Bank
Citibank, N.A.
FirstRand Bank Limited
The Hongkong and Shanghai Banking Corporation Limited
Citibank Europe Plc, Dublin, Ireland
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
Standard Chartered Bank (Taiwan) Limited
State Street Bank and Trust Company, United Kingdom branch
Credit Suisse (Switzerland) Ltd.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Jefferies & Company Inc.
Goldman Sachs & Co. LLC
UBS AG
CLSA B.V.
J.P. Morgan Securities LLC
BTIG, LLC
Liquidnet Holdings, Inc.
Bank of America, N.A.
Citigroup Global Markets Inc.
Barclays Bank PLC