Capital Group Fund Group > AMERICAN BALANCED FUND
AMERICAN BALANCED FUND
$198.82B
Avg Monthly Net Assets
$241.51B
Total Assets
$14.84B
Total Liabilities
$226.67B
Net Assets
AMERICAN BALANCED FUND is a Mutual Fund in AMERICAN BALANCED FUND
from Capital Group Fund Group,
based in California,
United States of America.
The fund has 21 share classes
and monthly net assets of $198.82B.
On August 28th, 2024 it reported 2,975 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (7.8%), BROADCOM INC (4.7%) and MICROSOFT CORP (4.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 529-A | C000023946 | CLBAX | |
| Class 529-C | C000023948 | CLBCX | |
| Class 529-E | C000023949 | CLBEX | |
| Class 529-F-1 | C000023950 | CLBFX | |
| Class 529-F-2 | C000224633 | FBAFX | |
| Class 529-F-3 | C000224634 | FBONX | |
| Class 529-T | C000189521 | TAFBX | |
| Class A | C000023937 | ABALX | |
| Class C | C000023944 | BALCX | |
| Class F-1 | C000023945 | BALFX | |
| Class F-2 | C000068555 | AMBFX | |
| Class F-3 | C000180007 | AFMBX | |
| Class R-1 | C000023938 | RLBAX | |
| Class R-2 | C000023939 | RLBBX | |
| Class R-2E | C000148414 | RAMHX | |
| Class R-3 | C000023940 | RLBCX | |
| Class R-4 | C000023941 | RLBEX | |
| Class R-5 | C000023942 | RLBFX | |
| Class R-5E | C000164818 | RLEFX | |
| Class R-6 | C000077860 | RLBGX | |
| Class T | C000189522 | TABFX |
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 |
|---|---|---|---|---|---|---|
| 3650R 22-PF2 A5 FRN 11-15-55/10-18-32 (3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| 5.1% 06-01-33 (ILLINOIS (STATE OF)) | Long | Debt | US | $30M | – | 0.01 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28 | Long | Debt | US | $9M | – | 0.00 |
| ABB LTD | Long | Equity-common | CH | $86M | 2M | 0.04 |
| ABBOTT LABORATORIES | Long | Equity-common | US | $1B | 10M | 0.44 |
| ABBVIE INC | Long | Equity-common | US | $931M | 5M | 0.41 |
| ABBVIE INC SR UNSEC 2.95% 11-21-26 | Long | Debt | US | $1M | – | 0.00 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $16M | – | 0.01 |
| ACAR 21-3 D 144A 1.34% 11-15-27/05-13-22 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3) | Long | ABS-other | US | $5M | – | 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 | $2M | – | 0.00 |
| ACAR 23-3 A 144A 6.0% 03-12-27/01-13-25 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3) | Long | ABS-other | US | $2M | – | 0.00 |
| ACAR 24-2 C 144A 6.24% 04-12-30/12-14-26 (ACAR 2024-2) | Long | ABS-other | US | $13M | – | 0.01 |
| ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27 (ACAR 2024-2) | Long | ABS-other | US | $15M | – | 0.01 |
| ACCENTURE PLC CL A | Long | Equity-common | IE | $85M | 280K | 0.04 |
| ADVANCED MICRO DEVICES INC | Long | Equity-common | US | $17M | 105K | 0.01 |
| AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $15M | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24 | Long | Debt | IE | $27M | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26 | Long | Debt | IE | $10M | – | 0.00 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26 | Long | Debt | IE | $35M | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 6.45% 04-15-27 | Long | Debt | IE | $35M | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25 | Long | Debt | IE | $7M | – | 0.00 |
| AESOP 19-2A A 144A 3.35% 09-22-25/24 (AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A) | Long | ABS-other | US | $15M | – | 0.01 |
| AESOP 19-3A A 144A 2.36% 03-20-26/25 (AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A) | Long | ABS-other | US | $28M | – | 0.01 |
| AESOP 20-2 A 144A 2.02% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) | Long | ABS-other | US | $52M | – | 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 | $4M | – | 0.00 |
| AESOP 2020-1A A 144A 2.33% 08-20-26/25 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A) | Long | ABS-other | US | $49M | – | 0.02 |
| 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 | $70M | – | 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 | $4M | – | 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 | $1M | – | 0.00 |
| AESOP 23-1 A 144A 5.25% 04-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1) | Long | ABS-other | US | $20M | – | 0.01 |
| AESOP 23-1 B 144A 6.08% 04-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1) | Long | ABS-other | US | $10M | – | 0.00 |
| AESOP 23-2 A 144A 5.2% 10-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-other | US | $9M | – | 0.00 |
| AESOP 23-2 B 144A 6.03% 10-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-other | US | $3M | – | 0.00 |
| AESOP 23-3 A 144A 5.44% 02-22-28/27 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3) | Long | ABS-other | US | $3M | – | 0.00 |
| AESOP 23-4 A 144A 5.49% 06-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4) | Long | ABS-other | US | $12M | – | 0.01 |
| AESOP 23-5 A 144A 5.78% 04-20-28/27 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5) | Long | ABS-other | US | $15M | – | 0.01 |
| AESOP 23-6 A 144A 5.81% 12-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6) | Long | ABS-other | US | $28M | – | 0.01 |
| AESOP 23-8 A 144A 6.02% 02-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8) | Long | ABS-other | US | $7M | – | 0.00 |
| AESOP 24-1 A 144A 5.36% 06-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-other | US | $16M | – | 0.01 |
| AESOP 24-1 B 144A 5.85% 06-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-other | US | $3M | – | 0.00 |
| AESOP 24-3 A 144A 5.62% 12-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3) | Long | ABS-other | US | $16M | – | 0.01 |
| AESOP 24-3 B 144A 5.58% 12-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3) | Long | ABS-other | US | $3M | – | 0.00 |
| AFFRM 21-Z2 A 144A 1.17% 11-16-26 (AFFIRM ASSET SECURITIZATION TRUST 21-Z2) | Long | ABS-other | US | $3M | – | 0.00 |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-other | US | $2M | – | 0.00 |
| AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26 (AFFRM 2024-A) | Long | ABS-other | US | $12M | – | 0.01 |
| AFFRM 24-X1 A 144A 6.27% 05-15-29 (AFFRM 2024-X1) | Long | ABS-other | US | $11M | – | 0.00 |
| AGL 23-24 A1 CLO 144A FRN (TSFR3M+200) 07-25-36 (AGL CLO LTD AGL_23-24) | Long | ABS-other | US | $59M | – | 0.03 |
| AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28 | Long | Debt | IE | $25M | – | 0.01 |
| AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25 | Long | Debt | IE | $42M | – | 0.02 |
| AIR LEASE CORP SR UNSEC 0.8% 08-18-24 | Long | Debt | US | $38M | – | 0.02 |
| AIR LEASE CORP SR UNSEC 2.1% 09-01-28 | Long | Debt | US | $5M | – | 0.00 |
| AIR LEASE CORP SR UNSEC 2.2% 01-15-27 | Long | Debt | US | $27M | – | 0.01 |
| AIR LEASE CORP SR UNSEC 2.875% 01-15-26 | Long | Debt | US | $36M | – | 0.02 |
| AIR LEASE CORP SR UNSEC 5.2% 07-15-31 | Long | Debt | US | $12M | – | 0.01 |
| AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25 (AIR PRODUCTS & CHEMICALS INC) | Long | Debt | US | $2M | – | 0.00 |
| AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27 (AIR PRODUCTS & CHEMICALS INC) | Long | Debt | US | $7M | – | 0.00 |
| AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.05% 05-15-30 (AIR PRODUCTS & CHEMICALS INC) | Long | Debt | US | $3M | – | 0.00 |
| AIRBUS SE (BEARER) | Long | Equity-common | NL | $233M | 2M | 0.10 |
| ALBEMARLE CORP CV PFD SER A CUMULATIVE DEP SHS (1/20TH 7.25% SER A CV PFD) 03-01-27 | Long | Equity-preferred | US | $150M | 3M | 0.07 |
| ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31 | Long | Debt | US | $3M | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28 | Long | Debt | US | $3M | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 4.0% 02-01-50 | Long | Debt | US | $3M | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 4.85% 04-15-49 | Long | Debt | US | $2M | – | 0.00 |
| ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31 | Long | Debt | CN | $5M | – | 0.00 |
| ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41 | Long | Debt | CN | $9M | – | 0.00 |
| ALIBABA GROUP HOLDING LTD SR UNSEC 3.15% 02-09-51 | Long | Debt | CN | $7M | – | 0.00 |
| ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37 | Long | Debt | CN | $7M | – | 0.00 |
| ALIBABA GROUP HOLDING LTD SR UNSEC 4.5% 11-28-34 | Long | Debt | CN | $8M | – | 0.00 |
| ALLEG 19-2 CR CLO 144A FRN (TSFR3M+253) 01-19-33 (ALLEG 2019-2A) | Long | ABS-other | US | $6M | – | 0.00 |
| ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31 | Long | Debt | US | $4M | – | 0.00 |
| ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31 | Long | Debt | US | $2M | – | 0.00 |
| ALPHABET INC CL A | Long | Equity-common | US | $2B | 11M | 0.85 |
| ALPHABET INC CL C | Long | Equity-common | US | $5B | 25M | 2.00 |
| ALTRIA GROUP INC | Long | Equity-common | US | $1B | 23M | 0.45 |
| ALTRIA GROUP INC SR UNSEC 2.35% 05-06-25 | Long | Debt | US | $5M | – | 0.00 |
| AMAZON.COM INC | Long | Equity-common | US | $3B | 14M | 1.16 |
| AMAZON.COM INC SR UNSEC 1.2% 06-03-27 | Long | Debt | US | $4M | – | 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 | $1M | – | 0.00 |
| AMCAR 21-2 C 1.01% 01-19-27/04-21-25 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2) | Long | ABS-other | US | $2M | – | 0.00 |
| AMCAR 21-2 D 1.29% 06-18-27/04-21-25 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2) | Long | ABS-other | US | $19M | – | 0.01 |
| AMCAR 23-1 A2A 5.84% 10-19-26 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) | Long | ABS-other | US | $7M | – | 0.00 |
| AMCAR 23-1 B 5.57% 03-20-28 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) | Long | ABS-other | US | $11M | – | 0.00 |
| AMCAR 23-2 A3 5.81% 05-18-28 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-other | US | $35M | – | 0.02 |
| AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25 | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN EXPRESS CO | Long | Equity-common | US | $196M | 848K | 0.09 |
| AMERICAN EXPRESS CO SR UNSEC 2.25% 03-04-25 | Long | Debt | US | $20M | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 2.55% 03-04-27 | Long | Debt | US | $13M | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32 | Long | Debt | US | $15M | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27 | Long | Debt | US | $4M | – | 0.00 |
| AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25 | Long | Debt | US | $19M | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30 | Long | Debt | US | $11M | – | 0.00 |
| AMERICAN HONDA FINANCE CORP SR UNSEC 3.5% 02-15-28 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50 | Long | Debt | US | $3M | – | 0.00 |
| AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33 | Long | Debt | US | $14M | – | 0.01 |
| AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26 | Long | Debt | US | $10M | – | 0.00 |
| AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31 | Long | Debt | US | $598K | – | 0.00 |
| AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51 | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN TOWER CORP SR UNSEC 3.6% 01-15-28 | Long | Debt | US | $4M | – | 0.00 |
| AMETEK INC | Long | Equity-common | US | $174M | 1M | 0.08 |
| AMGEN INC | Long | Equity-common | US | $92M | 294K | 0.04 |
| AMGEN INC SR UNSEC 3.0% 02-22-29 | Long | Debt | US | $368K | – | 0.00 |
| AMGEN INC SR UNSEC 4.05% 08-18-29 | Long | Debt | US | $9M | – | 0.00 |
| AMGEN INC SR UNSEC 4.2% 03-01-33 | Long | Debt | US | $10M | – | 0.00 |
| AMGEN INC SR UNSEC 4.4% 02-22-62 | Long | Debt | US | $4M | – | 0.00 |
| AMGEN INC SR UNSEC 4.875% 03-01-53 | Long | Debt | US | $7M | – | 0.00 |
| AMGEN INC SR UNSEC 5.15% 03-02-28 | Long | Debt | US | $3M | – | 0.00 |
| AMGEN INC SR UNSEC 5.25% 03-02-30 | Long | Debt | US | $5M | – | 0.00 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $60M | – | 0.03 |
| AMGEN INC SR UNSEC 5.507% 03-02-26 | Long | Debt | US | $418K | – | 0.00 |
| AMGEN INC SR UNSEC 5.6% 03-02-43 | Long | Debt | US | $7M | – | 0.00 |
| AMGEN INC SR UNSEC 5.65% 03-02-53 | Long | Debt | US | $890K | – | 0.00 |
| AMGEN INC SR UNSEC 5.75% 03-02-63 | Long | Debt | US | $3M | – | 0.00 |
| AMMC 16-18 AR CLO 144A FRN (TSFR3M+136.16) 05-26-31 (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A) | Long | ABS-other | KY | $3M | – | 0.00 |
| AMSR 21-SFR3 A 1.476% 10-17-38/10-19-26 (AMSR TRUST AMSR_21-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| 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 | $21M | – | 0.01 |
| AMXCA 21-1 A 0.9% 11-15-26/24 (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_21-1) | Long | ABS-other | US | $26M | – | 0.01 |
| AMXCA 22-3 A 3.75% 08-16-27/08-15-25 (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3) | Long | ABS-other | US | $59M | – | 0.03 |
| ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28 | Long | Debt | US | $2M | – | 0.00 |
| ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34 | Long | Debt | US | $5M | – | 0.00 |
| ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54 | Long | Debt | US | $7M | – | 0.00 |
| ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.25% 03-17-28 | Long | Debt | GB | $940K | – | 0.00 |
| ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25 | Long | Debt | GB | $5M | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.35% 06-01-40 | Long | Debt | US | $13M | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48 | Long | Debt | US | $1M | – | 0.00 |
| ANTONIO B WON PAT INTERNATIONAL AIRPORT AUTHORITY 3.839% 10-01-36 (GUAM INTL ARPT AUTH) | Long | Debt | GU | $812K | – | 0.00 |
| ANTONIO B WON PAT INTERNATIONAL AIRPORT AUTHORITY 4.46% 10-01-43 (GUAM INTL ARPT AUTH) | Long | Debt | GU | $1M | – | 0.00 |
| AOMT 24-2 A1 144A 5.985% 01-25-69/01-01-28 (ANGEL OAK MORTGAGE TRUST AOMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29 | Long | Debt | US | $15M | – | 0.01 |
| AON PLC CL A | Long | Equity-common | IE | $914M | 3M | 0.40 |
| APACHE CORP SR UNSEC 5.1% 09-01-40 | Long | Debt | US | $9M | – | 0.00 |
| APID 19-32 A1R CLO 144A FRN (TSFR3M+110) 01-20-33 (APID 2019-32A) | Long | ABS-other | KY | $12M | – | 0.01 |
| APOLLO GLOBAL MANAGEMENT INC | Long | Equity-common | US | $584M | 5M | 0.26 |
| APPLE INC | Long | Equity-common | US | $3B | 14M | 1.32 |
| APPLIED MATERIALS INC | Long | Equity-common | US | $876M | 4M | 0.39 |
| ARAMARK | Long | Equity-common | US | $489M | 14M | 0.22 |
| ARES 15-2 AR3 CLO 144A FRN (TSFR3M+132) 04-17-33 (ARES 2015-2A) | Long | ABS-other | KY | $26M | – | 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 | $3M | – | 0.00 |
| ARISTA NETWORKS INC | Long | Equity-common | US | $395M | 1M | 0.17 |
| 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 | $450K | – | 0.00 |
| ARRW 21-1R A1 144A FRN 10-25-48 (ARROYO MORTGAGE TRUST ARRW_21-1R) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| 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 | $14M | – | 0.01 |
| ARTHUR J GALLAGHER & CO | Long | Equity-common | US | $722M | 3M | 0.32 |
| ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51 | Long | Debt | US | $193K | – | 0.00 |
| ASML HOLDING NV | Long | Equity-common | NL | $444M | 431K | 0.20 |
| ASML HOLDING NV REG SHS ADR | Long | Equity-common | NL | $2B | 2M | 0.82 |
| ASTRAZENECA FINANCE LLC SR UNSEC 1.2% 05-28-26 | Long | Debt | US | $3M | – | 0.00 |
| ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28 | Long | Debt | US | $5M | – | 0.00 |
| ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31 | Long | Debt | US | $3M | – | 0.00 |
| ASTRAZENECA FINANCE LLC SR UNSEC 4.875% 03-03-28 | Long | Debt | US | $34M | – | 0.02 |
| ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31 | Long | Debt | US | $8M | – | 0.00 |
| ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34 | Long | Debt | US | $29M | – | 0.01 |
| ASTRAZENECA PLC (GBP) | Long | Equity-common | GB | $1B | 9M | 0.64 |
| ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25 | Long | Debt | GB | $5M | – | 0.00 |
| AT&T INC | Long | Equity-common | US | $171M | 9M | 0.08 |
| AT&T INC SR UNSEC 2.25% 02-01-32 | Long | Debt | US | $3M | – | 0.00 |
| AT&T INC SR UNSEC 2.3% 06-01-27 | Long | Debt | US | $3M | – | 0.00 |
| AT&T INC SR UNSEC 3.5% 09-15-53 | Long | Debt | US | $7M | – | 0.00 |
| AT&T INC SR UNSEC 4.35% 03-01-29 | Long | Debt | US | $5M | – | 0.00 |
| AT&T INC SR UNSEC 5.4% 02-15-34 | Long | Debt | US | $4M | – | 0.00 |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A LIFE SUB 6.742% 12-08-32 (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD) | Long | Debt | AU | $5M | – | 0.00 |
| BAAT 24-1 A3 144A 5.35% 11-15-28 (BAAT 2024-1A) | Long | ABS-other | US | $11M | – | 0.01 |
| BACCT 22-A2 A2 5.0% 04-17-28/11-17-25 (BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2) | Long | ABS-other | US | $39M | – | 0.02 |
| BACCT 24-A1 A 4.93% 05-15-29/05-17-27 (BANK OF AMERICA CREDIT CARD TRUST BACCT_24-A1) | Long | ABS-other | US | $42M | – | 0.02 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29 | Long | Debt | GB | $19M | – | 0.01 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31 | Long | Debt | GB | $11M | – | 0.00 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34 | Long | Debt | GB | $11M | – | 0.00 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54 | Long | Debt | GB | $2M | – | 0.00 |
| BAKER HUGHES CO CL A | Long | Equity-common | US | $366M | 10M | 0.16 |
| BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30 | Long | Debt | US | $6M | – | 0.00 |
| BALLY 19-2A A1RR CLO 144A FRN (TSFR3M+140) 02-20-36 (BALLYROCK LTD BALLY_19-2A) | Long | ABS-other | US | $55M | – | 0.02 |
| BALTIMORE GAS AND ELECTRIC CO SR UNSEC 4.55% 06-01-52 | Long | Debt | US | $4M | – | 0.00 |
| BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26 | Long | Debt | ES | $19M | – | 0.01 |
| BANCO SANTANDER SA SR NON PREF 2.746% 05-28-25 | Long | Debt | ES | $9M | – | 0.00 |
| BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25 | Long | Debt | ES | $9M | – | 0.00 |
| BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29 (BANGKOK BANK PCL/HONG KONG) | Long | Debt | HK | $14M | – | 0.01 |
| BANK 18-BN10 A5 3.688% 02-15-61/01-18-28 (BANK 18-BN10-A5) | Long | ABS-collateralized bond/debt obligation | US | $751K | – | 0.00 |
| BANK 18-BN12 A4 FRN 05-15-61/05-17-28 (BANK_18-BN12) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| BANK 19-BN16 A4 4.005% 02-15-52 (BANK BANK_19-BN16) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| BANK 19-BN17 A4 3.714% 04-15-52/03-16-29 | Long | ABS-collateralized bond/debt obligation | US | $378K | – | 0.00 |
| BANK 19-BN18 A4 3.584% 05-15-62 (BANK BANK_19-BN18) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| BANK 19-BN19 A3 3.183% 08-15-61 (BANK BANK_19-BN19) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| BANK 20-BN26 A4 2.403% 03-15-63/02-15-30 (BANK_20-BN26) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.01 |
| BANK 2018-BN10 A4 3.428% 02-15-61 (BANK_18-BN10) | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.00 |
| BANK 22-BNK44 ASB FRN 03-15-32/03-17-32 (BANK BANK_22-BN44) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| BANK OF AMERICA CORP | Long | Equity-common | US | $376M | 9M | 0.17 |
| BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25 | Long | Debt | US | $3M | – | 0.00 |
| BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30 | Long | Debt | US | $7M | – | 0.00 |
| BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30 | Long | Debt | US | $38M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28 | Long | Debt | US | $55M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31 | Long | Debt | US | $41M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31/30 | Long | Debt | US | $28M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27 | Long | Debt | US | $36M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27 | Long | Debt | US | $18M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27 | Long | Debt | US | $63M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26 | Long | Debt | US | $36M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.202% 04-25-29/28 | Long | Debt | US | $58M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33 | Long | Debt | US | $37M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.468% 01-23-35/34 | Long | Debt | US | $32M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28 | Long | Debt | US | $64M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33 | Long | Debt | US | $12M | – | 0.01 |
| BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25 | Long | Debt | IE | $5M | – | 0.00 |
| BANK OF MONTREAL SR UNSEC 5.203% 02-01-28 | Long | Debt | CA | $5M | – | 0.00 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 4.534% 02-01-29/28 | Long | Debt | US | $4M | – | 0.00 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 4.705% 02-01-34/33 | Long | Debt | US | $5M | – | 0.00 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 4.947% 04-26-27/26 | Long | Debt | US | $15M | – | 0.01 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29 | Long | Debt | US | $28M | – | 0.01 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 5.802% 10-25-28/27 | Long | Debt | US | $19M | – | 0.01 |
| BANK OF NOVA SCOTIA SR UNSEC 5.4% 06-04-27 (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $10M | – | 0.00 |
| BANK_23-5YR4 5.98% 12-01-28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.01 |
| BANK5 23-5YR4 AS FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| BANNER HEALTH SR UNSEC 1.897% 01-01-31 | Long | Debt | US | $4M | – | 0.00 |
| BANNER HEALTH SR UNSEC 2.913% 01-01-51 | Long | Debt | US | $4M | – | 0.00 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A LIFE SR UNSEC 5.088% 01-23-27 | Long | Debt | FR | $20M | – | 0.01 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.82% 10-16-26 | Long | Debt | FR | $11M | – | 0.00 |
| BARCLAYS PLC SR UNSEC 5.829% 05-09-27/26 | Long | Debt | GB | $25M | – | 0.01 |
| BARCLAYS PLC SR UNSEC 6.49% 09-13-29/28 | Long | Debt | GB | $10M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28 | Long | Debt | US | $16M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31 | Long | Debt | US | $4M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29 | Long | Debt | US | $2M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27 | Long | Debt | US | $7M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37 | Long | Debt | US | $4M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47 | Long | Debt | US | $637K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27 | Long | Debt | US | $5M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32 | Long | Debt | US | $21M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49 | Long | Debt | US | $996K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.906% 04-02-30 | Long | Debt | US | $6K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52 | Long | Debt | US | $7M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31 | Long | Debt | US | $3M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30 | Long | Debt | US | $33M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33 | Long | Debt | US | $5M | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43 | Long | Debt | US | $37M | – | 0.02 |
| BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25 | Long | Debt | GB | $101K | – | 0.00 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26 | Long | Debt | GB | $19M | – | 0.01 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28 | Long | Debt | GB | $38M | – | 0.02 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 5.931% 02-02-29 | Long | Debt | GB | $15M | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 1.322% 11-29-24 | Long | Debt | US | $34M | – | 0.02 |
| BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27 | Long | Debt | US | $21M | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28 | Long | Debt | US | $9M | – | 0.00 |
| BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25 | Long | Debt | US | $2M | – | 0.00 |
| BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.125% 11-21-26 | Long | Debt | US | $24M | – | 0.01 |
| BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 | Long | Debt | US | $14M | – | 0.01 |
| BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 0.827% 11-15-25 | Long | Debt | US | $5M | – | 0.00 |
| BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 1.777% 11-15-30 | Long | Debt | US | $18M | – | 0.01 |
| BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28 (BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1) | Long | ABS-other | US | $16M | – | 0.01 |
| BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28 (BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1) | Long | ABS-other | US | $2M | – | 0.00 |
| BECTON DICKINSON & CO SR UNSEC 5.081% 06-07-29 (BECTON DICKINSON AND CO) | Long | Debt | US | $14M | – | 0.01 |
| BFLD 24-WRHS A 144A FRN (TSFR1M+149.21) 08-01-29 (BFLD 2024-WRHS) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.01 |
| BGCLO 23-6 A1 CLO 144A FRN (TSFR3M+220) 07-20-35 (BIRCH GROVE CLO LTD BGCLO_23-6) | Long | ABS-other | US | $40M | – | 0.02 |
| BHG 21-A A 144A 1.42% 11-17-33 (BHG SECURITIZATION TRUST BHG_21-A) | Long | ABS-other | US | $2M | – | 0.00 |
| BHG 21-A B 144A 2.79% 11-17-33 (BHG SECURITIZATION TRUST BHG_21-A) | Long | ABS-other | US | $2M | – | 0.00 |
| BHG 21-B A 144A 0.9% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $925K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $289K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-26 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $7M | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $134K | – | 0.00 |
| BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27 (BINOM SECURITIZATION TRUST BINOM_22-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| BLACK 17-1 A1AR CLO 144A FRN (TSFR3M+131.16) 04-24-29 (BLACK DIAMOND CLO 2017-1A) | Long | ABS-other | KY | $621K | – | 0.00 |
| BLACKROCK FEDFUND | Long | Equity-common | US | $5M | – | 0.00 |
| BLACKROCK INC | Long | Equity-common | US | $251M | 318K | 0.11 |
| BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27 | Long | Debt | US | $7M | – | 0.00 |
| BLACKSTONE INC | Long | Equity-common | US | $714M | 6M | 0.31 |
| BLAST 23-1 A3 6.51% 11-15-27/08-15-25 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1) | Long | ABS-other | US | $13M | – | 0.01 |
| BLAST 24-1 A2 5.82% 09-15-26/12-16-24 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $8M | – | 0.00 |
| BLAST 24-1 B 5.43% 08-15-28/04-15-26 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $3M | – | 0.00 |
| BLAST 24-1 C 5.65% 04-16-29/01-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $2M | – | 0.00 |
| BLUE OWL CAPITAL INC CL A | Long | Equity-common | US | $426M | 24M | 0.19 |
| BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27 (BENCHMARK MORTGAGE TRUST BMARK_18-B2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.00 |
| BMARK 18-B2 A5 FRN 02-15-51/01-18-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| BMARK 18-B7 A4 FRN 05-15-53/10-17-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B7) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| 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 | $9M | – | 0.00 |
| BMARK 19-B13 A4 2.952% 08-15-57/10-17-29 (BENCHMARK MORTGAGE TRUST BMARK_19-B13) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| BMARK 20-B17 A5 2.289% 03-15-53/02-15-30 (BENCHMARK MORTGAGE TRUST BMARK_20-B17) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.01 |
| BMARK 20-B19 A5 1.85% 09-15-53/8-16-30 (BENCHMARK MORTGAGE TRUST BMARK_20-B19) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| BMARK 20-B20 A5 2.0341% 10-15-53/10-18-30 (BENCHMARK MORTGAGE TRUST BMARK_20-B20) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| BMARK 20-B22 AM 2.163% 01-15-54/01-17-31 (BENCHMARK MORTGAGE TRUST BMARK_20-B22) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| BMARK 21-B25 A5 2.577% 04-15-54/04-17-31 (BENCHMARK MORTGAGE TRUST BMARK_21-B25) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| BMARK 21-B28 A5 2.2237% 08-15-54/08-15-31 (BENCHMARK MORTGAGE TRUST BMARK_21-B28) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B32) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| BMARK 24-V7 A3 FRN 05-15-56/29 (BMARK 2024-V7) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| BMO 23-5C1 A3 FRN 08-15-56/07-17-28 (BMO MORTGAGE TRUST BMO_23-5C1) | Long | ABS-collateralized bond/debt obligation | US | $43M | – | 0.02 |
| BMO 23-5C1 AS FRN 08-15-56/07-17-28 (BMO MORTGAGE TRUST BMO_23-5C1) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.01 |
| BMO 23-C6 AS FRN 09-15-56/08-17-33 (BMO MORTGAGE TRUST BMO_23-C6) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.01 |
| BMP 24-MF23 A 144A FRN (TSFR1M+137.194) 06-15-41/26 (BMP 2024-MF23) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.01 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28 | Long | Debt | FR | $30M | – | 0.01 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27 | Long | Debt | FR | $55M | – | 0.02 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31 | Long | Debt | FR | $5M | – | 0.00 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29 | Long | Debt | FR | $88M | – | 0.04 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 5.738% 02-20-35/34 | Long | Debt | FR | $774K | – | 0.00 |
| BNP PARIBAS SA 144A LIFE SUB 4.375% 05-12-26 | Long | Debt | FR | $6M | – | 0.00 |
| BNP PARIBAS SA 144A LIFE SUB 4.375% 09-28-25 | Long | Debt | FR | $6M | – | 0.00 |
| 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 | $8M | – | 0.00 |
| BOCA 22-BOCA B 144A FRN (TSFR1M+231.91) 05-15-39/05-17-27 (BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| BOEING CO | Long | Equity-common | US | $574M | 3M | 0.25 |
| BOEING CO 144A SR UNSEC 6.259% 05-01-27 | Long | Debt | US | $4M | – | 0.00 |
| BOEING CO 144A SR UNSEC 6.298% 05-01-29 | Long | Debt | US | $14M | – | 0.01 |
| BOEING CO 144A SR UNSEC 6.388% 05-01-31 | Long | Debt | US | $4M | – | 0.00 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $27M | – | 0.01 |
| BOEING CO 144A SR UNSEC 6.858% 05-01-54 | Long | Debt | US | $26M | – | 0.01 |
| BOEING CO 144A SR UNSEC 7.008% 05-01-64 | Long | Debt | US | $18M | – | 0.01 |
| BOEING CO SR UNSEC 2.196% 02-04-26 | Long | Debt | US | $30M | – | 0.01 |
| BOEING CO SR UNSEC 2.75% 02-01-26 | Long | Debt | US | $48M | – | 0.02 |
| BOEING CO SR UNSEC 3.1% 05-01-26 | Long | Debt | US | $5M | – | 0.00 |
| BOEING CO SR UNSEC 3.25% 02-01-28 | Long | Debt | US | $1M | – | 0.00 |
| BOEING CO SR UNSEC 3.25% 02-01-35 | Long | Debt | US | $102K | – | 0.00 |
| BOEING CO SR UNSEC 3.25% 03-01-28 | Long | Debt | US | $20M | – | 0.01 |
| BOEING CO SR UNSEC 3.5% 03-01-39 | Long | Debt | US | $83K | – | 0.00 |
| BOEING CO SR UNSEC 3.6% 05-01-34 | Long | Debt | US | $3M | – | 0.00 |
| BOEING CO SR UNSEC 3.625% 02-01-31 | Long | Debt | US | $4M | – | 0.00 |
| BOEING CO SR UNSEC 3.75% 02-01-50 | Long | Debt | US | $150K | – | 0.00 |
| BOEING CO SR UNSEC 3.9% 05-01-49 | Long | Debt | US | $229K | – | 0.00 |
| BOEING CO SR UNSEC 4.875% 05-01-25 | Long | Debt | US | $45M | – | 0.02 |
| BOEING CO SR UNSEC 5.04% 05-01-27 | Long | Debt | US | $49M | – | 0.02 |
| BOEING CO SR UNSEC 5.15% 05-01-30 | Long | Debt | US | $9M | – | 0.00 |
| BOEING CO SR UNSEC 5.705% 05-01-40 | Long | Debt | US | $169K | – | 0.00 |
| BOEING CO SR UNSEC 5.805% 05-01-50 | Long | Debt | US | $26M | – | 0.01 |
| BOOKING HOLDINGS INC | Long | Equity-common | US | $961M | 243K | 0.42 |
| BOOZ ALLEN HAMILTON INC SR UNSEC 5.95% 08-04-33 | Long | Debt | US | $6M | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33 | Long | Debt | US | $69M | – | 0.03 |
| BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32 | Long | Debt | US | $8M | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30 | Long | Debt | US | $4M | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31 | Long | Debt | US | $17M | – | 0.01 |
| BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34 | Long | Debt | US | $88M | – | 0.04 |
| BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25 | Long | Debt | FR | $12M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29 | Long | Debt | FR | $22M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 5.748% 07-19-33/32 | Long | Debt | FR | $2M | – | 0.00 |
| BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34 | Long | Debt | FR | $33M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26 | Long | Debt | FR | $23M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28 | Long | Debt | FR | $29M | – | 0.01 |
| BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26 | Long | Debt | FR | $10M | – | 0.00 |
| BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25 | Long | Debt | FR | $17M | – | 0.01 |
| BPCE SA 144A LIFE SR UNSEC 2.277% 01-20-32/31 | Long | Debt | FR | $534K | – | 0.00 |
| BPCE SA 144A LIFE SUB 4.625% 07-11-24 | Long | Debt | FR | $34M | – | 0.01 |
| BPCE SA 144A LIFE SUB 5.15% 07-21-24 | Long | Debt | FR | $39M | – | 0.02 |
| BPCE SA JPY SR UNSEC 0.895% 12-14-26 | Long | Debt | FR | $2M | – | 0.00 |
| 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 | $34M | – | 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 | $3M | – | 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 | $3M | – | 0.00 |
| BRAVO 22-R1 A 144A 3.125% 01-29-70/25 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 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 | $10M | – | 0.00 |
| BRAVO 23-NQM8 A1 144A 6.394% 10-25-63/11-01-27 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| BREX 24-1 A1 144A 6.05% 07-15-27/03-16-26 (BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1) | Long | ABS-other | US | $3M | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO | Long | Equity-common | US | $418M | 10M | 0.18 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29 | Long | Debt | US | $30M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31 | Long | Debt | US | $7M | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $31M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64 | Long | Debt | US | $14M | – | 0.01 |
| BRITISH AMERICAN TOBACCO PLC | Long | Equity-common | GB | $642M | 21M | 0.28 |
| BRITISH AMERICAN TOBACCO PLC ADR | Long | Equity-common | GB | $163M | 5M | 0.07 |
| BROADCOM CORP SR UNSEC 3.875% 01-15-27 (BROADCOM CORPORATION) | Long | Debt | US | $12K | – | 0.00 |
| BROADCOM INC | Long | Equity-common | US | $11B | 7M | 4.73 |
| BROADCOM INC 144A SR UNSEC 3.187% 11-15-36 | Long | Debt | US | $466K | – | 0.00 |
| BROADCOM INC 144A SR UNSEC 3.469% 04-15-34 | Long | Debt | US | $2M | – | 0.00 |
| BROADCOM INC 144A SR UNSEC 4.0% 04-15-29 | Long | Debt | US | $209K | – | 0.00 |
| BROADCOM INC 144A SR UNSEC 4.15% 04-15-32 | Long | Debt | US | $2M | – | 0.00 |
| BROOKFIELD ASSET MANAGEMENT LTD A (USD) | Long | Equity-common | CA | $52M | 1M | 0.02 |
| BROOKFIELD CORP A (USD) | Long | Equity-common | CA | $448M | 11M | 0.20 |
| BSP 15-8 A1AR CLO 144A FRN (TSFR3M+136.16) 04-20-31 (BENEFIT STREET PARTNERS CLO LTD BSP_15-8A) | Long | ABS-other | KY | $535K | – | 0.00 |
| BSP 18-14 A1 CLO 144A FRN (TSFR3M+126.16) 04-20-31 (BENEFIT STREET PARTNERS CLO LTD BSP_18-14A) | Long | ABS-other | KY | $169K | – | 0.00 |
| BSP 19-19 AR CLO 144A FRN (TSFR3M+118) 01-15-33 (BSP 2019-19A) | Long | ABS-other | US | $31M | – | 0.01 |
| BSP 19-19 BR CLO 144A FRN (TSFR3M+160) 01-15-33 (BSP 2019-19A) | Long | ABS-other | US | $6M | – | 0.00 |
| 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 | $42M | – | 0.02 |
| 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 | $72M | – | 0.03 |
| 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 | $23M | – | 0.01 |
| BX 21-SDMF A 144A FRN (TSFR1M+70.35) 09-15-34/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF) | Long | ABS-collateralized bond/debt obligation | US | $41M | – | 0.02 |
| 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 | $47M | – | 0.02 |
| 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 | $43M | – | 0.02 |
| 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 | $1M | – | 0.00 |
| 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 | $20M | – | 0.01 |
| 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 | $22M | – | 0.01 |
| BX 22-IND D 144A FRN (TSFR1M+283.9) 04-15-37/27 (BX TRUST BX_22-IND) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| BX 22-PSB A 144A FRN (TSFR1M+245.1) 08-15-29/08-16-27 (BX TRUST BX_22-PSB) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| BX 24-CNYN A 144A FRN (TSFR1M+144.188) 04-15-29 (BX 2024-CNYN) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.01 |
| 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 | $43M | – | 0.02 |
| BXSC 22-WSS D 144A FRN (TSFR1M+318.8) 03-15-35/27 (BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.00 |
| CAALT 23-3 A 144A 6.39% 08-15-33/07-15-26 (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3) | Long | ABS-other | US | $8M | – | 0.00 |
| CADES USD 144A LIFE SR UNSEC 0.375% 09-23-25 (CAISSE AMORTISSEMENT DE LA DETTE SOCIALE) | Long | Debt | FR | $17M | – | 0.01 |
| CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29 | Long | Debt | ES | $45M | – | 0.02 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 | Long | Debt | ES | $8M | – | 0.00 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 | Long | Debt | ES | $11M | – | 0.01 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.684% 09-13-27/26 | Long | Debt | ES | $36M | – | 0.02 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 | Long | Debt | ES | $634K | – | 0.00 |
| CALIFORNIA STATE UNIVERSITY 2.719% 11-01-52 | Long | Debt | US | $5M | – | 0.00 |
| CALIFORNIA STATE UNIVERSITY 2.939% 11-01-52 | Long | Debt | US | $8M | – | 0.00 |
| CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.144% 04-28-25 | Long | Debt | CA | $10M | – | 0.00 |
| CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.237% 06-28-27 | Long | Debt | CA | $15M | – | 0.01 |
| CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.986% 10-03-28 | Long | Debt | CA | $15M | – | 0.01 |
| CANADIAN NATURAL RESOURCES LTD | Long | Equity-common | CA | $2B | 59M | 0.92 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25 | Long | Debt | CA | $5M | – | 0.00 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27 | Long | Debt | CA | $34M | – | 0.01 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47 | Long | Debt | CA | $846K | – | 0.00 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26 | Long | Debt | CA | $4M | – | 0.00 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 | Long | Debt | CA | $3M | – | 0.00 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $18B | 177M | 7.82 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Equity-common | US | $6M | – | 0.00 |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M) | Long | Equity-common | US | $6B | 774M | 2.83 |
| CAPITAL ONE FINANCIAL CORP | Long | Equity-common | US | $277M | 2M | 0.12 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27 | Long | Debt | US | $21M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25 | Long | Debt | US | $22M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29 | Long | Debt | US | $7M | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34 | Long | Debt | US | $29M | – | 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 | $782K | – | 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 | $767K | – | 0.00 |
| CARMX 23-1 A2A 5.23% 01-15-26 (CARMAX AUTO OWNER TRUST CARMX_23-1) | Long | ABS-other | US | $284K | – | 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 | $5M | – | 0.00 |
| CARMX 24-2 A2A 5.65% 05-17-27/02-17-26 (CARMAX AUTO OWNER TRUST CARMX_24-2) | Long | ABS-other | US | $19M | – | 0.01 |
| CARRIER GLOBAL CORP | Long | Equity-common | US | $1B | 21M | 0.57 |
| CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25 | Long | Debt | US | $679K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27 | Long | Debt | US | $520K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40 | Long | Debt | US | $2M | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 6.2% 03-15-54 | Long | Debt | US | $1M | – | 0.00 |
| CAS 23-R01 1M1 144A FRN (SOFR30A+240) 12-25-42 (CAS 2023-R01) | Long | ABS-collateralized bond/debt obligation | US | $38M | – | 0.02 |
| CAS 23-R02 1M1 144A FRN (SOFR30A+230) 01-25-43 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R02) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.01 |
| CAS 23-R04 1M2 144A FRN (SOFR30A+355) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) | Long | ABS-collateralized bond/debt obligation | US | $81M | – | 0.04 |
| CAS 23-R05 1M1 144A FRN (SOFR30A+190) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.01 |
| CAS 23-R05 1M2 144A FRN (SOFR30A+310) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $49M | – | 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 | $16M | – | 0.01 |
| CAS 23-R06 1M2 144A FRN (SOFR30A+270) 07-25-43 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06) | Long | ABS-collateralized bond/debt obligation | US | $36M | – | 0.02 |
| CAS 23-R08 1M1 144A FRN (SOFR30A+150) 10-25-43 (CAS 2023-R08) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| CAS 24-R01 1M1 144A FRN (SOFR30A+105) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| CAS 24-R02 1M1 144A FRN (SOFR30A+110) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| CAS 24-R02 1M2 144A FRN (SOFR30A+180) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| CAS 24-R04 1M1 144A FRN (SOFR30A+110) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| CAS 24-R04 1M2 144A FRN (SOFR30A+165) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| CATALENT INC | Long | Equity-common | US | $12M | 222K | 0.01 |
| CATERPILLAR INC | Long | Equity-common | US | $483M | 1M | 0.21 |
| CCCIT 23-A1 A1 5.23% 12-08-27/25 (CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_23-A1) | Long | ABS-other | US | $18M | – | 0.01 |
| CD 17-CD6 A5 3.456% 11-13-50/10-18-27 (CD COMMERCIAL MORTGAGE TRUST CD_17-CD6) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $10M | – | 0.00 | |
| CECLO 14-21A A1R3 144A FRN (TSFR3M+123.16) 07-27-30 (CENT CLO LP CECLO_14-21A) | Long | ABS-other | KY | $20M | – | 0.01 |
| CELANESE CORP (CELANESE CORPORATION) | Long | Equity-common | US | $49M | 365K | 0.02 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27 | Long | Debt | US | $31M | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32 | Long | Debt | US | $2M | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.55% 11-15-30 | Long | Debt | US | $12M | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.7% 11-15-33 | Long | Debt | US | $8M | – | 0.00 |
| CENOVUS ENERGY INC | Long | Equity-common | CA | $287M | 15M | 0.13 |
| CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27 | Long | Debt | CA | $54M | – | 0.02 |
| CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25 | Long | Debt | CA | $18M | – | 0.01 |
| CENTENE CORP | Long | Equity-common | US | $50M | 756K | 0.02 |
| CENTENE CORP SR UNSEC 2.45% 07-15-28 | Long | Debt | US | $41M | – | 0.02 |
| CENTENE CORP SR UNSEC 2.5% 03-01-31 | Long | Debt | US | $21M | – | 0.01 |
| CENTENE CORP SR UNSEC 2.625% 08-01-31 | Long | Debt | US | $24M | – | 0.01 |
| CENTENE CORP SR UNSEC 3.0% 10-15-30 | Long | Debt | US | $389K | – | 0.00 |
| CENTENE CORP SR UNSEC 3.375% 02-15-30 | Long | Debt | US | $35M | – | 0.02 |
| CENTENE CORP SR UNSEC 4.25% 12-15-27 | Long | Debt | US | $57M | – | 0.03 |
| CENTENE CORP SR UNSEC 4.625% 12-15-29 | Long | Debt | US | $55M | – | 0.02 |
| CENTERPOINT ENERGY INC | Long | Equity-common | US | $681M | 22M | 0.30 |
| CF INDUSTRIES HOLDINGS INC | Long | Equity-common | US | $112M | 2M | 0.05 |
| CFII 23-2 A1 144A 6.16% 10-15-35/11-16-26 (CHESAPEAKE FUNDING II LLC CFII_23-2) | Long | ABS-other | US | $6M | – | 0.00 |
| CFII 24-1 A1 144A 5.52% 05-15-36/09-15-27 (CHESAPEAKE FUNDING II LLC CFII_24-1) | Long | ABS-other | US | $15M | – | 0.01 |
| CFMT 18-RM2 A 144A FRN 10-25-68/23 (CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| 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 | $2M | – | 0.00 |
| CGCMT 15-GC29 AAB 2.984% 04-10-48/08-12-24 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1) | Long | ABS-mortgage backed security | US | $758K | – | 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 | $2M | – | 0.00 |
| CGCMT 23-PRM3 A 144A FRN 07-10-28 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.01 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $56M | – | 0.02 |
| CGCMT 23-SMRT B 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.00 |
| CGCMT 23-SMRT C 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| CGMS C17 A1AR CLO 144A FRN (TSFR3M+129.16) 04-30-31 (CARLYLE C17 CLO LTD_CGMS-C17) | Long | ABS-other | KY | $398K | – | 0.00 |
| CHAIT 24-A1 A 4.6% 01-16-29/01-15-27 (CHASE ISSUANCE TRUST CHAIT_24-A1) | Long | ABS-other | US | $43M | – | 0.02 |
| CHAIT 24-A2 A 4.63% 01-15-31/01-16-29 (CHASE ISSUANCE TRUST CHAIT_24-A2) | Long | ABS-other | US | $13M | – | 0.01 |
| CHAOT 24-2 A2 144A 5.66% 05-26-27/12-26-25 (CHASE AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $22M | – | 0.01 |
| CHAOT 24-2 A3 144A 5.52% 06-25-29/01-25-28 (CHASE AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $29M | – | 0.01 |
| CHAOT 24-3 A2 144A 5.53% 09-27-27/03-25-26 (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-other | US | $23M | – | 0.01 |
| CHAOT 24-3 A3 144A 5.22% 07-25-29/01-25-28 (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-other | US | $19M | – | 0.01 |
| CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $1M | – | 0.00 |
| CHARLES SCHWAB CORP SR UNSEC 3.45% 02-13-26 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $2M | – | 0.00 |
| CHARLES SCHWAB CORP SR UNSEC 5.643% 05-19-29/28 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $12M | – | 0.01 |
| CHARLES SCHWAB CORP SR UNSEC 6.136% 08-24-34/33 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $16M | – | 0.01 |
| CHARLES SCHWAB CORP SR UNSEC 6.196% 11-17-29/28 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $21M | – | 0.01 |
| CHARTER COMMUNICATIONS INC CL A | Long | Equity-common | US | $1B | 4M | 0.50 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.25% 01-15-29 | Long | Debt | US | $2M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52 | Long | Debt | US | $2M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.2% 03-15-28 | Long | Debt | US | $9M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33 | Long | Debt | US | $2M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.908% 07-23-25 | Long | Debt | US | $572K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 | Long | Debt | US | $15M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29 | Long | Debt | US | $12M | – | 0.01 |
| CHASE 24-RPL2 A1A 144A FRN 08-25-64 (CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| CHASE 24-RPL2 A1B 144A FRN 08-25-64 (CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.00 |
| CHEVRON CORP | Long | Equity-common | US | $1B | 8M | 0.54 |
| CHILE GOVERNMENT INTERNATIONAL BOND 3.1% 01-22-61 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $10M | – | 0.00 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.85% 01-22-29 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $18M | – | 0.01 |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 (CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD) | Long | Debt | CN | $12M | – | 0.01 |
| 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 | $9M | – | 0.00 |
| CHIPOTLE MEXICAN GRILL INC | Long | Equity-common | US | $85M | 1M | 0.04 |
| CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $17M | – | 0.01 |
| CHUBB LTD | Long | Equity-common | CH | $713M | 3M | 0.31 |
| CHURCH & DWIGHT CO INC | Long | Equity-common | US | $158M | 2M | 0.07 |
| CIGNA GROUP SR UNSEC 1.25% 03-15-26 (CIGNA GROUP/THE) | Long | Debt | US | $9M | – | 0.00 |
| CIGNA GROUP/THE | Long | Equity-common | US | $311M | 942K | 0.14 |
| CIM 22-R2 A1 144A FRN 12-25-61 (CIM TRUST CIM_22-R2) | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 0.01 |
| CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29 | Long | Debt | US | $7M | – | 0.00 |
| CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31 | Long | Debt | US | $16M | – | 0.01 |
| CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34 | Long | Debt | US | $5M | – | 0.00 |
| CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54 | Long | Debt | US | $7M | – | 0.00 |
| CISCO SYSTEMS INC SR UNSEC 5.35% 02-26-64 | Long | Debt | US | $7M | – | 0.00 |
| CITIGROUP INC SR UNSEC 1.122% 01-28-27/26 | Long | Debt | US | $5M | – | 0.00 |
| CITIGROUP INC SR UNSEC 1.462% 06-09-27/26 | Long | Debt | US | $18M | – | 0.01 |
| CITIGROUP INC SR UNSEC 2.014% 01-25-26/25 | Long | Debt | US | $796K | – | 0.00 |
| CITIGROUP INC SR UNSEC 2.52% 11-03-32/31 | Long | Debt | US | $4M | – | 0.00 |
| CITIGROUP INC SR UNSEC 2.572% 06-03-31/30 | Long | Debt | US | $77M | – | 0.03 |
| CITIGROUP INC SR UNSEC 2.666% 01-29-31/30 | Long | Debt | US | $9M | – | 0.00 |
| CITIGROUP INC SR UNSEC 2.976% 11-05-30/29 | Long | Debt | US | $33M | – | 0.01 |
| CITIGROUP INC SR UNSEC 3.07% 02-24-28/27 | Long | Debt | US | $15M | – | 0.01 |
| CITIGROUP INC SR UNSEC 3.887% 01-10-28/27 | Long | Debt | US | $10M | – | 0.00 |
| CITIGROUP INC SR UNSEC 3.98% 03-20-30/29 | Long | Debt | US | $17M | – | 0.01 |
| CITIGROUP INC SR UNSEC 4.075% 04-23-29/28 | Long | Debt | US | $29M | – | 0.01 |
| CITIGROUP INC SR UNSEC 4.91% 05-24-33/32 | Long | Debt | US | $12M | – | 0.01 |
| CITIGROUP INC SR UNSEC 5.174% 02-13-30/29 | Long | Debt | US | $77M | – | 0.03 |
| CITIGROUP INC SR UNSEC 5.61% 09-29-26/25 | Long | Debt | US | $48M | – | 0.02 |
| CITIGROUP INC SUB 6.174% 05-25-34/33 | Long | Debt | US | $7M | – | 0.00 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29 | Long | Debt | US | $32M | – | 0.01 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34 | Long | Debt | US | $21M | – | 0.01 |
| CITZN 23-2 A3 144A 5.83% 02-15-28/08-17-26 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $23M | – | 0.01 |
| CITZN 23-2 A3 144A 6.09% 10-15-26/04-15-25 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $4M | – | 0.00 |
| CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34 | Long | Debt | HK | $30M | – | 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 | $38M | – | 0.02 |
| CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) | Long | ABS-other | US | $15M | – | 0.01 |
| CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R) | Long | ABS-other | US | $4M | – | 0.00 |
| CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28 | Long | Debt | US | $4M | – | 0.00 |
| CLICK 24-1 A 144A 6.86% 02-15-30/07-15-25 (CLICKLEASE EQUIPMENT RECEIVABLES LLC CLICK_24-1) | Long | ABS-other | US | $2M | – | 0.00 |
| CLIF 20-1A A 144A 2.08% 09-18-45 (CLI FUNDING LLC CLIF_20-1) | Long | ABS-other | US | $18M | – | 0.01 |
| CLIF 20-2A A 144A 2.03% 09-15-45 (CLI FUNDING LLC CLIF_20-2) | Long | ABS-other | US | $19M | – | 0.01 |
| CLIF 20-3A A 144A 2.07% 10-18-45 (CLI FUNDING LLC CLIF_20-3) | Long | ABS-other | US | $26M | – | 0.01 |
| CLIF 21-1A A 144A 1.64% 02-18-46/31 (CLIF FUNDING VII LLC CLIF_21-1) | Long | ABS-other | US | $21M | – | 0.01 |
| CLIF 21-1A B 144A 2.38% 02-18-46/31 (CLIF FUNDING VII LLC CLIF_21-1) | Long | ABS-other | US | $1M | – | 0.00 |
| CME GROUP INC CL A | Long | Equity-common | US | $399M | 2M | 0.18 |
| CME GROUP INC SR UNSEC 3.75% 06-15-28 | Long | Debt | US | $2M | – | 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 | $642K | – | 0.00 |
| CMXS 24-A A2A 5.78% 09-15-27/02-17-26 (CMXS 2024-A) | Long | ABS-other | US | $7M | – | 0.00 |
| CMXS 24-A D 6.27% 12-16-30/03-15-28 (CMXS 2024-A) | Long | ABS-other | US | $4M | – | 0.00 |
| CNH 24-B A2A 5.42% 10-15-27/03-16-26 (CNH 2024-B) | Long | ABS-other | US | $17M | – | 0.01 |
| COCA-COLA CO SR UNSEC 1.0% 03-15-28 | Long | Debt | US | $5M | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $2M | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $41M | – | 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 | $10M | – | 0.00 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $28M | – | 0.01 |
| COMCAST CORP CL A | Long | Equity-common | US | $1B | 36M | 0.62 |
| COMCAST CORP SR UNSEC 1.95% 01-15-31 | Long | Debt | US | $8M | – | 0.00 |
| COMCAST CORP SR UNSEC 2.937% 11-01-56 | Long | Debt | US | $1M | – | 0.00 |
| COMCAST CORP SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $10M | – | 0.00 |
| COMCAST CORP SR UNSEC 5.3% 06-01-34 | Long | Debt | US | $7M | – | 0.00 |
| COMCAST CORP SR UNSEC 5.65% 06-01-54 | Long | Debt | US | $9M | – | 0.00 |
| COMET 22-A3 A 4.95% 10-15-27/25 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3) | Long | ABS-other | US | $4M | – | 0.00 |
| COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29 (COMISION FEDERAL DE ELECTRICIDAD CFE) | Long | Debt | MX | $36M | – | 0.02 |
| COMM 15-PC1 A5 3.902% 07-10-50/06-10-25 (COMM MORTGAGE TRUST COMM_15-PC1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| COMPAGNIE FINANCIERE RICHEMONT SA A | Long | Equity-common | CH | $138M | 887K | 0.06 |
| CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27 | Long | Debt | US | $6M | – | 0.00 |
| CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38 | Long | Debt | US | $989K | – | 0.00 |
| CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52 | Long | Debt | US | $398K | – | 0.00 |
| CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53 | Long | Debt | US | $5M | – | 0.00 |
| CONSTELLATION BRANDS INC CL A | Long | Equity-common | US | $1B | 5M | 0.61 |
| CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31 | Long | Debt | US | $4M | – | 0.00 |
| CONSTELLATION BRANDS INC SR UNSEC 3.6% 02-15-28 | Long | Debt | US | $2M | – | 0.00 |
| CONSTELLATION ENERGY CORP | Long | Equity-common | US | $1B | 7M | 0.63 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $4M | – | 0.00 |
| COOPER COS INC/THE | Long | Equity-common | US | $150M | 2M | 0.07 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.0% 01-15-29 | Long | Debt | US | $5M | – | 0.00 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 | Long | Debt | US | $8M | – | 0.00 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.9% 12-01-33 | Long | Debt | US | $25M | – | 0.01 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.5% 04-04-25 | Long | Debt | US | $7M | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27 | Long | Debt | US | $42M | – | 0.02 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29 | Long | Debt | US | $10M | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $2M | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42 | Long | Debt | US | $1M | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52 | Long | Debt | US | $2M | – | 0.00 |
| COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.2% 06-24-29 | Long | Debt | US | $15M | – | 0.01 |
| COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.75% 07-02-26 | Long | Debt | US | $49M | – | 0.02 |
| CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31 | Long | Debt | MX | $6M | – | 0.00 |
| CORP NACIONAL DEL COBRE DE CHILE 144A LIFE SR UNSEC 5.125% 02-02-33 (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $285K | – | 0.00 |
| CORTEVA INC | Long | Equity-common | US | $43M | 806K | 0.02 |
| COSTCO WHOLESALE CORP SR UNSEC 1.375% 06-20-27 | Long | Debt | US | $6M | – | 0.00 |
| CPPIB CAPITAL 144A LIFE SR UNSEC 0.5% 09-16-24 (CPPIB CAPITAL INC) | Long | Debt | CA | $22M | – | 0.01 |
| CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26 (CPPIB CAPITAL INC) | Long | Debt | CA | $16M | – | 0.01 |
| CPPIB CAPITAL 144A LIFE SR UNSEC 2.75% 11-02-27 (CPPIB CAPITAL INC) | Long | Debt | CA | $22M | – | 0.01 |
| CPS 21-A D 144A 1.16% 12-15-26/01-15-25 (CPS AUTO RECEIVABLES TRUST CPS_21-A) | Long | ABS-other | US | $1M | – | 0.00 |
| CPS 22-B B 144A 3.88% 08-15-28/24 (CPS AUTO RECEIVABLES TRUST CPS_22-B) | Long | ABS-other | US | $6M | – | 0.00 |
| CPS 22-B C 144A 4.33% 08-15-28/06-16-25 (CPS AUTO RECEIVABLES TRUST CPS_22-B) | Long | ABS-other | US | $12M | – | 0.01 |
| CPS 23-A A 144A 5.54% 03-16-26/06-17-24 (CPS AUTO RECEIVABLES TRUST CPS_23-A) | Long | ABS-other | US | $260K | – | 0.00 |
| CPS 23-B A 144A 5.91% 08-16-27/03-17-25 (CPS AUTO RECEIVABLES TRUST CPS_23-B) | Long | ABS-other | US | $5M | – | 0.00 |
| CPS 23-C A 144A 6.13% 09-15-26/12-16-24 (CPS AUTO RECEIVABLES TRUST CPS_23-C) | Long | ABS-other | US | $8M | – | 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 | $6M | – | 0.00 |
| CPS 24-A A 144A 5.71% 09-15-27/06-16-25 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $6M | – | 0.00 |
| CPS 24-A B 144A 5.65% 05-15-28/01-15-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $742K | – | 0.00 |
| CPS 24-A C 144A 5.74% 04-15-30/11-16-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.00 |
| CPS 24-A D 144A 6.13% 04-15-30/10-15-27 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $396K | – | 0.00 |
| CPS 24-C A 144A 5.88% 02-15-28/11-17-25 (CPS 2024-C) | Long | ABS-other | US | $10M | – | 0.00 |
| CPS 24-C B 144A 5.68% 12-15-28/06-15-26 (CPS 2024-C) | Long | ABS-other | US | $3M | – | 0.00 |
| CPS 24-C C 144A 5.76% 10-15-30/05-17-27 (CPS 2024-C) | Long | ABS-other | US | $5M | – | 0.00 |
| CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25 (CREDIT AGRICOLE SA (LONDON BRANCH)) | Long | Debt | GB | $16M | – | 0.01 |
| CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26 | Long | Debt | FR | $13M | – | 0.01 |
| CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25 | Long | Debt | FR | $5M | – | 0.00 |
| CROWN CASTLE INC (REIT) | Long | Equity-common | US | $281M | 3M | 0.12 |
| CROWN CASTLE INC SR UNSEC 5.0% 01-11-28 | Long | Debt | US | $2M | – | 0.00 |
| CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4) | Long | ABS-other | US | $5M | – | 0.00 |
| CRVNA 21-N4 C 1.72% 09-11-28/11-10-26 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4) | Long | ABS-other | US | $670K | – | 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 | $4M | – | 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 | $5M | – | 0.00 |
| CRVNA 23-P5 A3 144A 5.62% 01-10-29/04-12-27 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P5) | Long | ABS-other | US | $5M | – | 0.00 |
| CRVNA 24-N1 A3 144A 5.6% 03-10-28/26 (CRVNA 2024-N1) | Long | ABS-other | US | $8M | – | 0.00 |
| CRVNA 24-N2 A2 5.9% 08-10-27/10-10-25 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $5M | – | 0.00 |
| CSAIL 15-C1 B FRN 04-15-50/02-18-25 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1) | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| CSAIL 15-C4 ASB 3.6167% 11-15-48 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSFB 02-30 1A1 PT 7.5% 11-25-32 (CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| CSFB 02-34 1A1 PT 7.5% 12-25-32 (CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34) | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.00 |
| CSFB 04-5 4A1 PT1 6.0% 09-25-34 (CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5) | Long | ABS-collateralized bond/debt obligation | US | $632K | – | 0.00 |
| 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 | $15M | – | 0.01 |
| CSX CORP | Long | Equity-common | US | $307M | 9M | 0.14 |
| CSX CORP SR UNSEC 3.8% 03-01-28 | Long | Debt | US | $3M | – | 0.00 |
| CSX CORP SR UNSEC 4.25% 03-15-29 | Long | Debt | US | $4M | – | 0.00 |
| CVS HEALTH CORP | Long | Equity-common | US | $917M | 16M | 0.40 |
| CVS HEALTH CORP SR UNSEC 5.0% 01-30-29 | Long | Debt | US | $18M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.25% 01-30-31 | Long | Debt | US | $10M | – | 0.00 |
| CVS HEALTH CORP SR UNSEC 5.4% 06-01-29 | Long | Debt | US | $17M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.55% 06-01-31 | Long | Debt | US | $37M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.7% 06-01-34 | Long | Debt | US | $19M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.875% 06-01-53 | Long | Debt | US | $319K | – | 0.00 |
| CWHL 03-56 6A1 ARH5 FRN 12-25-33 (COUNTRYWIDE HOME LOANS CWHL_03-56) | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.00 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $4M | – | 0.00 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $15M | – | 0.01 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 06-25-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $15M | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24 | Long | Debt | US | $701K | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26 | Long | Debt | US | $4M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28 | Long | Debt | US | $3M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.5% 04-07-25 | Long | Debt | US | $2M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 | Long | Debt | US | $4M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28 | Long | Debt | US | $2M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.15% 01-16-26 | Long | Debt | US | $9M | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.2% 01-17-25 | Long | Debt | US | $4M | – | 0.00 |
| DANAHER CORP | Long | Equity-common | US | $454M | 2M | 0.20 |
| DANONE SA | Long | Equity-common | FR | $155M | 3M | 0.07 |
| DANSKE BANK A 144A LIFE SR NON PREF 6.466% 01-09-26/25 (DANSKE BANK AS) | Long | Debt | DK | $7M | – | 0.00 |
| DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27 (DANSKE BANK AS) | Long | Debt | DK | $14M | – | 0.01 |
| DANSKE BANK A/S 144A LIFE SR UNSEC 1.549% 09-10-27/26 (DANSKE BANK AS) | Long | Debt | DK | $35M | – | 0.02 |
| DANSKE BANK A/S 144A LIFE SR UNSEC 6.259% 09-22-26/25 (DANSKE BANK AS) | Long | Debt | DK | $30M | – | 0.01 |
| DARDEN RESTAURANTS INC | Long | Equity-common | US | $755M | 5M | 0.33 |
| DAYFORCE INC (USD) | Long | Equity-common | US | $225M | 5M | 0.10 |
| 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 | $520K | – | 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 | $38M | – | 0.02 |
| 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 | $7M | – | 0.00 |
| 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 | $6M | – | 0.00 |
| DC 23-DC D 144A FRN 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.01 |
| DEERE & CO | Long | Equity-common | US | $598M | 2M | 0.26 |
| DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $44M | – | 0.02 |
| DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $78M | – | 0.03 |
| DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $127M | – | 0.06 |
| DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $9M | – | 0.00 |
| DEUTSCHE BANK AG SR NON PREF 3.961% 11-26-25/24 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $17M | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $21M | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 | Long | Debt | DE | $5M | – | 0.00 |
| DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $49M | – | 0.02 |
| DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $77M | – | 0.03 |
| DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $60M | – | 0.03 |
| DEUTSCHE TELEKOM AG | Long | Equity-common | DE | $52M | 2M | 0.02 |
| DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26 (DEVELOPMENT BANK OF JAPAN INC) | Long | Debt | JP | $17M | – | 0.01 |
| DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31 (DEVELOPMENT BANK OF JAPAN INC) | Long | Debt | JP | $10M | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 4.25% 03-15-52 | Long | Debt | US | $6M | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54 | Long | Debt | US | $8M | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.9% 04-18-64 | Long | Debt | US | $9M | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 6.25% 03-15-53 | Long | Debt | US | $8M | – | 0.00 |
| DIGITAL REALTY TRUST LP SR UNSEC 5.55% 01-15-28 | Long | Debt | US | $5M | – | 0.00 |
| DISCOVER FINANCIAL SERVICES | Long | Equity-common | US | $501M | 4M | 0.22 |
| DLLAD 24-1 A2 144A 5.50% 08-20-27/06-22-26 (DLLAD 2024-1A) | Long | ABS-other | US | $5M | – | 0.00 |
| DLLAD 24-1 A3 144A 5.30% 07-20-29/06-20-28 (DLLAD 2024-1A) | Long | ABS-other | US | $9M | – | 0.00 |
| DLLAD 24-1 A4 144A 5.38% 09-22-31/12-20-28 (DLLAD 2024-1A) | Long | ABS-other | US | $2M | – | 0.00 |
| DNB BANK ASA 144A LIFE SR NON PREF 5.896% 10-09-26/25 | Long | Debt | NO | $41M | – | 0.02 |
| DOLLAR GENERAL CORP | Long | Equity-common | US | $938M | 7M | 0.41 |
| DOLLAR TREE INC | Long | Equity-common | US | $166M | 2M | 0.07 |
| DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $5M | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $4M | – | 0.00 |
| DOW INC | Long | Equity-common | US | $138M | 3M | 0.06 |
| DR HORTON INC | Long | Equity-common | US | $521M | 4M | 0.23 |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT | Long | Equity-common | US | $7M | – | 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 | $8M | – | 0.00 |
| DRIVE 24-1 A2 5.83% 12-15-26/03-17-25 (DRIVE 2024-1) | Long | ABS-other | US | $17M | – | 0.01 |
| DRIVE 24-1 A3 5.35% 02-15-28/12-15-25 (DRIVE 2024-1) | Long | ABS-other | US | $5M | – | 0.00 |
| DRIVE 24-1 B 5.31% 01-16-29/10-15-26 (DRIVE 2024-1) | Long | ABS-other | US | $9M | – | 0.00 |
| DRIVE 24-1 C 5.43% 11-17-31/10-15-27 (DRIVE 2024-1) | Long | ABS-other | US | $6M | – | 0.00 |
| DRSLF 15-37 AR CLO 144A FRN (TSFR3M+136.16) 01-15-31 (DRYDEN SENIOR LOAN FUND DRSLF_15-37A) | Long | ABS-other | KY | $6M | – | 0.00 |
| DRSLF 15-38A ARR CLO 144A FRN (TSFR3M + 115) 07-15-30 (DRYDEN SENIOR LOAN FUND DRSLF_15-38A) | Long | ABS-other | KY | $15M | – | 0.01 |
| DRSLF 15-41 AR CLO 144A FRN (TSFR3M+123.16) 04-15-31 (DRYDEN SENIOR LOAN FUND DRSLF_15-41A) | Long | ABS-other | KY | $4M | – | 0.00 |
| DRSLF 17-47A A1R CLO 144A FRN (TSFR3M+124.16) 04-15-28 (DRYDEN SENIOR LOAN FUND DRSLF_17-47A) | Long | ABS-other | KY | $25M | – | 0.01 |
| DTAOT 20-2A D 144A 4.73% 03-16-26 (DT AUTO OWNER TRUST DTAOT_20-2) | Long | ABS-other | US | $454K | – | 0.00 |
| DTAOT 20-3 D 144A 1.84% 06-15-26/04-15-24 (DT AUTO OWNER TRUST DTAOT_20-3) | Long | ABS-other | US | $1M | – | 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 | $149K | – | 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 | $2M | – | 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 | $571K | – | 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 | $3M | – | 0.00 |
| DTAOT 22-3 A 144A 6.05% 10-15-26/08-15-24 (DT AUTO OWNER TRUST DTAOT_22-3) | Long | ABS-other | US | $5M | – | 0.00 |
| DTAOT 23-1 A 144A 5.48% 04-15-27/11-15-24 (DT AUTO OWNER TRUST DTAOT_23-1) | Long | ABS-other | US | $998K | – | 0.00 |
| DTAOT 23-2 A 144A 5.88% 04-15-27/02-18-25 (DT AUTO OWNER TRUST DTAOT_23-2) | Long | ABS-other | US | $9M | – | 0.00 |
| DTAOT 23-3 A 144A 6.29% 08-16-27/05-15-25 (DT AUTO OWNER TRUST DTAOT_23-3) | Long | ABS-other | US | $5M | – | 0.00 |
| DTE ELECTRIC CO SR SEC 1ST LIEN 4.85% 12-01-26 (DTE ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| DTE ENERGY CO SR UNSEC 5.1% 03-01-29 | Long | Debt | US | $9M | – | 0.00 |
| DTRT 24-1 A2 5.6% 04-15-26/08-15-25 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) | Long | ABS-other | US | $13M | – | 0.01 |
| DTRT 24-1 A3 5.49% 12-15-27/04-15-27 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) | Long | ABS-other | US | $30M | – | 0.01 |
| DUKE ENERGY CORP SR UNSEC 0.9% 09-15-25 | Long | Debt | US | $4M | – | 0.00 |
| DUKE ENERGY CORP SR UNSEC 2.55% 06-15-31 | Long | Debt | US | $314K | – | 0.00 |
| DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51 | Long | Debt | US | $270K | – | 0.00 |
| DUKE ENERGY CORP SR UNSEC 5.75% 09-15-33 | Long | Debt | US | $5M | – | 0.00 |
| DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50 | Long | Debt | US | $592K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.9% 08-15-51 | Long | Debt | US | $279K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.7% 10-15-46 | Long | Debt | US | $2M | – | 0.00 |
| EART 20-1A D 144A 2.73% 12-15-25/03-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1) | Long | ABS-other | US | $628K | – | 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 | $370K | – | 0.00 |
| EART 21-2 C 0.98% 06-15-26/26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2) | Long | ABS-other | US | $40K | – | 0.00 |
| EART 21-2 D 1.4% 04-15-27/27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2) | Long | ABS-other | US | $20M | – | 0.01 |
| EART 22-2A B 3.65% 10-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $2M | – | 0.00 |
| EART 22-2A D 4.56% 07-17-28 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $5M | – | 0.00 |
| EART 22-4A C 4.92% 12-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) | Long | ABS-other | US | $8M | – | 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 | $3M | – | 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 | $2M | – | 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 | $4M | – | 0.00 |
| EART 23-5 A3 6.32% 03-15-27/04-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-other | US | $5M | – | 0.00 |
| EART 24-1 A2 5.53% 10-15-26/02-18-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $16M | – | 0.01 |
| EART 24-1 A3 5.31% 08-16-27/08-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $2M | – | 0.00 |
| EART 24-1 B 5.29% 08-15-28/06-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $6M | – | 0.00 |
| EART 24-1 C 5.41% 05-15-30/04-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $6M | – | 0.00 |
| EART 24-1 D 5.84% 06-17-30/05-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $10M | – | 0.00 |
| EART 24-2 B 5.61% 04-17-28/02-17-26 (EART 2024-2A) | Long | ABS-other | US | $11M | – | 0.00 |
| EART 24-3 A2 5.82% 02-15-27 (EART 2024-3A) | Long | ABS-other | US | $8M | – | 0.00 |
| EART 24-3 C 5.7% 07-16-29 (EART 2024-3A) | Long | ABS-other | US | $7M | – | 0.00 |
| EART 24-3 D 5.98% 09-16-30 (EART 2024-3A) | Long | ABS-other | US | $10M | – | 0.00 |
| EAST WEST BANCORP INC | Long | Equity-common | US | $228M | 3M | 0.10 |
| EASTMAN CHEMICAL CO SR UNSEC 3.8% 03-15-25 | Long | Debt | US | $7M | – | 0.00 |
| ECOPETROL SA SR UNSEC 8.375% 01-19-36 | Long | Debt | CO | $62M | – | 0.03 |
| ECOPETROL SA SR UNSEC 8.875% 01-13-33 | Long | Debt | CO | $38M | – | 0.02 |
| EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24 | Long | Debt | US | $33M | – | 0.01 |
| EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28 | Long | Debt | US | $21M | – | 0.01 |
| EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25 | Long | Debt | US | $745K | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28 | Long | Debt | US | $16M | – | 0.01 |
| EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29 | Long | Debt | US | $47M | – | 0.02 |
| EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27 | Long | Debt | US | $8M | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29 | Long | Debt | US | $4M | – | 0.00 |
| EDVES 21-A A 144A 1.8% 11-25-45 (EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A) | Long | ABS-other | US | $5M | – | 0.00 |
| EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25 (ENTERPRISE FLEET FINANCING LLC EFF_22-1) | Long | ABS-other | US | $10M | – | 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 | $14M | – | 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 | $8M | – | 0.00 |
| EFF 22-4 A2 5.76% 10-22-29/05-20-26 (ENTERPRISE FLEET FINANCING LLC EFF_22-4) | Long | ABS-other | US | $22M | – | 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 | $9M | – | 0.00 |
| EFF 24-1 A3 144A 5.16% 09-20-30/28 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) | Long | ABS-other | US | $5M | – | 0.00 |
| EFF 24-2 A2 144A 5.74% 12-20-26/05-20-26 (EFF 2024-2) | Long | ABS-other | US | $4M | – | 0.00 |
| EFF 24-2 A4 144A 5.69% 12-20-30/01-20-28 (EFF 2024-2) | Long | ABS-other | US | $6M | – | 0.00 |
| EIDP INC SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $1M | – | 0.00 |
| ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29 | Long | Debt | FR | $13M | – | 0.01 |
| ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33 | Long | Debt | FR | $6M | – | 0.00 |
| ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33 | Long | Debt | FR | $11M | – | 0.00 |
| ELECTRICITE DE FRANCE SA REG S SR UNSEC 5.6% 01-27-40 | Long | Debt | FR | $1M | – | 0.00 |
| ELECTRONIC ARTS (ELECTRONIC ARTS INC) | Long | Equity-common | US | $183M | 1M | 0.08 |
| ELEVANCE HEALTH INC | Long | Equity-common | US | $242M | 446K | 0.11 |
| ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-33 | Long | Debt | US | $4M | – | 0.00 |
| ELEVANCE HEALTH INC SR UNSEC 4.9% 02-08-26 | Long | Debt | US | $6M | – | 0.00 |
| ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53 | Long | Debt | US | $2M | – | 0.00 |
| ELI LILLY & CO SR UNSEC 3.375% 03-15-29 (ELI LILLY AND CO) | Long | Debt | US | $73K | – | 0.00 |
| ELI LILLY & CO SR UNSEC 4.7% 02-27-33 (ELI LILLY AND CO) | Long | Debt | US | $10M | – | 0.00 |
| ELI LILLY & CO SR UNSEC 4.875% 02-27-53 (ELI LILLY AND CO) | Long | Debt | US | $4M | – | 0.00 |
| ELI LILLY & CO SR UNSEC 4.95% 02-27-63 (ELI LILLY AND CO) | Long | Debt | US | $307K | – | 0.00 |
| ELI LILLY AND CO | Long | Equity-common | US | $3B | 4M | 1.52 |
| ELM 22-5 AR CLO 144A (TSFR3M+165) FRN 07-15-33 (ELMWOOD CLO 18 LTD ELM18_22-5) | Long | ABS-other | KY | $40M | – | 0.02 |
| ELM 24-ELM A10 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.01 |
| ELM 24-ELM A15 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.01 |
| EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31 | Long | Debt | CA | $5M | – | 0.00 |
| EMERA US FINANCE LP SR UNSEC 3.55% 06-15-26 | Long | Debt | CA | $4M | – | 0.00 |
| EMERSON ELECTRIC CO SR UNSEC 1.8% 10-15-27 | Long | Debt | US | $1M | – | 0.00 |
| ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45 | Long | Debt | US | $2M | – | 0.00 |
| ENBRIDGE INC SR UNSEC 6.2% 11-15-30 | Long | Debt | CA | $21M | – | 0.01 |
| ENBRIDGE INC SR UNSEC 6.7% 11-15-53 | Long | Debt | CA | $26M | – | 0.01 |
| ENEL AMERICAS SA SR UNSEC 4.0% 10-25-26 | Long | Debt | CL | $4M | – | 0.00 |
| ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.125% 06-26-29 | Long | Debt | NL | $17M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29 | Long | Debt | US | $8M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSEC 5.6% 09-01-34 | Long | Debt | US | $17M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 6.05% 09-01-54 | Long | Debt | US | $11M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSEC 6.4% 12-01-30 | Long | Debt | US | $12M | – | 0.01 |
| ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54 | Long | Debt | IT | $3M | – | 0.00 |
| ENTERGY CORP | Long | Equity-common | US | $108M | 1M | 0.05 |
| ENTERGY CORP SR UNSEC 3.75% 06-15-50 | Long | Debt | US | $166K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26 | Long | Debt | US | $14M | – | 0.01 |
| EOG RESOURCES INC | Long | Equity-common | US | $592M | 5M | 0.26 |
| EQT CORP | Long | Equity-common | US | $214M | 6M | 0.09 |
| EQUIFAX INC | Long | Equity-common | US | $452M | 2M | 0.20 |
| EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34 | Long | Debt | US | $13M | – | 0.01 |
| EQUINIX INC (REIT) | Long | Equity-common | US | $486M | 642K | 0.21 |
| EQUINOR ASA SR UNSEC 1.75% 01-22-26 | Long | Debt | NO | $9M | – | 0.00 |
| EQUINOR ASA SR UNSEC 3.25% 11-10-24 | Long | Debt | NO | $2M | – | 0.00 |
| EQUINOR ASA SR UNSEC 3.625% 09-10-28 | Long | Debt | NO | $13M | – | 0.01 |
| EQUINOR ASA SR UNSEC 4.25% 11-23-41 | Long | Debt | NO | $5M | – | 0.00 |
| 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 | $26M | – | 0.01 |
| 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 | $13M | – | 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 | $10M | – | 0.00 |
| 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 | $4M | – | 0.00 |
| ESSEX PORTFOLIO LP SR UNSEC 3.375% 04-15-26 | Long | Debt | US | $2M | – | 0.00 |
| ESSEX PORTFOLIO LP SR UNSEC 3.5% 04-01-25 | Long | Debt | US | $7M | – | 0.00 |
| ESTEE LAUDER COMPANIES INC/THE CL A | Long | Equity-common | US | $87M | 821K | 0.04 |
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-83.23 | – | -0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-19K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/18/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/18/2024 | Derivative-foreign exchange | $-173.49 | – | -0.00 | ||
| EURO STABILITY MECHANISM 144A LIFE UNSEC 0.375% 09-10-25 (EUROPEAN STABILITY MECHANISM) | Long | Debt | LU | $22M | – | 0.01 |
| EURO-BUND 10YR FUT RXU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-2M | – | -0.00 | |
| EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $2M | – | 0.00 |
| EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $11M | – | 0.00 |
| EUROBANK SA EUR REG S SR UNSEC (B) 7.0% 01-26-29/28 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $5M | – | 0.00 |
| EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $7M | – | 0.00 |
| EUROPEAN INVT BK UNSEC 0.75% 10-26-26 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $34M | – | 0.01 |
| EVERSOURCE ENERGY SR UNSEC 3.15% 01-15-25 | Long | Debt | US | $5M | – | 0.00 |
| EVERSOURCE ENERGY SR UNSEC 3.3% 01-15-28 | Long | Debt | US | $6M | – | 0.00 |
| EVERSOURCE ENERGY SR UNSEC 5.0% 01-01-27 | Long | Debt | US | $12M | – | 0.01 |
| EXTRA SPACE STORAGE INC (REIT) | Long | Equity-common | US | $788M | 5M | 0.35 |
| EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32 | Long | Debt | US | $7M | – | 0.00 |
| EXXON MOBIL CORP | Long | Equity-common | US | $885M | 8M | 0.39 |
| EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24 | Long | Debt | US | $7M | – | 0.00 |
| FARM 24-1 A1 144A FRN 10-01-53 (FARM 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| FASST 19-JR1 A 144A 2.0% 03-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.01 |
| FASST 19-JR2 A1 144A 2.0% 04-01-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR2) | Long | ABS-collateralized bond/debt obligation | US | $61M | – | 0.03 |
| FASST 19-JR3 A 144A 2.0% 09-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FASST 19-JR4 A 144A 2.0% 11-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FCAT 22-4 A2 144A 6.15% 09-15-26/10-15-24 (FLAGSHIP CREDIT AUTO TRUST FCAT_22-4) | Long | ABS-other | US | $5M | – | 0.00 |
| FCAT 23-3 A3 144A 5.44% 04-17-28/03-16-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $6M | – | 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 | $2M | – | 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 | $1M | – | 0.00 |
| FCAT 24-1 B 144A 5.63% 04-16-29 (FCAT 2024-1) | Long | ABS-other | US | $6M | – | 0.00 |
| FCAT 24-1 C 144A 5.79% 02-15-30 (FCAT 2024-1) | Long | ABS-other | US | $5M | – | 0.00 |
| FED FARM CR 1.75% 02-14-25 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $14M | – | 0.01 |
| FEDEX CORP | Long | Equity-common | US | $272M | 906K | 0.12 |
| FGCI 3.5 G16210 06-01-32 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FGLMC 3.0 G61733 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FGLMC 3.0 V80026 04-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FGLMC 3.5 G07921 04-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FGLMC 3.5 G60744 200K MAX 07-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FGLMC 3.5 G61295 09-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FGLMC 3.5 G61628 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FGLMC 3.5 G61662 02-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FGLMC 3.5 Q11220 09-01-42 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FGLMC 3.5 V85664 06-01-49 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FGLMC 4.0 G08775 08-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FGLMC 4.0 Q23190 125K MAX 11-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FGLMC 4.0 Q26734 125K MAX 06-01-44 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FGLMC 4.0 Q37988 150K MAX 12-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FGLMC 4.0 Q40458 175K MAX 04-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FGLMC 4.0 Q40476 175K MAX 04-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FGLMC 4.0 Q54547 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FGLMC 4.0 V82628 200K MAX 09-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FGLMC 4.0 V83507 10-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FGLMC 4.5 A90351 01-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FGLMC 4.5 A97543 03-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FGLMC 4.5 A97669 03-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FGLMC 4.5 G05937 08-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FGLMC 4.5 G60928 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FGLMC 4.5 Q01190 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FGLMC 4.5 Q03795 10-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FGLMC 4.5 Q03821 10-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FGLMC 4.5 Q41909 07-01-2046 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FGLMC 5.0 Q01160 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FGLMC 5.5 A56076 01-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FGLMC 5.5 G05546 07-01-39 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FGLMC 5.5 G05979 10-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FGLMC 5.5 G06028 07-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FGLMC 5.5 G08248 02-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FGLMC 6.0 G04552 09-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FGLMC G60344 12-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FGLMC Q23185 11-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FGLMC Z40130 01-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FGTW 3.0 C91912 02-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FGTW 3.0 C91917 02-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FGTW 6.5 C91130 12-01-27 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FGTW 6.5 C91150 01-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FGTW 6.5 D97504 12-01-27 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHARM FRN 760014 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FHLB 5.5% 07-15-36 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $650K | – | 0.00 |
| FHLMC POOL #760015 ARH5 FRN 01-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FHMS K044 A2 (MF) 2.811% 01-25-25 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.00 |
| FHMS K045 A2 (MF) 3.023% 01-25-25 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $998K | – | 0.00 |
| FHMS K046 A2 (MF) 3.205% 03-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K046) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FHMS K049 A2 (MF) 3.01% 07-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FHMS K143 A2 (MF) 2.35% 06-25-32 (FREDDIE MAC WI CERTIFICATES SERIES WI-K143) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.00 |
| FHMS K144 A2 2.45% 04-25-32 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.01 |
| FHMS K730 A2 (MF) FRN 01-25-25/01-27-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K730) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FHMS K732 A2 (MF) 3.7% 05-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K732) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FHMS K733 A2 (MF) 3.75% 08-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.01 |
| FHMS K734 A2 (MF) 3.208% 02-25-26 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.01 |
| FHMS K755 A2 (MF) 5.203% 02-25-31 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755) | Long | ABS-collateralized bond/debt obligation | US | $47M | – | 0.02 |
| FHMS KPLB A (MF) 2.77% 05-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KPLB) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| FHR 3318 JT PAC 5.5% 05-15-37 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| FIAOT 23-1 A 144A 6.44% 10-16-28/08-17-26 (FIRST INVESTORS AUTO OWNER TRUST FIAOT_23-1) | Long | ABS-other | US | $18M | – | 0.01 |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO | Long | Equity-common | US | $4M | – | 0.00 |
| FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 3.1% 03-01-41 | Long | Debt | US | $2M | – | 0.00 |
| FIFTH THIRD BANCORP | Long | Equity-common | US | $267M | 7M | 0.12 |
| FIFTH THIRD BANCORP SR UNSEC 5.631% 01-29-32/31 | Long | Debt | US | $41M | – | 0.02 |
| FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28 | Long | Debt | US | $4M | – | 0.00 |
| FIRSTENERGY CORP | Long | Equity-common | US | $264M | 7M | 0.12 |
| FIRSTENERGY CORP SR UNSEC 4.15% 07-15-27 | Long | Debt | US | $24M | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A LIFE SR UNSEC 3.25% 03-15-28 | Long | Debt | US | $3M | – | 0.00 |
| FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28 | Long | Debt | US | $19M | – | 0.01 |
| FISERV INC | Long | Equity-common | US | $870M | 6M | 0.38 |
| FISERV INC SR UNSEC 3.5% 07-01-29 | Long | Debt | US | $2M | – | 0.00 |
| FIVE CORNERS FUNDING TRUST III 144A SR UNSEC 5.791% 02-15-33 | Long | Debt | US | $7M | – | 0.00 |
| FIVE CORNERS FUNDING TRUST IV 144A LIFE SR UNSEC 5.997% 02-15-53 | Long | Debt | US | $387K | – | 0.00 |
| FKH 20-SFR1 A 144A 1.339% 09-17-25/09-18-25 (FIRSTKEY HOMES FKH_20-SFR1) | Long | ABS-other | US | $20M | – | 0.01 |
| FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25 (FIRSTKEY HOMES FKH_20-SFR2) | Long | ABS-other | US | $38M | – | 0.02 |
| FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26 (FIRSTKEY HOMES TRUST FKH_21-SFR3) | Long | ABS-other | US | $16M | – | 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 | $23M | – | 0.01 |
| FLAT 18-1 A CLO 144A FRN (TSFR3M+121.16) 04-17-31 (FLATIRON CLO LTD FLAT_18-1A) | Long | ABS-other | KY | $2M | – | 0.00 |
| FLAT 24-1 A1 CLO 144A FRN (TSFR3M+132) 07-15-36 (FLATIRON CLO 28 LTD FLAT_24-1A) | Long | ABS-other | KY | $16M | – | 0.01 |
| FLORIDA HURRICANE CATASTROPHE FUND 1.258% 07-01-25 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $10M | – | 0.00 |
| FLORIDA HURRICANE CATASTROPHE FUND 1.705% 07-01-27 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $40M | – | 0.02 |
| FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $37M | – | 0.02 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.05% 04-01-28 | Long | Debt | US | $14M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33 | Long | Debt | US | $4M | – | 0.00 |
| FNA 14-M9 A2 (MF) 3.103% 07-25-24 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FNA 17-M10 AV2 (MF) FRN 07-25-24 (FNMA_17-M10) | Long | ABS-collateralized bond/debt obligation | US | $253K | – | 0.00 |
| FNA 17-M12 A2 (MF) FRN 06-25-27 (FANNIEMAE-ACES FNA_17-M12) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FNA 17-M15 AV2 (MF) FRN 11-15-24 (FANNIE MAE ACES FNMA_17-M15) | Long | ABS-collateralized bond/debt obligation | US | $272K | – | 0.00 |
| FNA 17-M3 A2 (MF) FRN 12-25-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.01 |
| FNA 17-M7 A2 (MF) 2.961% 02-25-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FNCI 2.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $69M | – | 0.03 |
| FNCI 2.0 UMBS TBA 08-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $44M | – | 0.02 |
| FNCI 2.5 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $92M | – | 0.04 |
| FNCI 3.5 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCI 4.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $40M | – | 0.02 |
| FNCI UMBS 3.5 AL8354 150K MAX 10-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCI UMBS 3.5 AL8522 05-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCI UMBS 3.5 AQ9302 01-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| FNCI UMBS 3.5 BE7150 02-01-32 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNCI UMBS 3.5 BM3714 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCI UMBS 4.5 BJ5829 06-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNCI UMBS 6.0 887695 06-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNCL 2.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $222M | – | 0.10 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $271M | – | 0.12 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $168M | – | 0.07 |
| FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $66M | – | 0.03 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $138M | – | 0.06 |
| FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $127M | – | 0.06 |
| FNCL 4.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $287M | – | 0.13 |
| FNCL 4.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $114M | – | 0.05 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $281M | – | 0.12 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $172M | – | 0.08 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $72M | – | 0.03 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $604M | – | 0.27 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2B | – | 0.87 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2B | – | 0.74 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $98M | – | 0.04 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $680M | – | 0.30 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $46M | – | 0.02 |
| FNCL UMBS 2.0 BP6715 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNCL UMBS 2.0 BQ1226 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 2.0 BR1035 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FNCL UMBS 2.0 BR2666 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FNCL UMBS 2.0 BV3076 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.01 |
| FNCL UMBS 2.0 BV3080 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $61M | – | 0.03 |
| FNCL UMBS 2.0 CA6579 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| FNCL UMBS 2.0 CA7325 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $47M | – | 0.02 |
| FNCL UMBS 2.0 CA8108 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 2.0 CA8820 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNCL UMBS 2.0 CB0090 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $153M | – | 0.07 |
| FNCL UMBS 2.0 CB0290 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $55M | – | 0.02 |
| FNCL UMBS 2.0 CB0496 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $137M | – | 0.06 |
| FNCL UMBS 2.0 CB2765 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 2.0 CB3155 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 2.0 FM5940 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNCL UMBS 2.0 FM7803 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 2.0 FP0051 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 2.0 FP0053 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41M | – | 0.02 |
| FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 2.0 FS3744 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42M | – | 0.02 |
| FNCL UMBS 2.0 FS3745 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 2.0 FS3767 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 2.0 FS6986 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 2.0 FS7329 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 2.0 FS7498 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 2.0 MA4119 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $69M | – | 0.03 |
| FNCL UMBS 2.0 MA4158 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $43M | – | 0.02 |
| FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $51M | – | 0.02 |
| FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 2.0 MA4325 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.01 |
| FNCL UMBS 2.0 MA4465 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 2.0 QB8605 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNCL UMBS 2.0 RA4352 01-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 2.0 RA5287 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45M | – | 0.02 |
| FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 2.0 RA6406 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 2.0 SD5109 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 2.0 SD5500 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNCL UMBS 2.0 SD7528 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $74M | – | 0.03 |
| FNCL UMBS 2.0 SD8106 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $66M | – | 0.03 |
| FNCL UMBS 2.0 SD8128 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 2.0 SD8134 03-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| FNCL UMBS 2.0 SD8172 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 2.0 SI2062 09-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FNCL UMBS 2.0 SI2080 10-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNCL UMBS 2.5 BR2095 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 2.5 BT9483 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.01 |
| FNCL UMBS 2.5 BT9510 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 2.5 BV9644 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNCL UMBS 2.5 CA5968 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| FNCL UMBS 2.5 CA6593 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31M | – | 0.01 |
| FNCL UMBS 2.5 CA7028 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 2.5 CA7599 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 2.5 CA7737 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 2.5 CA8044 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNCL UMBS 2.5 CA8130 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNCL UMBS 2.5 CA8601 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCL UMBS 2.5 CA8828 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FNCL UMBS 2.5 CA8862 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 2.5 CB0457 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $141M | – | 0.06 |
| FNCL UMBS 2.5 CB2286 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| FNCL UMBS 2.5 CB2319 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $62M | – | 0.03 |
| FNCL UMBS 2.5 CB2372 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.01 |
| FNCL UMBS 2.5 CB2373 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FNCL UMBS 2.5 CB2375 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $63M | – | 0.03 |
| FNCL UMBS 2.5 CB2870 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNCL UMBS 2.5 FM5173 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 2.5 FM5778 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 2.5 FM7957 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FNCL UMBS 2.5 FM8247 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FNCL UMBS 2.5 FS1057 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FNCL UMBS 2.5 MA4096 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 2.5 MA4282 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 2.5 MA4306 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 2.5 MA4493 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 2.5 MA4623 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNCL UMBS 2.5 QC8489 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45M | – | 0.02 |
| FNCL UMBS 2.5 QD7397 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FNCL UMBS 2.5 RA3987 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 2.5 RA4070 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 2.5 RA5219 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 2.5 RA5259 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $167M | – | 0.07 |
| FNCL UMBS 2.5 RA5782 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 2.5 RA5836 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $53M | – | 0.02 |
| FNCL UMBS 2.5 RA6483 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $54M | – | 0.02 |
| FNCL UMBS 2.5 RA6535 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27M | – | 0.01 |
| FNCL UMBS 2.5 SD0855 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNCL UMBS 2.5 SD1729 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCL UMBS 2.5 SD7545 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $55M | – | 0.02 |
| FNCL UMBS 2.5 SD7548 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $191M | – | 0.08 |
| FNCL UMBS 2.5 SD7552 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 2.5 SD7554 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $30M | – | 0.01 |
| FNCL UMBS 2.5 SD8205 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNCL UMBS 3.0 AS8310 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 3.0 BM1179 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 BO4808 12-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FNCL UMBS 3.0 CA3806 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 3.0 CA4533 11-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.01 |
| FNCL UMBS 3.0 CA4756 12-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 3.0 CA6087 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| FNCL UMBS 3.0 CA6349 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 3.0 CA6740 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 CA7048 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 3.0 CA7381 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 3.0 CA7606 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNCL UMBS 3.0 CA8046 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 3.0 CA8285 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 3.0 CA8870 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $90M | – | 0.04 |
| FNCL UMBS 3.0 CA8969 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.0 CB0191 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.01 |
| FNCL UMBS 3.0 CB0193 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.0 CB0738 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.0 CB1304 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 CB2078 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 3.0 CB2882 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 3.0 FM2795 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 FM5166 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 FM5509 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $67M | – | 0.03 |
| FNCL UMBS 3.0 FM6293 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 3.0 FM7909 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 FM8453 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41M | – | 0.02 |
| FNCL UMBS 3.0 FM8477 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $60M | – | 0.03 |
| FNCL UMBS 3.0 FM9631 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 3.0 FM9632 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| FNCL UMBS 3.0 FS0182 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 3.0 FS0647 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 3.0 FS0752 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 3.0 FS4628 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNCL UMBS 3.0 FS5081 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 3.0 MA2608 05-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| FNCL UMBS 3.0 MA2771 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| FNCL UMBS 3.0 MA4415 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FNCL UMBS 3.0 QD3310 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 3.0 QD9576 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 3.0 RA3506 09-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 3.0 RA5267 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 RA5901 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.0 RA5971 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNCL UMBS 3.0 RA6347 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.0 RA6664 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $86M | – | 0.04 |
| FNCL UMBS 3.0 SD0665 08-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 3.0 SD0734 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.0 SD0813 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 3.0 SD2602 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.0 SD2880 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45M | – | 0.02 |
| FNCL UMBS 3.0 SD7544 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNCL UMBS 3.0 SD7553 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $40M | – | 0.02 |
| FNCL UMBS 3.0 SD7556 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FNCL UMBS 3.0 SD8225 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $51M | – | 0.02 |
| FNCL UMBS 3.0 SD8242 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 3.5 AL9499 01-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.5 AS6789 03-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.5 AS7168 05-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.5 AT7680 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| FNCL UMBS 3.5 AT7689 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 3.5 AT7696 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.5 BE3151 01-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $847K | – | 0.00 |
| FNCL UMBS 3.5 BE3162 01-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| FNCL UMBS 3.5 BH4022 09-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNCL UMBS 3.5 BH6387 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FNCL UMBS 3.5 BH7779 08-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNCL UMBS 3.5 BJ6760 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 3.5 BM3332 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.5 BM4033 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 3.5 BO1345 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 3.5 BO5349 11-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNCL UMBS 3.5 BU3349 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNCL UMBS 3.5 BU7427 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FNCL UMBS 3.5 BV0242 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNCL UMBS 3.5 BV3316 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FNCL UMBS 3.5 BV7809 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNCL UMBS 3.5 CA0770 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.5 CA0854 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 3.5 CA1532 04-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 3.5 CA3068 02-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 3.5 CA3814 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FNCL UMBS 3.5 CA4079 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 3.5 CA4112 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| FNCL UMBS 3.5 CA4800 12-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $43M | – | 0.02 |
| FNCL UMBS 3.5 CB3126 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 3.5 FM2318 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNCL UMBS 3.5 FM3280 05-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 3.5 FM9416 07-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $63M | – | 0.03 |
| FNCL UMBS 3.5 FS0972 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 3.5 FS1180 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $72M | – | 0.03 |
| FNCL UMBS 3.5 FS1206 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNCL UMBS 3.5 FS4747 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 3.5 MA4803 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 3.5 QA5118 12-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $28M | – | 0.01 |
| FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.5 QD8873 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNCL UMBS 3.5 SD0480 06-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 3.5 SD2608 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 3.5 SD7508 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 3.5 ZS4726 07-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNCL UMBS 3.5 ZS4735 09-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNCL UMBS 3.5 ZS4747 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 4.0 AI2503 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 AU8813 11-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNCL UMBS 4.0 AU9348 11-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNCL UMBS 4.0 BC7611 05-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FNCL UMBS 4.0 BD7156 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCL UMBS 4.0 BD9665 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| FNCL UMBS 4.0 BJ1515 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 4.0 BJ4342 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNCL UMBS 4.0 BJ9260 04-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNCL UMBS 4.0 BK1198 02-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.0 BM1653 06-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $78M | – | 0.03 |
| FNCL UMBS 4.0 BM2007 09-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FNCL UMBS 4.0 BM5148 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $45M | – | 0.02 |
| FNCL UMBS 4.0 BR9540 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 BW4940 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 BW5000 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNCL UMBS 4.0 BY1343 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.0 BY1418 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 4.0 BY1448 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.0 CA0453 09-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 4.0 CA1015 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNCL UMBS 4.0 CA1542 04-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNCL UMBS 4.0 CA3184 03-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNCL UMBS 4.0 CA3976 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.0 CA4432 10-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNCL UMBS 4.0 CB3620 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $72M | – | 0.03 |
| FNCL UMBS 4.0 CB4119 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $127M | – | 0.06 |
| FNCL UMBS 4.0 CB4548 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.0 CB6297 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| FNCL UMBS 4.0 CB8251 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 FM1668 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNCL UMBS 4.0 FM1784 09-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNCL UMBS 4.0 FM1913 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 4.0 FS1834 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCL UMBS 4.0 FS2654 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 4.0 FS4783 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $68M | – | 0.03 |
| FNCL UMBS 4.0 FS4947 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNCL UMBS 4.0 FS5851 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 4.0 MA3149 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 4.0 MA3183 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 4.0 MA3277 02-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNCL UMBS 4.0 MA4732 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 MA4916 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FNCL UMBS 4.0 MA4962 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FNCL UMBS 4.0 MA4993 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 4.0 MA5341 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 4.0 MA5378 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.0 QE2335 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 4.0 QE4383 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $775K | – | 0.00 |
| FNCL UMBS 4.0 QF0323 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| FNCL UMBS 4.0 QF1489 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNCL UMBS 4.0 QF2221 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| FNCL UMBS 4.0 QF8523 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.0 RA1744 11-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FNCL UMBS 4.0 RA7399 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $33M | – | 0.01 |
| FNCL UMBS 4.0 RA7468 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 4.0 RA7668 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNCL UMBS 4.0 SD1766 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 4.0 SD3245 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $39M | – | 0.02 |
| FNCL UMBS 4.0 SD7506 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCL UMBS 4.0 SD8265 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FNCL UMBS 4.0 SD8305 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 SD8353 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.0 SD8413 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 4.0 SI2002 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 4.5 AE0395 10-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.5 AE3049 09-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.5 AE5471 10-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.5 AH3575 01-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.5 AI5589 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNCL UMBS 4.5 AV1538 11-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.5 BE9242 03-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNCL UMBS 4.5 BJ2751 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 4.5 BJ8318 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNCL UMBS 4.5 BK1135 02-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNCL UMBS 4.5 BM4413 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 4.5 BT8308 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28M | – | 0.01 |
| FNCL UMBS 4.5 BW5269 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNCL UMBS 4.5 CA0623 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 4.5 CA2642 11-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNCL UMBS 4.5 CB4821 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $256M | – | 0.11 |
| FNCL UMBS 4.5 CB5266 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $125M | – | 0.06 |
| FNCL UMBS 4.5 CB6719 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.5 CB6853 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 4.5 FS5554 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $45M | – | 0.02 |
| FNCL UMBS 4.5 MA4917 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNCL UMBS 4.5 MA4977 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.01 |
| FNCL UMBS 4.5 MA5008 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 4.5 QE7976 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $28M | – | 0.01 |
| FNCL UMBS 4.5 QF1236 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $41M | – | 0.02 |
| FNCL UMBS 4.5 QF8926 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.5 QF8936 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 4.5 SD1895 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 4.5 SD1897 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $141M | – | 0.06 |
| FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 4.5 SD4116 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| FNCL UMBS 4.5 SD8306 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $53M | – | 0.02 |
| FNCL UMBS 4.5 SD8370 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.5 SD8381 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 4.5 SD8393 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNCL UMBS 5.0 AA0914 07-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNCL UMBS 5.0 AD8536 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $928K | – | 0.00 |
| FNCL UMBS 5.0 AE2513 09-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FNCL UMBS 5.0 AE4689 09-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNCL UMBS 5.0 AH5452 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNCL UMBS 5.0 AH9370 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNCL UMBS 5.0 AH9420 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FNCL UMBS 5.0 AH9938 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNCL UMBS 5.0 AI0582 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNCL UMBS 5.0 AI1865 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNCL UMBS 5.0 AI3894 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNCL UMBS 5.0 AI4296 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNCL UMBS 5.0 AI4563 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 5.0 AI6576 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNCL UMBS 5.0 AI7058 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNCL UMBS 5.0 AI7159 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNCL UMBS 5.0 AI7218 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FNCL UMBS 5.0 AI8121 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FNCL UMBS 5.0 AJ1422 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNCL UMBS 5.0 BT8033 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNCL UMBS 5.0 BV8976 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 5.0 BX2812 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 5.0 BX5583 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 5.0 CB3653 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 5.0 FS4611 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNCL UMBS 5.0 FS6769 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $201M | – | 0.09 |
| FNCL UMBS 5.0 FS7252 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $343M | – | 0.15 |
| FNCL UMBS 5.0 MA0791 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNCL UMBS 5.0 MA4785 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNCL UMBS 5.0 MA4806 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.01 |
| FNCL UMBS 5.0 QF5340 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $24M | – | 0.01 |
| FNCL UMBS 5.0 QF5672 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $129M | – | 0.06 |
| FNCL UMBS 5.0 QF5717 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.0 QF5830 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.0 RA7502 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| FNCL UMBS 5.0 RA7938 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $55M | – | 0.02 |
| FNCL UMBS 5.0 RA8534 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $162M | – | 0.07 |
| FNCL UMBS 5.0 SD2571 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $429M | – | 0.19 |
| FNCL UMBS 5.0 SD4997 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 5.0 SD4999 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $157M | – | 0.07 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $55M | – | 0.02 |
| FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FNCL UMBS 5.0 SD8323 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $280M | – | 0.12 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $167M | – | 0.07 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FNCL UMBS 5.0 SD8371 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 5.0 SD8407 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNCL UMBS 5.5 357399 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNCL UMBS 5.5 555880 11-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| FNCL UMBS 5.5 555956 12-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FNCL UMBS 5.5 AD0679 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNCL UMBS 5.5 BU4699 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 5.5 BW5124 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNCL UMBS 5.5 BW9206 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNCL UMBS 5.5 BX0856 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $810K | – | 0.00 |
| FNCL UMBS 5.5 BX3716 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FNCL UMBS 5.5 BX3726 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| FNCL UMBS 5.5 BX4004 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 BX5592 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FNCL UMBS 5.5 BX6108 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNCL UMBS 5.5 BX7384 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 BX7774 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 5.5 BX7782 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 5.5 BX8514 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FNCL UMBS 5.5 BX8556 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 5.5 BX8883 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNCL UMBS 5.5 BX9116 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 5.5 BX9431 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 5.5 BY0007 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FNCL UMBS 5.5 BY0091 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 5.5 BY0204 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 5.5 BY0667 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $969K | – | 0.00 |
| FNCL UMBS 5.5 BY2505 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 5.5 BY3206 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| FNCL UMBS 5.5 BY3337 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNCL UMBS 5.5 BY3521 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 5.5 BY4413 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FNCL UMBS 5.5 CB8151 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 5.5 CB8337 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 5.5 CB8536 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58M | – | 0.03 |
| FNCL UMBS 5.5 DB5160 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 5.5 FS4024 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 5.5 FS5192 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $73M | – | 0.03 |
| FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 5.5 FS8131 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 5.5 MA4842 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $47M | – | 0.02 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 5.5 MA4979 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46M | – | 0.02 |
| FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $139M | – | 0.06 |
| FNCL UMBS 5.5 MA5138 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $132M | – | 0.06 |
| FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 5.5 MA5190 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $195M | – | 0.09 |
| FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $93M | – | 0.04 |
| FNCL UMBS 5.5 MA5271 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $227M | – | 0.10 |
| FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $116M | – | 0.05 |
| FNCL UMBS 5.5 QF4136 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QF5251 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $658K | – | 0.00 |
| FNCL UMBS 5.5 QF5394 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QF5680 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QF6796 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FNCL UMBS 5.5 QF7048 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNCL UMBS 5.5 QF7774 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 5.5 QF8331 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 5.5 QF8462 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 5.5 QF8552 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| FNCL UMBS 5.5 QF8554 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNCL UMBS 5.5 QF9076 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNCL UMBS 5.5 QG0979 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FNCL UMBS 5.5 QG1023 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNCL UMBS 5.5 QG1387 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNCL UMBS 5.5 QG4632 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 5.5 QG4732 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 5.5 QG8374 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31M | – | 0.01 |
| FNCL UMBS 5.5 QI8872 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 5.5 RA8303 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| FNCL UMBS 5.5 RA8544 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 5.5 RJ1263 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 5.5 RJ1415 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNCL UMBS 5.5 RJ1768 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 5.5 RJ1857 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31M | – | 0.01 |
| FNCL UMBS 5.5 SD1961 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 5.5 SD2882 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $52M | – | 0.02 |
| FNCL UMBS 5.5 SD3314 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $57M | – | 0.03 |
| FNCL UMBS 5.5 SD3369 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31M | – | 0.01 |
| FNCL UMBS 5.5 SD3386 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FNCL UMBS 5.5 SD3559 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNCL UMBS 5.5 SD8324 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $174M | – | 0.08 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $75M | – | 0.03 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| FNCL UMBS 5.5 SD8367 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $73M | – | 0.03 |
| FNCL UMBS 5.5 SD8372 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $74M | – | 0.03 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $48M | – | 0.02 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $231M | – | 0.10 |
| FNCL UMBS 6.0 888292 03-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 6.0 CB7344 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89M | – | 0.04 |
| FNCL UMBS 6.0 CB7617 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 6.0 CB7862 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 6.0 CB7932 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNCL UMBS 6.0 CB8163 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 6.0 CB8168 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $61M | – | 0.03 |
| FNCL UMBS 6.0 FS3759 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| FNCL UMBS 6.0 FS7031 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 6.0 FS7503 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $64M | – | 0.03 |
| FNCL UMBS 6.0 FS7507 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $64M | – | 0.03 |
| FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 6.0 MA5139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $144M | – | 0.06 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $66M | – | 0.03 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $92M | – | 0.04 |
| FNCL UMBS 6.0 MA5216 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNCL UMBS 6.0 MA5247 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 6.0 MA5421 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $57M | – | 0.03 |
| FNCL UMBS 6.0 QF8050 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 6.0 QF8056 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $26M | – | 0.01 |
| FNCL UMBS 6.0 QG9352 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 6.0 QH5936 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 6.0 QI0006 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 6.0 RA9474 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNCL UMBS 6.0 RA9854 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $61M | – | 0.03 |
| FNCL UMBS 6.0 RJ1076 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27M | – | 0.01 |
| FNCL UMBS 6.0 RJ1348 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNCL UMBS 6.0 RJ1431 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNCL UMBS 6.0 RJ1779 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNCL UMBS 6.0 RJ1785 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| FNCL UMBS 6.0 RJ1859 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 6.0 SD2861 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 6.0 SD3177 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $43M | – | 0.02 |
| FNCL UMBS 6.0 SD3356 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| FNCL UMBS 6.0 SD4894 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNCL UMBS 6.0 SD4975 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27M | – | 0.01 |
| FNCL UMBS 6.0 SD5303 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $50M | – | 0.02 |
| FNCL UMBS 6.0 SD8384 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $108M | – | 0.05 |
| FNCL UMBS 6.0 SD8447 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $53M | – | 0.02 |
| FNCL UMBS 6.5 745092 07-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| FNCL UMBS 6.5 888746 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FNCL UMBS 6.5 889658 06-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNCL UMBS 6.5 BX7703 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNCL UMBS 6.5 CB6468 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 6.5 CB6490 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 6.5 CB6491 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNCL UMBS 6.5 CB6768 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| FNCL UMBS 6.5 CB7917 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.01 |
| FNCL UMBS 6.5 CB7933 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNCL UMBS 6.5 CB8387 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNCL UMBS 6.5 FS6610 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $49M | – | 0.02 |
| FNCL UMBS 6.5 RA9287 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCL UMBS 6.5 RA9288 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 6.5 RA9289 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 6.5 RA9290 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 6.5 RA9291 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 6.5 RA9292 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 6.5 RA9294 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCL UMBS 6.5 RA9295 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| FNCL UMBS 6.5 RJ1441 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCL UMBS 6.5 RJ1726 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS 6.5 SD3825 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $196M | – | 0.09 |
| FNCL UMBS 6.5 SD4966 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $33M | – | 0.01 |
| FNCL UMBS 6.5 SD5404 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.00 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $132M | – | 0.06 |
| FNCL UMBS 932752 04-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FNCL UMBS AI4289 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNCL UMBS AU9350 11-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNCL UMBS CA3807 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNCL UMBS ZA5889 11-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNCT UMBS 1.5 FS0305 01-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $85M | – | 0.04 |
| FNCT UMBS 2.0 MA4387 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FNCT UMBS 2.0 MA4501 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39M | – | 0.02 |
| FNCT UMBS 2.0 MA4520 01-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $57M | – | 0.03 |
| FNCT UMBS 2.0 RB5071 09-01-40 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $79M | – | 0.03 |
| FNCT UMBS 2.0 SC0148 07-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNCT UMBS 3.0 ZT1449 06-01-38 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNCT UMBS 3.5 AS0727 10-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNCT UMBS 3.5 FM1441 08-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FNCT UMBS 3.5 MA2138 01-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNCT UMBS 3.5 MA3280 02-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNCT UMBS 3.5 ZA2384 06-01-35 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNCT UMBS 3.5 ZA2505 05-01-38 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNCT UMBS 4.5 MA3539 12-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNCT UMBS 5.0 ZA1894 08-01-25 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCT UMBS 5.0 ZA1914 12-01-25 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCT UMBS 5.0 ZA1927 03-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNCT UMBS 5.0 ZA1997 04-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNCT UMBS 5.0 ZS8832 03-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCT UMBS 6.5 ZA1950 08-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNCZ 6.5 257030 40YR 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNCZ 7.0 256893 40YR 08-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNCZ 7.0 256975 40YR 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNCZ 7.0 257036 40YR 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNCZ 7.0 920015 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNCZ 947661 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNIONP 6.5 256860 08-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 0.375% 08-25-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $15M | – | 0.01 |
| FNMA 0.75% 10-08-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $10M | – | 0.00 |
| FNMA 0.875% 08-05-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $14M | – | 0.01 |
| FNMA 20YR 3.5 MA3412 07-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNMDI3 3.0 BF0293 07-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $50M | – | 0.02 |
| FNMDI3 3.0 BF0323 11-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNMDI3 3.5 BF0318 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNMDI3 3.5 BF0325 11-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.01 |
| FNMDI4 3.0 BF0174 02-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMDI4 3.0 BF0177 02-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMDI4 3.0 BF0189 06-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMDI4 3.0 BF0262 05-01-58 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FNMDI4 3.0 BF0332 01-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $50M | – | 0.02 |
| FNMDI4 3.0 BF0547 07-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28M | – | 0.01 |
| FNMDI4 3.0 BF0548 07-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41M | – | 0.02 |
| FNMDI4 3.5 BF0145 03-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $91M | – | 0.04 |
| FNMDI4 3.5 BF0219 09-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMDI4 3.5 BF0226 01-01-58 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMDI4 3.5 BF0481 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $65M | – | 0.03 |
| FNMDI4 3.5 BF0765 09-01-63 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $49M | – | 0.02 |
| FNMDI4 4.5 BM6736 11-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $40M | – | 0.02 |
| FNMNT 24-1 A 5.34% 05-15-30/05-17-27 (FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1) | Long | ABS-other | US | $22M | – | 0.01 |
| FNR 06-43 JO PAC PO .0% 06-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.00 |
| FNRPR3 BF0364 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FORD MOTOR CO SR UNSEC 4.75% 01-15-43 | Long | Debt | US | $14M | – | 0.01 |
| FORD MOTOR CO SR UNSEC 5.291% 12-08-46 | Long | Debt | US | $8M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $11M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $51M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $59M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $13M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $42M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $124M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-05-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $12M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $27M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $43M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $40M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $39M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $28M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $21M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $18M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $22M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $71M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 03-06-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $19M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $27M | – | 0.01 |
| FORDL 23-A A3 4.94% 03-15-26/03-17-25 (FORD CREDIT AUTO LEASE TRUST FORDL_23-A) | Long | ABS-other | US | $2M | – | 0.00 |
| FORDL 24-A A3 5.06% 05-15-27/26 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-other | US | $11M | – | 0.00 |
| FORDL 24-A A4 5.05% 06-15-27/26 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-other | US | $2M | – | 0.00 |
| 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 | $79M | – | 0.03 |
| 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 | $114M | – | 0.05 |
| FORDR 20-1 B 144A 2.29% 08-15-31/02-18-25 (FORD CREDIT AUTO OWNER TRUST FORDR_20-1) | Long | ABS-other | US | $3M | – | 0.00 |
| FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28 (FORD CREDIT AUTO OWNER TRUST FORDR_23-2) | Long | ABS-other | US | $27M | – | 0.01 |
| FORDR 24-1 A 144A 4.87% 08-15-36/02-15-29 (FORDR 2024-1) | Long | ABS-other | US | $61M | – | 0.03 |
| FRA GB 10YR FUT OATU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-3M | – | -0.00 | |
| FRANCO-NEVADA CORP | Long | Equity-common | CA | $546M | 5M | 0.24 |
| FREEPORT-MCMORAN INC | Long | Equity-common | US | $189M | 4M | 0.08 |
| FREMF K-142 A2 2.4% 03-25-32 (FREMF MORTGAGE TRUST FREMF_22-K142) | Long | ABS-collateralized bond/debt obligation | US | $42M | – | 0.02 |
| 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 | $13M | – | 0.01 |
| FSMT 21-11INV A4 144A FRN 11-25-51 (FLAGSTAR MORTGAGE TRUST FSMT_21-11INV) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 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 | $13M | – | 0.01 |
| FSPC T-41 3A FRN 07-25-32 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $646K | – | 0.00 |
| FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.00 | |
| FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-4M | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.00 | |
| G2RF 4.979 710085 09-20-61 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2SF 2.0 MA6994 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $94M | – | 0.04 |
| G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $82M | – | 0.04 |
| G2SF 2.5 785607 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| G2SF 2.5 785998 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| G2SF 2.5 786502 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| G2SF 2.5 786701 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| G2SF 2.5 786706 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| G2SF 2.5 BZ3978 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| G2SF 2.5 MA7534 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $69M | – | 0.03 |
| G2SF 2.5 MA7827 01-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $11M | – | 0.00 |
| G2SF 2.5 MA8147 07-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| G2SF 2.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $93M | – | 0.04 |
| G2SF 3.0 MA3873 08-20-46 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| G2SF 3.0 MA8148 07-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| G2SF 3.0 MA8943 06-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| G2SF 3.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $58M | – | 0.03 |
| G2SF 3.5 MA5191 05-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| G2SF 3.5 MA5816 03-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| G2SF 3.5 MA8425 11-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| G2SF 3.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $220M | – | 0.10 |
| G2SF 4.0 MA1601 01-20-44 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| G2SF 4.0 MA4587 07-20-47 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.00 |
| G2SF 4.0 MA4653 08-20-47 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| G2SF 4.0 MA4779 10-20-47 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| G2SF 4.0 MA4901 12-20-47 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| G2SF 4.0 MA5078 03-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| G2SF 4.0 MA5528 10-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $110M | – | 0.05 |
| G2SF 4.0 MA8426 11-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| G2SF 4.0 MA8488 12-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| G2SF 4.0 MA8567 01-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| G2SF 4.0 MA8723 03-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| G2SF 4.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $146M | – | 0.06 |
| G2SF 4.5 MA3107 09-20-45 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| G2SF 4.5 MA3175 10-20-45 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| G2SF 4.5 MA5193 05-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| G2SF 4.5 MA5652 12-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| G2SF 4.5 MA5818 03-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| G2SF 4.5 MA5987 06-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| G2SF 4.5 MA6041 07-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| G2SF 4.5 MA6156 09-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| G2SF 4.5 MA6341 12-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| G2SF 4.5 MA7140 01-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| G2SF 4.5 MA7259 03-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| G2SF 4.5 MA9169 09-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $46M | – | 0.02 |
| G2SF 5.0 MA8800 04-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $776K | – | 0.00 |
| G2SF 5.0 MA9016 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $41M | – | 0.02 |
| G2SF 5.0 MA9105 08-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $30M | – | 0.01 |
| G2SF 5.0 MA9170 09-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $144M | – | 0.06 |
| G2SF 5.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| G2SF 5.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $172M | – | 0.08 |
| G2SF 6.0 004291 11-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GCAR 23-2 A2 144A 5.7% 01-15-27/02-18-25 (GLS AUTO RECEIVABLES TRUST GCAR_23-2) | Long | ABS-other | US | $3M | – | 0.00 |
| GCAR 23-3 C 144A 6.01% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $2M | – | 0.00 |
| GCAR 23-3 D 144A 6.44% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $2M | – | 0.00 |
| GCAR 23-4 A2 144A 6.4% 12-15-26/03-17-25 (GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4) | Long | ABS-other | US | $8M | – | 0.00 |
| GCAR 24-1 B 144A 5.49% 07-17-28 (GCAR 2024-1A) | Long | ABS-other | US | $7M | – | 0.00 |
| GCAR 24-1 C 144A 5.64% 12-17-29 (GCAR 2024-1A) | Long | ABS-other | US | $5M | – | 0.00 |
| GCAR 24-1 D 144A 5.95% 12-17-29 (GCAR 2024-1A) | Long | ABS-other | US | $3M | – | 0.00 |
| GCAR 24-2 C 144A 6.03% 02-15-30/07-15-27 (GCAR 2024-2A) | Long | ABS-other | US | $12M | – | 0.01 |
| GCAR_24-2 A3 144A 5.64% 01-15-28/02-17-26 (GCAR 2024-2A) | Long | ABS-other | US | $3M | – | 0.00 |
| GCAR_24-2 B 144A 5.77% 11-15-28/10-15-26 (GCAR 2024-2A) | Long | ABS-other | US | $9M | – | 0.00 |
| GCAT 21-NQM6 A1 144A FRN 08-25-66 (GCAT TRUST GCAT_21-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.01 |
| GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| GCI 20-1 A 144A 2.82% 10-18-45/30 (GCI 2020-1) | Long | ABS-other | US | $13M | – | 0.01 |
| GCI 20-1 B 144A 3.81% 10-18-45/30 (GCI 2020-1) | Long | ABS-other | US | $2M | – | 0.00 |
| GCI 21-1 A 144A 2.38% 06-18-46/09-18-31 (GCI FUNDING I LLC GCI_21-1) | Long | ABS-other | US | $3M | – | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27 | Long | Debt | US | $5M | – | 0.00 |
| GE VERNOVA INC | Long | Equity-common | US | $151M | 878K | 0.07 |
| GENERAL ELECTRIC CO AKA GE AEROSPACE | Long | Equity-common | US | $1B | 9M | 0.62 |
| GENERAL MILLS INC | Long | Equity-common | US | $122M | 2M | 0.05 |
| GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27 | Long | Debt | US | $21M | – | 0.01 |
| GENERAL MOTORS COMPANY | Long | Equity-common | US | $511M | 11M | 0.23 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26 | Long | Debt | US | $362K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 08-20-27 | Long | Debt | US | $43M | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.75% 06-20-25 | Long | Debt | US | $8M | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.8% 04-07-25 | Long | Debt | US | $7M | – | 0.00 |
| GEORGIA POWER CO SR UNSEC 3.7% 01-30-50 | Long | Debt | US | $35K | – | 0.00 |
| GEORGIA POWER CO SR UNSEC 4.65% 05-16-28 | Long | Debt | US | $32M | – | 0.01 |
| GEORGIA POWER CO SR UNSEC 4.95% 05-17-33 | Long | Debt | US | $22M | – | 0.01 |
| GFORT 23-1 A1 144A 5.34% 06-15-28/26 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1) | Long | ABS-other | US | $18M | – | 0.01 |
| GFORT 24-1 A1 144A 5.13% 03-15-29/27 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) | Long | ABS-other | US | $8M | – | 0.00 |
| GILEAD SCIENCES INC | Long | Equity-common | US | $827M | 12M | 0.36 |
| GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30 | Long | Debt | US | $5M | – | 0.00 |
| GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 | Long | Debt | US | $10M | – | 0.00 |
| GLENCORE PLC | Long | Equity-common | CH | $249M | 44M | 0.11 |
| GLP CAPITAL LP SR UNSEC 3.35% 09-01-24 | Long | Debt | US | $2M | – | 0.00 |
| GLP CAPITAL LP SR UNSEC 4.0% 01-15-30 | Long | Debt | US | $5M | – | 0.00 |
| GMALT 23-3 A3 5.38% 11-20-26/12-22-25 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-other | US | $15M | – | 0.01 |
| GMCAR 24-1 A3 4.85% 12-18-28 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) | Long | ABS-other | US | $9M | – | 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 | $23M | – | 0.01 |
| 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 | $39M | – | 0.02 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.01 |
| GNRT 4 A1R CLO 144A FRN (TSFR3M+135.16) 04-20-32 (GENERATE CLO 4 LTD GNRT 4A A1R) | Long | ABS-other | KY | $715K | – | 0.00 |
| GNSF 4.0 783219 01-15-41 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 2.158% 06-01-26 | Long | Debt | US | $6M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 2.332% 06-01-27 | Long | Debt | US | $8M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 3.487% 06-01-36 | Long | Debt | US | $4M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 3.714% 06-01-41 | Long | Debt | US | $6M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34 | Long | Debt | US | $4M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 3.0% 06-01-46 | Long | Debt | US | $6M | – | 0.00 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 3.115% 06-01-38 | Long | Debt | US | $20M | – | 0.01 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 3.293% 06-01-42 | Long | Debt | US | $6M | – | 0.00 |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | Long | Equity-common | US | $5M | – | 0.00 |
| GOLDMAN SACHS GROUP INC | Long | Equity-common | US | $124M | 275K | 0.05 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26 | Long | Debt | US | $14M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26 | Long | Debt | US | $41M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26 | Long | Debt | US | $111M | – | 0.05 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31 | Long | Debt | US | $8M | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27 | Long | Debt | US | $65M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31 | Long | Debt | US | $6M | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32 | Long | Debt | US | $66M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27 | Long | Debt | US | $45M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSEC 4.482% 08-23-28/27 | Long | Debt | US | $17M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29 | Long | Debt | US | $63M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 6.484% 10-24-29/28 | Long | Debt | US | $27M | – | 0.01 |
| GOST 24-1 A2 CLO 144A FRN (TSFR3M+155) 04-20-33 (GOST 2024-1A) | Long | ABS-other | US | $10M | – | 0.00 |
| GOST 24-1 C CLO 144A FRN (TSFR3M+230) 04-20-33 (GOST 2024-1A) | Long | ABS-other | US | $7M | – | 0.00 |
| 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 | $23M | – | 0.01 |
| GRUPO MEXICO SAB DE CV SER B | Long | Equity-common | MX | $202M | 38M | 0.09 |
| GSAR 23-2 A2 144A 6.37% 06-15-28/26 (GLS AUTO SELECT RECEIVABLES TRUST GSAR_23-2) | Long | ABS-other | US | $12M | – | 0.01 |
| GSAR 24-1 A2 144A 5.24% 03-15-30 (GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1) | Long | ABS-other | US | $9M | – | 0.00 |
| GSAR 24-2 A2 144A 5.58% 06-17-30 (GSAR 2024-2A) | Long | ABS-other | US | $11M | – | 0.00 |
| GSMBS 24-PRL2 A1 144A 3.75% 07-25-61/02-01-28 (GSMBS 2024-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.01 |
| GSMS 15-GS1 AAB 3.553% 11-10-48 (GS MORTGAGE SECURITIES TRUST GSMS_15-GS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| 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 | $11M | – | 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 | $379K | – | 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 | $17M | – | 0.01 |
| GSMS 20-GSA2 A5 2.012% 12-12-53/30 (GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| GSMS 23-SHIP B 144A FRN 09-15-26/09-08-26 (GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| 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 | $9M | – | 0.00 |
| GTLNF 13-1 AR 144A CLO FRN (TSFR3M+136.16) 07-28-31 (GT LOAN FINANCING LTD GTLNF_13-1A) | Long | ABS-other | KY | $6M | – | 0.00 |
| GWT 24-WLF2 A 144A FRN (TSFR1M+169.124) 05-15-41/29 (GWT 2024-WLF2) | Long | ABS-collateralized bond/debt obligation | US | $47M | – | 0.02 |
| HALLIBURTON CO | Long | Equity-common | US | $1B | 39M | 0.59 |
| HALLIBURTON CO SR UNSEC 3.8% 11-15-25 | Long | Debt | US | $105K | – | 0.00 |
| HALST 24-A A4 144A 5.07% 02-15-28/06-15-26 (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A) | Long | ABS-other | US | $3M | – | 0.00 |
| HARB 18-1 CR CLO 144A FRN (TSFRM+205) 01-20-31 (HARBOR PARK CLO LTD HARB_18-1A) | Long | ABS-other | US | $6M | – | 0.00 |
| HAROT 23-1 A2 5.22% 10-21-25/24 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-other | US | $2M | – | 0.00 |
| HAROT 23-1 A3 5.04% 04-21-27/26 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-other | US | $5M | – | 0.00 |
| HAROT 23-3 A2 5.71% 03-18-26/25 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-3) | Long | ABS-other | US | $19M | – | 0.01 |
| HART 24-A A3 4.99% 02-15-29 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $14M | – | 0.01 |
| HCA INC SR UNSEC 3.375% 03-15-29 | Long | Debt | US | $3M | – | 0.00 |
| HCA INC SR UNSEC 3.625% 03-15-32 | Long | Debt | US | $4M | – | 0.00 |
| HCA INC SR UNSEC 4.375% 03-15-42 | Long | Debt | US | $6M | – | 0.00 |
| HCA INC SR UNSEC 4.625% 03-15-52 | Long | Debt | US | $6M | – | 0.00 |
| HDFC BANK LTD | Long | Equity-common | IN | $679M | 34M | 0.30 |
| HDFC BANK LTD ADR | Long | Equity-common | IN | $100M | 2M | 0.04 |
| HEICO CORP | Long | Equity-common | US | $143M | 639K | 0.06 |
| HERSHEY CO (THE) | Long | Equity-common | US | $5M | 26K | 0.00 |
| HERTZ 21-1A A 144A 1.21% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $69M | – | 0.03 |
| HERTZ 21-1A B 144A 1.56% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $29M | – | 0.01 |
| HERTZ 21-1A C 144A 2.05% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $7M | – | 0.00 |
| HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $68M | – | 0.03 |
| HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $13M | – | 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 | $7M | – | 0.00 |
| HERTZ 21-A B 144A 9.44% 06-25-25 (HERTZ VEHICLE FINANCING III LLC HERTZ_21-A) | Long | ABS-other | US | $60M | – | 0.03 |
| HERTZ 22-1A A 144A 1.99% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) | Long | ABS-other | US | $31M | – | 0.01 |
| HERTZ 22-1A B 144A 2.19% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) | Long | ABS-other | US | $5M | – | 0.00 |
| HERTZ 22-1A C 144A 2.63% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) | Long | ABS-other | US | $3M | – | 0.00 |
| HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-other | US | $46M | – | 0.02 |
| HERTZ 22-2A B 144A 2.65% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-other | US | $8M | – | 0.00 |
| HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-other | US | $5M | – | 0.00 |
| HERTZ 22-4A A 144A 3.73% 09-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-4) | Long | ABS-other | US | $42M | – | 0.02 |
| HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-5) | Long | ABS-other | US | $21M | – | 0.01 |
| HERTZ 23-2 A 144A 5.57% 09-25-29/28 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-2) | Long | ABS-other | US | $12M | – | 0.01 |
| HERTZ 23-4 A 144A 6.15% 03-25-30/03-26-29 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-4) | Long | ABS-other | US | $26M | – | 0.01 |
| HEWLETT PACKARD ENTERPRISE CO SR UNSEC 5.9% 10-01-24 | Long | Debt | US | $10M | – | 0.00 |
| HF SINCLAIR CORP | Long | Equity-common | US | $22M | 408K | 0.01 |
| HILTON WORLDWIDE HOLDINGS INC | Long | Equity-common | US | $161M | 737K | 0.07 |
| HLSY 20-2 A1 CLO 144A FRN (TSFR3M+212.16) 07-20-31 (HALSEYPOINT CLO I LTD HLSY_20-2A) | Long | ABS-other | US | $19M | – | 0.01 |
| HOME DEPOT INC | Long | Equity-common | US | $2B | 5M | 0.81 |
| HOME DEPOT INC SR UNSEC 1.5% 09-15-28 | Long | Debt | US | $4M | – | 0.00 |
| HOME DEPOT INC SR UNSEC 1.875% 09-15-31 | Long | Debt | US | $6M | – | 0.00 |
| HOME DEPOT INC SR UNSEC 2.95% 06-15-29 | Long | Debt | US | $2M | – | 0.00 |
| HOME DEPOT INC SR UNSEC 4.95% 06-25-34 | Long | Debt | US | $12M | – | 0.01 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24 | Long | Debt | US | $7M | – | 0.00 |
| 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 | $14M | – | 0.01 |
| HPEFS 24-2 B 144A 5.35% 10-20-31 (HPEFS EQUIPMENT TRUST HPEFS_24-2) | Long | ABS-other | US | $3M | – | 0.00 |
| HPEFS_24-2 A3 144A 5.36% 10-20-31 (HPEFS EQUIPMENT TRUST HPEFS_24-2) | Long | ABS-other | US | $7M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28 | Long | Debt | GB | $22M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31 | Long | Debt | GB | $5M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27 | Long | Debt | GB | $3M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 5.546% 03-04-30/29 | Long | Debt | GB | $1M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 5.597% 05-17-28/27 | Long | Debt | GB | $20M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 5.719% 03-04-35/34 | Long | Debt | GB | $19M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 5.887% 08-14-27/26 | Long | Debt | GB | $3M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 6.161% 03-09-29/28 | Long | Debt | GB | $3M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 6.254% 03-09-34/33 | Long | Debt | GB | $12M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27 | Long | Debt | GB | $14M | – | 0.01 |
| HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27 | Long | Debt | VG | $461K | – | 0.00 |
| HUMANA INC SR UNSEC 3.7% 03-23-29 | Long | Debt | US | $5M | – | 0.00 |
| HUMANA INC SR UNSEC 5.375% 04-15-31 | Long | Debt | US | $19M | – | 0.01 |
| HUMANA INC SR UNSEC 5.75% 04-15-54 | Long | Debt | US | $6M | – | 0.00 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.125% 09-22-31 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $11M | – | 0.00 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.125% 09-21-51 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $11M | – | 0.00 |
| HUNTINGTON BANCSHARES INC SR UNSEC 6.208% 08-21-29/28 | Long | Debt | US | $16M | – | 0.01 |
| HYDRO-QUEBEC SR UNSEC 9.5% 11-15-30 | Long | Debt | CA | $27M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24 | Long | Debt | US | $40M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26 | Long | Debt | US | $22M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 | Long | Debt | US | $26M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26 | Long | Debt | US | $35M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25 | Long | Debt | US | $3M | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28 | Long | Debt | US | $18M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27 | Long | Debt | US | $20M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25 | Long | Debt | US | $33M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27 | Long | Debt | US | $32M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 03-19-27 | Long | Debt | US | $10M | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31 | Long | Debt | US | $4M | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.875% 04-07-25 | Long | Debt | US | $9M | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27 | Long | Debt | US | $58M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.3% 06-24-29 | Long | Debt | US | $22M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31 | Long | Debt | US | $41M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.45% 06-24-26 | Long | Debt | US | $18M | – | 0.01 |
| HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26 | Long | Debt | KR | $9M | – | 0.00 |
| HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 2.125% 04-24-25 | Long | Debt | KR | $7M | – | 0.00 |
| ICG 14-3 A1R CLO 144A FRN (TSFR3M+129.16) 04-25-31 (ICG US CLO LTD ICG_14-3A) | Long | ABS-other | KY | $7M | – | 0.00 |
| ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35 (ILLINOIS (STATE OF)) | Long | Debt | US | $5M | – | 0.00 |
| IMPRL 22-NQM7 A1 144A 7.369% 11-25-67/26 (IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| IMPRL 23-NQM1 A1 144A 5.941% 02-25-68/01-01-27 (IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| INDONESIA ASAHAN ALUMINIUM PT REG S SR UNSEC 5.45% 05-15-30 | Long | Debt | ID | $3M | – | 0.00 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $5M | – | 0.00 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $17M | – | 0.01 |
| ING GROEP NV SR UNSEC 6.083% 09-11-27/26 | Long | Debt | NL | $46M | – | 0.02 |
| INGERSOLL-RAND INC | Long | Equity-common | US | $942M | 10M | 0.42 |
| INTEL CORP | Long | Equity-common | US | $168M | 5M | 0.07 |
| INTEL CORP SR UNSEC 5.2% 02-10-33 | Long | Debt | US | $12M | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31 | Long | Debt | US | $13M | – | 0.01 |
| INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25 (INTERNATIONAL DEVELOPMENT ASSOCIATION) | Long | Debt | US | $18M | – | 0.01 |
| INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53 | Long | Debt | IT | $17M | – | 0.01 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24 | Long | Debt | IT | $4M | – | 0.00 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28 | Long | Debt | IT | $41M | – | 0.02 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27 | Long | Debt | IT | $66M | – | 0.03 |
| INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32 | Long | Debt | IT | $27M | – | 0.01 |
| INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25 | Long | Debt | IT | $3M | – | 0.00 |
| INTL BK RECON/DEV SR UNSEC 0.75% 11-24-27 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $8M | – | 0.00 |
| INTUIT INC SR UNSEC 0.95% 07-15-25 | Long | Debt | US | $3M | – | 0.00 |
| INTUIT INC SR UNSEC 1.35% 07-15-27 | Long | Debt | US | $3M | – | 0.00 |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO | Long | Equity-common | US | $7M | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31 | Long | Debt | US | $8M | – | 0.00 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 5.5% 03-12-34 (ISRAEL (STATE OF)) | Long | Debt | IL | $23M | – | 0.01 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 5.75% 03-12-54 (ISRAEL (STATE OF)) | Long | Debt | IL | $12M | – | 0.01 |
| J M SMUCKER CO SR UNSEC 5.9% 11-15-28 (JM SMUCKER CO (THE)) | Long | Debt | US | $9M | – | 0.00 |
| J M SMUCKER CO SR UNSEC 6.2% 11-15-33 (JM SMUCKER CO (THE)) | Long | Debt | US | $7M | – | 0.00 |
| J M SMUCKER CO SR UNSEC 6.5% 11-15-43 (JM SMUCKER CO (THE)) | Long | Debt | US | $1M | – | 0.00 |
| J M SMUCKER CO SR UNSEC 6.5% 11-15-53 (JM SMUCKER CO (THE)) | Long | Debt | US | $4M | – | 0.00 |
| JBIC GLOBAL SR UNSEC 1.25% 01-21-31 (JAPAN BANK FOR INTERNATIONAL COOPERATION) | Long | Debt | JP | $26M | – | 0.01 |
| JBS USA HOLDING LUX SARL SR UNSEC 2.5% 01-15-27 | Long | Debt | LU | $32M | – | 0.01 |
| JBS USA HOLDING LUX SARL SR UNSEC 3.0% 02-02-29 | Long | Debt | LU | $19M | – | 0.01 |
| JBS USA HOLDING LUX SARL SR UNSEC 3.625% 01-15-32 | Long | Debt | LU | $2M | – | 0.00 |
| JBS USA HOLDING LUX SARL SR UNSEC 5.5% 01-15-30 | Long | Debt | LU | $154K | – | 0.00 |
| JDOT 24-A A3 4.96% 11-15-28/10-15-27 (JDOT 2024-A) | Long | ABS-other | US | $12M | – | 0.01 |
| JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $2M | – | 0.00 |
| JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 4.3% 01-15-26 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| JNPPK 23-1 A1 CLO 144A FRN (TSFRM3M+185) 07-20-35 (JNPPK 2023-1A) | Long | ABS-other | JE | $15M | – | 0.01 |
| JOHN DEERE CAPITAL CORP SR UNSEC 5.1% 04-11-34 | Long | Debt | US | $30M | – | 0.01 |
| JOHNSON & JOHNSON | Long | Equity-common | US | $105M | 717K | 0.05 |
| JOHNSON CONTROLS INTERNATIONAL PLC | Long | Equity-common | IE | $103M | 2M | 0.05 |
| 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 | $8M | – | 0.00 |
| 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 | $31M | – | 0.01 |
| JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| 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 | $2M | – | 0.00 |
| 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 | $868K | – | 0.00 |
| JPMORGAN CHASE & CO | Long | Equity-common | US | $3B | 14M | 1.25 |
| JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26 | Long | Debt | US | $13M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 1.47% 09-22-27/26 | Long | Debt | US | $4M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24 | Long | Debt | US | $13M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31 | Long | Debt | US | $6M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25 | Long | Debt | US | $4M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 2.301% 10-15-25/24 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 2.522% 04-22-31/30 | Long | Debt | US | $88K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27 | Long | Debt | US | $28M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 3.509% 01-23-29/28 | Long | Debt | US | $23M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 4.005% 04-23-29/28 | Long | Debt | US | $6M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25 | Long | Debt | US | $27M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 4.203% 07-23-29/28 | Long | Debt | US | $12M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27 | Long | Debt | US | $16M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27 | Long | Debt | US | $49M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 5.012% 01-23-30/29 | Long | Debt | US | $7M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27 | Long | Debt | US | $23M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28 | Long | Debt | US | $3M | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 5.35% 06-01-34/33 | Long | Debt | US | $25M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27 | Long | Debt | US | $20M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29 | Long | Debt | US | $29M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 | Long | Debt | US | $17M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 6.07% 10-22-27/26 | Long | Debt | US | $20M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28 | Long | Debt | US | $37M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 6.254% 10-23-34/33 | Long | Debt | US | $6M | – | 0.00 |
| JPY FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-36.14 | – | -0.00 | ||
| JPY FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-543.4 | – | -0.00 | ||
| JPY FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| JPY FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $41K | – | 0.00 | ||
| JTWN 19-1 A2AR CLO 144A FRN (TSFR3M+165) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) | Long | ABS-other | US | $15M | – | 0.01 |
| JTWN 19-1A A1R CLO 144A FRN (TSFR3M+120) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) | Long | ABS-other | US | $16M | – | 0.01 |
| JTWN 19-1A A2BR CLO 144A FRN (TSFR3M+185) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) | Long | ABS-other | US | $8M | – | 0.00 |
| KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28 | Long | Debt | BE | $8M | – | 0.00 |
| KBC GROUP NV 144A LIFE SR UNSEC 6.324% 09-21-34/33 | Long | Debt | BE | $21M | – | 0.01 |
| KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27 | Long | Debt | KR | $9M | – | 0.00 |
| KEURIG DR PEPPER INC | Long | Equity-common | US | $1B | 37M | 0.54 |
| KEURIG DR PEPPER INC SR UNSEC 3.2% 05-01-30 | Long | Debt | US | $2M | – | 0.00 |
| KEURIG DR PEPPER INC SR UNSEC 4.417% 05-25-25 | Long | Debt | US | $1M | – | 0.00 |
| KFW SR UNSEC 0.375% 07-18-25 | Long | Debt | DE | $7M | – | 0.00 |
| KILROY REALTY LP SR UNSEC 6.25% 01-15-36 | Long | Debt | US | $6M | – | 0.00 |
| KINDER MORGAN INC SR UNSEC 5.0% 02-01-29 | Long | Debt | US | $42M | – | 0.02 |
| KINDER MORGAN INC SR UNSEC 5.2% 06-01-33 | Long | Debt | US | $17M | – | 0.01 |
| KINDER MORGAN INC SR UNSEC 5.4% 02-01-34 | Long | Debt | US | $36M | – | 0.02 |
| KINDER MORGAN INC SR UNSEC 5.45% 08-01-52 | Long | Debt | US | $6M | – | 0.00 |
| KKR & CO INC | Long | Equity-common | US | $588M | 6M | 0.26 |
| KKR 11 AR CLO 144A FRN (TSFR3M+144.16) 01-15-31 (KKR CLO 11 LLC) | Long | ABS-other | US | $2M | – | 0.00 |
| KKR 38 A1 CLO 144A FRN (TSFR3M+132) 04-15-33 (KKR FINANCIAL CLO LTD KKR_38) | Long | ABS-other | KY | $16M | – | 0.01 |
| KLA CORP | Long | Equity-common | US | $845M | 1M | 0.37 |
| KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27 | Long | Debt | KR | $20M | – | 0.01 |
| KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29 | Long | Debt | KR | $4M | – | 0.00 |
| KOREA HOUSING FINANCE CORP 144A LIFE SR UNSEC 4.625% 02-24-28 | Long | Debt | KR | $20M | – | 0.01 |
| KREDITANSTALT FUER WIEDERAUFBAU SR UNSEC 5.125% 09-29-25 (KFW) | Long | Debt | DE | $40M | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC | Long | Equity-common | US | $488M | 2M | 0.22 |
| L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33 | Long | Debt | US | $18M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC SR UNSEC 5.6% 07-31-53 | Long | Debt | US | $15M | – | 0.01 |
| LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $2M | – | 0.00 |
| LADAR 23-1 A2 144A 5.68% 10-15-26/11-15-24 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $449K | – | 0.00 |
| LADAR 23-2 A2 144A 5.93% 06-15-27/04-15-25 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $15M | – | 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 | $15M | – | 0.01 |
| LADAR 23-3 A2 144A 6.09% 06-15-26/11-15-24 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $3M | – | 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 | $17M | – | 0.01 |
| LADAR 24-1 A3 144A 5.23% 01-18-28/06-15-26 (LADAR 2024-1A) | Long | ABS-other | US | $2M | – | 0.00 |
| LADAR 24-2 A3 144A 5.61% 08-15-28/12-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-other | US | $20M | – | 0.01 |
| LANDWIRTSCHAFTLICHE RENTENBANK SR UNSEC 0.875% 09-03-30 | Long | Debt | DE | $11M | – | 0.00 |
| LCM 27 A1 144A CLO FRN (TSFR3M+134.16) 07-16-31 (LCM_27-A) | Long | ABS-other | US | $25M | – | 0.01 |
| LELAND STANFORD JUNIOR UNIVERSITY SR UNSEC 1.289% 06-01-27 (BOARD OF TRUSTEES OF LELAND STANFORD JUNIOR UNIVERSITY) | Long | Debt | US | $4M | – | 0.00 |
| LENNOX INTERNATIONAL INC | Long | Equity-common | US | $186M | 347K | 0.08 |
| LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 07-02-27 | Long | Debt | KR | $24M | – | 0.01 |
| LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 07-02-29 | Long | Debt | KR | $30M | – | 0.01 |
| LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.5% 07-02-34 | Long | Debt | KR | $29M | – | 0.01 |
| LINDE PLC (NEW) | Long | Equity-common | GB | $553M | 1M | 0.24 |
| LLOYDS BANKING GROUP PLC SR UNSEC .0% 07-09-25/24 | Long | Debt | GB | $5M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26 | Long | Debt | GB | $3M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSEC 2.438% 02-05-26/25 | Long | Debt | GB | $22M | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27 | Long | Debt | GB | $34M | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSEC 4.976% 08-11-33/32 | Long | Debt | GB | $9M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.462% 01-05-28/27 | Long | Debt | GB | $9M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34 | Long | Debt | GB | $34M | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.721% 06-05-30/29 | Long | Debt | GB | $12M | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.871% 03-06-29/28 | Long | Debt | GB | $8M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.985% 08-07-27/26 | Long | Debt | GB | $35M | – | 0.02 |
| LMAT 21-GS2 A1 144A FRN 04-25-61 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| 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 | $11M | – | 0.00 |
| LOCKHEED MARTIN CORP | Long | Equity-common | US | $222M | 475K | 0.10 |
| LOCKHEED MARTIN CORP SR UNSEC 4.45% 05-15-28 | Long | Debt | US | $14M | – | 0.01 |
| LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34 | Long | Debt | US | $21M | – | 0.01 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33 | Long | Debt | US | $6M | – | 0.00 |
| LUNDIN MINING CORP | Long | Equity-common | CA | $119M | 11M | 0.05 |
| LUXE 21-TRIP B 144A FRN (TSFR1M+151.45) 10-15-38/24 (LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| LVMH MOET HENNESSY LOUIS VUITTON SE | Long | Equity-common | FR | $411M | 535K | 0.18 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 1.25% 10-01-25 | Long | Debt | US | $14M | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30 | Long | Debt | US | $8M | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51 | Long | Debt | US | $259K | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 4.2% 05-01-50 | Long | Debt | US | $6M | – | 0.00 |
| M&T BANK CORP SR UNSEC 5.053% 01-27-34/33 | Long | Debt | US | $17M | – | 0.01 |
| M&T BANK CORP SR UNSEC 7.413% 10-30-29/28 | Long | Debt | US | $23M | – | 0.01 |
| MACQUARIE BANK LTD 144A LIFE SR UNSEC 5.208% 06-15-26 | Long | Debt | AU | $10M | – | 0.00 |
| MACQUARIE BANK LTD 144A LIFE SR UNSEC 5.391% 12-07-26 | Long | Debt | AU | $20M | – | 0.01 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33 | Long | Debt | US | $6M | – | 0.00 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29 | Long | Debt | US | $6M | – | 0.00 |
| MARSH & MCLENNAN COMPANIES INC | Long | Equity-common | US | $273M | 1M | 0.12 |
| MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $6M | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 4.375% 03-15-29 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $4M | – | 0.00 |
| MASCO CORP SR UNSEC 1.5% 02-15-28 | Long | Debt | US | $6M | – | 0.00 |
| MASCO CORP SR UNSEC 2.0% 02-15-31 | Long | Debt | US | $5M | – | 0.00 |
| MASCO CORP SR UNSEC 3.125% 02-15-51 | Long | Debt | US | $1M | – | 0.00 |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $57M | – | 0.02 |
| MASTERCARD INC CL A | Long | Equity-common | US | $2B | 4M | 0.87 |
| MASTERCARD INC SR UNSEC 4.85% 03-09-33 | Long | Debt | US | $17M | – | 0.01 |
| MASTERCARD INC SR UNSEC 4.875% 03-09-28 | Long | Debt | US | $847K | – | 0.00 |
| MBALT 24-A A3 5.32% 01-18-28/02-16-27 (MBALT 2024-A) | Long | ABS-other | US | $5M | – | 0.00 |
| MCAS 23-01 M7 144A (SOFR30A+400) FRN 11-25-53/12-26-30 (MCAS 2023-01) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 4.6% 09-09-32 (MCDONALDS CORP) | Long | Debt | US | $692K | – | 0.00 |
| MCDONALD'S CORP SR UNSEC 4.95% 08-14-33 (MCDONALDS CORP) | Long | Debt | US | $551K | – | 0.00 |
| MCLO 19-2 A1AR CLO 144A FRN (TSFR3M+138) 01-20-33 (MARATHON CLO LTD MCLO_19-2A) | Long | ABS-other | US | $3M | – | 0.00 |
| MCMLT 19-1 A1 144A FRN 10-25-69 (MILL CITY MORTGAGE TRUST MCMLT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| MDPK 15-17A AR2 CLO 144A FRN (TSFR3M+126.16) 07-21-30 (MADISON PARK FUNDING LTD MDPK_15-17A) | Long | ABS-other | KY | $62M | – | 0.03 |
| MDPK 16-22 A1R CLO 144A FRN (TSFR3M+152.161) 01-15-33 (MADISON PARK FUNDING LTD MDPK_16-22A) | Long | ABS-other | KY | $6M | – | 0.00 |
| MDPK 17-23A AR CLO 144A FRN (TSFR3M+123.16) 07-27-31 (MADISON PARK FUNDING LTD MDPK_17-23A) | Long | ABS-other | KY | $1M | – | 0.00 |
| MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28 | Long | Debt | LU | $10M | – | 0.00 |
| MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.5% 03-30-33 | Long | Debt | LU | $19M | – | 0.01 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25 | Long | Debt | US | $6M | – | 0.00 |
| MERCK & CO INC | Long | Equity-common | US | $471M | 4M | 0.21 |
| MERCK & CO INC SR UNSEC 1.9% 12-10-28 | Long | Debt | US | $1M | – | 0.00 |
| META PLATFORMS INC CL A | Long | Equity-common | US | $5B | 9M | 2.09 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30 | Long | Debt | US | $9M | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.85% 01-08-29 | Long | Debt | US | $10M | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-06-28 | Long | Debt | US | $7M | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33 | Long | Debt | US | $8M | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.4% 09-12-28 | Long | Debt | US | $36M | – | 0.02 |
| MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28 | Long | Debt | MX | $869K | – | 0.00 |
| MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47 | Long | Debt | MX | $4M | – | 0.00 |
| MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47 | Long | Debt | MX | $14M | – | 0.01 |
| MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46 | Long | Debt | MX | $1M | – | 0.00 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 2.659% 05-24-31 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $19M | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $7M | – | 0.00 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $8M | – | 0.00 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $166M | – | 0.07 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $6M | – | 0.00 |
| MFF 23-1 A 144A 7.21% 05-20-36/26 (MERCHANTS FLEET FUNDING LLC MFF_23-1) | Long | ABS-other | US | $18M | – | 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 | $6M | – | 0.00 |
| 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 | $13M | – | 0.01 |
| MICHIGAN STATE UNIVERSITY 4.165% 08-15-22 | Long | Debt | US | $8M | – | 0.00 |
| MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29 | Long | Debt | US | $19M | – | 0.01 |
| MICRON TECHNOLOGY INC | Long | Equity-common | US | $1B | 9M | 0.53 |
| MICROSOFT CORP | Long | Equity-common | US | $10B | 21M | 4.23 |
| MICROSOFT CORP SR UNSEC 2.921% 03-17-52 | Long | Debt | US | $3M | – | 0.00 |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28 | Long | Debt | US | $4M | – | 0.00 |
| MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.35% 01-15-34 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.85% 09-15-54 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.00 |
| MIDO 17-7 A2R CLO 144A FRN (TSFR3M+171.16) 07-15-29 (MIDOCEAN CREDIT CLO MIDO_17-7A) | Long | ABS-other | US | $14M | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 0.962% 10-11-25/24 | Long | Debt | JP | $45M | – | 0.02 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26 | Long | Debt | JP | $61M | – | 0.03 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.64% 10-13-27/26 | Long | Debt | JP | $32M | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 2.341% 01-19-28/27 | Long | Debt | JP | $5M | – | 0.00 |
| MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.08% 04-19-28/27 | Long | Debt | JP | $5M | – | 0.00 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26 | Long | Debt | JP | $14M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.376% 05-26-30/29 | Long | Debt | JP | $15M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.382% 07-10-30/29 | Long | Debt | JP | $17M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34 | Long | Debt | JP | $15M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.669% 09-13-33/32 | Long | Debt | JP | $4M | – | 0.00 |
| MLANE 2024-A 144A 6.2% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $3M | – | 0.00 |
| 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 | $25M | – | 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 | $4M | – | 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 | $16M | – | 0.01 |
| MLANE 24-A B 144A 6.59% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $3M | – | 0.00 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $247M | 832K | 0.11 |
| MONDELEZ INTERNATIONAL INC CL A | Long | Equity-common | US | $178M | 3M | 0.08 |
| MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27 | Long | Debt | US | $6M | – | 0.00 |
| MOODY'S CORP SR UNSEC 4.25% 08-08-32 | Long | Debt | US | $249K | – | 0.00 |
| MORGAN STANLEY | Long | Equity-common | US | $179M | 2M | 0.08 |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | Long | Equity-common | US | $5M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26 | Long | Debt | US | $45M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26 | Long | Debt | US | $9M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 | Long | Debt | US | $27M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31 | Long | Debt | US | $11M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30 | Long | Debt | US | $139K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 3.217% 04-22-42/41 | Long | Debt | US | $1M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25 | Long | Debt | US | $10M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 5.05% 01-28-27/26 | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28 | Long | Debt | US | $56M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28 | Long | Debt | US | $67M | – | 0.03 |
| MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29 | Long | Debt | US | $23M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 5.25% 04-21-34/33 | Long | Debt | US | $9M | – | 0.00 |
| MORGAN STANLEY SR UNSEC 5.424% 07-21-34/33 | Long | Debt | US | $362K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 5.449% 07-20-29/28 | Long | Debt | US | $30M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27 | Long | Debt | US | $559K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29 | Long | Debt | US | $87M | – | 0.04 |
| MORGAN STANLEY SR UNSEC 6.296% 10-18-28/27 | Long | Debt | US | $32M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 6.627% 11-01-34/33 | Long | Debt | US | $519K | – | 0.00 |
| MOSAIC CO SR UNSEC 4.05% 11-15-27 (MOSAIC COMPANY (THE)) | Long | Debt | US | $4M | – | 0.00 |
| MP14 18-2A A12R CLO 144A FRN (TSFR3M+120) 01-20-32 (MP14 2018-2A) | Long | ABS-other | KY | $20M | – | 0.01 |
| MPLX LP SR UNSEC 4.125% 03-01-27 | Long | Debt | US | $4M | – | 0.00 |
| MPLX LP SR UNSEC 4.5% 04-15-38 | Long | Debt | US | $2M | – | 0.00 |
| MPLX LP SR UNSEC 4.7% 04-15-48 | Long | Debt | US | $5M | – | 0.00 |
| MPLX LP SR UNSEC 4.875% 06-01-25 | Long | Debt | US | $5M | – | 0.00 |
| 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 | $2M | – | 0.00 |
| MSBAM 15-C22 ASB 3.04% 04-15-48/11-15-24 (MORGAN STANLEY BAML TRUST MSBAM_15-C22) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| MSBAM 15-C27 ASB 3.557% 12-15-47/03-15-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C27) | Long | ABS-mortgage backed security | US | $761K | – | 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 | $930K | – | 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 | $2M | – | 0.00 |
| MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33 | Long | Debt | US | $5M | – | 0.00 |
| MSRM 24-NQM2 A1 144A 6.386% 05-25-69/05-01-28 (MSRM 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 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 | $32M | – | 0.01 |
| NALT 23-A A3 4.91% 01-15-26 (NISSAN AUTO LEASE TRUST NALT_23-A) | Long | ABS-other | US | $2M | – | 0.00 |
| NALT 23-B A2A 5.74% 08-15-25/11-15-24 (NISSAN AUTO LEASE TRUST NALT_23-B) | Long | ABS-other | US | $4M | – | 0.00 |
| NAROT 23-B A3 5.93% 03-15-28/11-16-26 (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-B) | Long | ABS-other | US | $9M | – | 0.00 |
| NASDAQ INC SR UNSEC 5.35% 06-28-28 | Long | Debt | US | $13M | – | 0.01 |
| NASDAQ INC SR UNSEC 5.55% 02-15-34 | Long | Debt | US | $24M | – | 0.01 |
| NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.887% 01-12-27 | Long | Debt | AU | $3M | – | 0.00 |
| NATIONAL AUSTRALIA BANK LTD 144A LIFE SUB 6.429% 01-12-33 | Long | Debt | AU | $678K | – | 0.00 |
| NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.9% 06-13-28 (NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)) | Long | Debt | US | $12M | – | 0.01 |
| NATIONAL AUSTRALIA BANK LTD SR UNSEC 5.087% 06-11-27 (NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)) | Long | Debt | US | $15M | – | 0.01 |
| NATIONAL SECURITIES CLEARING CORP 144A LIFE SR UNSEC 5.1% 11-21-27 | Long | Debt | US | $6M | – | 0.00 |
| NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27 | Long | Debt | GB | $20M | – | 0.01 |
| NATWEST GROUP PLC SR UNSEC 5.808% 09-13-29/28 | Long | Debt | GB | $25M | – | 0.01 |
| NATWEST GROUP PLC SR UNSEC 7.472% 11-10-26/25 | Long | Debt | GB | $5M | – | 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 | $20M | – | 0.01 |
| NAVSL 21-G A 144A 1.58% 04-15-70 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G) | Long | ABS-other | US | $20M | – | 0.01 |
| NAVTR 21-1 A 144A 2.771% 11-15-46/28 (NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1) | Long | ABS-other | US | $54M | – | 0.02 |
| NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30 (NEWARK BSL CLO NBCLO_17-1A) | Long | ABS-other | US | $19M | – | 0.01 |
| NESTLE HOLDINGS INC 144A LIFE SR UNSEC 4.85% 03-14-33 (NESTLE HOLDINGS INC.) | Long | Debt | US | $3M | – | 0.00 |
| NESTLE SA | Long | Equity-common | CH | $490M | 5M | 0.22 |
| NETFLIX INC | Long | Equity-common | US | $2B | 2M | 0.73 |
| NETFLIX INC 144A LIFE SR UNSEC 3.625% 06-15-25 | Long | Debt | US | $4M | – | 0.00 |
| NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30 | Long | Debt | US | $24M | – | 0.01 |
| NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29 | Long | Debt | US | $54M | – | 0.02 |
| NETFLIX INC SR UNSEC 4.875% 04-15-28 | Long | Debt | US | $12M | – | 0.01 |
| NETFLIX INC SR UNSEC 5.875% 11-15-28 | Long | Debt | US | $26M | – | 0.01 |
| NETFLIX INC SR UNSEC 6.375% 05-15-29 | Long | Debt | US | $10M | – | 0.00 |
| NEUB 17-26AR AR CLO 144A FRN (TSFR3M+118.2) 10-18-30 (NEUBERGER BERMAN CLO LTD NEUB_17-26A) | Long | ABS-other | KY | $5M | – | 0.00 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 2.35% 07-14-26 | Long | Debt | US | $3M | – | 0.00 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33 | Long | Debt | US | $6M | – | 0.00 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-13-28 | Long | Debt | US | $20M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27 | Long | Debt | US | $476K | – | 0.00 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 6.051% 03-01-25 | Long | Debt | US | $4M | – | 0.00 |
| NIKE INC CL B | Long | Equity-common | US | $230M | 3M | 0.10 |
| NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) | Long | Debt | US | $4M | – | 0.00 |
| NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) | Long | Debt | US | $20M | – | 0.01 |
| NOMURA HOLDINGS INC SR UNSEC 5.594% 07-02-27 | Long | Debt | JP | $10M | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34 | Long | Debt | JP | $9M | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSEC FRN 07-02-27 | Long | Debt | JP | $15M | – | 0.01 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Equity-common | US | $170M | 793K | 0.08 |
| NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.00 |
| NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.00 |
| NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.00 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $15M | – | 0.01 |
| NORTHROP GRUMMAN CORP | Long | Equity-common | US | $427M | 980K | 0.19 |
| NORTHROP GRUMMAN CORP SR UNSEC 2.93% 01-15-25 | Long | Debt | US | $7M | – | 0.00 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-12-28 | Long | Debt | US | $20M | – | 0.01 |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | Long | Equity-common | US | $227M | 12M | 0.10 |
| NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51 | Long | Debt | US | $17M | – | 0.01 |
| NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25 | Long | Debt | US | $1M | – | 0.00 |
| NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27 | Long | Debt | US | $1M | – | 0.00 |
| NOVO NORDISK AS B | Long | Equity-common | DK | $366M | 3M | 0.16 |
| NRZT 19-2A A1 144A FRN 12-25-57 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A) | Long | ABS-collateralized bond/debt obligation | US | $531K | – | 0.00 |
| NSLT 21-A APT1 144A 1.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-A) | Long | ABS-other | US | $25M | – | 0.01 |
| NSLT 21-B AFX 144A 1.42% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-B) | Long | ABS-other | US | $42M | – | 0.02 |
| NSLT 21-CA AFX 144A 1.32% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $43M | – | 0.02 |
| NSTAR ELECTRIC CO SR UNSEC 2.7% 06-01-26 | Long | Debt | US | $4M | – | 0.00 |
| NUCOR CORP | Long | Equity-common | US | $174M | 1M | 0.08 |
| NUTRIEN LTD SR UNSEC 5.95% 11-07-25 | Long | Debt | CA | $3M | – | 0.00 |
| NVIDIA CORP | Long | Equity-common | US | $1B | 11M | 0.57 |
| NYMT 24-CP1 A1 144A FRN 02-25-68/08-25-37 (NYMT 2024-CP1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| OAKCL 19-1 A1R CLO 144A FRN (TSFR3M+137.16) 04-22-30 (OAKTREE CLO LTD OAKCL_19-1A) | Long | ABS-other | US | $7M | – | 0.00 |
| OBX 22-NQM5 A1 144A 4.31% 05-25-62/05-01-26 (OBX TRUST OBX_22-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $41M | – | 0.02 |
| OBX 22-NQM6 A1 144A 4.7% 07-25-62/06-01-26 (OBX TRUST OBX_22-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $46M | – | 0.02 |
| OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 (ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| OBX 24-HYB1 A1 144A FRN 03-25-53 (OBX 2024-HYB1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| OBX 24-HYB2 A1 144A FRN 04-25-53 (OBX 2024-HYB2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.00 |
| OBX 24-NQM10 A1 144A 6.18% 05-25-64/06-01-28 (OBX 2024-NQM10) | Long | ABS-collateralized bond/debt obligation | US | $40M | – | 0.02 |
| OBX 24-NQM4 A1 144A FRN 01-25-64/02-25-28 (OBX 2024-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.01 |
| OBX 24-NQM5 A1 144A 5.988% 03-25-28/03-27-28 (OBX 2024-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.00 |
| OBX 24-NQM6 A1 144A FRN 02-25-64 (OBX 2024-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| 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 | – | 0.00 |
| OBX 24-NQM8 A1 144A 6.233% 05-25-64/05-01-28 (OBX 2024-NQM8) | Long | ABS-collateralized bond/debt obligation | US | $51M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31 | Long | Debt | US | $19M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36 | Long | Debt | US | $22M | – | 0.01 |
| OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33 | Long | Debt | NL | $2M | – | 0.00 |
| OCP 2018-15A A1 CLO 144A FRN (TSFR3M+136.16) 07-20-31 (OCP CLO LTD OCP_18-15A) | Long | ABS-other | US | $15M | – | 0.01 |
| OCT 18-18X A1A CLO REG S FRN (TSFR3M+122.16) 04-16-31 (OCTAGON INVESTMENT PARTNERS LTD 18-18X) | Long | ABS-other | US | $3M | – | 0.00 |
| OIS PAYFIX USD 0.10625% 07-08-20/07-08-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $15M | – | 0.01 | |
| OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $14M | – | 0.01 | |
| OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.00 | |
| OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $9M | – | 0.00 | |
| OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $9M | – | 0.00 | |
| OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $10M | – | 0.00 | |
| OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.00 | |
| OIS PAYFIX USD 3.5935% 01-09-24/01-09-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $14M | – | 0.01 | |
| OIS PAYFIX USD 3.6745% 02-28-24/02-28-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.00 | |
| OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.00 | |
| OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.00 | |
| OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $452K | – | 0.00 | |
| OIS PAYFIX USD 3.8055% 06-18-24/06-18-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.00 | |
| OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.00 | |
| OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.00 | |
| OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.00 | |
| OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.00 | |
| OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.00 | |
| OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.00 | |
| OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.00 | |
| OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.00 | |
| OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-4M | – | -0.00 | |
| OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-4M | – | -0.00 | |
| OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-4M | – | -0.00 | |
| OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.00 | |
| OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.00 | |
| OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-395K | – | -0.00 | |
| OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.00 | |
| OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.00 | |
| OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.00 | |
| OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-4M | – | -0.00 | |
| OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-714K | – | -0.00 | |
| OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-684K | – | -0.00 | |
| OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-979K | – | -0.00 | |
| OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.00 | |
| OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.00 | |
| OIS RECFIX USD 4.5895% 05-06-24/05-06-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $4M | – | 0.00 | |
| OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $761K | – | 0.00 | |
| OIS RECFIX USD 4.723% 05-07-24/05-07-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.00 | |
| OIS RECFIX USD 4.7315% 05-08-24/05-08-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $915K | – | 0.00 | |
| OIS RECFIX USD 4.7325% 05-07-24/05-07-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.00 | |
| OIS RECFIX USD 4.741% 05-10-24/05-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.00 | |
| OIS RECFIX USD 4.815% 05-06-24/05-06-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.00 | |
| OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.00 | |
| OMERS FINANCE TRUST 144A LIFE SR UNSEC 1.1% 03-26-26 | Long | Debt | CA | $25M | – | 0.01 |
| OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32 | Long | Debt | CA | $31M | – | 0.01 |
| OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52 | Long | Debt | CA | $27M | – | 0.01 |
| OMW 20-OMW A 144A 2.13% 09-10-39/27 (MANHATTAN WEST OMW_20-OMW) | Long | ABS-collateralized bond/debt obligation | US | $53M | – | 0.02 |
| ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 5.65% 11-15-33 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $19M | – | 0.01 |
| ONDK 23-1 B 144A 8.25% 08-19-30/08-17-26 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_23-1) | Long | ABS-other | US | $7M | – | 0.00 |
| ONDK 24-1 A 144A 6.27% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $12M | – | 0.01 |
| ONEOK INC SR UNSEC 5.55% 11-01-26 | Long | Debt | US | $8M | – | 0.00 |
| ONEOK INC SR UNSEC 5.65% 11-01-28 | Long | Debt | US | $31M | – | 0.01 |
| ONEOK INC SR UNSEC 5.8% 11-01-30 | Long | Debt | US | $4M | – | 0.00 |
| ONEOK INC SR UNSEC 5.85% 01-15-26 | Long | Debt | US | $1M | – | 0.00 |
| ONEOK INC SR UNSEC 6.05% 09-01-33 | Long | Debt | US | $27M | – | 0.01 |
| ONEOK INC SR UNSEC 6.625% 09-01-53 | Long | Debt | US | $9M | – | 0.00 |
| ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27 (ONTARIO TEACHERS FINANCE TRUST) | Long | Debt | CA | $17M | – | 0.01 |
| ORACLE CORP | Long | Equity-common | US | $468M | 3M | 0.21 |
| ORACLE CORP SR UNSEC 5.55% 02-06-53 | Long | Debt | US | $757K | – | 0.00 |
| PACCAR INC | Long | Equity-common | US | $58M | 565K | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27 | Long | Debt | US | $4M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31 | Long | Debt | US | $80M | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26 | Long | Debt | US | $39M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28 | Long | Debt | US | $23M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 | Long | Debt | US | $149M | – | 0.07 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31 | Long | Debt | US | $11M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27 | Long | Debt | US | $231K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40 | Long | Debt | US | $9M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27 | Long | Debt | US | $42M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50 | Long | Debt | US | $10M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28 | Long | Debt | US | $30M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42 | Long | Debt | US | $27M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32 | Long | Debt | US | $7M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30 | Long | Debt | US | $122M | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 | Long | Debt | US | $10M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50 | Long | Debt | US | $5M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34 | Long | Debt | US | $30M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32 | Long | Debt | US | $6M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 01-15-29 | Long | Debt | US | $15M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33 | Long | Debt | US | $17M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 | Long | Debt | US | $29M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.7% 04-01-53 | Long | Debt | US | $574K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34 | Long | Debt | US | $13M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52 | Long | Debt | US | $3M | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29 | Long | Debt | US | $20M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 | Long | Debt | US | $16M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53 | Long | Debt | US | $976K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $47M | – | 0.02 |
| PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 | Long | Debt | US | $21M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 | Long | Debt | US | $37M | – | 0.02 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $14M | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $8M | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 01-19-63 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $2M | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $6M | – | 0.00 |
| PART 23-1 A2 144A 5.88% 03-16-26/08-15-24 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) | Long | ABS-other | US | $1M | – | 0.00 |
| PART 24-1 C 144A 5.73% 03-15-29/12-15-26 (PART 2024-1A) | Long | ABS-other | US | $3M | – | 0.00 |
| PART 24-1 D 144A 6.21% 02-15-30/11-15-27 (PART 2024-1A) | Long | ABS-other | US | $2M | – | 0.00 |
| PAYCHEX INC | Long | Equity-common | US | $334M | 3M | 0.15 |
| PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26 (PEAC 2024-1A) | Long | ABS-other | US | $17M | – | 0.01 |
| PEPSICO INC SR UNSEC 2.75% 10-21-51 | Long | Debt | US | $175K | – | 0.00 |
| PEPSICO INC SR UNSEC 3.625% 03-19-50 | Long | Debt | US | $1M | – | 0.00 |
| PERNOD RICARD SA | Long | Equity-common | FR | $68M | 500K | 0.03 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND 1.862% 12-01-32 (PERU (REPUBLIC OF)) | Long | Debt | PE | $31M | – | 0.01 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60 (PERU (REPUBLIC OF)) | Long | Debt | PE | $23M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25 | Long | Debt | MX | $15M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | Long | Debt | MX | $24M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | Long | Debt | MX | $20M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29 | Long | Debt | MX | $2M | – | 0.00 |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | Long | Debt | MX | $129M | – | 0.06 |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | Long | Debt | MX | $26M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26 | Long | Debt | MX | $151M | – | 0.07 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 | Long | Debt | MX | $59M | – | 0.03 |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | Long | Debt | MX | $96M | – | 0.04 |
| PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29 | Long | Debt | MX | $61M | – | 0.03 |
| PFIZER INC | Long | Equity-common | US | $452M | 16M | 0.20 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28 | Long | Debt | SG | $17M | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.65% 05-19-30 | Long | Debt | SG | $2M | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $24M | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43 | Long | Debt | SG | $772K | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 | Long | Debt | SG | $9M | – | 0.00 |
| PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_22-D) | Long | ABS-other | US | $2M | – | 0.00 |
| PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_22-D) | Long | ABS-other | US | $1M | – | 0.00 |
| PFSFC 23-B A 144A 5.27% 05-15-28/26 (PFS FINANCING CORP PFSFC_23-B) | Long | ABS-other | US | $37M | – | 0.02 |
| PFSFC 23-D A 144A FRN (SOFR30A+115) 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_23-D) | Long | ABS-other | US | $12M | – | 0.01 |
| PFSFC 24-A A 144A FRN (SOFR30A+85) 01-15-28/26 (PFS FINANCING CORP PFSFC_24-A) | Long | ABS-other | US | $15M | – | 0.01 |
| PFSFC 24-C 144A FRN (SOFR30A+80) 04-17-28/04-15-26 (PFS FINANCING CORP PFSFC_24-C) | Long | ABS-other | US | $15M | – | 0.01 |
| PFSFC 24-D A 144A 5.34% 04-16-29/04-15-27 (PFS FINANCING CORP PFSFC_24-D) | Long | ABS-other | US | $10M | – | 0.00 |
| PG&E 22-A A2 4.263% 06-01-36 (PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A) | Long | ABS-other | US | $13M | – | 0.01 |
| PG&E CORP | Long | Equity-common | US | $635M | 36M | 0.28 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Equity-common | US | $4B | 37M | 1.65 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 0.875% 05-01-26 | Long | Debt | US | $8M | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.5% 05-01-25 | Long | Debt | US | $6M | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30 | Long | Debt | US | $6M | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-13-26 | Long | Debt | US | $4M | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-15-28 | Long | Debt | US | $28M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31 | Long | Debt | US | $13M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30 | Long | Debt | US | $20M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27 | Long | Debt | US | $26M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34 | Long | Debt | US | $13M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30 | Long | Debt | US | $6M | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29 | Long | Debt | US | $17M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 | Long | Debt | US | $9M | – | 0.00 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND 1.648% 06-10-31 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $537K | – | 0.00 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND 2.65% 12-10-45 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $254K | – | 0.00 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND 6.375% 10-23-34 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $24M | – | 0.01 |
| PIONEER NATURAL RESOURCES CO SR UNSEC 2.15% 01-15-31 | Long | Debt | US | $4M | – | 0.00 |
| PKAIR 24-1 A1 144A 5.842% 09-15-39 (PKAIR 2024-1) | Long | ABS-other | US | $9M | – | 0.00 |
| PKAIR 24-1 AF 144A FRN (TSFR1M+0) 09-15-39 (PKAIR 2024-1) | Long | ABS-other | US | $7M | – | 0.00 |
| PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30 | Long | Debt | US | $3M | – | 0.00 |
| PMIT 24-1 A 144A 6.12% 08-15-29/01-15-26 (PMIT 2024-1A) | Long | ABS-other | US | $3M | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC | Long | Equity-common | US | $417M | 3M | 0.18 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.354% 12-02-28/27 | Long | Debt | US | $15M | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28 | Long | Debt | US | $55M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $2M | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32 | Long | Debt | US | $5M | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 | Long | Debt | US | $8M | – | 0.00 |
| POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30 | Long | Debt | IN | $6M | – | 0.00 |
| POWER FINANCE CORP LTD REG S SR UNSEC 4.5% 06-18-29 | Long | Debt | IN | $3M | – | 0.00 |
| POWER FINANCE CORP LTD REG S SR UNSEC 5.25% 08-10-28 | Long | Debt | IN | $2M | – | 0.00 |
| POWER FINANCE CORP LTD REG S SR UNSEC 6.15% 12-06-28 | Long | Debt | IN | $2M | – | 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 | – | 0.00 |
| PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28 (PRKCM_21-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.01 |
| PROCTER & GAMBLE CO | Long | Equity-common | US | $313M | 2M | 0.14 |
| PROG 21-SFR2 A 144A 1.546% 04-19-38/04-17-26 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.01 |
| PROG 21-SFR6 A 144A 1.524% 07-17-38/26 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR6) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 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 | $7M | – | 0.00 |
| 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 | $16M | – | 0.01 |
| PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.01 |
| PROG 24-SFR2 B 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| PROG 24-SFR2 D 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29 (PROG 2024-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $46M | – | 0.02 |
| PROGRESSIVE CORP (THE) | Long | Equity-common | US | $336M | 2M | 0.15 |
| PROLOGIS LP SR UNSEC 4.75% 06-15-33 | Long | Debt | US | $19M | – | 0.01 |
| PROLOGIS LP SR UNSEC 4.875% 06-15-28 | Long | Debt | US | $11M | – | 0.01 |
| PROLOGIS LP SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $16M | – | 0.01 |
| PROLOGIS LP SR UNSEC 5.125% 01-15-34 | Long | Debt | US | $9M | – | 0.00 |
| PROLOGIS LP SR UNSEC 5.25% 03-15-54 | Long | Debt | US | $2M | – | 0.00 |
| PROLOGIS LP SR UNSEC 5.25% 06-15-53 | Long | Debt | US | $5M | – | 0.00 |
| PROVINCE OF BRITISH COLUMBIA CANADA 4.2% 07-06-33 (BRITISH COLUMBIA PROVINCE OF) | Long | Debt | CA | $2M | – | 0.00 |
| PROVINCE OF QUEBEC CANADA 2.75% 04-12-27 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $22M | – | 0.01 |
| PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27 (SASKATCHEWAN (PROVINCE OF)) | Long | Debt | CA | $19M | – | 0.01 |
| PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51 | Long | Debt | US | $686K | – | 0.00 |
| PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50 | Long | Debt | US | $6M | – | 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 | $866K | – | 0.00 |
| PSTAT 21-3 A1 CLO 144A FRN (TSFR3M+106.16) 07-20-29 (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-3A) | Long | ABS-other | US | $2M | – | 0.00 |
| PSTAT 21-4A A1 CLO 144A FRN (TSFR3M+106.16) 10-15-29 (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4) | Long | ABS-other | US | $50M | – | 0.02 |
| PSTAT 21-4A A2 CLO 144A FRN (TSFR3M+166.16) 10-15-29 (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4) | Long | ABS-other | US | $44M | – | 0.02 |
| PSTAT 22-3A A1AR CLO 144A FRN (TSFR3M+110) 04-15-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3) | Long | ABS-other | KY | $19M | – | 0.01 |
| PSTAT 22-4 A1 CLO 144A FRN (TSFR3M+175) 07-24-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4) | Long | ABS-other | US | $10M | – | 0.00 |
| PSTAT 23-1 A1 CLO 144A FRN (TSFR3M+170) 07-20-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_23-1) | Long | ABS-other | KY | $13M | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.25% 04-01-53 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $3M | – | 0.00 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $20M | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $7M | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $3M | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.05% 11-15-24 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $3M | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.6% 12-01-47 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $5M | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.85% 05-01-49 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $3M | – | 0.00 |
| PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 5.85% 11-15-27 | Long | Debt | US | $3M | – | 0.00 |
| PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28 | Long | Debt | US | $8M | – | 0.00 |
| PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31 | Long | Debt | US | $2M | – | 0.00 |
| PUBLIC STORAGE SR UNSEC 1.95% 11-09-28 (PUBLIC STORAGE OPERATING CO) | Long | Debt | US | $5M | – | 0.00 |
| QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.0% 03-14-29 (QATAR (STATE OF)) | Long | Debt | QA | $7M | – | 0.00 |
| QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.817% 03-14-49 (QATAR (STATE OF)) | Long | Debt | QA | $7M | – | 0.00 |
| QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31 (QATAR ENERGY) | Long | Debt | QA | $7M | – | 0.00 |
| QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41 (QATAR ENERGY) | Long | Debt | QA | $9M | – | 0.00 |
| QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51 (QATAR ENERGY) | Long | Debt | QA | $5M | – | 0.00 |
| QUANTA SERVICES INC | Long | Equity-common | US | $502M | 2M | 0.22 |
| RACEP 15-9A A1A2 CLO 144A FRN (TSFR3M+120.16) 10-15-30 (RACE POINT CLO LTD RACEP_15-9A) | Long | ABS-other | KY | $42M | – | 0.02 |
| RAD 20-7 A1R CLO 144A FRN (TSFR3M+135) 04-17-36 (RAD 2020-7A) | Long | ABS-other | KY | $15M | – | 0.01 |
| REG14 18-3A AR CLO 144A FRN (TSFR3M+110) 10-25-31 (REG14_18-3A) | Long | ABS-other | US | $26M | – | 0.01 |
| REG14 18-3A CR CLO 144A FRN (TSFR3M+180) 10-25-31 (REG14_18-3A) | Long | ABS-other | US | $4M | – | 0.00 |
| REGENERON PHARMACEUTICALS (REGENERON PHARMACEUTICALS INC) | Long | Equity-common | US | $368M | 350K | 0.16 |
| REPUBLIC SERVICES INC | Long | Equity-common | US | $251M | 1M | 0.11 |
| RESTAURANT BRANDS INTERNATIONAL INC (USD) | Long | Equity-common | CA | $281M | 4M | 0.12 |
| REXFORD INDUSTRIAL REALTY INC (REIT) | Long | Equity-common | US | $92M | 2M | 0.04 |
| RIO TINTO PLC | Long | Equity-common | GB | $132M | 2M | 0.06 |
| ROCKEFELLER FOUNDATION SR UNSEC 2.492% 10-01-50 | Long | Debt | US | $8M | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 1.15% 06-10-25 | Long | Debt | CA | $4M | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28 | Long | Debt | CA | $5M | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 4.95% 02-01-29 | Long | Debt | CA | $15M | – | 0.01 |
| ROYAL BANK OF CANADA SR UNSEC 4.95% 04-25-25 | Long | Debt | CA | $10M | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 5.2% 08-01-28 | Long | Debt | CA | $30M | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Equity-common | US | $191M | 1M | 0.08 |
| ROYAL GOLD INC | Long | Equity-common | US | $534M | 4M | 0.24 |
| RPM 22-3 A 144A 5.38% 11-25-30 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3) | Long | ABS-other | US | $6M | – | 0.00 |
| RPM 22-3 B 144A 6.58% 11-25-30 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3) | Long | ABS-other | US | $8M | – | 0.00 |
| RRAM 20-8 A1R CLO 144A FRN (TSFR3M+135) 07-15-37 (RRAM 2020-8A) | Long | ABS-other | US | $13M | – | 0.01 |
| RTX CORP | Long | Equity-common | US | $906M | 9M | 0.40 |
| RTX CORP SR UNSEC 1.9% 09-01-31 | Long | Debt | US | $2M | – | 0.00 |
| RTX CORP SR UNSEC 4.125% 11-16-28 | Long | Debt | US | $29K | – | 0.00 |
| RTX CORP SR UNSEC 5.0% 02-27-26 | Long | Debt | US | $206K | – | 0.00 |
| RTX CORP SR UNSEC 5.15% 02-27-33 | Long | Debt | US | $13M | – | 0.01 |
| RTX CORP SR UNSEC 5.375% 02-27-53 | Long | Debt | US | $5M | – | 0.00 |
| S&P GLOBAL INC | Long | Equity-common | US | $313M | 702K | 0.14 |
| SALESFORCE INC | Long | Equity-common | US | $1B | 4M | 0.45 |
| SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $9M | – | 0.00 |
| SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $14M | – | 0.01 |
| SAN DIEGO GAS & ELECTRIC CO SR UNSEC 1.7% 10-01-30 | Long | Debt | US | $8M | – | 0.00 |
| SANDS CHINA LTD SR UNSEC 2.3% 03-08-27 | Long | Debt | MO | $8M | – | 0.00 |
| SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27 | Long | Debt | US | $18M | – | 0.01 |
| SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26 | Long | Debt | US | $12M | – | 0.01 |
| SANTANDER HOLDINGS USA INC SR UNSEC 6.174% 01-09-30/29 | Long | Debt | US | $29M | – | 0.01 |
| SANTANDER HOLDINGS USA INC SR UNSEC 6.499% 03-09-29/28 | Long | Debt | US | $24M | – | 0.01 |
| SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28 | Long | Debt | US | $4M | – | 0.00 |
| SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.75% 01-18-28 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $5M | – | 0.00 |
| SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 07-18-33 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $303K | – | 0.00 |
| SAUDI GOVERNMENT INTERNATIONAL BOND REG S 5.75% 01-16-54 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $11M | – | 0.00 |
| SBA TOWER TRUST 144A LIFE 1.631% 11-15-26 | Long | Debt | US | $91M | – | 0.04 |
| SBALT 24-A A2 144A 5.45% 01-20-26/05-20-25 (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-other | US | $14M | – | 0.01 |
| SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26 (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-other | US | $26M | – | 0.01 |
| SBALT 24-B A2 144A 5.67% 11-20-26/10-20-25 (SBALT 2024-B) | Long | ABS-other | US | $4M | – | 0.00 |
| SBALT 24-B A3 144A 5.56% 11-22-27/09-21-26 (SBALT 2024-B) | Long | ABS-other | US | $11M | – | 0.00 |
| SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25 | Long | Debt | AU | $2M | – | 0.00 |
| SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27 | Long | Debt | AU | $7M | – | 0.00 |
| SCFET 24-1A A2 144A 5.88% 11-20-29/05-20-26 (SCFET 2024-1A) | Long | ABS-other | US | $6M | – | 0.00 |
| SCHLUMBERGER NV | Long | Equity-common | US | $1B | 25M | 0.53 |
| SCRT 17-1 HA FRN 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.01 |
| SCRT 17-1 MA 3.0% 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| SCRT 17-2 HA FRN 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.01 |
| SCRT 17-2 MA 3.0% 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.01 |
| SCRT 17-3 HA FRN 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| SCRT 17-4 HT FRN% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| SCRT 17-4 MT 3.5% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| SCRT 18-2 MT 3.5% 11-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.01 |
| SCRT 18-3 MA 3.5% 08-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.01 |
| SCRT 19-2 MA 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $47M | – | 0.02 |
| SCRT 19-4 MA 3.0% 02-25-59 (SEASONED CREDIT RISK TRANSFER SCRT_19-4) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.01 |
| SCSLC 14-1 A2 FRN (SOFR30A+111.45) 01-03-33 (SOUTH CAROLINA STUDENT LOAN CORP SCSLC_14-1) | Long | ABS-other | US | $2M | – | 0.00 |
| SD HDA SFM PAC (100-400) PSA 15D SF 4.0% 11-01-45 (SOUTH DAKOTA HSG DEV AUTH) | Long | Debt | US | $274K | – | 0.00 |
| SDART 20-3 D 1.64% 11-16-26/09-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3) | Long | ABS-other | US | $402K | – | 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 | $7M | – | 0.00 |
| SDART 21-3 D 1.33% 09-15-27/06-16-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3) | Long | ABS-other | US | $9M | – | 0.00 |
| SDART 22-5 A3 4.11% 08-17-26/09-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $2M | – | 0.00 |
| SDART 22-5 B 4.43% 03-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $6M | – | 0.00 |
| SDART 22-5 C 4.74% 10-15-28/02-17-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $5M | – | 0.00 |
| SDART 22-7 A3 5.75% 04-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $5M | – | 0.00 |
| SDART 22-7 B 5.95% 01-17-28/01-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $3M | – | 0.00 |
| SDART 23-2 A2 5.87% 03-16-26/08-15-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-2) | Long | ABS-other | US | $2M | – | 0.00 |
| SDART 23-3 A3 5.61% 10-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-other | US | $15M | – | 0.01 |
| SDART 23-3 C 5.77% 11-15-30/08-16-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-other | US | $10M | – | 0.00 |
| SDART 23-4 A2 6.18% 02-16-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-other | US | $6M | – | 0.00 |
| SDART 23-4 A3 5.73% 04-17-28/03-16-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-other | US | $14M | – | 0.01 |
| SDART 23-4 B 5.77% 12-15-28/01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-other | US | $20M | – | 0.01 |
| SDART 23-5 A3 6.02% 09-15-28/05-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5) | Long | ABS-other | US | $14M | – | 0.01 |
| SDART 23-6 A3 5.93% 07-17-28/07-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-other | US | $7M | – | 0.00 |
| SDART 24-1 A2 5.71% 02-16-27/06-16-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $11M | – | 0.00 |
| SDART 24-1 A3 5.25% 04-17-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $4M | – | 0.00 |
| SDART 24-1 C 5.45% 03-15-30/07-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $1M | – | 0.00 |
| SDART 24-2 A2 5.8% 09-15-27/25 (SDART 2024-2) | Long | ABS-other | US | $35M | – | 0.02 |
| SDART 24-2 A3 5.63% 11-15-28/08-17-26 (SDART 2024-2) | Long | ABS-other | US | $22M | – | 0.01 |
| SDART 24-2 B 5.78% 07-16-29/04-15-27 (SDART 2024-2) | Long | ABS-other | US | $12M | – | 0.01 |
| SDART 24-3 A3 5.63% 01-16-29/10-15-26 (SDART 2024-3) | Long | ABS-other | US | $6M | – | 0.00 |
| SDR 24-DSNY A 144A FRN (TSFR1M+139.165) 05-15-39/29 (SDR 2024-DSNY) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.01 |
| SEACO 19-1A B 144A 4.81% 09-17-39 (GLOBAL SC FINANCE SRL SEACO_19-1A) | Long | ABS-other | US | $9M | – | 0.00 |
| SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30 (SEACO_20-1) | Long | ABS-other | US | $43M | – | 0.02 |
| SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30 (SEACO_20-1) | Long | ABS-other | US | $1M | – | 0.00 |
| SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30 (GLOBAL SC FINANCE VII SRL) | Long | ABS-other | US | $61M | – | 0.03 |
| SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32 (GLOBAL SC FINANCE SRL SEACO_21-1A) | Long | ABS-other | US | $60M | – | 0.03 |
| SEACO 21-2A A 144A 1.95% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) | Long | ABS-other | US | $69M | – | 0.03 |
| SEACO 21-2A B 144A 2.49% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) | Long | ABS-other | US | $4M | – | 0.00 |
| SEMPRA | Long | Equity-common | US | $670M | 9M | 0.30 |
| 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 | $4M | – | 0.00 |
| 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 | $19M | – | 0.01 |
| SFAST 23-1 B 144A 5.71% 01-22-30/09-20-27 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $2M | – | 0.00 |
| SFAST 23-1 C 144A 5.97% 02-20-31/10-20-27 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $4M | – | 0.00 |
| SHARP HEALTHCARE SR UNSEC 2.68% 08-01-50 | Long | Debt | US | $10M | – | 0.00 |
| SHERWIN-WILLIAMS CO SR UNSEC 2.2% 03-15-32 | Long | Debt | US | $3M | – | 0.00 |
| SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50 | Long | Debt | US | $1M | – | 0.00 |
| SHERWIN-WILLIAMS CO SR UNSEC 3.8% 08-15-49 | Long | Debt | US | $60K | – | 0.00 |
| SHOPIFY INC CL A S/V (USD) | Long | Equity-common | CA | $183M | 3M | 0.08 |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26 (SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.) | Long | Debt | NL | $10M | – | 0.00 |
| SK HYNIX INC | Long | Equity-common | KR | $1B | 8M | 0.63 |
| SK HYNIX INC 144A LIFE SR UNSEC 6.375% 01-17-28 | Long | Debt | KR | $10M | – | 0.00 |
| SLAM 21-1 A 144A 2.434% 06-15-46/28 (SLAM LTD SLAM_21-1) | Long | ABS-other | US | $17M | – | 0.01 |
| SLAM 21-1 B 144A 3.422% 06-15-46/28 (SLAM LTD SLAM_21-1) | Long | ABS-other | US | $3M | – | 0.00 |
| SLG 21-OVA A 144A 2.5854% 07-15-41/31 (SGL_21-OVA) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.01 |
| SLST 18-2 A1 3.5% 11-25-28 (FREDDIE MAC - SLST SLST_18-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| SLST 19-1 A1 3.5% 05-25-29 (FREDDIE MAC - SLST SLST_19-1) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.01 |
| SLST 19-1 A2 3.5% 05-25-29 (FREDDIE MAC - SLST SLST_19-1) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.01 |
| SLST 19-3 A1C 2.75% 11-25-2029 (FREDDIE MAC - SLST SLST_19-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| SLST 20-1 A1D 2.0% 07-25-30 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| SLST 20-1 A2D 2.0% 07-25-30 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SLST 22-1 A1 3.5% 05-25-32 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.00 |
| SMB 21-A A2A2 144A FRN (TSFR1M+84.45) 01-15-53 (SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A) | Long | ABS-other | US | $14M | – | 0.01 |
| 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 | $7M | – | 0.00 |
| SMBC AVIATION CAPITAL FINANCE DAC 144A LIFE SR UNSEC 5.45% 05-03-28 | Long | Debt | IE | $15M | – | 0.01 |
| SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24 (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-collateralized bond/debt obligation | US | $53M | – | 0.02 |
| SNDPT 15-1RA AR CLO 144A FRN (TSFR3M+134.16) 04-15-30 (SOUND POINT CLO LTD SNDPT_15-1RA) | Long | ABS-other | KY | $2M | – | 0.00 |
| SNDPT 17-3A A1R 144A FRN (TSFR3M+124.16) 10-20-30 (SOUND POINT CLO LTD SNDPT_17-3A) | Long | ABS-other | KY | $7M | – | 0.00 |
| SOFR 90DAY FUT SFRM4 09-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-1M | – | -0.00 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-431K | – | -0.00 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $6M | – | 0.00 | |
| SOFR 90DAY FUT SFRZ5 03-17-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-147K | – | -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 | $29M | – | 0.01 |
| SORT 20-1 A1 144A 1.69% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $92M | – | 0.04 |
| SORT 20-1 A2 144A 1.99% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $17M | – | 0.01 |
| SORT 20-1 B1 144A 2.28% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $14M | – | 0.01 |
| SORT 20-1 B2 144A 2.6% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $1M | – | 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 | $40M | – | 0.02 |
| SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26 (CF HIPPOLYTA ISSUER LLC SORT_21-1) | Long | ABS-other | US | $7M | – | 0.00 |
| SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $52M | – | 0.02 |
| SORT 22-1 A2 144A 6.11% 08-15-62/28 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $43M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 0.975% 08-01-24 | Long | Debt | US | $138K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30 | Long | Debt | US | $509K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32 | Long | Debt | US | $25M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $8M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52 | Long | Debt | US | $127K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45 | Long | Debt | US | $5M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50 | Long | Debt | US | $536K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28 | Long | Debt | US | $507K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47 | Long | Debt | US | $8M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.125% 03-01-48 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29 | Long | Debt | US | $23M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40 | Long | Debt | US | $41M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27 | Long | Debt | US | $4M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29 | Long | Debt | US | $4M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34 | Long | Debt | US | $4M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28 | Long | Debt | US | $3M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35 | Long | Debt | US | $28M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31 | Long | Debt | US | $20M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36 | Long | Debt | US | $23M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35 | Long | Debt | US | $11M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54 | Long | Debt | US | $5M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 02-01-38 | Long | Debt | US | $2M | – | 0.00 |
| SOUTHWEST AIRLINES CO | Long | Equity-common | US | $618M | 22M | 0.27 |
| SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $12M | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $12K | – | 0.00 |
| SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28 (SPRITE LIMITED SPRTE_21-1) | Long | ABS-other | US | $29M | – | 0.01 |
| SPSS 21-1 A 144A 1.95% 09-15-75 (SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1) | Long | ABS-other | US | $16M | – | 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 | $25M | – | 0.01 |
| SSTAT 21-1 A CLO 144A FRN (TSFR3M+109.16) 10-25-29 (SSTAT_21-1A) | Long | ABS-other | KY | $2M | – | 0.00 |
| STACR 15-DNA1 M3 FRN (SOFR30A+341.45) 10-25-27 (STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $780K | – | 0.00 |
| STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| 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 | $6M | – | 0.00 |
| STACR 22-DNA3 M1B 144A FRN (SOFR30A+290) 04-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| STACR 22-DNA4 M1B 144A FRN (SOFR30A+335) 05-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.01 |
| 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 | $9M | – | 0.00 |
| STACR 22-DNA5 M1B 144A FRN (SOFR30A+450) 06-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 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 | $3M | – | 0.00 |
| STACR 24-DNA1 A1 144A FRN (SOFR30A+135) 02-25-44 (STACR 2024-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| STACR 24-DNA2 A1 144A FRN (SOFR30A+125) 05-25-44 (STACR 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $52M | – | 0.02 |
| STACR 24-DNA2 M1 144A FRN (SOFR30A+120) 05-25-44 (STACR 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.00 |
| STARBUCKS CORP | Long | Equity-common | US | $80M | 1M | 0.04 |
| STATE OF ILLINOIS 4.5% 04-01-25 (ILLINOIS (STATE OF)) | Long | Debt | US | $322K | – | 0.00 |
| STATE OF ILLINOIS 5.1% 06-01-33 (ILLINOIS (STATE OF)) | Long | Debt | US | $194M | – | 0.09 |
| STATE OF NEW YORK PERSONAL INCOME TAX REVENUE 1.187% 03-15-26 (DORMITORY AUTHORITY OF STATE OF NEW YORK) | Long | Debt | US | $8M | – | 0.00 |
| STATE OF NEW YORK PERSONAL INCOME TAX REVENUE 1.748% 03-15-28 (DORMITORY AUTHORITY OF STATE OF NEW YORK) | Long | Debt | US | $5M | – | 0.00 |
| STATE STREET CORP SR UNSEC 4.164% 08-04-33/32 | Long | Debt | US | $13M | – | 0.01 |
| STATE STREET CORP SR UNSEC 4.821% 01-26-34/33 | Long | Debt | US | $18M | – | 0.01 |
| STATE STREET CORP SR UNSEC 5.159% 05-18-34/33 | Long | Debt | US | $47M | – | 0.02 |
| STATE STREET CORP SR UNSEC 5.82% 11-04-28/27 | Long | Debt | US | $1M | – | 0.00 |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND | Long | Equity-common | US | $5M | – | 0.00 |
| STCP 24-5 A1 CLO 144A FRN (TSFR3M+142) 04-20-36 (SYCAMORE TREE CLO LTD STCP_24-5A) | Long | ABS-other | KY | $20M | – | 0.01 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27 | Long | Debt | US | $15M | – | 0.01 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31 | Long | Debt | US | $7M | – | 0.00 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | Long | Debt | US | $8M | – | 0.00 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32 | Long | Debt | US | $10M | – | 0.00 |
| STELR 21-1 A 144A 3.967% 10-15-41/03-15-28 (STELLAR JAY US LLC STELLAR_21-1) | Long | ABS-other | US | $36M | – | 0.02 |
| STRAS 22-3 AR CLO 144A FRN (TSFR3M+130) 10-20-31 (STRATUS CLO LTD STRAS_22-3) | Long | ABS-other | KY | $50M | – | 0.02 |
| SUBWAY 24-1 A23 144A 6.505% 07-30-54/07-31-34 (SUBWAY 2024-1A) | Long | ABS-other | US | $2M | – | 0.00 |
| SUBWAY 24-1 A2I 144A 6.028% 07-30-54/07-30-29 (SUBWAY 2024-1A) | Long | ABS-other | US | $38M | – | 0.02 |
| SUBWAY 24-1 A2II 144A 6.268% 07-30-54/34 (SUBWAY 2024-1A) | Long | ABS-other | US | $38M | – | 0.02 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 1.402% 09-17-26 | Long | Debt | JP | $9M | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27 | Long | Debt | JP | $8M | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.8% 07-13-28 | Long | Debt | JP | $53M | – | 0.02 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.852% 07-13-30 | Long | Debt | JP | $31M | – | 0.01 |
| SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28 | Long | Debt | JP | $36M | – | 0.02 |
| SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51 | Long | Debt | US | $13M | – | 0.01 |
| SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28 | Long | Debt | US | $6M | – | 0.00 |
| SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31 | Long | Debt | US | $1M | – | 0.00 |
| SUTTER HEALTH SR UNSEC 1.321% 08-15-25 | Long | Debt | US | $6M | – | 0.00 |
| SUTTER HEALTH SR UNSEC 5.164% 08-15-33 | Long | Debt | US | $10M | – | 0.00 |
| SVENSKA HANDELSBANKEN AB 144A LIFE SR NON PREF 5.5% 06-15-28 | Long | Debt | SE | $10M | – | 0.00 |
| SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26 | Long | Debt | SE | $52M | – | 0.02 |
| SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24 | Long | Debt | SE | $36M | – | 0.02 |
| SYNCHRONY BANK SR UNSEC 5.4% 08-22-25 | Long | Debt | US | $21M | – | 0.01 |
| SYNCHRONY BANK SR UNSEC 5.625% 08-23-27 | Long | Debt | US | $21M | – | 0.01 |
| SYNCHRONY FINANCIAL | Long | Equity-common | US | $1B | 22M | 0.45 |
| SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31 | Long | Debt | US | $17M | – | 0.01 |
| SYNCHRONY FINANCIAL SR UNSEC 4.25% 08-15-24 | Long | Debt | US | $12M | – | 0.01 |
| SYNIT 23-A A 5.54% 07-15-29/26 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-other | US | $33M | – | 0.01 |
| SYSCO CORP SR UNSEC 3.15% 12-14-51 | Long | Debt | US | $350K | – | 0.00 |
| T-MOBILE US INC | Long | Equity-common | US | $71M | 405K | 0.03 |
| T-MOBILE USA INC SR UNSEC 1.5% 02-15-26 | Long | Debt | US | $4M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.05% 02-15-28 | Long | Debt | US | $2M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.25% 02-15-26 | Long | Debt | US | $3M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.4% 03-15-29 | Long | Debt | US | $355K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.55% 02-15-31 | Long | Debt | US | $207K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.625% 02-15-29 | Long | Debt | US | $4M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.625% 04-15-26 | Long | Debt | US | $10M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.7% 03-15-32 | Long | Debt | US | $3M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.875% 02-15-31 | Long | Debt | US | $6M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 3.4% 10-15-52 | Long | Debt | US | $1M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 3.5% 04-15-25 | Long | Debt | US | $4M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 3.75% 04-15-27 | Long | Debt | US | $5M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 4.8% 07-15-28 | Long | Debt | US | $19M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 4.85% 01-15-29 | Long | Debt | US | $15M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 4.95% 03-15-28 | Long | Debt | US | $9M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 5.05% 07-15-33 | Long | Debt | US | $2M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 5.5% 01-15-55 | Long | Debt | US | $8M | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 5.75% 01-15-54 | Long | Debt | US | $16M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 6.0% 06-15-54 | Long | Debt | US | $13M | – | 0.01 |
| TAIWAN SEMICONDUCTOR MFG CO ADR (TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD) | Long | Equity-common | TW | $4B | 26M | 1.97 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Equity-common | US | $298M | 2M | 0.13 |
| TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32 | Long | Debt | US | $8M | – | 0.00 |
| TAL 20-1A A 144A 2.05% 09-20-45/05-21-29 (TAL ADVANTAGE VII LLC TAL_20-1A) | Long | ABS-other | US | $32M | – | 0.01 |
| TALNT 20-1 A 144A 1.35% 05-25-33/05-27-25 (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A) | Long | ABS-other | US | $37M | – | 0.02 |
| TAOT 23-C A3 5.16% 04-17-28/12-15-26 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-other | US | $20M | – | 0.01 |
| TAOT 23-C A4 5.01% 02-15-29/08-16-27 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-other | US | $8M | – | 0.00 |
| TARGET CORP | Long | Equity-common | US | $1B | 8M | 0.50 |
| TC ENERGY CORP | Long | Equity-common | CA | $44M | 1M | 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 | $97M | – | 0.04 |
| TCF 20-1 B 144A 3.74% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) | Long | ABS-other | US | $3M | – | 0.00 |
| TCF 21-1A A 144A 1.86% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) | Long | ABS-other | US | $28M | – | 0.01 |
| TCF 21-1A B 144A 2.58% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) | Long | ABS-other | US | $1M | – | 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 | $2M | – | 0.00 |
| TCN 23-SFR1 B 144A 5.1% 07-17-40/07-19-28 (TRICON RESIDENTIAL TRUST TCN_23-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| TCN 23-SFR1 C 144A 5.1% 07-17-40/07-19-28 (TRICON RESIDENTIAL TRUST TCN_23-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| 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 | $3M | – | 0.00 |
| TCN 24-SFR1 A 144A 4.65% 04-17-41/04-19-29 (TCN 2024-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.00 |
| TCN 24-SFR1 B 144A 4.75% 04-17-41/04-19-29 (TCN 2024-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| TCN 24-SFR2 A 144A 4.75% 06-17-40/06-20-28 (TCN 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| TE CONNECTIVITY LTD | Long | Equity-common | CH | $239M | 2M | 0.11 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 2.39% 06-03-30 | Long | Debt | CN | $2M | – | 0.00 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41 | Long | Debt | CN | $6M | – | 0.00 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51 | Long | Debt | CN | $19M | – | 0.01 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29 | Long | Debt | US | $10M | – | 0.00 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34 | Long | Debt | US | $5M | – | 0.00 |
| THE BANK OF NOVA SCOTIA SR UNSEC 5.25% 06-12-28 (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $20M | – | 0.01 |
| THERMO FISHER SCIENTIFIC INC | Long | Equity-common | US | $452M | 817K | 0.20 |
| TIAA 17-3 A CLO 144A FRN (TSFR3M+1.41) 01-16-31 (TIA 2017-2A) | Long | ABS-other | US | $655K | – | 0.00 |
| TIF 20-1 A 144A 2.09% 08-20-45/02-22-28 (TRITON INTERNAL FINANCE TIF_20-1) | Long | ABS-other | US | $13M | – | 0.01 |
| TIF 21-1A A 144A 1.65% 02-20-46 (TRITON INTERNAL FINANCE TIF_21-1A) | Long | ABS-other | US | $11M | – | 0.00 |
| TIF 21-1A B 144A 2.54% 02-20-46 (TRITON INTERNAL FINANCE TIF_21-1A) | Long | ABS-other | US | $385K | – | 0.00 |
| TIF 24-1 C 144A 6.31% 04-20-49/05-22-34 (TIF 2024-1A) | Long | ABS-other | US | $559K | – | 0.00 |
| TJX COMPANIES INC (THE) | Long | Equity-common | US | $322M | 3M | 0.14 |
| TLOT 23-A A2 144A 5.3% 08-20-25/01-21-25 (TOYOTA LEASE OWNER TRUST TLOT_23-A) | Long | ABS-other | US | $8M | – | 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 | $12M | – | 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 | $21M | – | 0.01 |
| TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30 (TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2) | Long | ABS-other | US | $2M | – | 0.00 |
| TMCL 20-3A A 144A 2.11% 09-20-45/03-20-28 (TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A) | Long | ABS-other | US | $1M | – | 0.00 |
| 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 | $24M | – | 0.01 |
| 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 | $1M | – | 0.00 |
| TMCL 21-2A A 144A 2.23% 04-20-46 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2) | Long | ABS-other | US | $51M | – | 0.02 |
| TMUST 24-1 A 144A 5.05% 09-20-29/02-22-27 (T-MOBILE US TRUST TMUST_24-1) | Long | ABS-other | US | $25M | – | 0.01 |
| TORONTO-DOMINION BANK SR UNSEC 1.25% 09-10-26 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $18M | – | 0.01 |
| TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $9M | – | 0.00 |
| TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $2M | – | 0.00 |
| TORONTO-DOMINION BANK SR UNSEC 5.156% 01-10-28 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $5M | – | 0.00 |
| TORONTO-DOMINION BANK SR UNSEC 5.523% 07-17-28 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $15M | – | 0.01 |
| TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34 | Long | Debt | FR | $12M | – | 0.01 |
| TOWN 22-STAY A 144A FRN (TSFR1M+248.86) 08-15-39/24 (INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26 | Long | Debt | US | $11M | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27 | Long | Debt | US | $7M | – | 0.00 |
| TPMT 15-3 M2 144A FRN 03-25-54/09-27-27 (TOWD POINT MORTGAGE TRUST TPMT_15-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| TPMT 15-4 M2 144A FRN 04-25-55/01-25-27 (TOWD POINT MORTGAGE TRUST TPMT_15-4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| TPMT 16-4 M2 144A FRN 07-25-56/01-26-26 (TOWD POINT MORTGAGE TRUST TPMT_16-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.00 |
| TPMT 17-2 M1 144A FRN 04-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| TPMT 18-3 A1 144A FRN 05-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| 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 | $431K | – | 0.00 |
| TPMT 23-1 A1 144A 3.75% 01-25-63 (TOWD POINT MORTGAGE TRUST TPMT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.01 |
| TRACTOR SUPPLY CO | Long | Equity-common | US | $270M | 1M | 0.12 |
| TRANSCANADA PIPELINES LTD SR UNSEC 4.875% 05-15-48 | Long | Debt | CA | $70K | – | 0.00 |
| TRANSCANADA TRUST SUB (H) 5.625% 05-20-75/25 | Long | Debt | CA | $6M | – | 0.00 |
| TRANSDIGM GROUP INC | Long | Equity-common | US | $2B | 1M | 0.67 |
| TRAVELERS COS INC SR UNSEC 4.0% 05-30-47 (TRAVELERS COMPANIES INC) | Long | Debt | US | $2M | – | 0.00 |
| TREST 23-6 A CLO 144A (TSFR3M+170) FRN 01-25-36 (TRESTLES CLO LTD TREST_23-6) | Long | ABS-other | KY | $16M | – | 0.01 |
| TRINITY HEALTH CORP SR UNSEC 2.632% 12-01-40 | Long | Debt | US | $3M | – | 0.00 |
| TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31 | Long | Debt | US | $16M | – | 0.01 |
| TRNTS 20-12 A1R CLO 144A FRN (TSFR3M+137) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) | Long | ABS-other | US | $12M | – | 0.01 |
| TRUIST FINANCIAL CORP | Long | Equity-common | US | $162M | 4M | 0.07 |
| TRUIST FINANCIAL CORP SR UNSEC 4.873% 01-26-29/28 | Long | Debt | US | $4M | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 5.122% 01-26-34/33 | Long | Debt | US | $5M | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29 | Long | Debt | US | $4M | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33 | Long | Debt | US | $7M | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28 | Long | Debt | US | $7M | – | 0.00 |
| TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.375% 07-22-27 | Long | Debt | VG | $326K | – | 0.00 |
| UBS AG SR UNSEC 3.625% 09-09-24 (UBS AG/STAMFORD CT) | Long | Debt | US | $2M | – | 0.00 |
| UBS AG SR UNSEC 7.5% 02-15-28 (UBS AG/STAMFORD CT) | Long | Debt | US | $21M | – | 0.01 |
| UBS AG SR UNSEC 7.95% 01-09-25 (UBS AG/STAMFORD CT) | Long | Debt | US | $14M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26 | Long | Debt | CH | $50M | – | 0.02 |
| UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26 | Long | Debt | CH | $25M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26 | Long | Debt | CH | $33M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31 | Long | Debt | CH | $20M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25 | Long | Debt | CH | $41M | – | 0.02 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24 | Long | Debt | CH | $12M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32 | Long | Debt | CH | $29M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31 | Long | Debt | CH | $122M | – | 0.05 |
| UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29 | Long | Debt | CH | $4M | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28 | Long | Debt | CH | $12M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.125% 09-24-25 | Long | Debt | CH | $4M | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30 | Long | Debt | CH | $83M | – | 0.04 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24 | Long | Debt | CH | $5M | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27 | Long | Debt | CH | $23M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29 | Long | Debt | CH | $30M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29 | Long | Debt | CH | $17M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.699% 02-08-35/34 | Long | Debt | CH | $12M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.711% 01-12-27/26 | Long | Debt | CH | $5M | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 6.246% 09-22-29/28 | Long | Debt | CH | $11M | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27 | Long | Debt | CH | $16M | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 6.537% 08-12-33/32 | Long | Debt | CH | $6M | – | 0.00 |
| UBS GROUP AG 144A SR UNSEC 9.016% 11-15-33/32 | Long | Debt | CH | $47M | – | 0.02 |
| UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27 | Long | Debt | IT | $5M | – | 0.00 |
| UNION PACIFIC CORP | Long | Equity-common | US | $593M | 3M | 0.26 |
| UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36 | Long | Debt | US | $6M | – | 0.00 |
| UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25 | Long | Debt | US | $3M | – | 0.00 |
| UNION PACIFIC CORP SR UNSEC 3.799% 04-06-71 | Long | Debt | US | $2M | – | 0.00 |
| UNION PACIFIC CORP SR UNSEC 3.839% 03-20-60 | Long | Debt | US | $2M | – | 0.00 |
| UNITED AIRLINES HOLDINGS INC | Long | Equity-common | US | $257M | 5M | 0.11 |
| UNITED PARCEL SERVICE INC CL B | Long | Equity-common | US | $185M | 1M | 0.08 |
| UNITED RENTALS INC | Long | Equity-common | US | $283M | 437K | 0.12 |
| UNITED STATES DEPARTMENT OF DEFENSE 4.95% 03-01-34 (PUBLIC FINANCE AUTHORITY WISCONSIN) | Long | Debt | US | $90M | – | 0.04 |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS 4.425% 05-01-31 (CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH) | Long | Debt | US | $45M | – | 0.02 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30 | Long | Debt | US | $5M | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-31 | Long | Debt | US | $82M | – | 0.04 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $128M | – | 0.06 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-25 | Long | Debt | US | $76M | – | 0.03 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26 | Long | Debt | US | $314M | – | 0.14 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27 | Long | Debt | US | $149M | – | 0.07 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-24 | Long | Debt | US | $273M | – | 0.12 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-24 | Long | Debt | US | $56M | – | 0.02 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25 | Long | Debt | US | $108M | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26 | Long | Debt | US | $196M | – | 0.09 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 01-15-25 | Long | Debt | US | $107M | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50 | Long | Debt | US | $2M | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 01-15-27 | Long | Debt | US | $270M | – | 0.12 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25 | Long | Debt | US | $17M | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43 | Long | Debt | US | $18M | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-46 | Long | Debt | US | $16M | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.375% 02-15-44 | Long | Debt | US | $44M | – | 0.02 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 | Long | Debt | US | $244M | – | 0.11 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-34 | Long | Debt | US | $48M | – | 0.02 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54 | Long | Debt | US | $8M | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 01-15-25 | Long | Debt | US | $82M | – | 0.04 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28 | Long | Debt | US | $115M | – | 0.05 |
| UNITED STATES TREASURY NOTE 0.375% 09-15-24 | Long | Debt | US | $61M | – | 0.03 |
| UNITED STATES TREASURY NOTE 0.375% 11-30-25 | Long | Debt | US | $19M | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.625% 05-15-30 | Long | Debt | US | $18M | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.625% 08-15-30 | Long | Debt | US | $92M | – | 0.04 |
| UNITED STATES TREASURY NOTE 0.625% 12-31-27 | Long | Debt | US | $74M | – | 0.03 |
| UNITED STATES TREASURY NOTE 0.75% 08-31-26 | Long | Debt | US | $34K | – | 0.00 |
| UNITED STATES TREASURY NOTE 0.875% 09-30-26 | Long | Debt | US | $2M | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.0% 07-31-28 | Long | Debt | US | $51M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.125% 02-28-27 | Long | Debt | US | $850K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.125% 05-15-40 | Long | Debt | US | $24M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.125% 10-31-26 | Long | Debt | US | $73M | – | 0.03 |
| UNITED STATES TREASURY NOTE 1.25% 06-30-28 | Long | Debt | US | $126M | – | 0.06 |
| UNITED STATES TREASURY NOTE 1.25% 08-15-31 | Long | Debt | US | $31M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.375% 10-31-28 | Long | Debt | US | $53M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.5% 11-30-28 | Long | Debt | US | $41M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.625% 08-15-29 | Long | Debt | US | $22M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $67M | – | 0.03 |
| UNITED STATES TREASURY NOTE 1.875% 11-15-51 | Long | Debt | US | $15M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.0% 02-15-25 | Long | Debt | US | $29M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.0% 02-15-50 | Long | Debt | US | $40M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.0% 08-15-51 | Long | Debt | US | $343K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.0% 11-15-26 | Long | Debt | US | $44M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.0% 11-15-41 | Long | Debt | US | $5M | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.125% 05-15-25 | Long | Debt | US | $24M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.25% 02-15-27 | Long | Debt | US | $11M | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 02-15-52 | Long | Debt | US | $106M | – | 0.05 |
| UNITED STATES TREASURY NOTE 2.25% 03-31-26 | Long | Debt | US | $50M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.25% 05-15-41 | Long | Debt | US | $102M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.25% 11-15-24 | Long | Debt | US | $73M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.375% 02-15-42 | Long | Debt | US | $4M | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-27 | Long | Debt | US | $4M | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-51 | Long | Debt | US | $56M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-45 | Long | Debt | US | $37M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.75% 02-15-28 | Long | Debt | US | $10M | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-42 | Long | Debt | US | $25M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-47 | Long | Debt | US | $68M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-28 | Long | Debt | US | $44M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-32 | Long | Debt | US | $84M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-43 | Long | Debt | US | $46M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.0% 02-15-48 | Long | Debt | US | $3M | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-42 | Long | Debt | US | $61M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-45 | Long | Debt | US | $19M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-47 | Long | Debt | US | $43M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.0% 06-30-24 | Long | Debt | US | $72M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.0% 07-15-25 | Long | Debt | US | $10M | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.0% 08-15-52 | Long | Debt | US | $677M | – | 0.30 |
| UNITED STATES TREASURY NOTE 3.0% 10-31-25 | Long | Debt | US | $120M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.0% 11-15-45 | Long | Debt | US | $18M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.125% 02-15-43 | Long | Debt | US | $39M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.125% 08-15-44 | Long | Debt | US | $32M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.125% 11-15-28 | Long | Debt | US | $39M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $262M | – | 0.12 |
| UNITED STATES TREASURY NOTE 3.25% 06-30-27 | Long | Debt | US | $234M | – | 0.10 |
| UNITED STATES TREASURY NOTE 3.25% 06-30-29 | Long | Debt | US | $56M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.25% 08-31-24 | Long | Debt | US | $13M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.375% 05-15-33 | Long | Debt | US | $45M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.375% 08-15-42 | Long | Debt | US | $128M | – | 0.06 |
| UNITED STATES TREASURY NOTE 3.5% 01-31-30 | Long | Debt | US | $64M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.5% 02-15-33 | Long | Debt | US | $136M | – | 0.06 |
| UNITED STATES TREASURY NOTE 3.625% 02-15-44 | Long | Debt | US | $21M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.625% 02-15-53 | Long | Debt | US | $126M | – | 0.06 |
| UNITED STATES TREASURY NOTE 3.625% 03-31-28 | Long | Debt | US | $51M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.625% 03-31-30 | Long | Debt | US | $22M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-26 | Long | Debt | US | $7M | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-53 | Long | Debt | US | $118M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.625% 05-31-28 | Long | Debt | US | $156M | – | 0.07 |
| UNITED STATES TREASURY NOTE 3.75% 06-30-30 | Long | Debt | US | $5M | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.875% 01-15-26 | Long | Debt | US | $5M | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.875% 05-15-43 | Long | Debt | US | $31M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.875% 08-15-33 | Long | Debt | US | $405M | – | 0.18 |
| UNITED STATES TREASURY NOTE 4.0% 01-15-27 | Long | Debt | US | $50M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-29 | Long | Debt | US | $349M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-26 | Long | Debt | US | $70M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-34 | Long | Debt | US | $29M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.0% 02-28-30 | Long | Debt | US | $232M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.0% 02-29-28 | Long | Debt | US | $169M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.0% 06-30-28 | Long | Debt | US | $334M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-52 | Long | Debt | US | $104M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.125% 02-15-27 | Long | Debt | US | $8M | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.125% 07-31-28 | Long | Debt | US | $193M | – | 0.09 |
| UNITED STATES TREASURY NOTE 4.125% 11-15-32 | Long | Debt | US | $20M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $274M | – | 0.12 |
| UNITED STATES TREASURY NOTE 4.25% 05-15-39 | Long | Debt | US | $83M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.25% 12-31-24 | Long | Debt | US | $49M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $875M | – | 0.39 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-26 | Long | Debt | US | $76M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.5% 02-15-44 | Long | Debt | US | $226M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $222M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.5% 11-15-33 | Long | Debt | US | $7M | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-26 | Long | Debt | US | $7M | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-44 | Long | Debt | US | $330M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-54 | Long | Debt | US | $107M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.625% 05-31-31 | Long | Debt | US | $123M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.625% 09-15-26 | Long | Debt | US | $14M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-30 | Long | Debt | US | $26M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 11-15-26 | Long | Debt | US | $20M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.75% 07-31-25 | Long | Debt | US | $134M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.875% 05-31-26 | Long | Debt | US | $32M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.875% 10-31-30 | Long | Debt | US | $64M | – | 0.03 |
| UNITED STATES TREASURY NOTE 5.0% 08-31-25 | Long | Debt | US | $25M | – | 0.01 |
| UNITED STATES TREASURY NOTE 5.0% 10-31-25 | Long | Debt | US | $112M | – | 0.05 |
| UNITED STATES TREASURY NOTE 5.25% 02-15-29 | Long | Debt | US | $37M | – | 0.02 |
| UNITED STATES TREASURY NOTE 6.375% 08-15-27 | Long | Debt | US | $38M | – | 0.02 |
| UNITED STATES TREASURY NOTE 6.5% 11-15-26 | Long | Debt | US | $42M | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Equity-common | US | $4B | 9M | 1.95 |
| UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26 | Long | Debt | US | $2M | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30 | Long | Debt | US | $919K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30 | Long | Debt | US | $3M | – | 0.00 |
| UNIVERSITY OF CALIFORNIA 0.883% 05-15-25 | Long | Debt | US | $5M | – | 0.00 |
| UNIVERSITY OF CALIFORNIA 1.316% 05-15-27 | Long | Debt | US | $5M | – | 0.00 |
| UNIVERSITY OF CALIFORNIA 1.614% 05-15-30 | Long | Debt | US | $5M | – | 0.00 |
| UNIVERSITY OF CALIFORNIA 2.847% 05-15-41 | Long | Debt | US | $2M | – | 0.00 |
| UNIVERSITY OF CALIFORNIA 3.146% 05-15-51 | Long | Debt | US | $8M | – | 0.00 |
| UNIVERSITY OF CALIFORNIA 5.1% 05-15-33 | Long | Debt | US | $14M | – | 0.01 |
| UNIVERSITY OF MICHIGAN 3.504% 04-01-52 | Long | Debt | US | $5M | – | 0.00 |
| UNUM GROUP SR UNSEC 3.875% 11-05-25 | Long | Debt | US | $5M | – | 0.00 |
| US BANCORP SR UNSEC 4.548% 07-22-28/27 | Long | Debt | US | $16M | – | 0.01 |
| US BANCORP SR UNSEC 4.653% 02-01-29/28 | Long | Debt | US | $34M | – | 0.02 |
| US BANCORP SR UNSEC 4.839% 02-01-34/33 | Long | Debt | US | $24M | – | 0.01 |
| US BANCORP SR UNSEC 5.384% 01-23-30/29 | Long | Debt | US | $41M | – | 0.02 |
| US BANCORP SR UNSEC 5.775% 06-12-29/28 | Long | Debt | US | $33M | – | 0.01 |
| US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33 | Long | Debt | US | $14M | – | 0.01 |
| US GOVERNMENT MONEY MARKET FUND | Long | Equity-common | US | $4M | – | 0.00 |
| 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 | $201M | – | 0.09 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-3M | – | -0.00 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-11M | – | -0.00 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $4M | – | 0.00 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.00 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $23M | – | 0.01 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $29M | – | 0.01 | |
| VAIL RESORTS INC | Long | Equity-common | US | $124M | 687K | 0.05 |
| VENTR 17-29 AR CLO 144A FRN (TSFR3M + 125.16) 09-07-30 (VENTURE CDO LTD VENTR_17-29A) | Long | ABS-other | KY | $4M | – | 0.00 |
| VENTR 18-32 A2A CLO 144A FRN (TSFR3M+133.16) 07-18-31 (VENTURE CDO LTD VENTR_18-32A) | Long | ABS-other | KY | $19M | – | 0.01 |
| VERALTO CORP 144A LIFE SR UNSEC 5.35% 09-18-28 | Long | Debt | US | $35M | – | 0.02 |
| VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28 (VERD 2024-1A) | Long | ABS-other | US | $8M | – | 0.00 |
| VERIZON COMMUNICATIONS INC | Long | Equity-common | US | $235M | 6M | 0.10 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32 | Long | Debt | US | $11M | – | 0.01 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31 | Long | Debt | US | $2M | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50 | Long | Debt | US | $1M | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56 | Long | Debt | US | $3M | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33 | Long | Debt | US | $8M | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 5.5% 02-23-54 | Long | Debt | US | $860K | – | 0.00 |
| VERTEX PHARMACEUTICALS INC | Long | Equity-common | US | $2B | 5M | 1.03 |
| VERUS 23-1 A1 144A FRN 12-25-67/01-25-27 (VERUS SECURITIZATION TRUST VERUS_23-1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| VERUS 23-3 A1 144A 5.93% 03-25-68/04-01-27 (VERUS SECURITIZATION TRUST VERUS_23-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| VERUS 23-5 A1 144A FRN 06-25-68 (VERUS SECURITIZATION TRUST VERUS_23-5) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.01 |
| VERUS 24-2 A1 144A 6.095% 02-25-69/02-01-28 (VERUS 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $58M | – | 0.03 |
| VERUS 24-3 A1 144A 6.338% 04-25-2069 (VERUS SECURITIZATION TRUST VERUS_24-3) | Long | ABS-collateralized bond/debt obligation | US | $36M | – | 0.02 |
| VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.00 |
| VERUS 24-4 A2 144A 6.572% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| VERUS 24-5 A2 144A 6.446% 06-25-69 (VERUS 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| VIATRIS INC SR UNSEC 1.65% 06-22-25 | Long | Debt | US | $5M | – | 0.00 |
| VICI PROPERTIES INC (REIT) | Long | Equity-common | US | $489M | 17M | 0.22 |
| VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29 | Long | Debt | VG | $3M | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $5M | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $2M | – | 0.00 |
| VISA INC CL A | Long | Equity-common | US | $2B | 6M | 0.70 |
| VISA INC SR UNSEC 2.05% 04-15-30 | Long | Debt | US | $5M | – | 0.00 |
| VISA INC SR UNSEC 3.15% 12-14-25 | Long | Debt | US | $6M | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25 | Long | Debt | US | $6M | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24 | Long | Debt | US | $487K | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.35% 05-13-25 | Long | Debt | US | $2M | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25 | Long | Debt | US | $3M | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30 | Long | Debt | US | $12M | – | 0.01 |
| VOYA 18-3 A1R2 CLO 144A FRN (TSFR3M+120) 10-15-31 (VOYA 2018-3A) | Long | ABS-other | KY | $26M | – | 0.01 |
| VOYA 18-3 BR2 CLO 144A FRN (TSFR3M+180) 07-15-37 (VOYA 2018-3A) | Long | ABS-other | KY | $7M | – | 0.00 |
| VSTRG 24-A A2 144A 5.79% 08-16-27/09-15-25 (VSTRG 2024-A) | Long | ABS-other | US | $2M | – | 0.00 |
| VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26 (VSTRG 2024-A) | Long | ABS-other | US | $2M | – | 0.00 |
| VSTRG 24-A B 144A 5.77% 07-15-30/08-16-27 (VSTRG 2024-A) | Long | ABS-other | US | $3M | – | 0.00 |
| VYSPK 22-1 AR CLO 144A FRN (TSFR3M+163) 10-20-34 (VALLEY STREAM PARK CLO LTD VYSPK_22-1A) | Long | ABS-other | JE | $80M | – | 0.04 |
| VZMT 23-1 A 4.49% 01-22-29/01-20-26 (VERIZON MASTER TRUST VZMT_23-1) | Long | ABS-other | US | $77M | – | 0.03 |
| VZMT 23-2 A 4.89% 04-13-28/04-21-25 (VERIZON MASTER TRUST VZMT_23-2) | Long | ABS-other | US | $41M | – | 0.02 |
| VZMT 23-3 A 144A 4.73% 04-21-31/04-20-28 (VERIZON MASTER TRUST VZMT_23-3) | Long | ABS-other | US | $44M | – | 0.02 |
| VZMT 24-1 A1A 5.00% 12-20-28 (VERIZON MASTER TRUST VZMT_24-1) | Long | ABS-other | US | $27M | – | 0.01 |
| VZMT 24-3 A1A 5.34% 04-22-30/04-20-27 (VERIZON MASTER TRUST VZMT_24-3) | Long | ABS-other | US | $43M | – | 0.02 |
| VZMT 24-5 A 144A 5% 06-21-32/06-20-29 (VZMT 2024-5) | Long | ABS-other | US | $8M | – | 0.00 |
| WALT DISNEY COMPANY (THE) | Long | Equity-common | US | $298M | 3M | 0.13 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 3.638% 03-15-25 | Long | Debt | US | $17M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27 | Long | Debt | US | $25M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29 | Long | Debt | US | $6M | – | 0.00 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32 | Long | Debt | US | $1M | – | 0.00 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52 | Long | Debt | US | $18M | – | 0.01 |
| WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28 | Long | Debt | US | $6M | – | 0.00 |
| WEC ENERGY GROUP INC SR UNSEC 4.75% 01-15-28 | Long | Debt | US | $5M | – | 0.00 |
| WEC ENERGY GROUP INC SR UNSEC 5.6% 09-12-26 | Long | Debt | US | $11M | – | 0.00 |
| WELF 17-3 A1 CLO 144A FRN (TSFR3M+141.16) 01-17-31 (WELLFLEET CLO LTD WELF_17-3A) | Long | ABS-other | KY | $3M | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27 | Long | Debt | US | $13M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 2.406% 10-30-25/24 | Long | Debt | US | $5M | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29 | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27 | Long | Debt | US | $77M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25 | Long | Debt | US | $615K | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27 | Long | Debt | US | $19M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 5.198% 01-23-30/29 | Long | Debt | US | $22M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33 | Long | Debt | US | $23M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28 | Long | Debt | US | $61M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27 | Long | Debt | US | $48M | – | 0.02 |
| WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28 | Long | Debt | US | $84M | – | 0.04 |
| WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33 | Long | Debt | US | $15M | – | 0.01 |
| WELLTOWER INC (REIT) | Long | Equity-common | US | $514M | 5M | 0.23 |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP SR SEC 1ST LIEN 3.129% 06-01-50 | Long | Debt | US | $3M | – | 0.00 |
| WESTLAKE CORP SR UNSEC 4.375% 11-15-47 | Long | Debt | US | $1M | – | 0.00 |
| WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25 | Long | Debt | AU | $4M | – | 0.00 |
| WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29 | Long | Debt | AU | $3M | – | 0.00 |
| WESTPAC BANKING CORP SUB 2.668% 11-15-35/30 | Long | Debt | AU | $23M | – | 0.01 |
| WESTPAC BANKING CORP SUB 2.963% 11-16-40 | Long | Debt | AU | $7M | – | 0.00 |
| 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 | $9M | – | 0.00 |
| WFCM 16-C34 AS 3.484% 06-15-49/04-17-26 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34) | Long | ABS-collateralized bond/debt obligation | US | $432K | – | 0.00 |
| 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 | $10M | – | 0.00 |
| 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 | $759K | – | 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 | $4M | – | 0.00 |
| WFLF 24-1 A1 144A 5.49% 02-18-39/08-18-27 (WHEELS FLEET LEASE FUNDING 1 LLC) | Long | ABS-other | US | $26M | – | 0.01 |
| WFLOOR 24-1 A 144A 5.43% 02-15-28/02-17-26 (WFLOOR 2024-1A) | Long | ABS-other | US | $5M | – | 0.00 |
| WFNMT 23-A A 5.02% 03-15-30/05-15-26 (WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A) | Long | ABS-other | US | $39M | – | 0.02 |
| WFNMT 24-A A 5.47% 02-17-31/04-15-27 (WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A) | Long | ABS-other | US | $8M | – | 0.00 |
| WHEATON PRECIOUS METALS CORP (USD) | Long | Equity-common | CA | $772M | 15M | 0.34 |
| WILLIAMS COS INC SR UNSEC 4.9% 03-15-29 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $15M | – | 0.01 |
| WILLIAMS COS INC SR UNSEC 5.15% 03-15-34 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $8M | – | 0.00 |
| WILLIAMS COS INC SR UNSEC 6.3% 04-15-40 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $3M | – | 0.00 |
| WINDR 15-1 A1R3 CLO 144A FRN (TSFR3M+120) 10-20-30 (WINDR 2015-1A) | Long | ABS-other | KY | $30M | – | 0.01 |
| WINDR 15-1 BR3 CLO 144A FRN (TSFR3M+180) 10-20-30 (WINDR 2015-1A) | Long | ABS-other | KY | $17M | – | 0.01 |
| WLAKE 20-3A D 144A 1.65% 02-17-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3) | Long | ABS-other | US | $4M | – | 0.00 |
| WLAKE 21-2 C 144A 0.89% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2) | Long | ABS-other | US | $6M | – | 0.00 |
| WLAKE 21-2 D 144A 1.23% 12-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2) | Long | ABS-other | US | $11M | – | 0.00 |
| WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A) | Long | ABS-other | US | $7M | – | 0.00 |
| WLAKE 23-1 A2A 144A 5.51% 06-15-26/08-15-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $3M | – | 0.00 |
| WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $4M | – | 0.00 |
| WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $3M | – | 0.00 |
| WLAKE 23-1 C 144A 5.74% 08-15-28/10-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $5M | – | 0.00 |
| WLAKE 23-2 A2A 144A 5.87% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $8M | – | 0.00 |
| WLAKE 23-2 A3 144A 5.8% 02-16-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $17M | – | 0.01 |
| WLAKE 23-3 A3 144A 5.82% 05-17-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $42M | – | 0.02 |
| WLAKE 23-3 B 144A 5.92% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $10M | – | 0.00 |
| WLAKE 23-3 C 144A 6.02% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $10M | – | 0.00 |
| WLAKE 23-3 D 144A 6.47% 03-15-29 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $5M | – | 0.00 |
| WLAKE 23-4 A2 144A 6.23% 01-15-27/04-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4) | Long | ABS-other | US | $8M | – | 0.00 |
| WLAKE 24-1 A3 144A 5.44% 05-17-27 (WLAKE 2024-1A) | Long | ABS-other | US | $3M | – | 0.00 |
| WLAKE 24-1 C 144A 5.65% 02-15-29 (WLAKE 2024-1A) | Long | ABS-other | US | $4M | – | 0.00 |
| WLAKE 24-1 D 144A 6.02% 10-15-29 (WLAKE 2024-1A) | Long | ABS-other | US | $6M | – | 0.00 |
| WLAKE 24-2 B 144A 5.62% 03-15-30 (WLAKE 2024-2A) | Long | ABS-other | US | $8M | – | 0.00 |
| WLAKE 24-2 C 144A 5.68% 03-15-30 (WLAKE 2024-2A) | Long | ABS-other | US | $17M | – | 0.01 |
| WLAKE 24-2 D 144A 5.91% 04-15-30 (WLAKE 2024-2A) | Long | ABS-other | US | $6M | – | 0.00 |
| WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27 (WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK) | Long | ABS-collateralized bond/debt obligation | US | $66M | – | 0.03 |
| WOODSIDE FINANCE LTD 144A LIFE SR UNSEC 3.65% 03-05-25 | Long | Debt | AU | $3M | – | 0.00 |
| WSTN 23-MAUI B 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.00 |
| WSTN 23-MAUI C 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.00 |
| WSTN 23-MAUI D 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.00 |
| XCAP 24-1 A2 144A 5.84% 03-15-27 (AUXILIOR TERM FUNDING LLC XCAP_24-1) | Long | ABS-other | US | $4M | – | 0.00 |
| XCAP 24-1 A3 144A 5.49% 07-15-31 (AUXILIOR TERM FUNDING LLC XCAP_24-1) | Long | ABS-other | US | $12M | – | 0.01 |
| XCEL ENERGY INC SR UNSEC 1.75% 03-15-27 | Long | Debt | US | $1M | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 2.35% 11-15-31 | Long | Debt | US | $16M | – | 0.01 |
| XCEL ENERGY INC SR UNSEC 3.35% 12-01-26 | Long | Debt | US | $2M | – | 0.00 |
| XROAD 24-A A2 144A 5.90% 08-20-30 (XROAD 2024-A) | Long | ABS-other | US | $7M | – | 0.00 |
| YUM! BRANDS INC | Long | Equity-common | US | $194M | 1M | 0.09 |
Address
AMERICAN BALANCED FUND
6455 Irvine Center Drive
Irvine
California
92618
United States of America
Websites
Directors
Gina F. Adams
Hilda L. Applbaum
Josette Sheeran
Margaret Spellings
Michael C. Camunez
Nariman Farvardin
Sharon I. Meers
Vanessa C. L. Chang
William D. Jones
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
JPMorgan Chase Bank, N.A.
J.P. Morgan SE
Royal Bank of Canada
J.P. Morgan SE
J.P. Morgan SE
Deutsche Bank AG
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank N.A.
Mizuho Bank, Ltd.
Standard Chartered Bank Korea Limited
Banco Nacional de Mexico, S.A.
J.P. Morgan SE
CACEIS Bank Spain, S.A.U.
J.P. Mogan SE - Luxembourg Branch
JPMorgan Chase Bank, N.A.
UBS Switzerland AG
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Morgan Stanley & Co. LLC
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
UBS AG
RBC Capital Markets LLC
Bank of America, N.A.
Goldman Sachs & Co. LLC
Barclays Bank PLC
Cowen and Company, LLC
Wells Fargo Securities, LLC