Mutual Fund Database

Capital Group Fund Group > BOND FUND OF AMERICA

BOND FUND OF AMERICA

Series ID: S000009231
LEI: F2Q0NH642XF1RP5YCC95
SEC CIK: 13075
$75.65B Avg Monthly Net Assets
$103.95B Total Assets
$19.72B Total Liabilities
$84.23B Net Assets
BOND FUND OF AMERICA is a Mutual Fund in BOND FUND OF AMERICA from Capital Group Fund Group, based in California, United States of America. The fund has 21 share classes and monthly net assets of $75.65B. On August 28th, 2024 it reported 4,275 holdings, the largest being CAPITAL GROUP CENTRAL CASH FUND (16.7%), UNIFORM MBS (3.4%) and UNITED STATES TREASURY (1.8%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class 529-A C000025106 CFAAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.46% (Max)-4.51% (Min)
Class 529-C C000025108 CFACX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.40% (Max)-4.57% (Min)
Class 529-E C000025109 CFAEX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.45% (Max)-4.53% (Min)
Class 529-F-1 C000025110 CFAFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.48% (Max)-4.50% (Min)
Class 529-F-2 C000224619 FFBOX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.49% (Max)-4.49% (Min)
Class 529-F-3 C000224620 FBOFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.50% (Max)-4.48% (Min)
Class 529-T C000189457 TFBFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.48% (Max)-4.49% (Min)
Class A C000025097 ABNDX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.47% (Max)-4.51% (Min)
Class C C000025104 BFACX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.41% (Max)-4.57% (Min)
Class F-1 C000025105 BFAFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.47% (Max)-4.51% (Min)
Class F-2 C000068564 ABNFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.49% (Max)-4.49% (Min)
Class F-3 C000179983 BFFAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.50% (Max)-4.48% (Min)
Class R-1 C000025098 RBFAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.41% (Max)-4.57% (Min)
Class R-2 C000025099 RBFBX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.41% (Max)-4.57% (Min)
Class R-2E C000148420 RBEBX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.43% (Max)-4.54% (Min)
Class R-3 C000025100 RBFCX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.45% (Max)-4.53% (Min)
Class R-4 C000025101 RBFEX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.47% (Max)-4.51% (Min)
Class R-5 C000025102 RBFFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.50% (Max)-4.48% (Min)
Class R-5E C000164823 RBFHX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.49% (Max)-4.49% (Min)
Class R-6 C000077906 RBFGX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.50% (Max)-4.48% (Min)
Class T C000189458 TBFFX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.49% (Max)-4.49% (Min)

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 $1M – 0.00
7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26 Long Debt US $3M – 0.00
7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28 Long Debt US $2M – 0.00
7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31 Long Debt US $3M – 0.00
7-ELEVEN INC 144A LIFE SR UNSEC 2.8% 02-10-51 Long Debt US $5M – 0.01
ABBVIE INC SR UNSEC 2.6% 11-21-24 Long Debt US $30M – 0.04
ABBVIE INC SR UNSEC 2.95% 11-21-26 Long Debt US $16M – 0.02
ABBVIE INC SR UNSEC 3.2% 11-21-29 Long Debt US $4M – 0.00
ABBVIE INC SR UNSEC 4.95% 03-15-31 Long Debt US $4M – 0.00
ABBVIE INC SR UNSEC 5.05% 03-15-34 Long Debt US $136M – 0.16
ABBVIE INC SR UNSEC 5.35% 03-15-44 Long Debt US $6M – 0.01
ABBVIE INC SR UNSEC 5.4% 03-15-54 Long Debt US $111M – 0.13
ABBVIE INC SR UNSEC 5.5% 03-15-64 Long Debt US $4M – 0.00
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 $4M – 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 $1M – 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 $789K – 0.00
ACAR 24-1 B 144A 5.6% 11-12-27 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) Long ABS-other US $1M – 0.00
ACAR 24-1 C 144A 5.63% 01-14-30 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) Long ABS-other US $8M – 0.01
ACAR 24-1 D 144A 5.86% 05-13-30 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) Long ABS-other US $5M – 0.01
ACAR 24-2 B 144A 6.1% 12-13-27/11-12-25 (ACAR 2024-2) Long ABS-other US $1M – 0.00
ACAR 24-2 C 144A 6.24% 04-12-30/12-14-26 (ACAR 2024-2) Long ABS-other US $15M – 0.02
ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27 (ACAR 2024-2) Long ABS-other US $18M – 0.02
ACHV 23-2PL B 6.88% 05-20-30 (ACHV ABS TRUST ACHV_23-2PL) Long ABS-other US $426K – 0.00
ACHV 23-3PL B 144A 7.17% 08-19-30 (ACHV ABS TRUST ACHV_23-3PL) Long ABS-other US $1M – 0.00
ACHV 23-4CP A 6.81% 11-25-30/08-26-24 (ACHV ABS TRUST ACHV_23-4CP) Long ABS-other US $445K – 0.00
ADANI PORTS & SPECIAL ECONOMIC ZONE LTD REG S SR UNSEC 3.375% 07-24-24 Long Debt IN $3M – 0.00
ADANI PORTS & SPECIAL ECONOMIC ZONE LTD REG S SR UNSEC 4.0% 07-30-27 Long Debt IN $3M – 0.00
ADANI PORTS & SPECIAL ECONOMIC ZONE LTD REG S SR UNSEC 4.375% 07-03-29 Long Debt IN $4M – 0.00
ADANI TRANSMISSION STEP-ONE LTD REG S SR SEC 1ST LIEN 4.0% 08-03-26 Long Debt IN $2M – 0.00
ADOBE INC SR UNSEC 1.9% 02-01-25 Long Debt US $2K – 0.00
ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29 Long Debt US $3M – 0.00
ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-32 Long Debt US $3M – 0.00
AEP TEXAS INC SR UNSEC 3.45% 05-15-51 Long Debt US $2M – 0.00
AEP TRANSMISSION CO LLC SR UNSEC 2.75% 08-15-51 (AEP TRANSMISSION COMPANY LLC) Long Debt US $229K – 0.00
AEP TRANSMISSION CO LLC SR UNSEC 3.1% 12-01-26 (AEP TRANSMISSION COMPANY LLC) Long Debt US $1M – 0.00
AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34 (AEP TRANSMISSION COMPANY LLC) Long Debt US $21M – 0.02
AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24 Long Debt IE $13M – 0.02
AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26 Long Debt IE $7M – 0.01
AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26 Long Debt IE $56M – 0.07
AERCAP IRELAND CAPITAL DAC SR UNSEC 6.45% 04-15-27 Long Debt IE $35M – 0.04
AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25 Long Debt IE $5M – 0.01
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 4.0% 08-11-41 Long Debt PA $3M – 0.00
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61 Long Debt PA $2M – 0.00
AES ANDES SA 144A LIFE SR UNSEC 6.3% 03-15-29 Long Debt CL $8M – 0.01
AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30 Long Debt PA $7M – 0.01
AESOP 19-2A D 144A 3.04% 09-22-25/09-20-24 (AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A) Long ABS-other US $4M – 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 $6M – 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 $20M – 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 $2M – 0.00
AESOP 20-2A C 144A 4.25% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) Long ABS-other US $3M – 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 $25M – 0.03
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 $21M – 0.02
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 $3M – 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 21-1A D 144A 3.71% 08-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1) Long ABS-other US $5M – 0.01
AESOP 22-5 A 144A 6.12% 04-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5) Long ABS-other US $8M – 0.01
AESOP 23-1 A 144A 5.25% 04-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1) Long ABS-other US $8M – 0.01
AESOP 23-4 A 144A 5.49% 06-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4) Long ABS-other US $13M – 0.02
AESOP 23-5 A 144A 5.78% 04-20-28/27 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5) Long ABS-other US $50M – 0.06
AESOP 23-6 A 144A 5.81% 12-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6) Long ABS-other US $41M – 0.05
AESOP 23-8 A 144A 6.02% 02-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8) Long ABS-other US $5M – 0.01
AESOP 24-1 A 144A 5.36% 06-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) Long ABS-other US $18M – 0.02
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 $19M – 0.02
AESOP 24-3 B 144A 5.58% 12-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3) Long ABS-other US $4M – 0.00
AFFRM 21-Z2 A 144A 1.17% 11-16-26 (AFFIRM ASSET SECURITIZATION TRUST 21-Z2) Long ABS-other US $1M – 0.00
AFFRM 23-A A 144A 6.61% 01-18-28/08-15-25 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A) 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 $1M – 0.00
AFFRM 24-A 1A 144A 5.61% 02-15-29/02-17-26 (AFFRM 2024-A) Long ABS-other US $7M – 0.01
AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26 (AFFRM 2024-A) Long ABS-other US $5M – 0.01
AFFRM 24-X1 A 144A 6.27% 05-15-29 (AFFRM 2024-X1) Long ABS-other US $5M – 0.01
AGL 21-13 D 144A FRN (TSFR3M+341.16) 10-20-34 (AGL CLO 1LTD AGL_21-13A) Long ABS-other US $352K – 0.00
AGL 23-24 A1 CLO 144A FRN (TSFR3M+200) 07-25-36 (AGL CLO LTD AGL_23-24) Long ABS-other US $23M – 0.03
AH4R 15-SFR2 A 144A 3.732% 10-17-52/25 (AMERICAN HOMES 4 RENT AH4R_15-SFR2) Long ABS-other US $30M – 0.04
AH4R 15-SFR2 B 144A 4.295% 10-17-52/25 (AMERICAN HOMES 4 RENT AH4R_15-SFR2) Long ABS-other US $8M – 0.01
AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28 Long Debt HK $9M – 0.01
AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34 Long Debt IE $12M – 0.01
AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28 Long Debt IE $36M – 0.04
AIR LEASE CORP EUR SR UNSEC 3.7% 04-15-30 Long Debt US $22M – 0.03
AIR LEASE CORP SR UNSEC 0.8% 08-18-24 Long Debt US $18M – 0.02
AIR LEASE CORP SR UNSEC 2.2% 01-15-27 Long Debt US $20M – 0.02
AIR LEASE CORP SR UNSEC 2.875% 01-15-26 Long Debt US $24M – 0.03
AIR LEASE CORP SR UNSEC 5.2% 07-15-31 Long Debt US $27M – 0.03
AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.7% 05-15-40 (AIR PRODUCTS & CHEMICALS INC) Long Debt US $8M – 0.01
ALABAMA POWER CO SR UNSEC 3.0% 03-15-52 Long Debt US $15M – 0.02
ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29 (ALBERTSONS COMPANIES INC) Long Debt US $8M – 0.01
ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31 Long Debt US $2M – 0.00
ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.8% 04-15-26 Long Debt US $225K – 0.00
ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28 Long Debt US $96K – 0.00
ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51 Long Debt CL $4M – 0.01
ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51 Long Debt CL $7M – 0.01
ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31 Long Debt CN $4M – 0.00
ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41 Long Debt CN $5M – 0.01
ALLEG 19-2 CR CLO 144A FRN (TSFR3M+253) 01-19-33 (ALLEG 2019-2A) Long ABS-other US $11M – 0.01
ALLEG 21-2 A1 CLO 144A FRN (TSFR3M+142.161) 10-15-34 (ALLEGRO CLO LTD ALLEG_21-2) Long ABS-other KY $3M – 0.00
ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28 (ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL) Long Debt US $2M – 0.00
ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28 (ATLAS LUXCO 4 SARL) Long Debt LU $1M – 0.00
ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31 Long Debt US $4M – 0.00
ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29 (ALLWYN ENTERTAINMENT FINANCING (UK) PLC) Long Debt GB $3M – 0.00
ALLY FINANCIAL INC SR UNSEC 5.125% 09-30-24 Long Debt US $4M – 0.00
ALLY FINANCIAL INC SR UNSEC 5.8% 05-01-25 Long Debt US $6M – 0.01
ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31 Long Debt US $25M – 0.03
ALPEK SAB DE CV 144A LIFE SR UNSEC 3.25% 02-25-31 Long Debt MX $4M – 0.01
ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29 Long Debt GR $12M – 0.01
ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28 Long Debt GR $30M – 0.04
ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30 Long Debt US $1M – 0.00
ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26 Long Debt US $8M – 0.01
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43 Long Debt US $82K – 0.00
AMAZON.COM INC SR UNSEC 1.5% 06-03-30 Long Debt US $5M – 0.01
AMAZON.COM INC SR UNSEC 1.65% 05-12-28 Long Debt US $22M – 0.03
AMAZON.COM INC SR UNSEC 2.1% 05-12-31 Long Debt US $21M – 0.03
AMAZON.COM INC SR UNSEC 2.875% 05-12-41 Long Debt US $368K – 0.00
AMAZON.COM INC SR UNSEC 3.45% 04-13-29 Long Debt US $3M – 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 $15M – 0.02
AMCAR 23-1 A2A 5.84% 10-19-26 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) Long ABS-other US $4M – 0.01
AMCAR 23-1 B 5.57% 03-20-28 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) Long ABS-other US $13M – 0.02
AMCAR 23-2 A3 5.81% 05-18-28 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) Long ABS-other US $10M – 0.01
AMCAR_24-1 A3 5.43% 01-18-29 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1) Long ABS-other US $995K – 0.00
AMEREN CORP SR UNSEC 2.5% 09-15-24 (AMEREN CORPORATION) Long Debt US $2M – 0.00
AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31 Long Debt MX $6M – 0.01
AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25 Long Debt US $298K – 0.00
AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28 Long Debt US $30M – 0.04
AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32 Long Debt US $21M – 0.02
AMERICAN EXPRESS CO SR UNSEC 5.043% 05-01-34/33 Long Debt US $55M – 0.07
AMERICAN EXPRESS CO SR UNSEC 5.098% 02-16-28/27 Long Debt US $12M – 0.01
AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29 Long Debt US $19M – 0.02
AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27 Long Debt US $1M – 0.00
AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25 Long Debt US $4M – 0.01
AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30 Long Debt US $3M – 0.00
AMERICAN HONDA FINANCE CORP SR UNSEC 1.2% 07-08-25 (AMERICAN HONDA FINANCE CORPORATION) Long Debt US $10M – 0.01
AMERICAN HONDA FINANCE CORP SR UNSEC 4.9% 03-13-29 (AMERICAN HONDA FINANCE CORPORATION) Long Debt US $4M – 0.00
AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50 Long Debt US $2M – 0.00
AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33 Long Debt US $28M – 0.03
AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31 Long Debt US $4M – 0.01
AMERICAN TOWER CORP SR UNSEC 3.65% 03-15-27 Long Debt US $409K – 0.00
AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32 Long Debt US $1M – 0.00
AMGEN INC SR UNSEC 2.3% 02-25-31 Long Debt US $4M – 0.00
AMGEN INC SR UNSEC 2.45% 02-21-30 Long Debt US $16M – 0.02
AMGEN INC SR UNSEC 3.0% 02-22-29 Long Debt US $3M – 0.00
AMGEN INC SR UNSEC 3.375% 02-21-50 Long Debt US $86K – 0.00
AMGEN INC SR UNSEC 4.05% 08-18-29 Long Debt US $19M – 0.02
AMGEN INC SR UNSEC 4.2% 03-01-33 Long Debt US $34M – 0.04
AMGEN INC SR UNSEC 4.875% 03-01-53 Long Debt US $6M – 0.01
AMGEN INC SR UNSEC 5.15% 03-02-28 Long Debt US $46M – 0.05
AMGEN INC SR UNSEC 5.25% 03-02-33 Long Debt US $97M – 0.12
AMGEN INC SR UNSEC 5.65% 03-02-53 Long Debt US $44M – 0.05
AMMC 22-25 DR CLO 144A FRN (TSFR3M+325) 04-15-35 (AMMC 2022-25A) 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 $3M – 0.00
AMXCA 24-2 A 5.24% 04-16-29 (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_24-2) Long ABS-other US $7M – 0.01
ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28 Long Debt US $4M – 0.00
ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31 Long Debt US $12M – 0.01
ANALOG DEVICES INC SR UNSEC 2.8% 10-01-41 Long Debt US $2M – 0.00
ANALOG DEVICES INC SR UNSEC 2.95% 10-01-51 Long Debt US $12M – 0.01
ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34 Long Debt US $5M – 0.01
ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54 Long Debt US $5M – 0.01
ANHEUSER-BUSCH COS LLC SR UNSEC 4.7% 02-01-36 (ANHEUSER-BUSCH COMPANIES / ANHEUSER-BUSCH INBEV WORLDWIDE) Long Debt US $17M – 0.02
ANHEUSER-BUSCH COS LLC SR UNSEC 4.9% 02-01-46 (ANHEUSER-BUSCH COMPANIES LLC) Long Debt US $4M – 0.00
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 3.5% 06-01-30 Long Debt US $5M – 0.01
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29 Long Debt US $39M – 0.05
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.45% 01-23-39 Long Debt US $10M – 0.01
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49 Long Debt US $2M – 0.00
ANTERO RESOURCES CORP 144A LIFE SR UNSEC 5.375% 03-01-30 Long Debt US $6M – 0.01
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 – 0.01
AON CORP SR UNSEC 2.6% 12-02-31 Long Debt US $9M – 0.01
AON CORP SR UNSEC 2.85% 05-28-27 Long Debt US $938K – 0.00
AON CORP SR UNSEC 3.9% 02-28-52 Long Debt US $1M – 0.00
AON CORP SR UNSEC 5.35% 02-28-33 Long Debt US $6M – 0.01
AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29 Long Debt US $22M – 0.03
AON NORTH AMERICA INC SR UNSEC 5.3% 03-01-31 Long Debt US $7M – 0.01
AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34 Long Debt US $24M – 0.03
AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54 Long Debt US $8M – 0.01
APACHE CORP SR UNSEC 4.25% 01-15-30 Long Debt US $8M – 0.01
APACHE CORP SR UNSEC 4.75% 04-15-43 Long Debt US $12M – 0.01
APACHE CORP SR UNSEC 5.1% 09-01-40 Long Debt US $15M – 0.02
APACHE CORP SR UNSEC 6.0% 01-15-37 Long Debt US $6M – 0.01
APEXC 22-1 C CLO 144A FRN (TSFR3M+271) 04-22-33 (APEX CREDIT CLO LTD APEXC_22-1) Long ABS-other BM $900K – 0.00
APID 19-32 A1R CLO 144A FRN (TSFR3M+110) 01-20-33 (APID 2019-32A) Long ABS-other KY $25M – 0.03
APID 22-42 D CLO 144A FRN (TSFR3M+576) 01-20-36 (APIDOS CLO APID_22-42) Long ABS-other US $763K – 0.00
APID 23-45 D CLO 144A FRN (TSFR3M+520) 04-26-36 (APIDOS CLO APID_23-45) Long ABS-other JE $2M – 0.00
APPLE INC SR UNSEC 2.375% 02-08-41 Long Debt US $3M – 0.00
APPLE INC SR UNSEC 3.95% 08-08-52 Long Debt US $12M – 0.01
APPLE INC SR UNSEC 4.85% 05-10-53 Long Debt US $17M – 0.02
ARCELORMITTAL SA SR UNSEC 6.75% 03-01-41 Long Debt LU $3M – 0.00
ARCELORMITTAL SA SR UNSEC 7.0% 10-15-39 Long Debt LU $3M – 0.00
ARES 15-2 AR3 CLO 144A FRN (TSFR3M+132) 04-17-33 (ARES 2015-2A) Long ABS-other KY $34M – 0.04
ARES 18-28RA CR CLO 144A FRN (TSFR3M+210) 10-17-30 (ARES XXVIIIR CLO LTD ARES_18-28RA) Long ABS-other KY $4M – 0.00
ARES1 24-IND A 144A FRN (TSFR1M+169.163) 07-15-41/26 (ARES1 2024-IND) Long ABS-collateralized bond/debt obligation US $6M – 0.01
ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26 (ARROYO MORTGAGE TRUST ARRW_20-1) Long ABS-collateralized bond/debt obligation US $315K – 0.00
ARRW 21-1R A1 144A FRN 10-25-48 (ARROYO MORTGAGE TRUST ARRW_21-1R) Long ABS-collateralized bond/debt obligation US $9M – 0.01
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 $34M – 0.04
ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28 Long Debt US $500K – 0.00
ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31 Long Debt US $5M – 0.01
ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31 Long Debt US $43M – 0.05
ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34 Long Debt US $59M – 0.07
ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26 Long Debt GB $6M – 0.01
ASTRAZENECA PLC SR UNSEC 1.375% 08-06-30 Long Debt GB $12M – 0.01
ASTRAZENECA PLC SR UNSEC 3.0% 05-28-51 Long Debt GB $2M – 0.00
ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25 Long Debt GB $20M – 0.02
AT&T INC SR UNSEC 1.65% 02-01-28 Long Debt US $9M – 0.01
AT&T INC SR UNSEC 1.7% 03-25-26 Long Debt US $2M – 0.00
AT&T INC SR UNSEC 2.25% 02-01-32 Long Debt US $21M – 0.02
AT&T INC SR UNSEC 2.3% 06-01-27 Long Debt US $5M – 0.01
AT&T INC SR UNSEC 2.55% 12-01-33 Long Debt US $15M – 0.02
AT&T INC SR UNSEC 2.75% 06-01-31 Long Debt US $33M – 0.04
AT&T INC SR UNSEC 3.5% 09-15-53 Long Debt US $26M – 0.03
AT&T INC SR UNSEC 4.3% 02-15-30 Long Debt US $69M – 0.08
AT&T INC SR UNSEC 4.35% 03-01-29 Long Debt US $14M – 0.02
AT&T INC SR UNSEC 5.4% 02-15-34 Long Debt US $5M – 0.01
ATLANTIC CITY ELECTRIC CO SR SEC 1ST LIEN 2.3% 03-15-31 Long Debt US $2M – 0.00
ATSTC 22-1 DR CLO 144A FRN (TSFR3M+500) 07-15-30 (ATLAS STATIC SENIOR LOAN FUND ATSTC_22-1) Long ABS-other KY $2M – 0.00
AUD FWD SALE TO USD 7/11/2024 Derivative-foreign exchange $-22K – -0.00
AUD FWD SALE TO USD 7/11/2024 Derivative-foreign exchange $-30K – -0.00
AUD FWD SALE TO USD 7/22/2024 Derivative-foreign exchange $-486K – -0.00
AUD FWD SALE TO USD 7/24/2024 Derivative-foreign exchange $-4K – -0.00
AUS GB 10YR FUT XMU4 09-16-24 (ASX LTD) Derivative-interest rate AU $80K – 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 $2M – 0.00
AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28 Long Debt US $6M – 0.01
AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 4.375% 05-01-26 Long Debt IE $3M – 0.00
AXIATA SPV2 BHD SUKUK REG S SR UNSEC 2.163% 08-19-30 Long Debt MY $4M – 0.00
AXIS 22-2 5.3% 06-21-28/04-20-26 (AXIS 2022-2A) Long ABS-other US $2M – 0.00
AXIS 23-1 A2 144A 6.09% 12-20-29 (AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A) Long ABS-other US $4M – 0.00
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 $1M – 0.00
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 $9M – 0.01
BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25 (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7) Long ABS-mortgage backed security US $3M – 0.00
BACM 17-BNK3 A4 3.574% 02-15-50/01-15-27 (BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3) Long ABS-mortgage backed security US $110K – 0.00
BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.0% 03-26-27 Long Debt GB $9M – 0.01
BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29 Long Debt GB $10M – 0.01
BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31 Long Debt GB $4M – 0.00
BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34 Long Debt GB $4M – 0.00
BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54 Long Debt GB $657K – 0.00
BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26 Long Debt US $369K – 0.00
BALLY 19-2A A1RR CLO 144A FRN (TSFR3M+140) 02-20-36 (BALLYROCK LTD BALLY_19-2A) Long ABS-other US $15M – 0.02
BALTIMORE GAS AND ELECTRIC CO SR UNSEC 4.55% 06-01-52 Long Debt US $3M – 0.00
BAMLL 15-200P A 144A 3.218% 04-14-33/25 (BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P) Long ABS-collateralized bond/debt obligation US $6M – 0.01
BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28 Long Debt ES $11M – 0.01
BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28 Long Debt ES $11M – 0.01
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO 144A LIFE SR UNSEC 5.375% 04-17-25 (BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO) Long Debt MX $7M – 0.01
BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26 Long Debt ES $7M – 0.01
BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25 Long Debt ES $15M – 0.02
BANCO SANTANDER SA SR NON PREF 5.294% 08-18-27 Long Debt ES $10M – 0.01
BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29 (BANGKOK BANK PCL/HONG KONG) Long Debt HK $18M – 0.02
BANK 17-BNK4 A3 3.362% 05-15-50/02-15-27 (BANK_17-BNK4) Long ABS-collateralized bond/debt obligation US $2M – 0.00
BANK 17-BNK4 A4 3.625% 05-15-50/03-17-27 (BANK_17-BNK4) Long ABS-collateralized bond/debt obligation US $2M – 0.00
BANK 17-BNK7 A5 3.435% 09-15-60/09-17-27 (BANK BANK 17-BNK7) Long ABS-collateralized bond/debt obligation US $4M – 0.00
BANK 17-BNK9 A4 3.538% 11-15-54/12-17-27 (BANK BANK 17-BNK9) Long ABS-collateralized bond/debt obligation US $127K – 0.00
BANK 18-B15 A3 4.138% 11-15-61/09-15-28 (BNK_18-B15) Long ABS-collateralized bond/debt obligation US $471K – 0.00
BANK 18-BN10 A5 3.688% 02-15-61/01-18-28 (BANK 18-BN10-A5) Long ABS-collateralized bond/debt obligation US $2M – 0.00
BANK 18-BN12 A3 3.99% 05-17-61/04-17-28 (BANK_18-BN12) Long ABS-collateralized bond/debt obligation US $476K – 0.00
BANK 18-BN12 A4 FRN 05-15-61/05-17-28 (BANK_18-BN12) Long ABS-collateralized bond/debt obligation US $11M – 0.01
BANK 18-BN13 A5 FRN 08-15-61/07-17-28 (BANK_18-BN13) Long ABS-collateralized bond/debt obligation US $239K – 0.00
BANK 19-BN16 A4 4.005% 02-15-52 (BANK BANK_19-BN16) Long ABS-collateralized bond/debt obligation US $4M – 0.00
BANK 19-BN17 A4 3.714% 04-15-52/03-16-29 Long ABS-collateralized bond/debt obligation US $238K – 0.00
BANK 19-BN18 A4 3.584% 05-15-62 (BANK BANK_19-BN18) Long ABS-collateralized bond/debt obligation US $4M – 0.01
BANK 19-BN19 A3 3.183% 08-15-61 (BANK BANK_19-BN19) Long ABS-collateralized bond/debt obligation US $8M – 0.01
BANK 20-BN26 A4 2.403% 03-15-63/02-15-30 (BANK_20-BN26) Long ABS-collateralized bond/debt obligation US $1M – 0.00
BANK 2018-BN10 A4 3.428% 02-15-61 (BANK_18-BN10) Long ABS-collateralized bond/debt obligation US $303K – 0.00
BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29 Long Debt ID $10M – 0.01
BANK OF AMERICA CORP SR UNSEC 1.658% 03-11-27/26 Long Debt US $28M – 0.03
BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30 Long Debt US $18M – 0.02
BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30 Long Debt US $22M – 0.03
BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28 Long Debt US $41M – 0.05
BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31 Long Debt US $66M – 0.08
BANK OF AMERICA CORP SR UNSEC 2.551% 02-04-28/27 Long Debt US $28M – 0.03
BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31/30 Long Debt US $19M – 0.02
BANK OF AMERICA CORP SR UNSEC 2.676% 06-19-41/40 Long Debt US $371K – 0.00
BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27 Long Debt US $7M – 0.01
BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27 Long Debt US $13M – 0.02
BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27 Long Debt US $50M – 0.06
BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26 Long Debt US $3M – 0.00
BANK OF AMERICA CORP SR UNSEC 5.202% 04-25-29/28 Long Debt US $68M – 0.08
BANK OF AMERICA CORP SR UNSEC 5.468% 01-23-35/34 Long Debt US $51M – 0.06
BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28 Long Debt US $44M – 0.05
BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33 Long Debt US $71M – 0.08
BANK OF EAST ASIA LTD REG S SUB (H) 4.875% 04-22-32/27 Long Debt HK $11M – 0.01
BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 2.029% 09-30-27/26 Long Debt IE $8M – 0.01
BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25 Long Debt IE $33M – 0.04
BANK OF MONTREAL SR UNSEC 5.203% 02-01-28 Long Debt CA $2M – 0.00
BANK OF MONTREAL SR UNSEC 5.3% 06-05-26 Long Debt CA $10M – 0.01
BANK OF NEW YORK MELLON CORP SR UNSEC 4.947% 04-26-27/26 Long Debt US $15M – 0.02
BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29 Long Debt US $20M – 0.02
BANK OF NEW YORK MELLON CORP SR UNSEC 5.188% 03-14-35/34 Long Debt US $18M – 0.02
BANK OF NEW YORK MELLON CORP SR UNSEC 5.802% 10-25-28/27 Long Debt US $10M – 0.01
BANK OF NOVA SCOTIA SR UNSEC 5.4% 06-04-27 (BANK OF NOVA SCOTIA/THE) Long Debt CA $15M – 0.02
BANK OF NOVA SCOTIA SUB (H) 8.0% 01-27-84/29 (BANK OF NOVA SCOTIA/THE) Long Debt CA $23M – 0.03
BANK5 23-5YR2 AS FRN 06-15-28 (BANK5 BANK5_23-5YR2) Long ABS-collateralized bond/debt obligation US $2M – 0.00
BANK5 23-5YR3 AS FRN 09-15-56/28 (BANK5 BANK5_23-5YR3) Long ABS-collateralized bond/debt obligation US $5M – 0.01
BANK5 23-5YR4 AS FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) Long ABS-collateralized bond/debt obligation US $4M – 0.00
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A LIFE SR UNSEC 5.088% 01-23-27 Long Debt FR $30M – 0.04
BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.82% 10-16-26 Long Debt FR $13M – 0.02
BARCLAYS PLC SR UNSEC 5.829% 05-09-27/26 Long Debt GB $15M – 0.02
BARCLAYS PLC SR UNSEC 6.49% 09-13-29/28 Long Debt GB $7M – 0.01
BARDN 21-2 C CLO 144A FRN (TSFR3M+270.2) 10-25-34 (BARDIN HILL CLO LTD BARDN_21-2) Long ABS-other KY $1M – 0.00
BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28 Long Debt US $12M – 0.01
BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31 Long Debt US $1M – 0.00
BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26 Long Debt US $8M – 0.01
BAT CAPITAL CORP SR UNSEC 3.222% 08-15-24 Long Debt US $41M – 0.05
BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27 Long Debt US $42M – 0.05
BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37 Long Debt US $4M – 0.01
BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47 Long Debt US $4M – 0.01
BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32 Long Debt US $16M – 0.02
BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49 Long Debt US $3M – 0.00
BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31 Long Debt US $4M – 0.01
BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30 Long Debt US $40M – 0.05
BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33 Long Debt US $34M – 0.04
BAT CAPITAL CORP SR UNSEC 7.081% 08-02-53 Long Debt US $18M – 0.02
BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25 Long Debt GB $197K – 0.00
BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26 Long Debt GB $10M – 0.01
BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28 Long Debt GB $18M – 0.02
BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36 Long Debt US $5M – 0.01
BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35 Long Debt US $5M – 0.01
BATLN 16-10 A1R2 CLO 144A FRN (TSFR3M+143.16) 01-25-35 (BATTALION CLO LTD BATLN_16-10A) Long ABS-other KY $3M – 0.00
BATLN 17-11 AR CLO 144A FRN (TSFR3M+141.16) 04-24-34 (BATTALION CLO LTD BATLN_17-11A) Long ABS-other KY $2M – 0.00
BATLN 21-21 C CLO 144A FRN (TSFR3M+260.2) 07-15-34 (BATTALION CLO LTD BATLN_21-21A) Long ABS-other KY $1000K – 0.00
BATLN 22-23A A 144A FRN (TSFR3M+144) 05-19-36 (BATTALION CLO LTD BATLN_22-23) Long ABS-other KY $8M – 0.01
BATLN 24-25 C CLO 144A FRN (TSFR3M+250) 03-13-37 (BATTALION CLO LTD BATLN_24-25) Long ABS-other US $2M – 0.00
BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28 (BAUSCH HEALTH COMPANIES INC) Long Debt CA $6M – 0.01
BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25 (BAUSCH HEALTH COMPANIES INC) Long Debt CA $17M – 0.02
BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28 Long Debt US $3M – 0.00
BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32 Long Debt US $31M – 0.04
BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51 Long Debt US $1M – 0.00
BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.375% 12-15-28 Long Debt US $4M – 0.00
BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32 Long Debt CA $4M – 0.00
BBCMS 23-5C23 AS FRN 12-15-56/11-17-28 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23) Long ABS-collateralized bond/debt obligation US $852K – 0.00
BBCMS_18-TALL A FRN 03-16-37 (BBCMS 2018-TALL) Long ABS-collateralized bond/debt obligation US $1M – 0.00
BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28 (BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1) Long ABS-other US $15M – 0.02
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
BBVA BANCOMER SA 144A LIFE SUB (H) 8.45% 06-29-38/33 (BBVA BANCOMER SA (TEXAS BRANCH)) Long Debt US $15M – 0.02
BCC 20-2 AR CLO 144A FRN (TSFR3M+143.161) 07-19-34 (BAIN CAPITAL CREDIT CLO BCC_20-2A) Long ABS-other KY $3M – 0.00
BCC 22-4 A2 CLO 144A FRN (TSFR3M+196) 07-16-35 (BAIN CAPITAL CREDIT CLO BCC_22-4A) Long ABS-other US $5M – 0.01
BCC 23-3 D CLO 144A FRN (TSFR3M+525) 07-24-36 (BAIN CAPITAL CREDIT CLO LTD BCC_23-3) Long ABS-other US $518K – 0.00
BECTON DICKINSON & CO SR UNSEC 4.874% 02-08-29 (BECTON DICKINSON AND CO) Long Debt US $31M – 0.04
BECTON DICKINSON & CO SR UNSEC 5.081% 06-07-29 (BECTON DICKINSON AND CO) Long Debt US $21M – 0.03
BECTON DICKINSON & CO SR UNSEC 5.11% 02-08-34 (BECTON DICKINSON AND CO) Long Debt US $10M – 0.01
BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32 Long Debt US $307K – 0.00
BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.5% 02-01-45 Long Debt US $175K – 0.00
BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.6% 05-01-53 Long Debt US $3M – 0.00
BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 3.85% 03-15-52 Long Debt US $2M – 0.00
BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 4.2% 08-15-48 Long Debt US $7M – 0.01
BERRY GLOBAL INC 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-26 Long Debt US $10M – 0.01
BFLD 24-WRHS A 144A FRN (TSFR1M+149.21) 08-01-29 (BFLD 2024-WRHS) Long ABS-collateralized bond/debt obligation US $37M – 0.04
BFLD 24-WRHS B 144A FRN (TSFR1M+199.14) 08-15-26 (BFLD 2024-WRHS) Long ABS-collateralized bond/debt obligation US $10M – 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 $4M – 0.00
BHARAT PETROLEUM CORP LTD REG S SR UNSEC 4.0% 05-08-25 Long Debt IN $6M – 0.01
BHARTI AIRTEL LTD REG S SR UNSEC 4.375% 06-10-25 Long Debt IN $3M – 0.00
BHG 20-A B 144A 3.59% 09-17-31 (BHG 2020-A) Long ABS-other US $4M – 0.00
BHG 21-A A 144A 1.42% 11-17-33 (BHG SECURITIZATION TRUST BHG_21-A) Long ABS-other US $569K – 0.00
BHG 21-A B 144A 2.79% 11-17-33 (BHG SECURITIZATION TRUST BHG_21-A) Long ABS-other US $840K – 0.00
BHG 21-B A 144A 0.9% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) Long ABS-other US $282K – 0.00
BHG 21-B B 144A 1.67% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) Long ABS-other US $1M – 0.00
BHP BILLITON FINANCE USA LTD SR UNSEC 4.75% 02-28-28 (BHP BILLITON FINANCE (USA) LTD) Long Debt AU $3M – 0.00
BHP BILLITON FINANCE USA LTD SR UNSEC 5.1% 09-08-28 (BHP BILLITON FINANCE (USA) LTD) Long Debt AU $3M – 0.00
BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-26 (BHP BILLITON FINANCE (USA) LTD) Long Debt AU $4M – 0.00
BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-30 (BHP BILLITON FINANCE (USA) LTD) Long Debt AU $4M – 0.01
BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33 (BHP BILLITON FINANCE (USA) LTD) Long Debt AU $4M – 0.01
BHP BILLITON FINANCE USA LTD SR UNSEC 5.5% 09-08-53 (BHP BILLITON FINANCE (USA) LTD) Long Debt AU $6M – 0.01
BLACKROCK FUNDING INC SR UNSEC 5.25% 03-14-54 Long Debt US $10M – 0.01
BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27 Long Debt US $13M – 0.01
BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 6.2% 04-22-33 Long Debt US $4M – 0.00
BLAST 23-1 A3 6.51% 11-15-27/08-15-25 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1) Long ABS-other US $6M – 0.01
BLAST 24-1 A3 5.53% 01-18-28/10-15-25 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) Long ABS-other US $6M – 0.01
BLAST 24-1 B 5.43% 08-15-28/04-15-26 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) Long ABS-other US $6M – 0.01
BLAST 24-1 C 5.65% 04-16-29/01-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) Long ABS-other US $6M – 0.01
BLAST 24-1 D 6.03% 11-15-29/11-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) Long ABS-other US $6M – 0.01
BLKMM 23-1 A1 CLO 144A FRN (TSFR3M+250) 04-20-35 (BLACKROCK BAKER CLO LTD BLKMM_23-1) Long ABS-other US $3M – 0.00
BLOCK INC 144A LIFE SR UNSEC 6.5% 05-15-32 Long Debt US $10M – 0.01
BLOCK INC SR UNSEC 2.75% 06-01-26 Long Debt US $8M – 0.01
BLOCK INC SR UNSEC 3.5% 06-01-31 Long Debt US $4M – 0.01
BLUEM 22-35A A FRN (TSFR3M+155) 07-22-35 (BLUEMOUNTAIN CLO LTD BLUEM_22-35) Long ABS-other US $3M – 0.00
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 $3M – 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 $2M – 0.00
BMARK 18-B3 A5 4.025% 04-10-51/02-11-28 (BENCHMARK MORTGAGE TRUST BMARK 18-B3) Long ABS-collateralized bond/debt obligation US $6M – 0.01
BMARK 18-B4 A5 FRN 07-15-51/06-16-28 (BENCHMARK MORTGAGE TRUST BMARK 18-B4) Long ABS-collateralized bond/debt obligation US $86K – 0.00
BMARK 18-B7 A3 4.241% 05-15-53/10-17-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B7) Long ABS-collateralized bond/debt obligation US $947K – 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 $7M – 0.01
BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B8) Long ABS-collateralized bond/debt obligation US $6M – 0.01
BMARK 19-B10 A3 3.455% 03-15-62/02-15-29 (BENCHMARK MORTGAGE TRUST BMARK_19-B10) Long ABS-collateralized bond/debt obligation US $462K – 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 $652K – 0.00
BMARK 19-B14 AS 3.0486% 12-15-62/11-15-29 (BENCHMARK MORTGAGE TRUST BMARK_19-B14) Long ABS-collateralized bond/debt obligation US $4M – 0.01
BMARK 19-B9 A5 4.0156% 03-15-52/01-18-29 (BENCHMARK MORTGAGE TRUST BMARK_19-B9) Long ABS-collateralized bond/debt obligation US $5M – 0.01
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 $791K – 0.00
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 $3M – 0.00
BMARK 20-B20 AS 2.3748% 10-15-53/10-18-30 (BENCHMARK MORTGAGE TRUST BMARK_20-B20) Long ABS-collateralized bond/debt obligation US $1M – 0.00
BMARK 20-B21 AS 2.2543% 12-17-53/12-16-30 (BENCHMARK MORTGAGE TRUST BMARK_20-B21) Long ABS-collateralized bond/debt obligation US $1M – 0.00
BMARK 21-B24 A4 2.2638% 03-15-54/02-20-31 (BMK_21-B24) Long ABS-collateralized bond/debt obligation US $750K – 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 $14M – 0.02
BMARK 21-B27 A5 2.39% 07-15-54/06-17-31 (BENCHMARK MORTGAGE TRUST BMARK_21-B27) Long ABS-collateralized bond/debt obligation US $3M – 0.00
BMARK 21-B31 A5 2.669% 12-15-54/31 (BENCHMARK MORTGAGE TRUST BMARK_21-B31) Long ABS-collateralized bond/debt obligation US $4M – 0.00
BMARK 22-B33 A5 3.4582% 03-15-55/01-15-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B33) Long ABS-collateralized bond/debt obligation US $3M – 0.00
BMARK 22-B34 A5 FRN 04-15-55/03-17-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B34) Long ABS-collateralized bond/debt obligation US $6M – 0.01
BMARK 24-V5 AM 6.4171% 01-10-57/01-10-29 (BMARK 2024-V5) Long ABS-collateralized bond/debt obligation US $2M – 0.00
BMARK 24-V7 A3 FRN 05-15-56/29 (BMARK 2024-V7) Long ABS-collateralized bond/debt obligation US $22M – 0.03
BMM 21-I A1 CLO 144A (TSFR3M+181.16) FRN 07-20-33 (BARINGS MIDDLE MARKET CLO BMM_21-I) Long ABS-other US $1M – 0.00
BMO 23-5C1 AS FRN 08-15-56/07-17-28 (BMO MORTGAGE TRUST BMO_23-5C1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
BMO 23-C6 AS FRN 09-15-56/08-17-33 (BMO MORTGAGE TRUST BMO_23-C6) Long ABS-collateralized bond/debt obligation US $7M – 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 $5M – 0.01
BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31 Long Debt US $12M – 0.01
BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32 Long Debt US $6M – 0.01
BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25 Long Debt US $21M – 0.02
BMWOT 24-A A3 5.18% 02-26-29/11-26-27 (BMWOT 2024-A) Long ABS-other US $9M – 0.01
BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28 Long Debt FR $16M – 0.02
BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27 Long Debt FR $20M – 0.02
BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31 Long Debt FR $37M – 0.04
BNP PARIBAS SA 144A LIFE SR NON PREF 3.375% 01-09-25 Long Debt FR $11M – 0.01
BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29 Long Debt FR $98M – 0.12
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 $60M – 0.07
BOEING CO 144A SR UNSEC 6.259% 05-01-27 Long Debt US $15M – 0.02
BOEING CO 144A SR UNSEC 6.298% 05-01-29 Long Debt US $11M – 0.01
BOEING CO 144A SR UNSEC 6.388% 05-01-31 Long Debt US $41M – 0.05
BOEING CO 144A SR UNSEC 6.528% 05-01-34 Long Debt US $6M – 0.01
BOEING CO 144A SR UNSEC 6.858% 05-01-54 Long Debt US $4M – 0.01
BOEING CO 144A SR UNSEC 7.008% 05-01-64 Long Debt US $1M – 0.00
BOEING CO SR UNSEC 2.196% 02-04-26 Long Debt US $42M – 0.05
BOEING CO SR UNSEC 2.7% 02-01-27 Long Debt US $10M – 0.01
BOEING CO SR UNSEC 2.75% 02-01-26 Long Debt US $101M – 0.12
BOEING CO SR UNSEC 3.25% 02-01-28 Long Debt US $86M – 0.10
BOEING CO SR UNSEC 3.25% 03-01-28 Long Debt US $9M – 0.01
BOEING CO SR UNSEC 3.6% 05-01-34 Long Debt US $5M – 0.01
BOEING CO SR UNSEC 3.625% 02-01-31 Long Debt US $3M – 0.00
BOEING CO SR UNSEC 3.75% 02-01-50 Long Debt US $352K – 0.00
BOEING CO SR UNSEC 3.9% 05-01-49 Long Debt US $669K – 0.00
BOEING CO SR UNSEC 4.875% 05-01-25 Long Debt US $18M – 0.02
BOEING CO SR UNSEC 5.04% 05-01-27 Long Debt US $45M – 0.05
BOEING CO SR UNSEC 5.15% 05-01-30 Long Debt US $37M – 0.04
BOEING CO SR UNSEC 5.705% 05-01-40 Long Debt US $8M – 0.01
BOEING CO SR UNSEC 5.805% 05-01-50 Long Debt US $8M – 0.01
BOEING CO SR UNSEC 5.93% 05-01-60 Long Debt US $8M – 0.01
BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31 Long Debt US $3M – 0.00
BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33 Long Debt US $18M – 0.02
BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32 Long Debt US $55M – 0.07
BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30 Long Debt US $42M – 0.05
BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31 Long Debt US $21M – 0.02
BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34 Long Debt US $78M – 0.09
BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30 Long Debt US $19M – 0.02
BOSTON SCIENTIFIC CORP SR UNSEC 4.7% 03-01-49 Long Debt US $303K – 0.00
BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.721% 01-12-32 Long Debt US $15M – 0.02
BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.772% 11-10-50 Long Debt US $277K – 0.00
BP CAPITAL MARKETS AMERICA INC SR UNSEC 3.001% 03-17-52 Long Debt US $3M – 0.00
BP CAPITAL MARKETS AMERICA INC SR UNSEC 4.893% 09-11-33 Long Debt US $21M – 0.03
BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25 Long Debt FR $19M – 0.02
BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26 Long Debt FR $5M – 0.01
BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29 Long Debt FR $41M – 0.05
BPCE SA 144A LIFE SR NON PREF 5.748% 07-19-33/32 Long Debt FR $27M – 0.03
BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34 Long Debt FR $30M – 0.04
BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26 Long Debt FR $17M – 0.02
BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28 Long Debt FR $47M – 0.06
BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25 Long Debt FR $12M – 0.01
BPCE SA 144A LIFE SR UNSEC 2.277% 01-20-32/31 Long Debt FR $2M – 0.00
BPCE SA 144A LIFE SUB 4.625% 07-11-24 Long Debt FR $21M – 0.02
BPCE SA 144A LIFE SUB 5.15% 07-21-24 Long Debt FR $28M – 0.03
BPCE SA JPY SR UNSEC 0.895% 12-14-26 Long Debt FR $3M – 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 $26M – 0.03
BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 4.5% 01-31-30 Long Debt NL $4M – 0.00
BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 5.875% 01-31-50 Long Debt NL $3M – 0.00
BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33 Long Debt NL $4M – 0.01
BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31 Long Debt NL $1M – 0.00
BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28 Long Debt NL $2M – 0.00
BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30 Long Debt NL $4M – 0.01
BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31 Long Debt NL $1M – 0.00
BRAVO 20-RPL1 A1 144A FRN 05-26-59 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1) Long ABS-collateralized bond/debt obligation US $1M – 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 $2M – 0.00
BRAVO 22-NQM2 A1 144A FRN 11-25-61/05-25-26 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2) Long ABS-collateralized bond/debt obligation US $2M – 0.00
BRAVO 22-NQM3 A1 144A FRN 07-25-62/09-01-26 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3) 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 $3M – 0.00
BRAVO 22-RPL1 A1 144A 2.75% 09-25-61 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1) Long ABS-collateralized bond/debt obligation US $14M – 0.02
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 $15M – 0.02
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 $6M – 0.01
BREX 24-1 A2 144A 6.68% 07-15-27/03-16-26 (BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1) Long ABS-other US $6M – 0.01
BRISTOL-MYERS SQUIBB CO SR UNSEC 2.55% 11-13-50 Long Debt US $9M – 0.01
BRISTOL-MYERS SQUIBB CO SR UNSEC 2.9% 07-26-24 Long Debt US $9M – 0.01
BRISTOL-MYERS SQUIBB CO SR UNSEC 2.95% 03-15-32 Long Debt US $17M – 0.02
BRISTOL-MYERS SQUIBB CO SR UNSEC 3.2% 06-15-26 Long Debt US $7M – 0.01
BRISTOL-MYERS SQUIBB CO SR UNSEC 3.4% 07-26-29 Long Debt US $2M – 0.00
BRISTOL-MYERS SQUIBB CO SR UNSEC 3.7% 03-15-52 Long Debt US $11M – 0.01
BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29 Long Debt US $15M – 0.02
BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31 Long Debt US $12M – 0.01
BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 Long Debt US $116M – 0.14
BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44 Long Debt US $2M – 0.00
BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54 Long Debt US $59M – 0.07
BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64 Long Debt US $22M – 0.03
BRISTOL-MYERS SQUIBB CO SR UNSEC 6.25% 11-15-53 Long Debt US $14M – 0.02
BROADCOM CORP SR UNSEC 3.875% 01-15-27 (BROADCOM CORPORATION) Long Debt US $6M – 0.01
BROADCOM INC 144A SR UNSEC 1.95% 02-15-28 Long Debt US $334K – 0.00
BROADCOM INC 144A SR UNSEC 3.137% 11-15-35 Long Debt US $2M – 0.00
BROADCOM INC 144A SR UNSEC 3.187% 11-15-36 Long Debt US $5M – 0.01
BROADCOM INC 144A SR UNSEC 3.469% 04-15-34 Long Debt US $38M – 0.04
BROADCOM INC 144A SR UNSEC 4.0% 04-15-29 Long Debt US $3M – 0.00
BROADCOM INC 144A SR UNSEC 4.15% 04-15-32 Long Debt US $319K – 0.00
BROADCOM INC 144A SR UNSEC 4.926% 05-15-37 Long Debt US $4M – 0.00
BROADCOM INC SR UNSEC 4.15% 11-15-30 Long Debt US $6M – 0.01
BROADCOM INC SR UNSEC 4.75% 04-15-29 Long Debt US $530K – 0.00
BSP 19-19 AR CLO 144A FRN (TSFR3M+118) 01-15-33 (BSP 2019-19A) Long ABS-other US $40M – 0.05
BSP 19-19 BR CLO 144A FRN (TSFR3M+160) 01-15-33 (BSP 2019-19A) Long ABS-other US $7M – 0.01
BSP 19-19 CR CLO 144A FRN (TSFR3M+210) 01-15-33 (BSP 2019-19A) Long ABS-other US $13M – 0.01
BUFFALO ENERGY MEXICO HOLDINGS 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39 (BUFFALO ENERGY MEXICO HOLDINGS SA DE CV) Long Debt MX $863K – 0.00
BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.05% 02-15-51 Long Debt US $5M – 0.01
BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.3% 09-15-51 Long Debt US $22M – 0.03
BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 5.5% 03-15-55 Long Debt US $5M – 0.01
BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28 Long Debt US $2M – 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 $62M – 0.07
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 $27M – 0.03
BX 21-RISE A 144A FRN (TSFR1M+86.2) 11-15-36/23 (BX TRUST BX_21-RISE) Long ABS-collateralized bond/debt obligation US $68M – 0.08
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 $903K – 0.00
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 $37M – 0.04
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 $102M – 0.12
BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27 (BX COMMERCIAL MORTGAGE TRUST 2022-CSMO) Long ABS-collateralized bond/debt obligation US $54M – 0.06
BX 22-GPA A 144A FRN (TSFR1M+216.5) 10-15-39/08-09-24 (BX TRUST BX_22-GPA) Long ABS-collateralized bond/debt obligation US $21M – 0.03
BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27 (BX TRUST BX_22-IND) Long ABS-collateralized bond/debt obligation US $28M – 0.03
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 $8M – 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 $27M – 0.03
BX 24-VLT4 A 144A FRN (TSFR1M+149.14) 07-15-29 (BX 2024-VLT4) Long ABS-collateralized bond/debt obligation US $3M – 0.00
BXP 17-GM A 144A 3.379% 06-13-39/06-15-27 (BXP TRUST BXP_17-GM) Long ABS-collateralized bond/debt obligation US $6M – 0.01
CAALT 21-3A A 144A 1.0% 05-15-30/07-15-24 (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3) Long ABS-other US $93K – 0.00
CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32 Long Debt US $5M – 0.01
CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29 Long Debt ES $63M – 0.08
CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 Long Debt ES $28M – 0.03
CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 Long Debt ES $23M – 0.03
CAIXABANK SA 144A LIFE SR NON PREF 6.684% 09-13-27/26 Long Debt ES $7M – 0.01
CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 Long Debt ES $12M – 0.01
CALPINE CORP 144A LIFE SR SEC 1ST LIEN 4.5% 02-15-28 Long Debt US $4M – 0.00
CALPINE CORP 144A LIFE SR SEC 1ST LIEN 5.25% 06-01-26 Long Debt US $3M – 0.00
CAMPBELL SOUP CO SR UNSEC 5.2% 03-21-29 Long Debt US $5M – 0.01
CAMPBELL SOUP CO SR UNSEC 5.4% 03-21-34 Long Debt US $4M – 0.00
CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 3.6% 04-07-32 Long Debt CA $175K – 0.00
CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.144% 04-28-25 Long Debt CA $10M – 0.01
CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.237% 06-28-27 Long Debt CA $20M – 0.02
CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.26% 04-08-29 Long Debt CA $12M – 0.01
CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 6.092% 10-03-33 Long Debt CA $16M – 0.02
CANADIAN NATIONAL RAILWAY CO SR UNSEC 5.85% 11-01-33 Long Debt CA $4M – 0.00
CANADIAN NATIONAL RAILWAY CO SR UNSEC 6.125% 11-01-53 Long Debt CA $1M – 0.00
CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30 Long Debt CA $181K – 0.00
CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27 Long Debt CA $8M – 0.01
CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26 Long Debt CA $5M – 0.01
CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 Long Debt CA $26M – 0.03
CANYC 21-2 D CLO 144A FRN (TSFR3M+361.161) 04-15-34 (CANYON CAPITAL CLO LTD CANYC_21-2) Long ABS-other US $576K – 0.00
CAPITAL GROUP CENTRAL CASH FUND Long Short-term investment vehicle US $14B 141M 16.70
CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27 Long Debt US $16M – 0.02
CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25 Long Debt US $16M – 0.02
CAPITAL ONE FINANCIAL CORP SR UNSEC 5.468% 02-01-29/28 Long Debt US $4M – 0.00
CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29 Long Debt US $26M – 0.03
CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34 Long Debt US $31M – 0.04
CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33 Long Debt US $12M – 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 $559K – 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 $548K – 0.00
CARMX 23-1 A2A 5.23% 01-15-26 (CARMAX AUTO OWNER TRUST CARMX_23-1) Long ABS-other US $142K – 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 $3M – 0.00
CARMX 23-3 A3 5.28% 05-15-28/01-15-27 (CARMAX AUTO OWNER TRUST CARMX_23-3) Long ABS-other US $547K – 0.00
CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28 Long Debt US $940K – 0.00
CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25 Long Debt US $1M – 0.00
CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27 Long Debt US $1M – 0.00
CARRIER GLOBAL CORP SR UNSEC 2.7% 02-15-31 Long Debt US $1M – 0.00
CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30 Long Debt US $15M – 0.02
CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40 Long Debt US $12M – 0.01
CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50 Long Debt US $3M – 0.00
CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34 Long Debt US $9M – 0.01
CARRIER GLOBAL CORP SR UNSEC 6.2% 03-15-54 Long Debt US $5M – 0.01
CAS 14-C04 1M2 FRN (SOFR30A+501.45) 11-25-24 (FANNIE MAE FNMA_14-C04A) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CAS 18-C03 1B1 FRN (SOFR30A+386.45) 10-25-30 (FANNIE MAE FNMA_18-C03) Long ABS-collateralized bond/debt obligation US $3M – 0.00
CAS 22-R06 1M1 144A FRN (SOFR30A+275) 05-25-42 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06) Long ABS-collateralized bond/debt obligation US $1M – 0.00
CAS 23-R01 1M1 144A FRN (SOFR30A+240) 12-25-42 (CAS 2023-R01) Long ABS-collateralized bond/debt obligation US $10M – 0.01
CAS 23-R04 1M1 144A FRN (SOFR30A+230) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) Long ABS-collateralized bond/debt obligation US $1M – 0.00
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 $24M – 0.03
CAS 23-R08 1M1 144A FRN (SOFR30A+150) 10-25-43 (CAS 2023-R08) Long ABS-collateralized bond/debt obligation US $12M – 0.01
CAS 24-R01 1B1 144A FRN (SOFR30A+270) 01-25-44 (FANNIE MAE - CAS_24-R01) Long ABS-collateralized bond/debt obligation US $7M – 0.01
CAS 24-R01 1M1 144A FRN (SOFR30A+105) 01-25-44 (FANNIE MAE - CAS_24-R01) Long ABS-collateralized bond/debt obligation US $10M – 0.01
CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44 (FANNIE MAE - CAS_24-R01) Long ABS-collateralized bond/debt obligation US $7M – 0.01
CAS 24-R02 1M1 144A FRN (SOFR30A+110) 02-25-44 (CAS 2024-R02) Long ABS-collateralized bond/debt obligation US $4M – 0.01
CAS 24-R02 1M2 144A FRN (SOFR30A+180) 02-25-44 (CAS 2024-R02) Long ABS-collateralized bond/debt obligation US $8M – 0.01
CAS 24-R04 1B1 144A FRN (SOFR30A+220) 05-25-44 (CAS 2024-R04) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CAS 24-R04 1M1 144A FRN (SOFR30A+110) 05-25-44 (CAS 2024-R04) Long ABS-collateralized bond/debt obligation US $5M – 0.01
CAS 24-R04 1M2 144A FRN (SOFR30A+165) 05-25-44 (CAS 2024-R04) Long ABS-collateralized bond/debt obligation US $4M – 0.00
CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.5% 04-01-30 Long Debt US $10M – 0.01
CAVU_19-2A C 144A FRN (TSFR3m+498.161) 11-26-32 (TRIMARAN ADVISORS CAVU_19-2A) Long ABS-other KY $1M – 0.00
CCG 23-2 A2 144A 6.28% 04-14-32/03-15-27 (CCG RECEIVABLES TRUST CCG_23-2) Long ABS-other US $1M – 0.00
CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34 Long Debt US $17M – 0.02
CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33 Long Debt US $1M – 0.00
CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30 Long Debt US $16M – 0.02
CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32 Long Debt US $7M – 0.01
CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30 Long Debt US $8M – 0.01
CCO HOLDINGS LLC 144A SR UNSEC 5.375% 06-01-29 Long Debt US $2M – 0.00
CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32 Long Debt US $3M – 0.00
CD 17-CD3 A4 3.631% 02-10-50/01-12-27 (CD COMMERCIAL MORTGAGE TRUST CD_17-CD3) Long ABS-collateralized bond/debt obligation US $929K – 0.00
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 $5M – 0.01
CDW LLC SR UNSEC 4.125% 05-01-25 Long Debt US $5M – 0.01
CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) Derivative-credit US $331K – 0.00
CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27 Long Debt US $20M – 0.02
CELANESE US HOLDINGS LLC SR UNSEC 6.33% 07-15-29 Long Debt US $3M – 0.00
CELANESE US HOLDINGS LLC SR UNSEC 6.35% 11-15-28 Long Debt US $4M – 0.00
CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32 Long Debt US $6M – 0.01
CELANESE US HOLDINGS LLC SR UNSEC 6.55% 11-15-30 Long Debt US $3M – 0.00
CELANESE US HOLDINGS LLC SR UNSEC 6.7% 11-15-33 Long Debt US $5M – 0.01
CENCORA INC SR UNSEC 2.7% 03-15-31 Long Debt US $15M – 0.02
CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27 Long Debt CA $42M – 0.05
CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37 Long Debt CA $788K – 0.00
CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25 Long Debt CA $32M – 0.04
CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47 Long Debt CA $12M – 0.01
CENTENE CORP SR UNSEC 2.45% 07-15-28 Long Debt US $74M – 0.09
CENTENE CORP SR UNSEC 2.5% 03-01-31 Long Debt US $66M – 0.08
CENTENE CORP SR UNSEC 2.625% 08-01-31 Long Debt US $35M – 0.04
CENTENE CORP SR UNSEC 3.0% 10-15-30 Long Debt US $20M – 0.02
CENTENE CORP SR UNSEC 3.375% 02-15-30 Long Debt US $40M – 0.05
CENTENE CORP SR UNSEC 4.25% 12-15-27 Long Debt US $56M – 0.07
CENTENE CORP SR UNSEC 4.625% 12-15-29 Long Debt US $40M – 0.05
CENTERPOINT ENERGY INC SR UNSEC 2.65% 06-01-31 Long Debt US $10M – 0.01
CENTERPOINT ENERGY INC SR UNSEC 3.7% 09-01-49 Long Debt US $2M – 0.00
CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30 Long Debt US $1M – 0.00
CF 19-CF1 AS 4.0273% 05-15-52 (CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1) Long ABS-collateralized bond/debt obligation US $1M – 0.00
CFCRE 16-C7 A2 3.5853% 12-10-54/11-13-26 (CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CFII 23-2 A1 144A 6.16% 10-15-35/11-16-26 (CHESAPEAKE FUNDING II LLC CFII_23-2) Long ABS-other US $2M – 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 $10M – 0.01
CFMT 23-HB12 A 144A FRN 4.25% 04-25-33 (CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CGCMT 14-GC21 B FRN 05-10-47/04-10-24 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21) Long ABS-mortgage backed security US $2M – 0.00
CGCMT 15-GC27 A4 2.878% 02-10-48/11-13-24 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC27) Long ABS-mortgage backed security US $752K – 0.00
CGCMT 15-GC33 A3 3.515% 09-10-58/08-12-25 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC33) Long ABS-mortgage backed security US $4M – 0.01
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 $474K – 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 $1M – 0.00
CGCMT 16-GC37 A4 3.314% 04-10-49/01-12-26 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC37) Long ABS-mortgage backed security US $3M – 0.00
CGCMT 17-B1 A3 3.197% 08-15-50/07-16-27 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1) Long ABS-mortgage backed security US $6M – 0.01
CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-C4) Long ABS-mortgage backed security US $3M – 0.00
CGCMT 19-GC41 A4 2.62% 08-10-56/07-12-29 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC41) Long ABS-mortgage backed security US $177K – 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 $8M – 0.01
CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) Long ABS-mortgage backed security US $143M – 0.17
CGMS 21-6A A1 FRN 144A (TSFR3M+142.16) 07-15-34 (CARLYLE GLOBAL MARKET STRATEGIES CGMS_21-6) Long ABS-other KY $251K – 0.00
CHAOT 24-1 A3 144A 5.13% 05-25-29/11-26-27 (CHAOT 2024-1A) Long ABS-other US $3M – 0.00
CHAOT 24-1 A4 144A 5.05% 10-25-29/08-25-28 (CHAOT 2024-1A) Long ABS-other US $5M – 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 $2M – 0.00
CHAOT 24-3 A4 144A 5.08% 12-25-29/10-25-28 (CHASE AUTO OWNER TRUST CHAOT_24-3) Long ABS-other US $3M – 0.00
CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 3.75% 03-15-29 Long Debt US $4M – 0.00
CHARLES SCHWAB CORP SR UNSEC 5.643% 05-19-29/28 (CHARLES SCHWAB CORP/THE) Long Debt US $15M – 0.02
CHARLES SCHWAB CORP SR UNSEC 6.136% 08-24-34/33 (CHARLES SCHWAB CORP/THE) Long Debt US $8M – 0.01
CHARLES SCHWAB CORP SR UNSEC 6.196% 11-17-29/28 (CHARLES SCHWAB CORP/THE) Long Debt US $16M – 0.02
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32 Long Debt US $11M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31 Long Debt US $37M – 0.04
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51 Long Debt US $7M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.2% 03-15-28 Long Debt US $9M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33 Long Debt US $4M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50 Long Debt US $4M – 0.00
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.125% 07-01-49 Long Debt US $5M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 Long Debt US $12M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29 Long Debt US $10M – 0.01
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.484% 10-23-45 Long Debt US $6M – 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 $11M – 0.01
CHASE 24-RPL2 A1B 144A FRN 08-25-64 (CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2) Long ABS-collateralized bond/debt obligation US $12M – 0.01
CHENIERE CORPUS CHRISTI HOLDINGS LLC SR SEC 1ST LIEN 3.7% 11-15-29 Long Debt US $3M – 0.00
CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28 Long Debt US $9M – 0.01
CHENIERE ENERGY PARTNERS LP SR UNSEC 4.5% 10-01-29 Long Debt US $5M – 0.01
CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.5% 02-01-26 Long Debt US $1M – 0.00
CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29 Long Debt US $1M – 0.00
CHEVRON CORP SR UNSEC 3.078% 05-11-50 Long Debt US $14M – 0.02
CHEVRON USA INC SR UNSEC 1.018% 08-12-27 Long Debt US $4M – 0.00
CHICAGO BOARD OF EDUCATION 1.75% 12-15-25 (CHICAGO IL BRD ED) Long Debt US $13M – 0.02
CHICAGO BOARD OF EDUCATION 6.138% 12-01-39 (CHICAGO IL BRD ED) Long Debt US $56M – 0.07
CHICAGO BOARD OF EDUCATION 6.319% 11-01-29 (CHICAGO IL BRD ED) Long Debt US $14M – 0.02
CHICAGO BOARD OF EDUCATION 6.519% 12-01-40 (CHICAGO IL BRD ED) Long Debt US $6M – 0.01
CHILE ELECTRICITY LUX MPC SARL 144A LIFE SR SEC 1ST LIEN SF 6.01% 01-20-33 Long Debt LU $3M – 0.00
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 $4M – 0.00
CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31 (CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD) Long Debt HK $4M – 0.01
CHS 144A LIFE SR SEC 1ST LIEN 4.75% 02-15-31 (CHS/COMMUNITY HEALTH SYSTEMS INC) Long Debt US $5M – 0.01
CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26 Long Debt US $97K – 0.00
CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45 Long Debt US $86K – 0.00
CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34 Long Debt US $14M – 0.02
CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31 (CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB/3332) Long Debt MX $7M – 0.01
CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB REG S SR UNSEC 4.375% 07-22-31 (CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB/3332) Long Debt MX $3M – 0.00
CIFC 22-4 B CLO 144A FRN (TSFR3M+200) 07-16-35 (CIFC FUNDING LTD CIFC_22-4) Long ABS-other KY $10M – 0.01
CIGNA GROUP SR UNSEC 5.125% 05-15-31 (CIGNA GROUP/THE) Long Debt US $15M – 0.02
CIGNA GROUP SR UNSEC 5.25% 02-15-34 (CIGNA GROUP/THE) Long Debt US $27M – 0.03
CIM 18-R3 A1 144A FRN 12-25-57 (CIM TRUST CIM_18-R3) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CIM 22-R2 A1 144A FRN 12-25-61 (CIM TRUST CIM_22-R2) Long ABS-collateralized bond/debt obligation US $30M – 0.04
CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29 Long Debt US $25M – 0.03
CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31 Long Debt US $23M – 0.03
CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34 Long Debt US $51M – 0.06
CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54 Long Debt US $6M – 0.01
CITIGROUP INC SR UNSEC 1.122% 01-28-27/26 Long Debt US $5M – 0.01
CITIGROUP INC SR UNSEC 2.014% 01-25-26/25 Long Debt US $16M – 0.02
CITIGROUP INC SR UNSEC 2.52% 11-03-32/31 Long Debt US $26M – 0.03
CITIGROUP INC SR UNSEC 2.561% 05-01-32/31 Long Debt US $2M – 0.00
CITIGROUP INC SR UNSEC 2.572% 06-03-31/30 Long Debt US $60M – 0.07
CITIGROUP INC SR UNSEC 2.666% 01-29-31/30 Long Debt US $963K – 0.00
CITIGROUP INC SR UNSEC 2.976% 11-05-30/29 Long Debt US $5M – 0.01
CITIGROUP INC SR UNSEC 3.057% 01-25-33/32 Long Debt US $2M – 0.00
CITIGROUP INC SR UNSEC 3.07% 02-24-28/27 Long Debt US $15M – 0.02
CITIGROUP INC SR UNSEC 3.785% 03-17-33/32 Long Debt US $2M – 0.00
CITIGROUP INC SR UNSEC 3.98% 03-20-30/29 Long Debt US $8M – 0.01
CITIGROUP INC SR UNSEC 4.91% 05-24-33/32 Long Debt US $4M – 0.00
CITIGROUP INC SR UNSEC 5.174% 02-13-30/29 Long Debt US $61M – 0.07
CITIGROUP INC SR UNSEC 6.27% 11-17-33/32 Long Debt US $42M – 0.05
CITIGROUP INC SUB 4.45% 09-29-27 Long Debt US $390K – 0.00
CITIGROUP INC SUB 5.827% 02-13-35/34 Long Debt US $18M – 0.02
CITIGROUP INC SUB 6.174% 05-25-34/33 Long Debt US $941K – 0.00
CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29 Long Debt US $34M – 0.04
CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34 Long Debt US $14M – 0.02
CITZN 23-2 A3 144A 5.83% 02-15-28/08-17-26 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) Long ABS-other US $12M – 0.01
CITZN 23-2 A4 144A 5.74% 10-15-30/01-15-27 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) Long ABS-other US $6M – 0.01
CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30 Long Debt US $5M – 0.01
CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31 Long Debt US $11M – 0.01
CK HUTCHISON INTERNATIONAL 19 II LTD REG S SR UNSEC 3.375% 09-06-49 (CK HUTCHISON INTERNATIONAL (19) (II) LTD) Long Debt HK $1M – 0.00
CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50 Long Debt KY $2M – 0.00
CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28 (CK HUTCHISON INTERNATIONAL (23) LTD) Long Debt HK $9M – 0.01
CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.75% 04-21-28 (CK HUTCHISON INTERNATIONAL (23) LTD) Long Debt HK $7M – 0.01
CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34 Long Debt HK $6M – 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 $76M – 0.09
CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) Long ABS-other US $12M – 0.01
CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) Long ABS-other US $3M – 0.00
CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R) Long ABS-other US $2M – 0.00
CLEAN HARBORS INC 144A LIFE SR UNSEC 4.875% 07-15-27 Long Debt US $1M – 0.00
CLEAN HARBORS INC 144A LIFE SR UNSEC 5.125% 07-15-29 Long Debt US $10M – 0.01
CLEAN HARBORS INC 144A LIFE SR UNSEC 6.375% 02-01-31 Long Debt US $811K – 0.00
CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28 Long Debt US $15M – 0.02
CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 4.55% 11-15-30 Long Debt US $5M – 0.01
CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29 Long Debt US $4M – 0.00
CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31 Long Debt US $10M – 0.01
CLICK 24-1 A 144A 6.86% 02-15-30/07-15-25 (CLICKLEASE EQUIPMENT RECEIVABLES LLC CLICK_24-1) Long ABS-other US $10M – 0.01
CLIF 20-1A A 144A 2.08% 09-18-45 (CLI FUNDING LLC CLIF_20-1) Long ABS-other US $3M – 0.00
CLIF 20-1A B 144A 3.62% 09-18-45 (CLI FUNDING LLC CLIF_20-1) Long ABS-other US $700K – 0.00
CLIF 20-2A A 144A 2.03% 09-15-45 (CLI FUNDING LLC CLIF_20-2) Long ABS-other US $6M – 0.01
CLIF 20-2A B 144A 3.56% 09-15-45 (CLI FUNDING LLC CLIF_20-2) Long ABS-other US $375K – 0.00
CLIF 20-3A A 144A 2.07% 10-18-45 (CLI FUNDING LLC CLIF_20-3) Long ABS-other US $4M – 0.00
CLIF 21-1A A 144A 1.64% 02-18-46/31 (CLIF FUNDING VII LLC CLIF_21-1) Long ABS-other US $8M – 0.01
CLIF 21-1A B 144A 2.38% 02-18-46/31 (CLIF FUNDING VII LLC CLIF_21-1) Long ABS-other US $870K – 0.00
CMLTI 18-RP1 M1 144A FRN 09-25-64 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1) Long ABS-collateralized bond/debt obligation US $3M – 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 $428K – 0.00
CMS ENERGY CORP SR UNSEC 3.0% 05-15-26 Long Debt US $7M – 0.01
CMXS 24-A A2A 5.78% 09-15-27/02-17-26 (CMXS 2024-A) Long ABS-other US $6M – 0.01
CMXS 24-A C 5.62% 01-15-30/03-15-28 (CMXS 2024-A) Long ABS-other US $16M – 0.02
CMXS 24-A D 6.27% 12-16-30/03-15-28 (CMXS 2024-A) Long ABS-other US $22M – 0.03
CNH 24-B A2A 5.42% 10-15-27/03-16-26 (CNH 2024-B) Long ABS-other US $784K – 0.00
CNH 24-B A3 5.19% 09-17-29/04-17-28 (CNH 2024-B) Long ABS-other US $6M – 0.01
CNH_24-A A3 4.77% 06-15-29 (CNH 2024-A) Long ABS-other US $2M – 0.00
CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29 Long Debt US $2M – 0.00
CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32 Long Debt US $3M – 0.00
CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31 Long Debt US $1M – 0.00
COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL Long Equity-preferred US $5M 6K 0.01
COCA-COLA CO SR UNSEC 5.0% 05-13-34 Long Debt US $27M – 0.03
COCA-COLA CO SR UNSEC 5.3% 05-13-54 Long Debt US $3M – 0.00
COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34 (COLOMBIA (REPUBLIC OF)) Long Debt CO $19M – 0.02
COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35 (COLOMBIA (REPUBLIC OF)) Long Debt CO $37M – 0.04
COLT 21-5 A1 144A FRN 11-26-66 (COLT MORTGAGE LOAN TRUST COLT_21-5) Long ABS-collateralized bond/debt obligation US $4M – 0.01
COLT 23-1 A1 144A 6.048% 04-25-68/04-01-27 (COLT MORTGAGE LOAN TRUST COLT_23-1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30 (COLUMBIA PIPELINES OPERATING COMPANY LLC) Long Debt US $9M – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.497% 08-15-43 (COLUMBIA PIPELINES OPERATING COMPANY LLC) Long Debt US $4M – 0.00
COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.544% 11-15-53 (COLUMBIA PIPELINES OPERATING COMPANY LLC) Long Debt US $9M – 0.01
COMCAST CORP SR UNSEC 1.95% 01-15-31 Long Debt US $6M – 0.01
COMCAST CORP SR UNSEC 2.65% 02-01-30 Long Debt US $18M – 0.02
COMCAST CORP SR UNSEC 2.887% 11-01-51 Long Debt US $3M – 0.00
COMCAST CORP SR UNSEC 3.75% 04-01-40 Long Debt US $7M – 0.01
COMCAST CORP SR UNSEC 4.8% 05-15-33 Long Debt US $21M – 0.02
COMCAST CORP SR UNSEC 5.3% 06-01-34 Long Debt US $28M – 0.03
COMCAST CORP SR UNSEC 5.65% 06-01-54 Long Debt US $14M – 0.02
COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29 (COMISION FEDERAL DE ELECTRICIDAD CFE) Long Debt MX $29M – 0.03
COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 4.688% 05-15-29 (COMISION FEDERAL DE ELECTRICIDAD CFE) Long Debt MX $9M – 0.01
COMM 14-CR19 AM 4.08% 08-10-47/08-12-24 (COMM MORTGAGE TRUST COMM_14-CR19) Long ABS-collateralized bond/debt obligation US $149K – 0.00
COMM 14-LC17 A5 3.917% 10-10-47/09-12-24 (COMM MORTGAGE TRUST COMM_14-LC17) Long ABS-collateralized bond/debt obligation US $882K – 0.00
COMM 14-LC17 B FRN 10-10-47/09-12-24 (COMM MORTGAGE TRUST COMM_14-LC17) Long ABS-collateralized bond/debt obligation US $2M – 0.00
COMM 14-UBS4 A5 3.694% 08-10-47/07-12-24 (COMM MORTGAGE TRUST COMM_14-UBS4) Long ABS-collateralized bond/debt obligation US $908K – 0.00
COMM 15-PC1 A4 3.62% 07-10-50/02-12-25 (COMM MORTGAGE TRUST COMM_15-PC1) Long ABS-collateralized bond/debt obligation US $765K – 0.00
COMM 16-COR1 A4 3.091% 10-10-49/08-10-26 (COMM MORTGAGE TRUST COMM_16-COR1) Long ABS-collateralized bond/debt obligation US $4M – 0.00
COMM 17-COR2 A2 3.239% 09-10-50/05-12-27 (COMM MORTGAGE TRUST COMM_17-COR2) Long ABS-collateralized bond/debt obligation US $777K – 0.00
COMM 17-COR2 A3 3.51% 09-10-50/07-12-27 (COMM MORTGAGE TRUST COMM_17-COR2) Long ABS-collateralized bond/debt obligation US $2M – 0.00
COMM 19-G44 AM 3.263% 08-15-57/11-16-29 (COMM MORTGAGE TRUST COMM_19-G44) Long ABS-collateralized bond/debt obligation US $707K – 0.00
COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31 Long Debt AU $14M – 0.02
COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.125% 03-15-51 (COMMONWEALTH EDISON COMPANY) Long Debt US $1M – 0.00
COMMONWEALTH OF PUERTO RICO FRN 11-01-43 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) Long Debt PR $14M – 0.02
COMPETITION TEAM TECHNOLOGIES LTD REG S SR UNSEC 4.25% 03-12-29 Long Debt BS $3M – 0.00
CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27 Long Debt US $3M – 0.00
CONAGRA BRANDS INC SR UNSEC 4.6% 11-01-25 Long Debt US $11M – 0.01
CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38 Long Debt US $7M – 0.01
CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48 Long Debt US $864K – 0.00
CONNECTICUT HOUSING FINANCE AUTHORITY 3.5% 11-15-45 (CONNECTICUT ST HSG FIN AUTH) Long Debt US $229K – 0.00
CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31 (CONNECTICUT LIGHT AND POWER COMPANY (THE)) Long Debt US $10M – 0.01
CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52 Long Debt US $17M – 0.02
CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53 Long Debt US $30M – 0.04
CONOCOPHILLIPS CO SR UNSEC 5.55% 03-15-54 Long Debt US $12M – 0.01
CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31 Long Debt LU $10M – 0.01
CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31 Long Debt US $5M – 0.01
CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30 Long Debt US $10M – 0.01
CONSTELLATION BRANDS INC SR UNSEC 3.6% 02-15-28 Long Debt US $2M – 0.00
CONSTELLATION BRANDS INC SR UNSEC 4.1% 02-15-48 Long Debt US $787K – 0.00
CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27 Long Debt US $6M – 0.01
CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32 Long Debt US $16M – 0.02
CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33 Long Debt US $18M – 0.02
CONSTELLATION OIL SERVICES HOLDING SA B-1 (DRS) (NOT LISTED OR TRADING) Long Equity-common LU $251K 2M 0.00
CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32 (CONSUMERS ENERGY COMPANY) Long Debt US $42M – 0.05
CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28 (CONSUMERS ENERGY COMPANY) Long Debt US $955K – 0.00
CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.6% 05-30-29 (CONSUMERS ENERGY COMPANY) Long Debt US $12M – 0.01
CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33 (CONSUMERS ENERGY COMPANY) Long Debt US $15M – 0.02
CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.9% 02-15-29 (CONSUMERS ENERGY COMPANY) Long Debt US $13M – 0.02
COOPERATIEVE RABOBANK UA 144A LIFE SR NON PREF 2.625% 07-22-24 Long Debt NL $697K – 0.00
COPT DEFENSE PROPERTIES LP SR UNSEC 2.0% 01-15-29 Long Debt US $5M – 0.01
COPT DEFENSE PROPERTIES LP SR UNSEC 2.25% 03-15-26 Long Debt US $14M – 0.02
COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 Long Debt US $11M – 0.01
COPT DEFENSE PROPERTIES LP SR UNSEC 2.9% 12-01-33 Long Debt US $5M – 0.01
COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27 Long Debt US $24M – 0.03
COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29 Long Debt US $16M – 0.02
COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 Long Debt US $16M – 0.02
COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42 Long Debt US $172K – 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 – 0.02
CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31 Long Debt MX $2M – 0.00
CORP INMOBILIARIA VESTA SAB DE CV REG S SR UNSEC 3.625% 05-13-31 Long Debt MX $2M – 0.00
COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29 Long Debt US $262K – 0.00
COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30 Long Debt US $3M – 0.00
COVANTA HOLDINGS CORP TL-B (TSFR3M+275)(FLR 0.50) FRN 11-30-28 (REWORLD HOLDING CORP) Long Loan US $6M – 0.01
COVANTA HOLDINGS CORP TL-C (TSFR3M+275)(FLR 0.50) FRN 11-30-28 (REWORLD HOLDING CORP) Long Loan US $549K – 0.00
CPS 21-A D 144A 1.16% 12-15-26/01-15-25 (CPS AUTO RECEIVABLES TRUST CPS_21-A) Long ABS-other US $677K – 0.00
CPS 22-B B 144A 3.88% 08-15-28/24 (CPS AUTO RECEIVABLES TRUST CPS_22-B) Long ABS-other US $10M – 0.01
CPS 22-B C 144A 4.33% 08-15-28/06-16-25 (CPS AUTO RECEIVABLES TRUST CPS_22-B) Long ABS-other US $18M – 0.02
CPS 23-A A 144A 5.54% 03-16-26/06-17-24 (CPS AUTO RECEIVABLES TRUST CPS_23-A) Long ABS-other US $130K – 0.00
CPS 23-A C 144A 5.54% 04-16-29/11-17-25 (CPS AUTO RECEIVABLES TRUST CPS_23-A) Long ABS-other US $2M – 0.00
CPS 23-A D 6.44 144A 6.44% 04-16-29/11-16-26 (CPS AUTO RECEIVABLES TRUST CPS_23-A) Long ABS-other US $4M – 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 $4M – 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 $2M – 0.00
CPS 23-C C 144A 6.27% 10-15-29/07-15-26 (CPS AUTO RECEIVABLES TRUST CPS_23-C) Long ABS-other US $4M – 0.00
CPS 23-C D 144A 6.77% 10-15-29/06-15-27 (CPS AUTO RECEIVABLES TRUST CPS_23-C) Long ABS-other US $4M – 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 $8M – 0.01
CPS 24-A A 144A 5.71% 09-15-27/06-16-25 (CPS AUTO RECEIVABLES TRUST 2024-A) Long ABS-other US $6M – 0.01
CPS 24-A B 144A 5.65% 05-15-28/01-15-26 (CPS AUTO RECEIVABLES TRUST 2024-A) Long ABS-other US $2M – 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 $2M – 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 $986K – 0.00
CPS 24-C B 144A 5.68% 12-15-28/06-15-26 (CPS 2024-C) Long ABS-other US $4M – 0.00
CPS 24-C C 144A 5.76% 10-15-30/05-17-27 (CPS 2024-C) Long ABS-other US $11M – 0.01
CPS 24-C D 144A 6.22% 10-15-30/02-15-28 (CPS 2024-C) Long ABS-other US $12M – 0.01
CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25 (CREDIT AGRICOLE SA (LONDON BRANCH)) Long Debt GB $12M – 0.01
CREDIT AGRICOLE SA 144A LIFE SR NON PREF 5.335% 01-10-30/29 Long Debt FR $15M – 0.02
CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26 Long Debt FR $8M – 0.01
CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25 Long Debt FR $3M – 0.00
CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32 Long Debt US $3M – 0.00
CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28 Long Debt US $8M – 0.01
CROWN AMERICAS LLC SR UNSEC 4.25% 09-30-26 Long Debt US $4M – 0.00
CROWN CASTLE INC SR UNSEC 5.0% 01-11-28 Long Debt US $28M – 0.03
CROWN CASTLE INC SR UNSEC 5.8% 03-01-34 Long Debt US $11M – 0.01
CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4) Long ABS-other US $4M – 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 $590K – 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 $1M – 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 $2M – 0.00
CRVNA 23-P3 A4 144A 5.71% 07-10-29/04-10-28 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) Long ABS-other US $1M – 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 $3M – 0.00
CRVNA 24-N1 A3 144A 5.6% 03-10-28/26 (CRVNA 2024-N1) Long ABS-other US $8M – 0.01
CRVNA 24-N2 A2 5.9% 08-10-27/10-10-25 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) Long ABS-other US $5M – 0.01
CRVNA 24-P2 A3 5.33% 07-10-29/10-12-27 (CRVNA 2024-P2) Long ABS-other US $4M – 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 $575K – 0.00
CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CSAIL 15-C4 AS FRN 11-15-48/10-20-25 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4) Long ABS-collateralized bond/debt obligation US $963K – 0.00
CSAIL 17-CX9 A4 3.1755% 09-15-50/04-16-27 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CSAIL 19-C17 A5 3.0161% 09-15-52/09-17-29 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.375% 02-01-28 Long Debt US $4M – 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 $106K – 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 $57K – 0.00
CSFB 03-21 5A1 PT 6.5% 07-25-33 (CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21) Long ABS-collateralized bond/debt obligation US $500K – 0.00
CSFB 03-29 5A1 PT 7.0% 12-25-33 (CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29) Long ABS-collateralized bond/debt obligation US $92K – 0.00
CSMC 19-RPL1 A1A 144A FRN 07-25-58 (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1) Long ABS-collateralized bond/debt obligation US $522K – 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 $6M – 0.01
CSMC 22-ATH3 A1 144A FRN 08-25-67 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3) Long ABS-collateralized bond/debt obligation US $2M – 0.00
CSX CORP SR UNSEC 2.4% 02-15-30 Long Debt US $10M – 0.01
CSX CORP SR UNSEC 2.5% 05-15-51 Long Debt US $3M – 0.00
CSX CORP SR UNSEC 3.8% 03-01-28 Long Debt US $2M – 0.00
CSX CORP SR UNSEC 4.1% 11-15-32 Long Debt US $12M – 0.01
CSX CORP SR UNSEC 4.25% 03-15-29 Long Debt US $4M – 0.00
CSX CORP SR UNSEC 4.5% 11-15-52 Long Debt US $24M – 0.03
CSX CORP SR UNSEC 5.2% 11-15-33 Long Debt US $9M – 0.01
CVS HEALTH CORP SR UNSEC 1.3% 08-21-27 Long Debt US $9M – 0.01
CVS HEALTH CORP SR UNSEC 1.75% 08-21-30 Long Debt US $5M – 0.01
CVS HEALTH CORP SR UNSEC 1.875% 02-28-31 Long Debt US $11M – 0.01
CVS HEALTH CORP SR UNSEC 3.25% 08-15-29 Long Debt US $9M – 0.01
CVS HEALTH CORP SR UNSEC 4.25% 04-01-50 Long Debt US $6M – 0.01
CVS HEALTH CORP SR UNSEC 5.05% 03-25-48 Long Debt US $1M – 0.00
CVS HEALTH CORP SR UNSEC 5.125% 02-21-30 Long Debt US $7M – 0.01
CVS HEALTH CORP SR UNSEC 5.25% 01-30-31 Long Debt US $7M – 0.01
CVS HEALTH CORP SR UNSEC 5.25% 02-21-33 Long Debt US $14M – 0.02
CVS HEALTH CORP SR UNSEC 5.55% 06-01-31 Long Debt US $32M – 0.04
CVS HEALTH CORP SR UNSEC 5.7% 06-01-34 Long Debt US $57M – 0.07
CVS HEALTH CORP SR UNSEC 5.875% 06-01-53 Long Debt US $34M – 0.04
CVS HEALTH CORP SR UNSEC 6.0% 06-01-63 Long Debt US $9M – 0.01
CVS HEALTH CORP SR UNSEC 6.05% 06-01-54 Long Debt US $15M – 0.02
CWHEL 05-C 2A FRN FSA (TSFR1M+29.45) 07-15-35 (COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_05-C) Long ABS-other US $497K – 0.00
CWHEL 06-I 2A FRN FSA (TSFR1M+25.45) 01-15-37 (COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I) Long ABS-other US $823K – 0.00
CWHEL 07-B A FRN FSA (TSFR1M+26.45) 02-15-37 (COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B) Long ABS-other US $1M – 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 $6M – 0.01
DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-27 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) Long Debt US $10M – 0.01
DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) Long Debt US $3M – 0.00
DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 01-18-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) Long Debt US $2M – 0.00
DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 06-25-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) Long Debt US $5M – 0.01
DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.4% 09-20-28 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) Long Debt US $6M – 0.01
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24 Long Debt US $18M – 0.02
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28 Long Debt US $12M – 0.01
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31 Long Debt US $29M – 0.03
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 Long Debt US $585K – 0.00
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28 Long Debt US $4M – 0.00
DANSKE BANK A 144A LIFE SR NON PREF 6.466% 01-09-26/25 (DANSKE BANK AS) Long Debt DK $4M – 0.00
DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27 (DANSKE BANK AS) Long Debt DK $19M – 0.02
DANSKE BANK A/S 144A LIFE SR UNSEC 1.549% 09-10-27/26 (DANSKE BANK AS) Long Debt DK $13M – 0.02
DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27 Long Debt US $6M – 0.01
DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30 Long Debt US $743K – 0.00
DATA 23-CNTR A 144A FRN 08-12-43/33 (MORTGAGE TRUST DATA_23-CNTR) Long ABS-collateralized bond/debt obligation US $67M – 0.08
DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26 (DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1) Long ABS-collateralized bond/debt obligation US $473K – 0.00
DBS BANK LTD AUD REG S SR UNSEC FRN 09-10-24 (DBS BANK LTD/AUSTRALIA) Long Debt AU $17M – 0.02
DBS BANK LTD AUD SR UNSEC FRN 12-02-24 (DBS BANK LTD/AUSTRALIA) Long Debt AU $10M – 0.01
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 $7M – 0.01
DC 23-DC B 144A 6.8043% 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) Long ABS-collateralized bond/debt obligation US $8M – 0.01
DC 23-DC C 144A FRN 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) Long ABS-collateralized bond/debt obligation US $6M – 0.01
DCENT 23-A1 A 4.31% 03-15-28/03-16-26 (DISCOVER CARD EXECUTION NOTE TRUST) Long ABS-other US $36M – 0.04
DCLO 23-5 A1 CLO 144A FRN (TSFR3M+185) 10-15-36 (DIAMETER CAPITAL CLO DCLO_23-5) Long ABS-other KY $3M – 0.00
DCLO 23-5 A2 CLO 144A FRN (TSFR3M+240) 10-15-36 (DIAMETER CAPITAL CLO DCLO_23-5) Long ABS-other KY $4M – 0.01
DEFT 23-3 A3 144A 5.93% 04-23-29/06-22-26 (DEFT 2023-3) Long ABS-other US $7M – 0.01
DEFT 24_1 A2 144A 5.58% 03-22-30/11-24-25 (DEFT 2024-1) Long ABS-other US $3M – 0.00
DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $43M – 0.05
DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $85M – 0.10
DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $139M – 0.16
DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $7M – 0.01
DEUTSCHE BANK AG SR NON PREF 3.961% 11-26-25/24 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $18M – 0.02
DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $16M – 0.02
DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 Long Debt DE $5M – 0.01
DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $43M – 0.05
DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $66M – 0.08
DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $63M – 0.08
DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $8M – 0.01
DEUTSCHE BANK AG SUB 3.729% 01-14-32/31 (DEUTSCHE BANK AG (NEW YORK BRANCH)) Long Debt US $19M – 0.02
DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30 Long Debt US $2M – 0.00
DEVON ENERGY CORP SR UNSEC 5.25% 09-15-24 Long Debt US $638K – 0.00
DEVON ENERGY CORP SR UNSEC 5.25% 10-15-27 Long Debt US $2M – 0.00
DEVON ENERGY CORP SR UNSEC 5.875% 06-15-28 Long Debt US $1M – 0.00
DIAMOND SPORTS GROUP LLC 144A LIFE SR SEC 2ND LIEN 5.375% 08-15-26 Long Debt US $72K – 0.00
DIAMOND SPORTS GROUP LLC PIK TL-DIP 5% 12-02-24 Long Loan US $277K – 0.00
DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30 Long Debt US $3M – 0.00
DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34 Long Debt US $9M – 0.01
DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54 Long Debt US $5M – 0.01
DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27 Long Debt US $8M – 0.01
DISCOVER BANK SR UNSEC 3.45% 07-27-26 Long Debt US $2M – 0.00
DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27 Long Debt US $15M – 0.02
DLLAD 24-1 A2 144A 5.50% 08-20-27/06-22-26 (DLLAD 2024-1A) Long ABS-other US $8M – 0.01
DLLAD 24-1 A3 144A 5.30% 07-20-29/06-20-28 (DLLAD 2024-1A) Long ABS-other US $20M – 0.02
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 1.127% 09-16-26/25 Long Debt NO $3M – 0.00
DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26 Long Debt NO $7M – 0.01
DOMINION ENERGY INC SR UNSEC 3.3% 03-15-25 Long Debt US $2M – 0.00
DOMINION ENERGY INC SUB 3.071% 08-15-24 Long Debt US $5M – 0.01
DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50 (DOW CHEMICAL COMPANY (THE)) Long Debt US $2M – 0.00
DOW CHEMICAL CO SR UNSEC 4.55% 11-30-25 (DOW CHEMICAL COMPANY (THE)) Long Debt US $33K – 0.00
DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49 (DOW CHEMICAL COMPANY (THE)) Long Debt US $9M – 0.01
DOW CHEMICAL CO SR UNSEC 4.8% 11-30-28 (DOW CHEMICAL COMPANY (THE)) Long Debt US $4M – 0.00
DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34 (DOW CHEMICAL COMPANY (THE)) Long Debt US $5M – 0.01
DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48 (DOW CHEMICAL COMPANY (THE)) Long Debt US $6M – 0.01
DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54 (DOW CHEMICAL COMPANY (THE)) Long Debt US $4M – 0.00
DPL INC SR UNSEC 4.125% 07-01-25 Long Debt US $1M – 0.00
DRIVE 20-2 D 3.05% 05-15-28/02-15-24 (DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2) Long ABS-other US $4M – 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 $6M – 0.01
DRIVE 24-1 A3 5.35% 02-15-28/12-15-25 (DRIVE 2024-1) Long ABS-other US $5M – 0.01
DRIVE 24-1 B 5.31% 01-16-29/10-15-26 (DRIVE 2024-1) Long ABS-other US $7M – 0.01
DRIVE 24-1 C 5.43% 11-17-31/10-15-27 (DRIVE 2024-1) Long ABS-other US $13M – 0.02
DRSLF 14-36A AR3 CLO 144A FRN (TSFR3M+128.16) 04-15-29 (DRYDEN SENIOR LOAN FUND DRSLF_14-36A) Long ABS-other KY $3M – 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 – 0.02
DRSLF 15-41 AR CLO 144A FRN (TSFR3M+123.16) 04-15-31 (DRYDEN SENIOR LOAN FUND DRSLF_15-41A) Long ABS-other KY $16M – 0.02
DRSLF 22-94A A CLO 144A FRN (TSFR3M+144) 07-15-37 (DRYDEN SENIOR LOAN FUND DRSLF_22-94) Long ABS-other US $1M – 0.00
DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29 Long Debt US $5M – 0.01
DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31 Long Debt US $679K – 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 $106K – 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 $1M – 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 $467K – 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 $2M – 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 $699K – 0.00
DTAOT 23-1 C 144A 5.55% 10-16-28/12-15-25 (DT AUTO OWNER TRUST DTAOT_23-1) Long ABS-other US $3M – 0.00
DTAOT 23-1 D 144A 6.44% 11-15-28/09-15-26 (DT AUTO OWNER TRUST DTAOT_23-1) Long ABS-other US $8M – 0.01
DTAOT 23-2 A 144A 5.88% 04-15-27/02-18-25 (DT AUTO OWNER TRUST DTAOT_23-2) Long ABS-other US $2M – 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 $2M – 0.00
DTAOT 23-3 C 144A 6.4% 05-15-29/07-15-26 (DT AUTO OWNER TRUST DTAOT_23-3) Long ABS-other US $6M – 0.01
DTAOT 23-3 D 7.12% 05-15-29/04-15-27 (DT AUTO OWNER TRUST DTAOT_23-3) Long ABS-other US $6M – 0.01
DTE ELECTRIC CO SR SEC 1ST LIEN 2.25% 03-01-30 (DTE ELECTRIC COMPANY) Long Debt US $1M – 0.00
DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32 (DTE ELECTRIC COMPANY) Long Debt US $27M – 0.03
DTE ELECTRIC CO SR SEC 1ST LIEN 3.65% 03-01-52 (DTE ELECTRIC COMPANY) Long Debt US $2M – 0.00
DTE ELECTRIC CO SR SEC 1ST LIEN 3.7% 03-15-45 (DTE ELECTRIC COMPANY) Long Debt US $83K – 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 2.85% 10-01-26 Long Debt US $510K – 0.00
DTE ENERGY CO SR UNSEC 5.1% 03-01-29 Long Debt US $31M – 0.04
DTRT 24-1 A3 5.49% 12-15-27/04-15-27 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) Long ABS-other US $925K – 0.00
DTRT 24-1 A4 5.56% 07-15-31/06-15-27 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) Long ABS-other US $3M – 0.00
DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.45% 08-15-29 Long Debt US $3M – 0.00
DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.55% 04-15-31 Long Debt US $357K – 0.00
DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 5.35% 01-15-53 Long Debt US $3M – 0.00
DUKE ENERGY CORP SR UNSEC 2.55% 06-15-31 Long Debt US $1M – 0.00
DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51 Long Debt US $3M – 0.00
DUKE ENERGY CORP SR UNSEC 5.0% 08-15-52 Long Debt US $288K – 0.00
DUKE ENERGY CORP SR UNSEC 5.75% 09-15-33 Long Debt US $34M – 0.04
DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30 Long Debt US $7M – 0.01
DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 3.0% 12-15-51 Long Debt US $5M – 0.01
DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33 Long Debt US $4M – 0.01
DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52 Long Debt US $251K – 0.00
DUKE ENERGY OHIO INC SR SEC 1ST LIEN 2.125% 06-01-30 Long Debt US $4M – 0.01
DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31 Long Debt US $629K – 0.00
DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50 Long Debt US $204K – 0.00
DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29 (DUN & BRADSTREET CORP (THE)) Long Debt US $3M – 0.00
EART 19-4A D 144A 2.58% 09-15-25/12-15-23 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A) Long ABS-other US $1M – 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 $849K – 0.00
EART 20-2 D 144A 4.73% 04-15-26/04-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2) Long ABS-other US $205K – 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 $353K – 0.00
EART 21-2 D 1.4% 04-15-27/27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2) Long ABS-other US $15M – 0.02
EART 22-2A B 3.65% 10-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) Long ABS-other US $3M – 0.00
EART 22-2A D 4.56% 07-17-28 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) Long ABS-other US $8M – 0.01
EART 22-4A B 4.57% 01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) Long ABS-other US $1M – 0.00
EART 22-4A C 4.92% 12-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) Long ABS-other US $6M – 0.01
EART 22-6 B 6.03% 08-16-27/06-16-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) Long ABS-other US $2M – 0.00
EART 22-6 C 6.32% 05-15-28/03-16-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) Long ABS-other US $6M – 0.01
EART 22-6 D 8.03% 04-06-29/01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) Long ABS-other US $2M – 0.00
EART 23-1 D 6.69% 06-15-29/01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) Long ABS-other US $3M – 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 $521K – 0.00
EART 23-3 B 6.11% 09-15-27/07-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) Long ABS-other US $2M – 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 $3M – 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 $6M – 0.01
EART 23-3 E 144A 9.98% 01-15-31/02-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) Long ABS-other US $1M – 0.00
EART 23-5 A3 6.32% 03-15-27/04-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) Long ABS-other US $7M – 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 $3M – 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 $10M – 0.01
EART 24-1 C 5.41% 05-15-30/04-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) Long ABS-other US $10M – 0.01
EART 24-1 D 5.84% 06-17-30/05-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) Long ABS-other US $21M – 0.03
EART 24-2 B 5.61% 04-17-28/02-17-26 (EART 2024-2A) Long ABS-other US $21M – 0.02
EART 24-2 C 5.74% 05-15-29/03-15-27 (EART 2024-2A) Long ABS-other US $16M – 0.02
EART 24-2 D 5.92% 02-15-30/04-17-28 (EART 2024-2A) Long ABS-other US $16M – 0.02
EART 24-3 C 5.7% 07-16-29 (EART 2024-3A) Long ABS-other US $9M – 0.01
EART 24-3 D 5.98% 09-16-30 (EART 2024-3A) Long ABS-other US $12M – 0.01
EASTMAN CHEMICAL CO SR UNSEC 5.625% 02-20-34 Long Debt US $6M – 0.01
EATON 20-2A AR CLO 144A FRN (TSFR3M+141.16) 01-15-35 (EATON VANCE CLO LTD EATON_20-2A) Long ABS-other US $1M – 0.00
EATON CORP SR UNSEC 4.15% 03-15-33 (EATON CORPORATION) Long Debt US $613K – 0.00
ECOPETROL SA SR UNSEC 4.625% 11-02-31 Long Debt CO $2M – 0.00
ECOPETROL SA SR UNSEC 8.375% 01-19-36 Long Debt CO $1M – 0.00
ECOPETROL SA SR UNSEC 8.625% 01-19-29 Long Debt CO $2M – 0.00
ECOPETROL SA SR UNSEC 8.875% 01-13-33 Long Debt CO $135M – 0.16
EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24 Long Debt US $17M – 0.02
EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28 Long Debt US $51M – 0.06
EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25 Long Debt US $6M – 0.01
EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28 Long Debt US $15M – 0.02
EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29 Long Debt US $32M – 0.04
EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27 Long Debt US $5M – 0.01
EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29 Long Debt US $6M – 0.01
EDVES 21-A A 144A 1.8% 11-25-45 (EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A) Long ABS-other US $841K – 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 $3M – 0.00
EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27 (ENTERPRISE FLEET FINANCING LLC EFF_22-3) Long ABS-other US $6M – 0.01
EFF 22-4 A2 5.76% 10-22-29/05-20-26 (ENTERPRISE FLEET FINANCING LLC EFF_22-4) Long ABS-other US $1M – 0.00
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 – 0.01
EFF 24-1 A3 144A 5.16% 09-20-30/28 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) Long ABS-other US $7M – 0.01
EFF 24-2 A2 144A 5.74% 12-20-26/05-20-26 (EFF 2024-2) Long ABS-other US $481K – 0.00
EFF 24-2 A4 144A 5.69% 12-20-30/01-20-28 (EFF 2024-2) Long ABS-other US $7M – 0.01
EIDP INC SR UNSEC 4.5% 05-15-26 Long Debt US $9M – 0.01
EIDP INC SR UNSEC 4.8% 05-15-33 Long Debt US $13M – 0.02
ELB 5 AR CLO 144A FRN (TSFR3M+185) 06-15-34 (BLACKROCK ELBERT CLO V LLC ELB_5) Long ABS-other KY $2M – 0.00
ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.5% 09-21-28 Long Debt FR $2M – 0.00
ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29 Long Debt FR $23M – 0.03
ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33 Long Debt FR $9M – 0.01
ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28 Long Debt FR $15M – 0.02
ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33 Long Debt FR $9M – 0.01
ELEVANCE HEALTH INC SR UNSEC 2.375% 01-15-25 Long Debt US $2M – 0.00
ELEVANCE HEALTH INC SR UNSEC 3.5% 08-15-24 Long Debt US $9M – 0.01
ELEVANCE HEALTH INC SR UNSEC 4.1% 05-15-32 Long Debt US $15M – 0.02
ELEVANCE HEALTH INC SR UNSEC 4.55% 05-15-52 Long Debt US $4M – 0.00
ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-33 Long Debt US $4M – 0.00
ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53 Long Debt US $1M – 0.00
ELI LILLY & CO SR UNSEC 4.7% 02-27-33 (ELI LILLY AND CO) Long Debt US $9M – 0.01
ELI LILLY & CO SR UNSEC 4.875% 02-27-53 (ELI LILLY AND CO) Long Debt US $14M – 0.02
ELM 22-5 AR CLO 144A (TSFR3M+165) FRN 07-15-33 (ELMWOOD CLO 18 LTD ELM18_22-5) Long ABS-other KY $12M – 0.01
ELM 24-ELM A10 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) Long ABS-collateralized bond/debt obligation US $7M – 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 $10M – 0.01
EMD FINANCE LLC 144A LIFE SR UNSEC 3.25% 03-19-25 Long Debt US $16M – 0.02
EMERA INC SUB (H) 6.75% 06-15-76/26 Long Debt CA $318K – 0.00
EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31 Long Debt CA $9M – 0.01
ENBRIDGE INC SR UNSEC 6.2% 11-15-30 Long Debt CA $13M – 0.01
ENBRIDGE INC SR UNSEC 6.7% 11-15-53 Long Debt CA $7M – 0.01
ENEL FINANCE AMERICA LLC 144A LIFE SR UNSEC 7.1% 10-14-27 Long Debt US $32M – 0.04
ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.5% 07-12-31 Long Debt NL $4M – 0.00
ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.125% 06-26-29 Long Debt NL $15M – 0.02
ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29 Long Debt US $7M – 0.01
ENERGY TRANSFER LP SR UNSEC 6.05% 09-01-54 Long Debt US $330K – 0.00
ENERGY TRANSFER LP SR UNSEC 6.4% 12-01-30 Long Debt US $4M – 0.00
ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-79/02-15-28 (ENERGY TRANSFER LP) Long Debt US $2M – 0.00
ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30 Long Debt ES $6M – 0.01
ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30 Long Debt CL $6M – 0.01
ENI SPA 144A LIFE SR UNSEC 5.5% 05-15-34 Long Debt IT $3M – 0.00
ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54 Long Debt IT $3M – 0.00
ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26 Long Debt CN $8M – 0.01
ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD REG S SR UNSEC 3.375% 05-12-26 Long Debt CN $3M – 0.00
ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30 Long Debt CN $994K – 0.00
ENTERGY CORP SR UNSEC 1.9% 06-15-28 Long Debt US $6M – 0.01
ENTERGY CORP SR UNSEC 2.4% 06-15-31 Long Debt US $17M – 0.02
ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 1.6% 12-15-30 Long Debt US $1M – 0.00
ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.35% 06-15-32 Long Debt US $321K – 0.00
ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.9% 03-15-51 Long Debt US $11M – 0.01
ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27 Long Debt US $5M – 0.01
ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52 Long Debt US $243K – 0.00
ENTERGY TEXAS INC SR SEC 1ST LIEN 1.75% 03-15-31 Long Debt US $360K – 0.00
EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.5% 01-15-29 Long Debt US $5M – 0.01
EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-27 Long Debt US $2M – 0.00
EQM MIDSTREAM PARTNERS LP SR UNSEC 5.5% 07-15-28 Long Debt US $8M – 0.01
EQM MIDSTREAM PARTNERS LP SR UNSEC 6.5% 07-15-48 Long Debt US $6M – 0.01
EQT CORP SR UNSEC 3.9% 10-01-27 Long Debt US $11M – 0.01
EQT CORP SR UNSEC 5.0% 01-15-29 Long Debt US $1M – 0.00
EQT CORP SR UNSEC 7.25% 02-01-30 Long Debt US $16M – 0.02
EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34 Long Debt US $36M – 0.04
EQUINIX INC SR UNSEC 1.25% 07-15-25 Long Debt US $9M – 0.01
EQUINIX INC SR UNSEC 1.45% 05-15-26 Long Debt US $6M – 0.01
EQUINIX INC SR UNSEC 1.55% 03-15-28 Long Debt US $4M – 0.00
EQUINIX INC SR UNSEC 1.8% 07-15-27 Long Debt US $3M – 0.00
EQUINIX INC SR UNSEC 2.0% 05-15-28 Long Debt US $1M – 0.00
EQUINIX INC SR UNSEC 2.15% 07-15-30 Long Debt US $2M – 0.00
EQUINIX INC SR UNSEC 2.5% 05-15-31 Long Debt US $2M – 0.00
EQUINIX INC SR UNSEC 2.625% 11-18-24 Long Debt US $32M – 0.04
EQUINIX INC SR UNSEC 2.9% 11-18-26 Long Debt US $13M – 0.02
EQUINIX INC SR UNSEC 2.95% 09-15-51 Long Debt US $247K – 0.00
EQUINIX INC SR UNSEC 3.0% 07-15-50 Long Debt US $468K – 0.00
EQUINIX INC SR UNSEC 3.2% 11-18-29 Long Debt US $10M – 0.01
EQUINIX INC SR UNSEC 3.4% 02-15-52 Long Debt US $2M – 0.00
EQUINIX INC SR UNSEC 3.9% 04-15-32 Long Debt US $849K – 0.00
EQUINOR ASA SR UNSEC 3.125% 04-06-30 Long Debt NO $21M – 0.02
EQUINOR ASA SR UNSEC 3.25% 11-18-49 Long Debt NO $4M – 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 $17M – 0.02
ESA 21-ESH B 144A FRN (TSFR1M+149.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) Long ABS-collateralized bond/debt obligation US $6M – 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 $3M – 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 $3M – 0.00
EUR FWD PUR FROM USD 7/10/2024 Derivative-foreign exchange $-1M – -0.00
EUR FWD SALE TO USD 7/10/2024 Derivative-foreign exchange $7M – 0.01
EUR FWD SALE TO USD 7/10/2024 Derivative-foreign exchange $144K – 0.00
EUR FWD SALE TO USD 7/18/2024 Derivative-foreign exchange $-173.49 – -0.00
EUR FWD SALE TO USD 7/25/2024 Derivative-foreign exchange $-1M – -0.00
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) 2.0% 05-05-27/26 (EUROBANK SA (ATHINA)) Long Debt GR $11M – 0.01
EUROBANK SA EUR REG S SR UNSEC (B) 2.25% 03-14-28/27 (EUROBANK SA (ATHINA)) Long Debt GR $21M – 0.03
EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28 (EUROBANK SA (ATHINA)) Long Debt GR $79M – 0.09
EUROBANK SA EUR REG S SR UNSEC (B) 7.0% 01-26-29/28 (EUROBANK SA (ATHINA)) Long Debt GR $30M – 0.04
EVERSOURCE ENERGY SR UNSEC 1.65% 08-15-30 Long Debt US $8M – 0.01
EVERSOURCE ENERGY SR UNSEC 3.3% 01-15-28 Long Debt US $6M – 0.01
EVERSOURCE ENERGY SR UNSEC 5.0% 01-01-27 Long Debt US $12M – 0.01
EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34 Long Debt US $17M – 0.02
EXELON CORP SR UNSEC 4.1% 03-15-52 Long Debt US $1M – 0.00
EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30 Long Debt US $24M – 0.03
EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51 Long Debt US $16M – 0.02
EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40 Long Debt US $2M – 0.00
FALABELLA SA 144A LIFE SR UNSEC 3.75% 10-30-27 Long Debt CL $8M – 0.01
FARM 24-1 A1 144A FRN 10-01-53 (FARM 2024-1) Long ABS-collateralized bond/debt obligation US $8M – 0.01
FASST 19-JR1 A 144A 2.0% 03-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR1) Long ABS-collateralized bond/debt obligation US $12M – 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 $13M – 0.02
FCAT 23-3 A3 144A 5.44% 04-17-28/03-16-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) Long ABS-other US $2M – 0.00
FCAT 23-3 B 144A 5.64% 07-16-29/09-15-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) Long ABS-other US $2M – 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 $3M – 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 $2M – 0.00
FCAT 24-1 B 144A 5.63% 04-16-29 (FCAT 2024-1) Long ABS-other US $7M – 0.01
FCAT 24-1 C 144A 5.79% 02-15-30 (FCAT 2024-1) Long ABS-other US $6M – 0.01
FCBSL 22-2 AR CLO 144A FRN (TSFR3M+140) 10-18-33 (FORTRESS CREDIT BSL LIMITED FCBSL_22-2A) Long ABS-other KY $8M – 0.01
FCBSL 22-2 CR CLO 144A FRN (TSFR3M+260) 10-18-33 (FORTRESS CREDIT BSL LIMITED FCBSL_22-2A) Long ABS-other KY $6M – 0.01
FCO 18-11 A1T CLO 144A FRN (TSFR3M+156.161) 04-15-31 (FORTRESS CREDIT OPPORTUNITIES XI CLO LTD FCO_18-11A) Long ABS-other US $842K – 0.00
FED FUND 30DAY FUT FFQ4 08-30-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $-741K – -0.00
FGLMC 3.0 G61733 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.00
FGLMC 3.5 G60138 110K MAX 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $460K – 0.00
FGLMC 3.5 G60238 10-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $11M – 0.01
FGLMC 3.5 G61628 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $112K – 0.00
FGLMC 3.5 G67700 08-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.00
FGLMC 3.5 G67709 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $20M – 0.02
FGLMC 3.5 Q17696 04-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $427K – 0.00
FGLMC 3.5 Q18236 05-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $631K – 0.00
FGLMC 3.5 Q19133 06-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $486K – 0.00
FGLMC 3.5 Q28558 09-01-44 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.00
FGLMC 3.5 Q47615 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $781K – 0.00
FGLMC 3.5 Q51622 10-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $981K – 0.00
FGLMC 3.5 Q52069 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.00
FGLMC 3.5 Q54698 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $229K – 0.00
FGLMC 3.5 Q54699 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $355K – 0.00
FGLMC 3.5 Q54700 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $653K – 0.00
FGLMC 3.5 Q54701 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $823K – 0.00
FGLMC 3.5 Q54709 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $854K – 0.00
FGLMC 3.5 Q54781 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $612K – 0.00
FGLMC 3.5 Q54782 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $479K – 0.00
FGLMC 3.5 Q54831 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $223K – 0.00
FGLMC 3.5 Q55056 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $543K – 0.00
FGLMC 3.5 Q55060 04-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $193K – 0.00
FGLMC 3.5 Q56589 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $260K – 0.00
FGLMC 3.5 Q56590 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $440K – 0.00
FGLMC 3.5 Q56591 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $153K – 0.00
FGLMC 3.5 T65375 07-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $90K – 0.00
FGLMC 4.0 G08793 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.00
FGLMC 4.0 G08805 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $902K – 0.00
FGLMC 4.0 G67711 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $19M – 0.02
FGLMC 4.0 Q15874 02-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $40K – 0.00
FGLMC 4.0 Q22946 150K MAX 11-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.00
FGLMC 4.0 Q47620 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.01
FGLMC 4.0 Q52613 150K MAX 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.00
FGLMC 4.0 Q53878 150K MAX 01-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.00
FGLMC 4.0 Q55970 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $369K – 0.00
FGLMC 4.0 Q55971 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $799K – 0.00
FGLMC 4.0 Q56175 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $717K – 0.00
FGLMC 4.0 Q56599 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.00
FGLMC 4.0 V81992 10-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $441K – 0.00
FGLMC 4.5 A93948 09-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FGLMC 4.5 G04804 05-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $969K – 0.00
FGLMC 4.5 G05937 08-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.00
FGLMC 4.5 G06769 08-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $179K – 0.00
FGLMC 4.5 G06868 04-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FGLMC 4.5 G06956 08-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $429K – 0.00
FGLMC 4.5 Q01992 07-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $34K – 0.00
FGLMC 4.5 Q02705 08-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.00
FGLMC 4.5 Q42034 150K MAX 07-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $88K – 0.00
FGLMC 4.5 Q42633 175K MAX 08-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $246K – 0.00
FGLMC 4.5 Q43312 175K MAX 09-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $445K – 0.00
FGLMC 4.5 Q43461 175K MAX 10-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $238K – 0.00
FGLMC 4.5 Q44689 12-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $341K – 0.00
FGLMC 4.5 Q47828 05-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $237K – 0.00
FGLMC 4.5 Q52596 FICO 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.00
FGLMC 4.5 Q57242 07-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $300K – 0.00
FGLMC 4.5 Q58378 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $830K – 0.00
FGLMC 4.5 Q58411 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.00
FGLMC 4.5 Q58436 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.00
FGLMC 5.0 A87873 08-01-39 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.00
FGLMC 5.0 G06648 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $481K – 0.00
FGLMC 5.0 Q01658 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $218K – 0.00
FGLMC 5.5 A15120 10-01-33 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FGLMC 5.5 A56076 01-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FGLMC 5.5 G03695 11-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FGLMC 5.5 G05196 10-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $1K – 0.00
FGLMC 5.5 G05267 12-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $1K – 0.00
FGLMC 5.5 G05860 02-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FGLMC 5.5 G06020 12-01-39 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FGLMC 5.5 G06841 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FGLMC 5.5 G08248 02-01-38 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $26K – 0.00
FGLMC G60344 12-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $9M – 0.01
FGTW 3.0 C91917 02-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $407K – 0.00
FGTW 4.0 C91883 06-01-36 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $316K – 0.00
FGTW 4.0 C91948 07-01-37 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.00
FGTW 4.0 G30911 03-01-36 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.00
FGTW 4.0 K93532 04-01-36 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $663K – 0.00
FGTW 4.5 D98356 05-01-30 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) Long ABS-mortgage backed security US $35K – 0.00
FHARM FRN 760012 04-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $491K – 0.00
FHARM FRN 760013 04-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $254K – 0.00
FHARM FRN 760014 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FHARM FRN 8D0226 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FHLMC K082 A2 (MF) FRN 09-25-28 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FHLMC POOL #760015 ARH5 FRN 01-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FHMS K044 A2 (MF) 2.811% 01-25-25 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $17M – 0.02
FHMS K048 A2 (MF) 3.284% 06-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K048-A2) Long ABS-collateralized bond/debt obligation US $551K – 0.00
FHMS K060 A2 (MF) 3.3% 10-25-26 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K060) Long ABS-collateralized bond/debt obligation US $385K – 0.00
FHMS K079 A2 (MF) 3.926% 06-25-28/06-26-28 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079) Long ABS-collateralized bond/debt obligation US $166K – 0.00
FHMS K083 A2 (MF) 4.05% 09-25-28 (FHMS K518) Long ABS-collateralized bond/debt obligation US $3M – 0.00
FHMS K089 A2 (MF) 3.563% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K089) Long ABS-collateralized bond/debt obligation US $5M – 0.01
FHMS K101 A2 (MF) 2.524% 10-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101) Long ABS-collateralized bond/debt obligation US $56K – 0.00
FHMS K105 A2 (MF) 1.872% 03-25-53/01-25-30 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105) Long ABS-collateralized bond/debt obligation US $20K – 0.00
FHMS K127 A2 (MF) 2.108% 01-25-31/01-27-31 (FHMS_K127) Long ABS-collateralized bond/debt obligation US $852K – 0.00
FHMS K136 A2 (MF) 2.127% 11-25-31/12-28-54 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K136) Long ABS-collateralized bond/debt obligation US $119K – 0.00
FHMS K137 A2 (MF) FRN 11-25-31 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137) Long ABS-collateralized bond/debt obligation US $260K – 0.00
FHMS K140 A2 (MF) 2.25% 01-25-32/01-26-32 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K140) Long ABS-collateralized bond/debt obligation US $351K – 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 $7M – 0.01
FHMS K144 A2 (MF) 2.45% 07-25-32 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144) Long ABS-collateralized bond/debt obligation US $3M – 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 $6M – 0.01
FHMS K144 AM (MF) 2.45% 07-25-32 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144) Long ABS-collateralized bond/debt obligation US $4M – 0.01
FHMS K152 A2 (MF) 3.78% 11-25-32/11-26-32 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K152) Long ABS-collateralized bond/debt obligation US $16M – 0.02
FHMS K152 A2 (MF) 3.8% 10-25-32 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K151) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FHMS K156 A2 (MF) 4.43% 02-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156) Long ABS-collateralized bond/debt obligation US $24M – 0.03
FHMS K159 A2 (MF) FRN 07-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K-159) Long ABS-collateralized bond/debt obligation US $1M – 0.00
FHMS K515 A2 (MF) 5.4% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K515) Long ABS-collateralized bond/debt obligation US $6M – 0.01
FHMS K516 A2 (MF) 5.477% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K516) Long ABS-collateralized bond/debt obligation US $37M – 0.04
FHMS K518 A2 5.40% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K518) Long ABS-collateralized bond/debt obligation US $5M – 0.01
FHMS K742 A2 (MF) 1.76% 03-25-28 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K742) Long ABS-collateralized bond/debt obligation US $3M – 0.00
FHMS K749 A2 (MF) 2.12% 06-25-29 (FREDDIE MAC WI CERTIFICATES SERIES WI-K749) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FHMS K749 AM (MF) 2.12% 06-25-29 (FREDDIE MAC WI CERTIFICATES SERIES WI-K749) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FHMS K751 A2 (MF) 4.412% 03-25-30 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751) Long ABS-collateralized bond/debt obligation US $116M – 0.14
FHMS K755 A2 (MF) 5.203% 02-25-31 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755) Long ABS-collateralized bond/debt obligation US $6M – 0.01
FHR 2122 QM 6.25% 02-15-29 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $138K – 0.00
FHR 3136 OP PAC PO .0% 04-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $163K – 0.00
FHR 3147 OD PAC PO .0% 04-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $190K – 0.00
FHR 3149 AO PAC PO .0% 05-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $57K – 0.00
FHR 3149 MO PAC PO .0% 05-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $68K – 0.00
FHR 3156 PO PAC PO .0% 05-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $608K – 0.00
FHR 3257 PA PACS 5.5% 12-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FHR 3286 JN PAC 5.5% 02-15-37 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $1M – 0.00
FHR 3318 JT PAC 5.5% 05-15-37 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-collateralized bond/debt obligation US $809K – 0.00
FIAOT 21-1A D 144A 1.62% 03-15-27/02-18-25 (FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1) Long ABS-other US $918K – 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 $5M – 0.01
FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 1.15% 03-01-26 Long Debt US $21M – 0.02
FIFTH THIRD BANCORP SR UNSEC 5.631% 01-29-32/31 Long Debt US $42M – 0.05
FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28 Long Debt US $1M – 0.00
FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26 Long Debt US $51M – 0.06
FIRSTENERGY CORP SR UNSEC 2.05% 03-01-25 Long Debt US $25M – 0.03
FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30 Long Debt US $85M – 0.10
FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 Long Debt US $54M – 0.06
FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50 Long Debt US $5M – 0.01
FIRSTENERGY CORP SR UNSEC 4.15% 07-15-27 Long Debt US $96M – 0.11
FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A LIFE SR UNSEC 4.3% 01-15-29 Long Debt US $5M – 0.01
FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28 Long Debt US $47M – 0.06
FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 4.35% 01-15-25 Long Debt US $1M – 0.00
FISERV INC SR UNSEC 2.65% 06-01-30 Long Debt US $783K – 0.00
FISERV INC SR UNSEC 2.75% 07-01-24 Long Debt US $19M – 0.02
FISERV INC SR UNSEC 3.5% 07-01-29 Long Debt US $376K – 0.00
FIVE 23-V1 A3 5.6679% 02-10-56/02-11-28 (FIVE 2023-V1 MORTGAGE TRUST) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FIVE CORNERS FUNDING TRUST II 144A LIFE SR UNSEC 2.85% 05-15-30 Long Debt US $4M – 0.00
FIVE CORNERS FUNDING TRUST III 144A SR UNSEC 5.791% 02-15-33 Long Debt US $15M – 0.02
FKH 20-SFR1 A 144A 1.339% 09-17-25/09-18-25 (FIRSTKEY HOMES FKH_20-SFR1) Long ABS-other US $12M – 0.01
FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25 (FIRSTKEY HOMES FKH_20-SFR2) Long ABS-other US $18M – 0.02
FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27 (FIRSTKEY HOMES TRUST FKH_22-SFR1) Long ABS-other US $8M – 0.01
FLAT 24-1 A1 CLO 144A FRN (TSFR3M+132) 07-15-36 (FLATIRON CLO 28 LTD FLAT_24-1A) Long ABS-other KY $20M – 0.02
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.45% 02-03-32 Long Debt US $17M – 0.02
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51 Long Debt US $7M – 0.01
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.4% 05-15-28 Long Debt US $18M – 0.02
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.8% 05-15-33 Long Debt US $6M – 0.01
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33 Long Debt US $9M – 0.01
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.15% 06-15-29 Long Debt US $4M – 0.00
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53 Long Debt US $7K – 0.00
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34 Long Debt US $13M – 0.01
FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 06-15-54 Long Debt US $19M – 0.02
FLORIDA POWER & LIGHT CO SR UNSEC 3.3% 05-30-27 Long Debt US $10M – 0.01
FMBT 19-FBLU A 144A 3.144% 12-10-36/12-12-24 (FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU) Long ABS-collateralized bond/debt obligation US $9M – 0.01
FNA 17-M3 A2 (MF) FRN 12-25-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $7K – 0.00
FNA 18-M12 A2 (MF) FRN 08-25-30 (FANNIEMAE-ACES FNA_18-M12) Long ABS-collateralized bond/debt obligation US $3M – 0.00
FNARM FRN 924866 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5K – 0.00
FNCI 2.0 UMBS TBA 07-01-39 (UNIFORM MBS) Long ABS-mortgage backed security US $37M – 0.04
FNCI 2.5 UMBS TBA 07-01-39 (UNIFORM MBS) Long ABS-mortgage backed security US $43M – 0.05
FNCI 3.5 UMBS TBA 07-01-39 (UNIFORM MBS) Long ABS-mortgage backed security US $35M – 0.04
FNCI 4.0 UMBS TBA 07-01-39 (UNIFORM MBS) Long ABS-mortgage backed security US $28M – 0.03
FNCI UMBS 2.5 BO1359 08-01-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCI UMBS 3.0 AL9668 10-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3K – 0.00
FNCI UMBS 3.0 BJ4856 02-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $280K – 0.00
FNCI UMBS 3.5 AL8522 05-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $24K – 0.00
FNCI UMBS 3.5 AY1948 01-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $156K – 0.00
FNCI UMBS 3.5 AZ0554 10-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $205K – 0.00
FNCI UMBS 4.0 BD1968 200K MAX 07-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $29K – 0.00
FNCI UMBS 4.0 MA2717 08-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $215K – 0.00
FNCI UMBS 4.0 MA2746 09-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCI UMBS 4.5 AB1068 05-01-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $235.08 – 0.00
FNCI UMBS 4.5 AD3149 04-01-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $34K – 0.00
FNCI UMBS 4.5 AD6392 05-01-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $70K – 0.00
FNCI UMBS 4.5 AL0658 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $508K – 0.00
FNCI UMBS 4.5 BC8647 06-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $245K – 0.00
FNCI UMBS 4.5 BD1550 07-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $233K – 0.00
FNCI UMBS 4.5 CA2166 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $12K – 0.00
FNCI UMBS MA3518 11-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10K – 0.00
FNCK 4.5 MA2809 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $563K – 0.00
FNCK 4.5 MA2821 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $286K – 0.00
FNCK 4.5 MA3002 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $393K – 0.00
FNCL 2.0 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $327M – 0.39
FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $823M – 0.98
FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $365M – 0.43
FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $160M – 0.19
FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $414M – 0.49
FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $146M – 0.17
FNCL 4.0 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $220M – 0.26
FNCL 4.0 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $110M – 0.13
FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $370M – 0.44
FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $134M – 0.16
FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $74M – 0.09
FNCL 5.0 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $2M – 0.00
FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $1B – 1.54
FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $878M – 1.04
FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $1B – 1.42
FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $3B – 3.35
FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $1B – 1.34
FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $563M – 0.67
FNCL 7.0 UMBS TBA 08-01-54 (UNIFORM MBS) Long ABS-mortgage backed security US $109M – 0.13
FNCL UMBS 2.0 BP6715 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5K – 0.00
FNCL UMBS 2.0 BQ7006 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.0 BR1035 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $97K – 0.00
FNCL UMBS 2.0 BR2666 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 BV3076 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $86M – 0.10
FNCL UMBS 2.0 BV3080 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $45M – 0.05
FNCL UMBS 2.0 BV3083 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.0 BV3101 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 BV4172 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.0 CA7325 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.0 CA8108 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $785K – 0.00
FNCL UMBS 2.0 CA8820 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 CB0290 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 CB0449 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 2.0 CB2765 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 2.0 CB3155 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 2.0 FM6548 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.0 FM7803 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $763K – 0.00
FNCL UMBS 2.0 FS1598 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 FS1742 03-01-52 (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 $3M – 0.00
FNCL UMBS 2.0 FS7329 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.0 FS7498 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 2.0 FS7823 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $34M – 0.04
FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $164K – 0.00
FNCL UMBS 2.0 MA4378 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $65K – 0.00
FNCL UMBS 2.0 MA4465 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $71M – 0.08
FNCL UMBS 2.0 MA4492 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.0 MA4547 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 2.0 MA4562 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 2.0 QB8605 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.0 QD1841 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 2.0 QD8010 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $786K – 0.00
FNCL UMBS 2.0 QD8103 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $700K – 0.00
FNCL UMBS 2.0 QD8408 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $688K – 0.00
FNCL UMBS 2.0 QD8820 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $421K – 0.00
FNCL UMBS 2.0 QE0312 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $780K – 0.00
FNCL UMBS 2.0 RA4352 01-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 2.0 RA6406 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $102M – 0.12
FNCL UMBS 2.0 SD5109 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 2.0 SD5343 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.0 SD5500 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.0 SD8106 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $12M – 0.01
FNCL UMBS 2.0 SD8128 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $567K – 0.00
FNCL UMBS 2.0 SD8134 03-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $49M – 0.06
FNCL UMBS 2.0 SD8160 08-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $655K – 0.00
FNCL UMBS 2.0 SD8172 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $623K – 0.00
FNCL UMBS 2.0 SD8182 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.0 SD8188 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $263K – 0.00
FNCL UMBS 2.0 SD8193 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.0 SD8199 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.0 SD8204 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.5 BP5717 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 2.5 BR2095 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $42M – 0.05
FNCL UMBS 2.5 BR2219 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 2.5 BT3317 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 2.5 BT9483 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 2.5 BT9510 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 2.5 BU1330 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 2.5 BU7285 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.5 BV9644 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $304K – 0.00
FNCL UMBS 2.5 CA5968 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $33M – 0.04
FNCL UMBS 2.5 CA6593 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 2.5 CA7028 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.5 CA7257 10-01-50 (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 $4M – 0.00
FNCL UMBS 2.5 CA7603 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $43M – 0.05
FNCL UMBS 2.5 CA7739 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $75M – 0.09
FNCL UMBS 2.5 CA8044 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 2.5 CA8130 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS 2.5 CA8828 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $31M – 0.04
FNCL UMBS 2.5 CB0457 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 2.5 CB0988 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $48M – 0.06
FNCL UMBS 2.5 CB1527 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 2.5 CB2286 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14M – 0.02
FNCL UMBS 2.5 CB2319 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $49M – 0.06
FNCL UMBS 2.5 CB2372 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 2.5 CB2373 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 2.5 CB2375 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 2.5 FM4256 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $25M – 0.03
FNCL UMBS 2.5 FM7900 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.5 FM9068 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 2.5 FM9492 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 2.5 FM9694 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 2.5 FM9804 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 2.5 FS0433 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $42M – 0.05
FNCL UMBS 2.5 FS1057 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $552K – 0.00
FNCL UMBS 2.5 FS1971 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 2.5 FS4919 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 2.5 MA4282 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 2.5 MA4306 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15M – 0.02
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 QB1368 07-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $30M – 0.04
FNCL UMBS 2.5 QC2817 06-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 2.5 QD5941 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 2.5 QD9911 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $146K – 0.00
FNCL UMBS 2.5 RA3987 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 2.5 RA4070 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 2.5 RA5259 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 2.5 RA5836 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $61M – 0.07
FNCL UMBS 2.5 RA6483 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 2.5 SD0644 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 2.5 SD0855 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 2.5 SD0881 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 2.5 SD1385 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 2.5 SD1450 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 2.5 SD7525 10-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $29M – 0.03
FNCL UMBS 2.5 SD7535 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 2.5 SD7545 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $53M – 0.06
FNCL UMBS 2.5 SD7548 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 2.5 SD7554 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 2.5 SD8234 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $624K – 0.00
FNCL UMBS 3.0 AS8310 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $433K – 0.00
FNCL UMBS 3.0 AT5898 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $13M – 0.01
FNCL UMBS 3.0 BM1179 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $510K – 0.00
FNCL UMBS 3.0 CA3806 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $662K – 0.00
FNCL UMBS 3.0 CA5338 03-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 3.0 CA5506 04-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $39M – 0.05
FNCL UMBS 3.0 CA6309 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $35M – 0.04
FNCL UMBS 3.0 CA6349 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 3.0 CA6740 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 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 $8M – 0.01
FNCL UMBS 3.0 CA8046 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $30M – 0.04
FNCL UMBS 3.0 CA8285 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $44M – 0.05
FNCL UMBS 3.0 CA8969 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 3.0 CA9391 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $154M – 0.18
FNCL UMBS 3.0 CB0041 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $45M – 0.05
FNCL UMBS 3.0 CB0046 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 3.0 CB0191 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $21M – 0.02
FNCL UMBS 3.0 CB0193 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 3.0 CB0737 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14M – 0.02
FNCL UMBS 3.0 CB1304 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 3.0 CB2292 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 3.0 CB2293 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 3.0 CB2414 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 3.0 CB2544 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $26M – 0.03
FNCL UMBS 3.0 FM5166 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 3.0 FM6293 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 3.0 FM7687 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.0 FM7694 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $16M – 0.02
FNCL UMBS 3.0 FM7909 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 3.0 FM9631 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.0 FM9632 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 3.0 FM9976 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $12M – 0.01
FNCL UMBS 3.0 FS4628 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 3.0 MA2833 12-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $29K – 0.00
FNCL UMBS 3.0 QA4673 11-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.0 QC7626 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $617K – 0.00
FNCL UMBS 3.0 QD3310 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 3.0 RA2319 03-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $15M – 0.02
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 $9M – 0.01
FNCL UMBS 3.0 RA4658 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $32M – 0.04
FNCL UMBS 3.0 RA5267 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 3.0 RA5901 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 3.0 RA5971 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 3.0 RA6347 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.0 SD0185 12-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 3.0 SD0187 01-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 3.0 SD0234 01-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 3.0 SD0734 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.03
FNCL UMBS 3.0 SD0803 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 3.0 SD0813 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $35M – 0.04
FNCL UMBS 3.0 SD2602 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 3.0 SD2880 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS 3.0 SD7517 05-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 3.0 SD7544 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $69M – 0.08
FNCL UMBS 3.0 SD7553 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 3.0 SD7556 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $25M – 0.03
FNCL UMBS 3.0 SD8225 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $57M – 0.07
FNCL UMBS 3.0 SD8242 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 3.5 AL3829 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 3.5 AL8421 01-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 3.5 AR1512 01-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $411K – 0.00
FNCL UMBS 3.5 AT0412 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $204K – 0.00
FNCL UMBS 3.5 AT3954 04-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $78K – 0.00
FNCL UMBS 3.5 AT7161 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $627K – 0.00
FNCL UMBS 3.5 AX8521 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $268K – 0.00
FNCL UMBS 3.5 AY1829 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $89K – 0.00
FNCL UMBS 3.5 BC9077 12-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 3.5 BD2440 01-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 3.5 BD9236 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $285K – 0.00
FNCL UMBS 3.5 BE5009 01-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $557K – 0.00
FNCL UMBS 3.5 BE5017 02-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 3.5 BE8740 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $876K – 0.00
FNCL UMBS 3.5 BE8742 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $265K – 0.00
FNCL UMBS 3.5 BH2846 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $134K – 0.00
FNCL UMBS 3.5 BH2847 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $60K – 0.00
FNCL UMBS 3.5 BH2848 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $114K – 0.00
FNCL UMBS 3.5 BJ4901 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $659K – 0.00
FNCL UMBS 3.5 BJ8411 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 3.5 BN6708 06-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 3.5 BP1954 04-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS 3.5 BT4537 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $328K – 0.00
FNCL UMBS 3.5 BT9498 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 3.5 BU1498 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $301K – 0.00
FNCL UMBS 3.5 BU3013 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $359K – 0.00
FNCL UMBS 3.5 BU7294 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $34K – 0.00
FNCL UMBS 3.5 BU7425 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $344K – 0.00
FNCL UMBS 3.5 BU7427 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $51K – 0.00
FNCL UMBS 3.5 BU8481 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23K – 0.00
FNCL UMBS 3.5 BV0783 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $759K – 0.00
FNCL UMBS 3.5 BV0790 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $578K – 0.00
FNCL UMBS 3.5 BV3316 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $41K – 0.00
FNCL UMBS 3.5 CA0770 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $143K – 0.00
FNCL UMBS 3.5 CA0854 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 3.5 CA1189 02-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 3.5 CA1532 04-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.01
FNCL UMBS 3.5 CA4021 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 3.5 CA4151 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 3.5 CA4802 12-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 3.5 FM1062 06-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 3.5 FM1443 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 3.5 FM2318 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $34M – 0.04
FNCL UMBS 3.5 FM3280 05-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $386K – 0.00
FNCL UMBS 3.5 FM9416 07-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 3.5 FS0972 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $24M – 0.03
FNCL UMBS 3.5 FS5313 01-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $179M – 0.21
FNCL UMBS 3.5 QA0284 06-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 3.5 QA2748 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $786K – 0.00
FNCL UMBS 3.5 QA5125 12-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.01
FNCL UMBS 3.5 QD7321 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $311K – 0.00
FNCL UMBS 3.5 QD8208 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $36K – 0.00
FNCL UMBS 3.5 QD9030 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $783K – 0.00
FNCL UMBS 3.5 QE5301 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $716K – 0.00
FNCL UMBS 3.5 QE5589 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $615K – 0.00
FNCL UMBS 3.5 RA1463 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.5 RA1580 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.5 SD0873 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.03
FNCL UMBS 3.5 SD7508 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $50M – 0.06
FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 3.5 ZS4735 09-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $58K – 0.00
FNCL UMBS 3.5 ZS4747 12-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 4.0 890407 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $782K – 0.00
FNCL UMBS 4.0 AB4050 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $549K – 0.00
FNCL UMBS 4.0 AD8522 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $73K – 0.00
FNCL UMBS 4.0 AE7567 11-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.0 AE8073 12-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $281K – 0.00
FNCL UMBS 4.0 AH0007 12-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.0 AH0539 12-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $366K – 0.00
FNCL UMBS 4.0 AI5172 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $351K – 0.00
FNCL UMBS 4.0 AJ0257 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $93K – 0.00
FNCL UMBS 4.0 AJ1873 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $284K – 0.00
FNCL UMBS 4.0 AJ4154 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $296K – 0.00
FNCL UMBS 4.0 AJ4189 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $329K – 0.00
FNCL UMBS 4.0 AJ7471 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $361K – 0.00
FNCL UMBS 4.0 AK4949 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $169K – 0.00
FNCL UMBS 4.0 AK6740 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 AL2745 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.0 AS6348 12-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 AS6839 03-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 AT2683 05-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.0 AV0786 11-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 AX0817 09-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $172K – 0.00
FNCL UMBS 4.0 AX3703 09-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 AZ7366 11-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14M – 0.02
FNCL UMBS 4.0 BC1352 03-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $992K – 0.00
FNCL UMBS 4.0 BD3554 07-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $387K – 0.00
FNCL UMBS 4.0 BD7087 03-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $30M – 0.04
FNCL UMBS 4.0 BH3122 06-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $63K – 0.00
FNCL UMBS 4.0 BH5696 10-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $38M – 0.05
FNCL UMBS 4.0 BJ5015 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.0 BK5232 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $881K – 0.00
FNCL UMBS 4.0 BK6840 06-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.0 BK9743 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $316K – 0.00
FNCL UMBS 4.0 BM5148 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $32M – 0.04
FNCL UMBS 4.0 BM5349 09-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $66M – 0.08
FNCL UMBS 4.0 BU5976 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $55K – 0.00
FNCL UMBS 4.0 BW1241 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $467K – 0.00
FNCL UMBS 4.0 BW7063 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $242K – 0.00
FNCL UMBS 4.0 BW9778 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $291K – 0.00
FNCL UMBS 4.0 BW9888 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $190K – 0.00
FNCL UMBS 4.0 CA0453 09-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 CA2850 12-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.0 CB4604 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $411K – 0.00
FNCL UMBS 4.0 CB4818 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.0 FM1913 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.0 FM1963 11-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $31M – 0.04
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 FS3189 04-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 4.0 FS4783 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $68M – 0.08
FNCL UMBS 4.0 FS4947 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $194K – 0.00
FNCL UMBS 4.0 MA3211 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 MA4732 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $311K – 0.00
FNCL UMBS 4.0 MA4866 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $63M – 0.07
FNCL UMBS 4.0 MA4993 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 4.0 MA5263 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 4.0 MA5320 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 MA5341 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $30M – 0.04
FNCL UMBS 4.0 MA5378 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 4.0 MA5385 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.01
FNCL UMBS 4.0 QD9527 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $16K – 0.00
FNCL UMBS 4.0 QE4383 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $806K – 0.00
FNCL UMBS 4.0 QE8533 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $185K – 0.00
FNCL UMBS 4.0 QE9260 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $234K – 0.00
FNCL UMBS 4.0 QE9349 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $275K – 0.00
FNCL UMBS 4.0 QF2221 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.01
FNCL UMBS 4.0 QF2223 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $291K – 0.00
FNCL UMBS 4.0 QF7852 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.0 QF9463 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 QG0719 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 4.0 QI0001 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.0 RA7918 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $280K – 0.00
FNCL UMBS 4.0 SD0470 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 4.0 SD1502 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 SD1894 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $40M – 0.05
FNCL UMBS 4.0 SD1896 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $117M – 0.14
FNCL UMBS 4.0 SD2066 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.0 SD2079 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 4.0 SD3214 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 4.0 SD3245 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $39M – 0.05
FNCL UMBS 4.0 SD8237 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $749K – 0.00
FNCL UMBS 4.0 SD8286 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 4.0 SD8321 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $502K – 0.00
FNCL UMBS 4.0 SD8357 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 4.0 SD8390 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 4.0 ZT2265 08-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 4.5 932119 11-01-24 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $35K – 0.00
FNCL UMBS 4.5 AC2641 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.5 AD5692 05-01-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $42K – 0.00
FNCL UMBS 4.5 AE5471 10-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $461K – 0.00
FNCL UMBS 4.5 BD7600 09-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $74K – 0.00
FNCL UMBS 4.5 BD9248 10-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $213K – 0.00
FNCL UMBS 4.5 BH0876 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.5 BJ3525 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $991K – 0.00
FNCL UMBS 4.5 BJ3558 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.5 BJ3581 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $500K – 0.00
FNCL UMBS 4.5 BK0163 02-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 4.5 BK9761 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $206K – 0.00
FNCL UMBS 4.5 BM4413 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.5 BW5182 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.5 BW5232 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.5 BW8175 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.5 BW9049 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $396K – 0.00
FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 4.5 CB6719 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 4.5 CB6853 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 4.5 FS5554 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 4.5 MA4867 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 4.5 MA4977 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $913K – 0.00
FNCL UMBS 4.5 MA5037 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $12M – 0.01
FNCL UMBS 4.5 MA5070 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $40M – 0.05
FNCL UMBS 4.5 MA5105 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $28M – 0.03
FNCL UMBS 4.5 MA5136 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 4.5 MA5163 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $840K – 0.00
FNCL UMBS 4.5 QE7539 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $509K – 0.00
FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $573K – 0.00
FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.5 QF1236 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.5 QF1254 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 4.5 QF2009 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $326K – 0.00
FNCL UMBS 4.5 QF2368 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.5 QF2960 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 4.5 RA7556 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $234K – 0.00
FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $341K – 0.00
FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $221K – 0.00
FNCL UMBS 4.5 SD8257 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 4.5 SD8287 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 4.5 SD8306 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $361K – 0.00
FNCL UMBS 4.5 SD8328 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $13M – 0.01
FNCL UMBS 4.5 SD8360 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $14M – 0.02
FNCL UMBS 4.5 SD8370 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 4.5 SD8381 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 4.5 SD8393 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 4.5 SD8418 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 5.0 695412 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4K – 0.00
FNCL UMBS 5.0 745140 11-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $136K – 0.00
FNCL UMBS 5.0 931768 08-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $33K – 0.00
FNCL UMBS 5.0 AC0794 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $25K – 0.00
FNCL UMBS 5.0 AD3566 10-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23K – 0.00
FNCL UMBS 5.0 AE1248 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $41K – 0.00
FNCL UMBS 5.0 AE1277 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $99K – 0.00
FNCL UMBS 5.0 AE1290 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $129K – 0.00
FNCL UMBS 5.0 AH6099 03-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $938K – 0.00
FNCL UMBS 5.0 AH8144 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $30K – 0.00
FNCL UMBS 5.0 AH9479 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $29K – 0.00
FNCL UMBS 5.0 AI1862 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 AI3510 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $584K – 0.00
FNCL UMBS 5.0 AJ0704 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $498K – 0.00
FNCL UMBS 5.0 AJ5391 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $360K – 0.00
FNCL UMBS 5.0 BU4046 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.0 BU4112 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $92K – 0.00
FNCL UMBS 5.0 BV8976 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.01
FNCL UMBS 5.0 BW0958 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 5.0 BW1296 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $39M – 0.05
FNCL UMBS 5.0 BW5057 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 5.0 BX5673 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $190K – 0.00
FNCL UMBS 5.0 BX7642 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.0 BX8434 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 BX8625 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 5.0 BX8673 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $746K – 0.00
FNCL UMBS 5.0 BX8880 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $709K – 0.00
FNCL UMBS 5.0 BX9041 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $184K – 0.00
FNCL UMBS 5.0 BX9135 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.0 BY0545 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 BY0879 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $620K – 0.00
FNCL UMBS 5.0 BY0889 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 BY1265 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.0 BY1497 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 5.0 BY2022 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 5.0 BY2247 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $400K – 0.00
FNCL UMBS 5.0 BY2251 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.0 BY2305 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 5.0 BY2604 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 5.0 BY3600 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.0 BY4170 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.0 BY4222 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.0 BY4405 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $29M – 0.03
FNCL UMBS 5.0 BY5875 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.0 BY6723 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.0 BY6759 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 5.0 BY8986 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.0 CA2102 07-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $393K – 0.00
FNCL UMBS 5.0 CB4135 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $164K – 0.00
FNCL UMBS 5.0 CB5019 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $189K – 0.00
FNCL UMBS 5.0 CB5986 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $92K – 0.00
FNCL UMBS 5.0 FS4238 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $849K – 0.00
FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 5.0 FS6769 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $290M – 0.34
FNCL UMBS 5.0 FS7252 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $281M – 0.33
FNCL UMBS 5.0 MA4737 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $634K – 0.00
FNCL UMBS 5.0 MA5009 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 5.0 MA5038 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $49M – 0.06
FNCL UMBS 5.0 MA5071 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $21M – 0.02
FNCL UMBS 5.0 QE5750 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $29M – 0.03
FNCL UMBS 5.0 QE6185 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $683K – 0.00
FNCL UMBS 5.0 QE8282 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $27K – 0.00
FNCL UMBS 5.0 QF1352 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $24M – 0.03
FNCL UMBS 5.0 QF4623 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $83M – 0.10
FNCL UMBS 5.0 QG0749 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 5.0 QG1829 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 QG2060 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $708K – 0.00
FNCL UMBS 5.0 QG3743 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 5.0 QG4778 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $949K – 0.00
FNCL UMBS 5.0 QG6394 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $899K – 0.00
FNCL UMBS 5.0 QG6641 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 5.0 QG7072 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.0 QG8013 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $720K – 0.00
FNCL UMBS 5.0 QG9079 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 5.0 QG9140 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $987K – 0.00
FNCL UMBS 5.0 RA7502 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $123K – 0.00
FNCL UMBS 5.0 RA7618 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $361K – 0.00
FNCL UMBS 5.0 RA7938 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 5.0 RJ1855 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.01
FNCL UMBS 5.0 SD2654 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $276M – 0.33
FNCL UMBS 5.0 SD4997 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.0 SD4999 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $72M – 0.09
FNCL UMBS 5.0 SD8258 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $144M – 0.17
FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.0 SD8315 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 5.0 SD8323 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $124M – 0.15
FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $788K – 0.00
FNCL UMBS 5.5 889982 11-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14K – 0.00
FNCL UMBS 5.5 988588 08-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3K – 0.00
FNCL UMBS 5.5 BU4699 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $36M – 0.04
FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $21M – 0.02
FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23M – 0.03
FNCL UMBS 5.5 BW5286 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $50K – 0.00
FNCL UMBS 5.5 BW5402 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $608K – 0.00
FNCL UMBS 5.5 BX2476 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.5 BX6216 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $796K – 0.00
FNCL UMBS 5.5 BX6633 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $488K – 0.00
FNCL UMBS 5.5 BX7779 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 5.5 BX8389 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $453K – 0.00
FNCL UMBS 5.5 BX8514 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.5 BX8515 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.5 BX8556 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.5 BX8835 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $348K – 0.00
FNCL UMBS 5.5 BX9116 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 5.5 BX9431 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.5 BY0003 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.5 BY0007 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 5.5 BY0091 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 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 BY1223 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.5 BY3208 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $244K – 0.00
FNCL UMBS 5.5 BY3337 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.5 BY4223 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $210K – 0.00
FNCL UMBS 5.5 CB8143 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $33M – 0.04
FNCL UMBS 5.5 CB8147 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $63M – 0.07
FNCL UMBS 5.5 CB8148 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 5.5 CB8151 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14M – 0.02
FNCL UMBS 5.5 CB8328 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $720K – 0.00
FNCL UMBS 5.5 CB8337 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 5.5 CB8536 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $58M – 0.07
FNCL UMBS 5.5 DA8433 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 5.5 DB1300 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $26M – 0.03
FNCL UMBS 5.5 DB5160 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.5 FS3981 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $34M – 0.04
FNCL UMBS 5.5 FS4152 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $362K – 0.00
FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.5 FS4774 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $872K – 0.00
FNCL UMBS 5.5 FS5192 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $63M – 0.07
FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $680K – 0.00
FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $649K – 0.00
FNCL UMBS 5.5 FS8131 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNCL UMBS 5.5 MA4842 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $33M – 0.04
FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $47M – 0.06
FNCL UMBS 5.5 MA4979 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $78M – 0.09
FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $135M – 0.16
FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $135M – 0.16
FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $141M – 0.17
FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $186M – 0.22
FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 5.5 MA5190 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $504M – 0.60
FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $82M – 0.10
FNCL UMBS 5.5 MA5271 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $214M – 0.25
FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $39M – 0.05
FNCL UMBS 5.5 MA5353 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $182M – 0.22
FNCL UMBS 5.5 QE7987 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $288K – 0.00
FNCL UMBS 5.5 QF7144 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.5 QF7483 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $864K – 0.00
FNCL UMBS 5.5 QF7774 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.5 QF8331 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $505K – 0.00
FNCL UMBS 5.5 QF8462 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.02
FNCL UMBS 5.5 QF9076 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 5.5 QG1266 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $135K – 0.00
FNCL UMBS 5.5 QG1719 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $45K – 0.00
FNCL UMBS 5.5 QG3365 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.5 QG3382 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.5 QG3775 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23K – 0.00
FNCL UMBS 5.5 QG4632 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS 5.5 QG4732 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $35K – 0.00
FNCL UMBS 5.5 QG5097 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 5.5 QG5136 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 5.5 QI8872 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 5.5 RA8059 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $46M – 0.05
FNCL UMBS 5.5 RA8544 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $78M – 0.09
FNCL UMBS 5.5 RJ1066 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $30M – 0.04
FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.02
FNCL UMBS 5.5 RJ1415 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 5.5 RJ1448 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 5.5 RJ1512 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $37M – 0.04
FNCL UMBS 5.5 RJ1768 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 5.5 RJ1857 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $56M – 0.07
FNCL UMBS 5.5 SD1961 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 5.5 SD2948 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $57M – 0.07
FNCL UMBS 5.5 SD3369 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $66M – 0.08
FNCL UMBS 5.5 SD3386 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $62M – 0.07
FNCL UMBS 5.5 SD3559 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 5.5 SD8316 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $33M – 0.04
FNCL UMBS 5.5 SD8324 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $174M – 0.21
FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $145M – 0.17
FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $600M – 0.71
FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $57M – 0.07
FNCL UMBS 5.5 SD8367 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $184M – 0.22
FNCL UMBS 5.5 SD8372 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $102M – 0.12
FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $107M – 0.13
FNCL UMBS 6.0 945680 09-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15K – 0.00
FNCL UMBS 6.0 BO9414 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $28M – 0.03
FNCL UMBS 6.0 BW5278 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 6.0 BX4070 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 6.0 BX5040 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 6.0 BX5666 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 6.0 BX5931 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 6.0 BY4290 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $994K – 0.00
FNCL UMBS 6.0 CB5525 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $49K – 0.00
FNCL UMBS 6.0 CB5778 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS 6.0 CB6465 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14M – 0.02
FNCL UMBS 6.0 CB6485 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $32M – 0.04
FNCL UMBS 6.0 CB6486 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 6.0 CB7118 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $57M – 0.07
FNCL UMBS 6.0 CB7122 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $51M – 0.06
FNCL UMBS 6.0 CB7339 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $227M – 0.27
FNCL UMBS 6.0 CB7344 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $38M – 0.04
FNCL UMBS 6.0 CB7438 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $56M – 0.07
FNCL UMBS 6.0 CB7480 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $39M – 0.05
FNCL UMBS 6.0 CB7725 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $76M – 0.09
FNCL UMBS 6.0 CB7862 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $90M – 0.11
FNCL UMBS 6.0 CB7932 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $31M – 0.04
FNCL UMBS 6.0 CB8003 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $70M – 0.08
FNCL UMBS 6.0 CB8153 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $29M – 0.03
FNCL UMBS 6.0 CB8163 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $24M – 0.03
FNCL UMBS 6.0 CB8168 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 6.0 CB8385 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $102M – 0.12
FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $13M – 0.02
FNCL UMBS 6.0 DA9098 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 6.0 DA9344 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 6.0 DB1299 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $17M – 0.02
FNCL UMBS 6.0 FS3411 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $51K – 0.00
FNCL UMBS 6.0 FS5343 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 6.0 FS7031 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $12M – 0.01
FNCL UMBS 6.0 FS7221 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS 6.0 FS7503 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $33M – 0.04
FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $24M – 0.03
FNCL UMBS 6.0 MA4894 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $59M – 0.07
FNCL UMBS 6.0 MA4920 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 6.0 MA4942 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 6.0 MA4980 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $64M – 0.08
FNCL UMBS 6.0 MA5011 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $346M – 0.41
FNCL UMBS 6.0 MA5040 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $113M – 0.13
FNCL UMBS 6.0 MA5073 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $26M – 0.03
FNCL UMBS 6.0 MA5139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $73M – 0.09
FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $83M – 0.10
FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $64M – 0.08
FNCL UMBS 6.0 MA5216 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $48M – 0.06
FNCL UMBS 6.0 MA5247 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $46M – 0.05
FNCL UMBS 6.0 MA5421 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $43M – 0.05
FNCL UMBS 6.0 QF6121 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $453K – 0.00
FNCL UMBS 6.0 QG4096 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $473K – 0.00
FNCL UMBS 6.0 QH5936 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 6.0 QI0006 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $11M – 0.01
FNCL UMBS 6.0 RA8423 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $13M – 0.01
FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $19M – 0.02
FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 6.0 RA9474 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 6.0 RA9854 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $35M – 0.04
FNCL UMBS 6.0 RJ0440 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $45M – 0.05
FNCL UMBS 6.0 RJ1076 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 6.0 RJ1346 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $34M – 0.04
FNCL UMBS 6.0 RJ1348 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 6.0 RJ1429 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $72M – 0.09
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 RJ1435 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $16M – 0.02
FNCL UMBS 6.0 RJ1779 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $29M – 0.03
FNCL UMBS 6.0 RJ1785 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $42M – 0.05
FNCL UMBS 6.0 RJ1859 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $35M – 0.04
FNCL UMBS 6.0 SD2246 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $64K – 0.00
FNCL UMBS 6.0 SD2618 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $58K – 0.00
FNCL UMBS 6.0 SD2861 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.02
FNCL UMBS 6.0 SD3083 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $24M – 0.03
FNCL UMBS 6.0 SD3177 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $55M – 0.07
FNCL UMBS 6.0 SD3240 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.03
FNCL UMBS 6.0 SD3356 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $22M – 0.03
FNCL UMBS 6.0 SD3434 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $25M – 0.03
FNCL UMBS 6.0 SD3639 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $89M – 0.11
FNCL UMBS 6.0 SD4053 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $88M – 0.10
FNCL UMBS 6.0 SD4795 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $59M – 0.07
FNCL UMBS 6.0 SD4842 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $96M – 0.11
FNCL UMBS 6.0 SD4896 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 6.0 SD4897 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $32M – 0.04
FNCL UMBS 6.0 SD4964 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 6.0 SD4975 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 6.0 SD5117 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $54M – 0.06
FNCL UMBS 6.0 SD5303 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $46M – 0.05
FNCL UMBS 6.0 SD8290 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $89M – 0.11
FNCL UMBS 6.0 SD8301 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $54M – 0.06
FNCL UMBS 6.0 SD8325 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $130M – 0.15
FNCL UMBS 6.0 SD8332 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $92M – 0.11
FNCL UMBS 6.0 SD8343 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $104M – 0.12
FNCL UMBS 6.0 SD8368 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $198M – 0.23
FNCL UMBS 6.0 SD8373 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $74M – 0.09
FNCL UMBS 6.0 SD8384 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $196M – 0.23
FNCL UMBS 6.0 SD8396 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $57M – 0.07
FNCL UMBS 6.0 SD8402 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $29M – 0.03
FNCL UMBS 6.0 SD8447 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $40M – 0.05
FNCL UMBS 6.5 251752 06-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $23.54 – 0.00
FNCL UMBS 6.5 303591 11-01-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5.6 – 0.00
FNCL UMBS 6.5 496029 01-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $37.14 – 0.00
FNCL UMBS 6.5 CB6106 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCL UMBS 6.5 CB6468 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 6.5 CB6490 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 6.5 CB6491 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $27M – 0.03
FNCL UMBS 6.5 CB6768 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $72M – 0.09
FNCL UMBS 6.5 CB7139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCL UMBS 6.5 CB7917 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $42M – 0.05
FNCL UMBS 6.5 CB7933 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $54M – 0.06
FNCL UMBS 6.5 CB8387 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 6.5 FS5749 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $140M – 0.17
FNCL UMBS 6.5 FS6610 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $48M – 0.06
FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $72M – 0.09
FNCL UMBS 6.5 QH5945 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $35M – 0.04
FNCL UMBS 6.5 RA9287 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCL UMBS 6.5 RA9288 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 6.5 RA9289 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $7M – 0.01
FNCL UMBS 6.5 RA9290 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS 6.5 RA9291 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $3M – 0.00
FNCL UMBS 6.5 RA9292 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCL UMBS 6.5 RA9294 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCL UMBS 6.5 RA9295 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2M – 0.00
FNCL UMBS 6.5 RA9888 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $67M – 0.08
FNCL UMBS 6.5 RJ0856 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $20M – 0.02
FNCL UMBS 6.5 RJ0881 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $25M – 0.03
FNCL UMBS 6.5 RJ1441 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $36M – 0.04
FNCL UMBS 6.5 RJ1447 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $21M – 0.03
FNCL UMBS 6.5 RJ1726 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $31M – 0.04
FNCL UMBS 6.5 SD4966 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $46M – 0.05
FNCL UMBS 6.5 SD5404 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $76M – 0.09
FNCL UMBS 6.5 SD8369 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $35M – 0.04
FNCL UMBS 6.5 ZA0583 03-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $33.67 – 0.00
FNCL UMBS 6.5 ZS1566 08-01-37 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1K – 0.00
FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS 932606 02-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $59K – 0.00
FNCL UMBS AB1297 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $252K – 0.00
FNCL UMBS AE1283 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $64K – 0.00
FNCL UMBS AE1761 09-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCL UMBS AT0300 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $56K – 0.00
FNCL UMBS CA3807 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1000K – 0.00
FNCL UMBS QA1885 08-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCL UMBS QA4692 11-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $15M – 0.02
FNCL UMBS ZA5889 11-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1M – 0.00
FNCN UMBS 3.0 MA2973 04-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2K – 0.00
FNCN UMBS 3.0 MA3131 09-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $24K – 0.00
FNCT UMBS 2.0 BT5941 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNCT UMBS 2.0 FM7690 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $19M – 0.02
FNCT UMBS 2.0 FM8120 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNCT UMBS 2.0 MA4093 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCT UMBS 2.0 MA4152 10-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6M – 0.01
FNCT UMBS 2.0 MA4287 03-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNCT UMBS 2.0 MA4333 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $39M – 0.05
FNCT UMBS 2.0 MA4364 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $95M – 0.11
FNCT UMBS 2.0 MA4387 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $27M – 0.03
FNCT UMBS 2.0 MA4407 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $140M – 0.17
FNCT UMBS 2.0 MA4501 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $60M – 0.07
FNCT UMBS 2.0 MA4540 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $25M – 0.03
FNCT UMBS 2.0 MA4570 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15M – 0.02
FNCT UMBS 2.0 MA4586 04-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNCT UMBS 2.0 QK1181 11-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $9M – 0.01
FNCT UMBS 2.0 RB0544 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $23M – 0.03
FNCT UMBS 2.0 RB5071 09-01-40 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $4M – 0.00
FNCT UMBS 2.0 RB5118 07-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $82M – 0.10
FNCT UMBS 2.0 RB5121 08-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $129M – 0.15
FNCT UMBS 2.0 RB5138 12-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $61M – 0.07
FNCT UMBS 2.0 RB5145 02-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $12M – 0.01
FNCT UMBS 2.0 RB5148 03-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $49M – 0.06
FNCT UMBS 2.0 RB5153 04-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $16M – 0.02
FNCT UMBS 2.0 SC0113 12-01-40 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $5M – 0.01
FNCT UMBS 2.0 SC0148 07-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $62M – 0.07
FNCT UMBS 2.0 SC0149 03-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $16M – 0.02
FNCT UMBS 2.0 SC0169 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $8M – 0.01
FNCT UMBS 2.0 SC0175 09-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $16M – 0.02
FNCT UMBS 3.0 AS8355 11-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNCT UMBS 3.0 AS8554 12-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $672K – 0.00
FNCT UMBS 3.0 MA2866 01-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $8M – 0.01
FNCT UMBS 3.0 MA2897 02-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $14M – 0.02
FNCT UMBS 3.0 ZT1449 06-01-38 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $36M – 0.04
FNCT UMBS 4.0 MA2588 04-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1M – 0.00
FNCT UMBS 4.0 MA2787 10-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $800K – 0.00
FNCT UMBS 4.5 MA3539 12-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $31K – 0.00
FNCT UMBS 5.0 AL6344 02-01-31 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $119K – 0.00
FNCT UMBS 5.0 FM9892 09-01-31 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $37K – 0.00
FNCT UMBS 5.0 ZA1886 06-01-25 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $27K – 0.00
FNCT UMBS 5.0 ZT0799 09-01-31 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $18K – 0.00
FNCT UMBS 6.0 MA4908 01-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $53K – 0.00
FNCT UMBS 6.5 256449 10-01-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $9K – 0.00
FNCT UMBS 6.5 256821 07-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $723.86 – 0.00
FNCT UMBS 6.5 256856 08-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $21K – 0.00
FNCT UMBS 6.5 256886 09-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $15K – 0.00
FNCT UMBS 6.5 257145 03-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $6K – 0.00
FNCT UMBS 6.5 257431 10-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $1K – 0.00
FNCT UMBS 6.5 745316 02-01-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5K – 0.00
FNCT UMBS 6.5 995401 10-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $189.53 – 0.00
FNCT UMBS 6.5 AL1237 02-01-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $870.86 – 0.00
FNCT UMBS 6.5 AL8822 11-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $50.49 – 0.00
FNCT UMBS 6.5 ZA1940 04-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $6K – 0.00
FNCT UMBS 6.5 ZA1955 09-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2K – 0.00
FNCT UMBS 6.5 ZA1959 10-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2K – 0.00
FNCT UMBS 6.5 ZS8801 03-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $1K – 0.00
FNCT UMBS 6.5 ZS8948 03-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) Long ABS-mortgage backed security US $2K – 0.00
FNCZ 7.0 256893 40YR 08-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10K – 0.00
FNGT 01-T10 A1 7.0% 12-25-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $669K – 0.00
FNIONP 6.0 913966 02-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $2K – 0.00
FNMA 19-M5 A2 (MF) 3.273% 01-25-29 (FANNIE MAE ACES FNMA_19-M5) Long ABS-collateralized bond/debt obligation US $392K – 0.00
FNMA 24-M1A A2 FRN 01-25-34 (FANNIEMAE-ACES FNMA_24-M1A) Long ABS-collateralized bond/debt obligation US $8M – 0.01
FNMDI3 3.0 BF0293 07-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNMDI3 3.5 BF0318 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $24M – 0.03
FNMDI3 5.5 BF0320 01-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $5M – 0.01
FNMDI4 3.0 BF0548 07-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $18M – 0.02
FNMDI4 3.5 BF0145 03-01-57 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $12M – 0.01
FNMDI4 3.5 BF0299 08-01-58 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $19M – 0.02
FNMDI4 3.5 BF0379 04-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $29M – 0.03
FNMDI4 3.5 BF0480 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $30M – 0.04
FNMDI4 3.5 BF0481 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $47M – 0.06
FNMDI4 3.5 BF0765 09-01-63 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $44M – 0.05
FNMDI4 3.5 BM6693 08-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $22M – 0.03
FNMDI4 4.0 BF0563 09-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $10M – 0.01
FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $7M – 0.01
FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $37M – 0.04
FNMNT 24-1 A 5.34% 05-15-30/05-17-27 (FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1) Long ABS-other US $16M – 0.02
FNPPK0 7.0 924069 05-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $69K – 0.00
FNPPK0 954936 07-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $35K – 0.00
FNPPKL 7.0 954927 07-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $90K – 0.00
FNPPKL 7.0 966170 07-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $68K – 0.00
FNPPKL 7.5 914612 03-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-mortgage backed security US $50K – 0.00
FNR 01-25 ZA 6.5% 06-25-31 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $273K – 0.00
FNR 01-4 GA WAC FRN 04-17-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $7.59 – 0.00
FNR 01-50 BA 7.0% 10-25-2041 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $97K – 0.00
FNR 06-32 OA PAC PO .0% 05-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $229K – 0.00
FNR 06-51 PO PAC PO .0% 03-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $181K – 0.00
FNR 06-96 OP PAC PO .0% 10-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $80K – 0.00
FNR 2001-4 NA WAC FRN 10-25-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $62.76 – 0.00
FNW 02-W1 2A FRN 02-25-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $545K – 0.00
FNW 02-W3 A5 7.5% 11-25-41/01-25-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $468K – 0.00
FNW 02-W7 A5 7.5% 02-25-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $44K – 0.00
FNW 98-W5 B3 144A 6.5% 07-25-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) Long ABS-collateralized bond/debt obligation US $129K – 0.00
FORD MOTOR CO SR UNSEC 3.25% 02-12-32 Long Debt US $5M – 0.01
FORD MOTOR CO SR UNSEC 6.1% 08-19-32 Long Debt US $4M – 0.00
FORD MOTOR CREDIT CO LLC SR UNSEC 2.3% 02-10-25 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $32M – 0.04
FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $64M – 0.08
FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $59M – 0.07
FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $32M – 0.04
FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $2M – 0.00
FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $35M – 0.04
FORD MOTOR CREDIT CO LLC SR UNSEC 3.664% 09-08-24 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $6M – 0.01
FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $7M – 0.01
FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $4M – 0.00
FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $23M – 0.03
FORD MOTOR CREDIT CO LLC SR UNSEC 4.134% 08-04-25 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $393K – 0.00
FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $41M – 0.05
FORD MOTOR CREDIT CO LLC SR UNSEC 4.542% 08-01-26 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $18M – 0.02
FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $23M – 0.03
FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $84M – 0.10
FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $993K – 0.00
FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-05-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $23M – 0.03
FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $50M – 0.06
FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $49M – 0.06
FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $68M – 0.08
FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $11M – 0.01
FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $23M – 0.03
FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $9M – 0.01
FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $6M – 0.01
FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $23M – 0.03
FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $12M – 0.01
FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 03-06-30 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $81M – 0.10
FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $106M – 0.13
FORDF 23-1 A1 144A 4.92% 05-15-28/26 (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1) Long ABS-other US $26M – 0.03
FORDL 23-A A3 4.94% 03-15-26/03-17-25 (FORD CREDIT AUTO LEASE TRUST FORDL_23-A) Long ABS-other US $1M – 0.00
FORDL 23-A A4 4.83% 05-15-26/25 (FORD CREDIT AUTO LEASE TRUST FORDL_23-A) Long ABS-other US $1M – 0.00
FORDL 24-A A3 5.06% 05-15-27/26 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) Long ABS-other US $12M – 0.01
FORDL 24-A A4 5.05% 06-15-27/26 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) Long ABS-other US $3M – 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 $19M – 0.02
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 $47M – 0.06
FORDR 21-1 A 144A 1.37% 10-17-33/04-15-26 (FORD CREDIT AUTO OWNER TRUST FORDR_21-1) Long ABS-other US $20M – 0.02
FORDR 23-1 A 144A 4.85% 08-15-35/02-15-28 (FORD CREDIT AUTO OWNER TRUST FORDR_23-1) Long ABS-other US $16M – 0.02
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 $86M – 0.10
FORESTAR GROUP INC 144A LIFE SR UNSEC 3.85% 05-15-26 Long Debt US $4M – 0.00
FORESTAR GROUP INC 144A LIFE SR UNSEC 5.0% 03-01-28 Long Debt US $2M – 0.00
FORTREA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.5% 07-01-30 Long Debt US $3M – 0.00
FORTREA HOLDINGS INC TL-B (TSFR3M+375)(FLR 0.50) 9.09393% 07-01-30 Long Loan US $958K – 0.00
FRA GB 10YR FUT OATU4 09-06-24 (EUREX CLEARING AG) Derivative-interest rate DE $-3M – -0.00
FREEPORT INDONESIA PT REG S SR UNSEC 4.763% 04-14-27 Long Debt ID $5M – 0.01
FREEPORT INDONESIA PT REG S SR UNSEC 5.315% 04-14-32 Long Debt ID $7M – 0.01
FREEPORT INDONESIA PT REG S SR UNSEC 6.2% 04-14-52 Long Debt ID $2M – 0.00
FREEPORT-MCMORAN INC SR UNSEC 5.4% 11-14-34 Long Debt US $1M – 0.00
FREEPORT-MCMORAN INC SR UNSEC 5.45% 03-15-43 Long Debt US $2M – 0.00
FREMF 24-K517 A2 FRN 01-25-29 (FREMF MORTGAGE TRUST FREMF_24-K517) Long ABS-collateralized bond/debt obligation US $10M – 0.01
FREMF K-142 A2 2.4% 03-25-32 (FREMF MORTGAGE TRUST FREMF_22-K142) Long ABS-collateralized bond/debt obligation US $7M – 0.01
FRESNILLO PLC 144A LIFE SR UNSEC 4.25% 10-02-50 Long Debt MX $7M – 0.01
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30 Long Debt US $2M – 0.00
FS 23-4SZN A 144A 7.06626% 11-10-39/11-15-27 (FS COMMERCIAL TRUST FS_23-4SZN) Long ABS-collateralized bond/debt obligation US $17M – 0.02
FSMT 21-11INV A2 144A FRN 11-25-51 (FLAGSTAR MORTGAGE TRUST FSMT_21-11INV) Long ABS-collateralized bond/debt obligation US $2M – 0.00
FSMT 21-11INV A4 144A FRN 11-25-51 (FLAGSTAR MORTGAGE TRUST FSMT_21-11INV) Long ABS-collateralized bond/debt obligation US $11M – 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 $11M – 0.01
FSWP: OIS PAYFIX USD 3.3985% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) Derivative-interest rate US $399K – 0.00
FSWP: OIS PAYFIX USD 3.413% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) Derivative-interest rate US $369K – 0.00
FSWP: OIS PAYFIX USD 3.531% 03-18-26/03-18-56 LCH (RISKLESS ISSUER) Derivative-interest rate US $183K – 0.00
FSWP: OIS RECFIX USD 3.355% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) Derivative-interest rate US $-779K – -0.00
FSWP: OIS RECFIX USD 3.379% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) Derivative-interest rate US $-730K – -0.00
FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) Derivative-interest rate US $-280K – -0.00
FSWP: OIS RECFIX USD 3.624% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) Derivative-interest rate US $-551K – -0.00
FSWP: OIS RECFIX USD 3.7245% 03-18-26/03-18-28 LCH (RISKLESS ISSUER) Derivative-interest rate US $-62K – -0.00
G2JM 4.5 MA5754 02-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $26K – 0.00
G2JM 5.0 MA5755 02-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $114K – 0.00
G2JO 2.5 MA0908 04-20-28 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $316K – 0.00
G2RF 4.329 AC1008 10-20-63 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $859.06 – 0.00
G2RF 4.807 AE9612 01-20-65 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2K – 0.00
G2RF 4.808 776095 02-20-64 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $401 – 0.00
G2RF 4.893 725879 10-20-61 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1K – 0.00
G2RF 4.9 725876 09-20-61 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $388.65 – 0.00
G2RF 4.905 AG8238 12-20-64 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2K – 0.00
G2RF 4.979 710085 09-20-61 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2K – 0.00
G2RF 5.05 721648 04-20-61 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $3K – 0.00
G2RF 5.2 725893 09-20-64 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $136.89 – 0.00
G2RF 5.682 694836 09-20-59 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $8.94 – 0.00
G2SF 2.0 MA6994 11-20-50 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $12M – 0.01
G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $18M – 0.02
G2SF 2.5 785575 08-20-51 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $25M – 0.03
G2SF 2.5 785607 08-20-51 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $39M – 0.05
G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $30M – 0.04
G2SF 2.5 785813 12-20-51 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $19M – 0.02
G2SF 2.5 785847 01-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $27M – 0.03
G2SF 2.5 785998 03-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2M – 0.00
G2SF 2.5 786502 02-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1M – 0.00
G2SF 2.5 786647 03-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $83K – 0.00
G2SF 2.5 786701 03-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $488K – 0.00
G2SF 2.5 786706 12-20-51 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $8M – 0.01
G2SF 2.5 BZ3978 11-20-50 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1M – 0.00
G2SF 2.5 MA7827 01-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $8M – 0.01
G2SF 2.5 MA8147 07-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $675K – 0.00
G2SF 2.5 TBA 07-01-54 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $15M – 0.02
G2SF 3.0 BC1530 08-20-47 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $3M – 0.00
G2SF 3.0 BC1565 08-20-47 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1M – 0.00
G2SF 3.0 MA8148 07-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $35M – 0.04
G2SF 3.0 TBA 07-01-54 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $29M – 0.03
G2SF 3.5 754353 04-20-42 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $237K – 0.00
G2SF 3.5 AD7620 03-20-43 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $724K – 0.00
G2SF 3.5 MA5019 02-20-48 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $195K – 0.00
G2SF 3.5 MA5263 06-20-48 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2M – 0.00
G2SF 3.5 MA5527 10-20-48 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1M – 0.00
G2SF 3.5 MA5594 11-20-48 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2M – 0.00
G2SF 3.5 MA6600 04-20-50 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $60M – 0.07
G2SF 3.5 MA8099 06-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $5M – 0.01
G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $149M – 0.18
G2SF 3.5 MA8425 11-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $3M – 0.00
G2SF 3.5 MA8487 12-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $29K – 0.00
G2SF 3.5 TBA 07-01-54 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $63M – 0.08
G2SF 4.0 MA5817 03-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $9M – 0.01
G2SF 4.0 MA8267 09-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $55M – 0.07
G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $41M – 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 $1M – 0.00
G2SF 4.0 MA8567 01-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $28M – 0.03
G2SF 4.0 MA8723 03-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $19M – 0.02
G2SF 4.0 TBA 07-01-54 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $25M – 0.03
G2SF 4.5 004636 02-20-40 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $701K – 0.00
G2SF 4.5 783687 12-20-41 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $3M – 0.00
G2SF 4.5 AB3664 08-20-41 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $103K – 0.00
G2SF 4.5 AB3818 06-20-41 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $59K – 0.00
G2SF 4.5 AC2886 08-20-41 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $552K – 0.00
G2SF 4.5 MA5652 12-20-48 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2M – 0.00
G2SF 4.5 MA5818 03-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2M – 0.00
G2SF 4.5 MA6041 07-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $260K – 0.00
G2SF 4.5 MA6156 09-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $2M – 0.00
G2SF 4.5 MA6602 04-20-50 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $384K – 0.00
G2SF 4.5 MA7259 03-20-51 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $18M – 0.02
G2SF 4.5 MA8799 04-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $193M – 0.23
G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $146M – 0.17
G2SF 4.5 MA9104 08-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $56M – 0.07
G2SF 4.5 MA9169 09-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $92M – 0.11
G2SF 5.0 783688 06-20-41 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1M – 0.00
G2SF 5.0 AB3819 12-20-39 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $256K – 0.00
G2SF 5.0 AB3820 12-20-35 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $161K – 0.00
G2SF 5.0 MA6042 07-20-49 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $64K – 0.00
G2SF 5.0 MA8800 04-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $4M – 0.00
G2SF 5.0 MA8878 05-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $9M – 0.01
G2SF 5.0 MA8947 06-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $3M – 0.00
G2SF 5.0 MA9016 07-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $32M – 0.04
G2SF 5.0 MA9170 09-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $54M – 0.06
G2SF 5.0 MA9240 10-20-53 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $3M – 0.00
G2SF 5.5 783689 02-20-40 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $1M – 0.00
G2SF 5.5 TBA 07-01-54 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $329M – 0.39
G2SF MA5332 07-20-48 (GINNIE MAE II POOL) Long ABS-mortgage backed security US $32K – 0.00
GALC 22-1 A4 144A 5.35% 07-16-29/10-15-26 (GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC_22-1) Long ABS-other US $13M – 0.01
GALC 23-1 A3 144A 5.15% 07-15-27/01-15-27 (GALC 2023-1) Long ABS-other US $1M – 0.00
GARTNER INC 144A LIFE SR UNSEC 4.5% 07-01-28 Long Debt US $2M – 0.00
GBP FWD SALE TO USD 7/22/2024 Derivative-foreign exchange $187K – 0.00
GC TREASURY CENTER CO LTD REG S SR UNSEC 2.98% 03-18-31 Long Debt TH $5M – 0.01
GC TREASURY CENTER CO LTD REG S SR UNSEC 4.4% 03-30-32 Long Debt TH $7M – 0.01
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 B 144A 5.89% 01-18-28 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) Long ABS-other US $10M – 0.01
GCAR 23-3 C 144A 6.01% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) Long ABS-other US $4M – 0.00
GCAR 23-3 D 144A 6.44% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) Long ABS-other US $4M – 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 $12M – 0.01
GCAR 24-1 A3 144A 5.4% 09-15-27 (GCAR 2024-1A) Long ABS-other US $2M – 0.00
GCAR 24-1 B 144A 5.49% 07-17-28 (GCAR 2024-1A) Long ABS-other US $9M – 0.01
GCAR 24-1 C 144A 5.64% 12-17-29 (GCAR 2024-1A) Long ABS-other US $12M – 0.01
GCAR 24-1 D 144A 5.95% 12-17-29 (GCAR 2024-1A) Long ABS-other US $10M – 0.01
GCAR 24-2 C 144A 6.03% 02-15-30/07-15-27 (GCAR 2024-2A) Long ABS-other US $15M – 0.02
GCAR_24-2 A3 144A 5.64% 01-15-28/02-17-26 (GCAR 2024-2A) Long ABS-other US $5M – 0.01
GCAR_24-2 B 144A 5.77% 11-15-28/10-15-26 (GCAR 2024-2A) Long ABS-other US $11M – 0.01
GCAR_24-2 E 144A 7.98% 05-15-31/03-15-29 (GCAR 2024-2A) Long ABS-other US $1M – 0.00
GCAT 21-NQM6 A1 144A FRN 08-25-66 (GCAT TRUST GCAT_21-NQM6) Long ABS-collateralized bond/debt obligation US $10M – 0.01
GCAT 24-NQM1 A1 144A 6.007% 01-25-59/01-01-28 (GCAT GCAT_24-NQM1) Long ABS-collateralized bond/debt obligation US $6M – 0.01
GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) Long ABS-collateralized bond/debt obligation US $10M – 0.01
GCBDC 21-1 A CLO 144A FRN (TSFR3M+186.161) 04-15-33 (GOLUB CAPITAL BDC 3 CLO GBDC3_21-1A) Long ABS-other KY $4M – 0.00
GCI 20-1 A 144A 2.82% 10-18-45/30 (GCI 2020-1) Long ABS-other US $1M – 0.00
GCI 20-1 B 144A 3.81% 10-18-45/30 (GCI 2020-1) Long ABS-other US $513K – 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 $5M – 0.01
GCI 21-1 B 144A 3.04% 06-18-46/09-18-31 (GCI FUNDING I LLC GCI_21-1) Long ABS-other US $168K – 0.00
GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27 Long Debt US $34M – 0.04
GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.857% 03-15-30 Long Debt US $1M – 0.00
GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.905% 11-22-32 Long Debt US $3M – 0.00
GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 6.377% 11-22-52 Long Debt US $2M – 0.00
GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31 Long Debt US $2M – 0.00
GENERAL DYNAMICS CORP SR UNSEC 3.5% 05-15-25 Long Debt US $8M – 0.01
GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30 Long Debt US $6M – 0.01
GENERAL DYNAMICS CORP SR UNSEC 3.75% 05-15-28 Long Debt US $6M – 0.01
GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27 Long Debt US $19M – 0.02
GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26 Long Debt US $6M – 0.01
GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26 Long Debt US $53M – 0.06
GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 02-26-27 Long Debt US $38M – 0.05
GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 08-20-27 Long Debt US $34M – 0.04
GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.0% 10-06-26 Long Debt US $7M – 0.01
GEORGIA POWER CO SR UNSEC 4.65% 05-16-28 Long Debt US $7M – 0.01
GEORGIA POWER CO SR UNSEC 4.95% 05-17-33 Long Debt US $24M – 0.03
GEORGIA POWER CO SR UNSEC 5.25% 03-15-34 Long Debt US $25M – 0.03
GFORT 24-1 A1 144A 5.13% 03-15-29/27 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) Long ABS-other US $10M – 0.01
GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50 Long Debt US $41K – 0.00
GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 Long Debt US $64M – 0.08
GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53 Long Debt US $38M – 0.05
GLAXOSMITHKLINE CAPITAL INC SR UNSEC 3.625% 05-15-25 Long Debt US $11M – 0.01
GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30 Long Debt US $550K – 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 $3M – 0.00
GMALT 23-3 A4 5.44% 08-20-27/02-20-26 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) Long ABS-other US $712K – 0.00
GMALT 24-2 A3 5.39% 07-20-27 (GMALT 2024-2) Long ABS-other US $3M – 0.00
GMCAR 20-4 C 1.05% 05-18-26/07-16-24 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4) Long ABS-other US $4M – 0.00
GMCAR 24-1 A3 4.85% 12-18-28 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) Long ABS-other US $849K – 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 $43M – 0.05
GMREV 23-1 A 144A 5.12% 04-11-35/05-11-28 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1) Long ABS-other US $35M – 0.04
GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) Long ABS-collateralized bond/debt obligation US $9M – 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
GOCAP 14-21 AR CLO 144A FRN (TSFR3M+173.16) 01-25-31 (GOLUB CAPITAL PARTNERS CLO LTD GOCAP_14-21A) Long ABS-other KY $2M – 0.00
GOCAP 16-31 CR CLO 144A FRN (TSFR3M+316.161) 08-05-30 (GOLUB CAPITAL PARTNERS CLO LTD GOCAP_16-31A) Long ABS-other KY $1M – 0.00
GOHL CAPITAL LTD REG S SR UNSEC 4.25% 01-24-27 Long Debt IM $24M – 0.03
GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34 Long Debt US $2M – 0.00
GOLDMAN SACHS GROUP INC SR UNSEC 0.855% 02-12-26/25 Long Debt US $388K – 0.00
GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26 Long Debt US $56M – 0.07
GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26 Long Debt US $78M – 0.09
GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31 Long Debt US $38M – 0.05
GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30 Long Debt US $3M – 0.00
GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27 Long Debt US $18M – 0.02
GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41 Long Debt US $13M – 0.02
GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32 Long Debt US $3M – 0.00
GOLDMAN SACHS GROUP INC SR UNSEC 3.5% 04-01-25 Long Debt US $14M – 0.02
GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27 Long Debt US $38M – 0.05
GOLDMAN SACHS GROUP INC SR UNSEC 3.8% 03-15-30 Long Debt US $9M – 0.01
GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28 Long Debt US $5M – 0.01
GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29 Long Debt US $118M – 0.14
GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34 Long Debt US $33M – 0.04
GOLDMAN SACHS GROUP INC SR UNSEC 6.484% 10-24-29/28 Long Debt US $43M – 0.05
GOLDMAN SACHS GROUP INC SR UNSEC 6.561% 10-24-34/33 Long Debt US $723K – 0.00
GOLDMAN SACHS GROUP INC SR UNSEC FRN 05-15-26 Long Debt US $7M – 0.01
GOST 24-1 A2 CLO 144A FRN (TSFR3M+155) 04-20-33 (GOST 2024-1A) Long ABS-other US $17M – 0.02
GOST 24-1 C CLO 144A FRN (TSFR3M+230) 04-20-33 (GOST 2024-1A) Long ABS-other US $10M – 0.01
GRAND CANYON UNIVERSITY SR UNSEC 4.125% 10-01-24 Long Debt US $25M – 0.03
GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52 Long Debt US $6M – 0.01
GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 3.5% 03-15-28 Long Debt US $7M – 0.01
GRAY TELEVISION INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29 Long Debt US $9M – 0.01
GRAY TELEVISION INC 144A LIFE SR UNSEC 4.75% 10-15-30 Long Debt US $5M – 0.01
GRAY TELEVISION INC 144A LIFE SR UNSEC 5.375% 11-15-31 Long Debt US $3M – 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 $6M – 0.01
GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 7.85% 11-09-33 Long Debt CO $3M – 0.00
GSAR 23-2 A2 144A 6.37% 06-15-28/26 (GLS AUTO SELECT RECEIVABLES TRUST GSAR_23-2) Long ABS-other US $4M – 0.00
GSAR 24-1 A2 144A 5.24% 03-15-30 (GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1) Long ABS-other US $9M – 0.01
GSAR 24-2 A2 144A 5.58% 06-17-30 (GSAR 2024-2A) Long ABS-other US $11M – 0.01
GSM 21-4 A1 CLO 144A FRN (TSFR3M+146.16) 07-15-34 (GULF STREAM MERIDIAN 1 LTD GSM_21-4A) Long ABS-other KY $3M – 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 $18M – 0.02
GSMS 14-GC24 A5 3.931% 09-10-47/08-12-24 (GS MORTGAGE SECURITIES TRUST GSMS_14-GC24) Long ABS-collateralized bond/debt obligation US $5M – 0.01
GSMS 15-GS1 A2 3.47% 11-10-48/10-10-25 (GS MORTGAGE SECURITIES TRUST GSMS_15-GS1) Long ABS-mortgage backed security US $3M – 0.00
GSMS 16-GS4 A3 3.178% 11-10-49/09-14-26 (GS MORTGAGE SECURITIES TRUST GSMS_16-GS4) Long ABS-mortgage backed security US $2M – 0.00
GSMS 16-GS4 A4 FRN 11-10-49/11-13-26 (GS MORTGAGE SECURITIES TRUST GSMS_16-GS4) Long ABS-mortgage backed security US $3M – 0.00
GSMS 17-GS7 A3 3.167% 08-10-50/05-12-27 (GS MORTGAGE SECURITIES TRUST GSMS_17-GS7) Long ABS-mortgage backed security US $800K – 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 $3M – 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 $239K – 0.00
GSMS 20-GC45 A5 2.9106% 02-13-53/12-14-29 (GSMS 2020-GC45) Long ABS-mortgage backed security US $154K – 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 $6M – 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 $1M – 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 $15M – 0.02
GTLNF 13-1 AR 144A CLO FRN (TSFR3M+136.16) 07-28-31 (GT LOAN FINANCING LTD GTLNF_13-1A) Long ABS-other KY $3M – 0.00
GUGG 22-2 D CLO 144A FRN (TSFR3M+595) 01-15-35 (GUGGENHEIM CLO GUGG_22-2) Long ABS-other US $1M – 0.00
GWOLF 13-1 B1RR CLO 144A FRN (TSFR3M+256) 04-15-34 (GREYWOLF CLO LTD GWOLF_13-1A) Long ABS-other KY $500K – 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 $16M – 0.02
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 $4M – 0.00
HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31 Long Debt US $4M – 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 $8M – 0.01
HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A LIFE SR UNSEC 5.95% 06-11-29 Long Debt US $4M – 0.01
HAROT 23-1 A3 5.04% 04-21-27/26 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) Long ABS-other US $1M – 0.00
HART 24-A A3 4.99% 02-15-29 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) Long ABS-other US $1M – 0.00
HART 24-A A4 4.92% 01-15-31 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) Long ABS-other US $2M – 0.00
HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32 Long Debt US $2M – 0.00
HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28 Long Debt US $2M – 0.00
HCA INC SR UNSEC 2.375% 07-15-31 Long Debt US $2M – 0.00
HCA INC SR UNSEC 3.375% 03-15-29 Long Debt US $369K – 0.00
HCA INC SR UNSEC 3.5% 09-01-30 Long Debt US $5M – 0.01
HCA INC SR UNSEC 3.625% 03-15-32 Long Debt US $12M – 0.01
HCA INC SR UNSEC 4.125% 06-15-29 Long Debt US $3M – 0.00
HCA INC SR UNSEC 4.625% 03-15-52 Long Debt US $261K – 0.00
HCA INC SR UNSEC 5.2% 06-01-28 Long Debt US $30M – 0.04
HCA INC SR UNSEC 5.25% 06-15-49 Long Debt US $7M – 0.01
HCA INC SR UNSEC 5.875% 02-01-29 Long Debt US $7M – 0.01
HCA INC SR UNSEC 5.875% 02-15-26 Long Debt US $5M – 0.01
HEAT 04-7 M1 FRN (TSFR1M+104.45) 01-25-35 (HOME EQUITY ASSET TRUST HEAT_04-7) Long ABS-other US $50K – 0.00
HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30 (GREECE REPUBLIC OF (GOVERNMENT)) Long Debt GR $75M – 0.09
HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33 (GREECE REPUBLIC OF (GOVERNMENT)) Long Debt GR $198M – 0.23
HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31 (GREECE REPUBLIC OF (GOVERNMENT)) Long Debt GR $62M – 0.07
HENDR 06-3A A1 144A FRN (TSFR1M +31.45) 09-15-41 (321 HENDERSON RECEIVABLES LLC HENDR_06-3A) Long ABS-other US $269K – 0.00
HERTZ 21-1A A 144A 1.21% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) Long ABS-other US $52M – 0.06
HERTZ 21-1A B 144A 1.56% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) Long ABS-other US $7M – 0.01
HERTZ 21-1A C 144A 2.05% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) Long ABS-other US $4M – 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 $72M – 0.08
HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) Long ABS-other US $6M – 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 $3M – 0.00
HERTZ 21-A B 144A 9.44% 06-25-25 (HERTZ VEHICLE FINANCING III LLC HERTZ_21-A) Long ABS-other US $50M – 0.06
HERTZ 22-1A A 144A 1.99% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) Long ABS-other US $30M – 0.04
HERTZ 22-1A B 144A 2.19% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) Long ABS-other US $2M – 0.00
HERTZ 22-2 D 144A 5.16% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) Long ABS-other US $8M – 0.01
HERTZ 22-4A A 144A 3.73% 09-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-4) Long ABS-other US $17M – 0.02
HERTZ 23-1 1D 144A 9.13% 06-25-27/26 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-1) Long ABS-other US $2M – 0.00
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 $9M – 0.01
HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 6.5% 06-01-29 Long Debt US $3M – 0.00
HEWLETT PACKARD ENTERPRISE CO SR UNSEC 5.9% 10-01-24 Long Debt US $5M – 0.01
HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29 Long Debt US $2M – 0.00
HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32 Long Debt US $9M – 0.01
HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 3.625% 02-15-32 (HILTON DOMESTIC OPERATING COMPANY INC) Long Debt US $10M – 0.01
HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31 (HILTON DOMESTIC OPERATING COMPANY INC) Long Debt US $13M – 0.01
HLA 18-2 C CLO 144A FRN (TSFR3M+366.16) 01-22-31 (HLA_18-2A) Long ABS-other US $711K – 0.00
HLM 13A-18 BR 144A CLO FRN (TSFR3M+160) 10-15-30 Long ABS-other US $10M – 0.01
HLM 6A-15 A1R CLO 144A FRN (TSFR3M+126.16) 02-05-31 (HIGHBRIDGE LOAN MANAGEMENT LTD HLM_6AR-2015) Long ABS-other KY $3M – 0.00
HLSY 20-2 A1 CLO 144A FRN (TSFR3M+212.16) 07-20-31 (HALSEYPOINT CLO I LTD HLSY_20-2A) Long ABS-other US $2M – 0.00
HOME DEPOT INC SR UNSEC 1.375% 03-15-31 Long Debt US $6M – 0.01
HOME DEPOT INC SR UNSEC 2.7% 04-15-30 Long Debt US $22M – 0.03
HOME DEPOT INC SR UNSEC 2.95% 06-15-29 Long Debt US $11M – 0.01
HOME DEPOT INC SR UNSEC 4.75% 06-25-29 Long Debt US $14M – 0.02
HOME DEPOT INC SR UNSEC 4.85% 06-25-31 Long Debt US $19M – 0.02
HOME DEPOT INC SR UNSEC 4.95% 06-25-34 Long Debt US $30M – 0.04
HOME DEPOT INC SR UNSEC 5.3% 06-25-54 Long Debt US $17M – 0.02
HONEYWELL INTERNATIONAL INC SR UNSEC 1.35% 06-01-25 Long Debt US $159K – 0.00
HONEYWELL INTERNATIONAL INC SR UNSEC 1.95% 06-01-30 Long Debt US $17M – 0.02
HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24 Long Debt US $3M – 0.00
HONEYWELL INTERNATIONAL INC SR UNSEC 4.95% 09-01-31 Long Debt US $2M – 0.00
HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 02-15-33 Long Debt US $500K – 0.00
HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 03-01-35 Long Debt US $3M – 0.00
HONEYWELL INTERNATIONAL INC SR UNSEC 5.25% 03-01-54 Long Debt US $3M – 0.00
HONEYWELL INTERNATIONAL INC SR UNSEC 5.35% 03-01-64 Long Debt US $3M – 0.00
HONGKONG LAND FINANCE CAYMAN ISLANDS CO LTD REG S SR UNSEC 4.5% 10-07-25 (HONGKONG LAND FINANCE (CAYMAN ISLANDS) COMPANY LTD) Long Debt KY $4M – 0.00
HOST HOTELS & RESORTS LP SR UNSEC 5.7% 07-01-34 Long Debt US $22M – 0.03
HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29 (HOWARD HUGHES CORP/THE) Long Debt US $19M – 0.02
HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31 (HOWARD HUGHES CORP/THE) Long Debt US $21M – 0.02
HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28 (HOWARD HUGHES CORP/THE) Long Debt US $12M – 0.01
HOWMET AEROSPACE INC SR UNSEC 5.95% 02-01-37 Long Debt US $16M – 0.02
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 $23M – 0.03
HPA 22-1 A 144A 3.93% 04-17-39/04-19-27 (HOME PARTNERS OF AMERICA TRUST HPA_22-1) Long ABS-collateralized bond/debt obligation US $2M – 0.00
HPEFS 24-2 A2 144A 5.50% 10-20-31 (HPEFS EQUIPMENT TRUST HPEFS_24-2) Long ABS-other US $5M – 0.01
HPEFS 24-2 B 144A 5.35% 10-20-31 (HPEFS EQUIPMENT TRUST HPEFS_24-2) Long ABS-other US $5M – 0.01
HPEFS_24-2 A3 144A 5.36% 10-20-31 (HPEFS EQUIPMENT TRUST HPEFS_24-2) Long ABS-other US $8M – 0.01
HPHT FINANCE 19 LTD REG S SR UNSEC (B) 2.875% 11-05-24 (HPHT FINANCE (19) LTD) Long Debt HK $2M – 0.00
HSBC HOLDINGS PLC GBP REG S SUB (B) 8.201% 11-16-34/29 Long Debt GB $7M – 0.01
HSBC HOLDINGS PLC GBP SR UNSEC 3.0% 05-29-30/29 Long Debt GB $4M – 0.00
HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28 Long Debt GB $46M – 0.05
HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24 Long Debt GB $5M – 0.01
HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31 Long Debt GB $36M – 0.04
HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27 Long Debt GB $21M – 0.02
HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30 Long Debt GB $3M – 0.00
HSBC HOLDINGS PLC SR UNSEC 5.546% 03-04-30/29 Long Debt GB $3M – 0.00
HSBC HOLDINGS PLC SR UNSEC 5.597% 05-17-28/27 Long Debt GB $18M – 0.02
HSBC HOLDINGS PLC SR UNSEC 6.161% 03-09-29/28 Long Debt GB $12M – 0.01
HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43 Long Debt GB $5M – 0.01
HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27 Long Debt GB $4M – 0.00
HSBC HOLDINGS PLC SR UNSEC FRN 08-14-27 Long Debt GB $20M – 0.02
HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33 Long Debt GB $34M – 0.04
HSBC HOLDINGS PLC SUB 8.113% 11-03-33/32 Long Debt GB $14M – 0.02
HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) Long ABS-collateralized bond/debt obligation US $1M – 0.00
HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27 Long Debt VG $4M – 0.00
HUMANA INC SR UNSEC 3.7% 03-23-29 Long Debt US $9M – 0.01
HUMANA INC SR UNSEC 5.375% 04-15-31 Long Debt US $15M – 0.02
HUMANA INC SR UNSEC 5.75% 04-15-54 Long Debt US $7M – 0.01
HUNTINGTON BANCSHARES INC SR UNSEC 6.208% 08-21-29/28 Long Debt US $17M – 0.02
HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33 (HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD) Long Debt KY $3M – 0.00
HUTCHISON WHAMPOA INTERNATIONAL 14 LTD REG S SR UNSEC 3.625% 10-31-24 Long Debt KY $7M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26 Long Debt US $16M – 0.02
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 Long Debt US $31M – 0.04
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26 Long Debt US $34M – 0.04
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25 Long Debt US $51M – 0.06
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28 Long Debt US $12M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28 Long Debt US $13M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27 Long Debt US $13M – 0.02
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25 Long Debt US $16M – 0.02
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27 Long Debt US $19M – 0.02
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29 Long Debt US $5M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 03-19-27 Long Debt US $15M – 0.02
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.5% 03-30-26 Long Debt US $5M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28 Long Debt US $10M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.875% 04-07-25 Long Debt US $10M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.1% 09-21-28 Long Debt US $1M – 0.00
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.2% 09-21-30 Long Debt US $1M – 0.00
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.25% 11-03-25 Long Debt US $6M – 0.01
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29 Long Debt US $5M – 0.01
HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27 Long Debt US $12M – 0.01
HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.3% 06-24-29 Long Debt US $11M – 0.01
HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31 Long Debt US $25M – 0.03
HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26 Long Debt KR $6M – 0.01
HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 2.125% 04-24-25 Long Debt KR $5M – 0.01
ICAHN ENTERPRISES LP SR UNSEC 5.25% 05-15-27 Long Debt US $935K – 0.00
ICAHN ENTERPRISES LP SR UNSEC 6.25% 05-15-26 Long Debt US $11M – 0.01
ICG 14-3 A1R CLO 144A FRN (TSFR3M+129.16) 04-25-31 (ICG US CLO LTD ICG_14-3A) Long ABS-other KY $6M – 0.01
ICG 17-1 ARR CLO 144A (TSFR3M+143.16) FRN 07-28-34 (ICG US CLO LTD ICG_17-1A) Long ABS-other KY $4M – 0.00
IDR FWD SALE TO USD NDF 7/25/2024 Derivative-foreign exchange $-391K – -0.00
IL HDA SFM PAC (100-400) PSA 16A SF 4.0% 04-01-46 (ILLINOIS HSG DEV AUTH) Long Debt US $229K – 0.00
ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35 (ILLINOIS (STATE OF)) Long Debt US $5M – 0.01
IMOLA MERGER CORP 144A LIFE SR SEC 1ST LIEN 4.75% 05-15-29 Long Debt US $2M – 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 $25M – 0.03
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 $6M – 0.01
INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31 Long Debt ID $15M – 0.02
INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51 Long Debt ID $7M – 0.01
INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.805% 04-27-52 Long Debt ID $672K – 0.00
INDONESIA ASAHAN ALUMINIUM PT REG S SR UNSEC 5.8% 05-15-50 Long Debt ID $3M – 0.00
INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27 (INDONESIA (REPUBLIC OF)) Long Debt ID $6M – 0.01
INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29 (INDONESIA (REPUBLIC OF)) Long Debt ID $5M – 0.01
INDONESIA TREASURY BOND IDR 6.625% 02-15-34 (INDONESIA (REPUBLIC OF)) Long Debt ID $5M – 0.01
INDONESIA TREASURY BOND IDR 7.0% 02-15-33 (INDONESIA (REPUBLIC OF)) Long Debt ID $19M – 0.02
INDONESIA TREASURY BOND IDR 8.375% 03-15-34 (INDONESIA (REPUBLIC OF)) Long Debt ID $25M – 0.03
INDUSTRIAL & COMMERCIAL BANK OF CHINA MACAU LTD REG S SUB 2.875% 09-12-29/24 (INDUSTRIAL AND COMMERCIAL BANK OF CHINA (MACAU) LTD) Long Debt MO $3M – 0.00
ING GROEP NV SR UNSEC 6.083% 09-11-27/26 Long Debt NL $12M – 0.01
ING GROEP NV SR UNSEC 6.114% 09-11-34/33 Long Debt NL $6M – 0.01
INGERSOLL RAND INC SR UNSEC 5.176% 06-15-29 (INGERSOLL-RAND INC) Long Debt US $5M – 0.01
INGERSOLL RAND INC SR UNSEC 5.197% 06-15-27 (INGERSOLL-RAND INC) Long Debt US $5M – 0.01
INGERSOLL RAND INC SR UNSEC 5.314% 06-15-31 (INGERSOLL-RAND INC) Long Debt US $1M – 0.00
INGERSOLL RAND INC SR UNSEC 5.4% 08-14-28 (INGERSOLL-RAND INC) Long Debt US $6M – 0.01
INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34 (INGERSOLL-RAND INC) Long Debt US $6M – 0.01
INGERSOLL RAND INC SR UNSEC 5.7% 06-15-54 (INGERSOLL-RAND INC) Long Debt US $3M – 0.00
INGERSOLL RAND INC SR UNSEC 5.7% 08-14-33 (INGERSOLL-RAND INC) Long Debt US $8M – 0.01
INRETAIL CONSUMER 144A LIFE SR SEC 1ST LIEN 3.25% 03-22-28 Long Debt PE $5M – 0.01
INRETAIL CONSUMER REG S SR SEC 1ST LIEN 3.25% 03-22-28 Long Debt PE $2M – 0.00
INSURANCE AUSTRALIA GROUP LTD AUD SUB (H) FRN 12-15-36 Long Debt AU $7M – 0.01
INTERCONTINENTAL EXCHANGE INC 144A SR UNSEC 3.625% 09-01-28 Long Debt US $3M – 0.00
INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.0% 09-15-60 Long Debt US $80K – 0.00
INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.35% 06-15-29 Long Debt US $9M – 0.01
INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33 Long Debt US $12M – 0.01
INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.95% 06-15-52 Long Debt US $166K – 0.00
INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31 Long Debt US $17M – 0.02
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.23% 10-01-25 Long Debt US $4M – 0.00
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27 Long Debt US $593K – 0.00
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30 Long Debt US $4M – 0.00
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.268% 11-15-40 Long Debt US $6M – 0.01
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.468% 12-01-50 Long Debt US $4M – 0.00
INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 4.125% 04-15-26 Long Debt GB $7M – 0.01
INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29 Long Debt GB $7M – 0.01
INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-27 Long Debt GB $4M – 0.00
INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-25 Long Debt GB $1M – 0.00
INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53 Long Debt IT $39M – 0.05
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24 Long Debt IT $8M – 0.01
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28 Long Debt IT $5M – 0.01
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27 Long Debt IT $10M – 0.01
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 4.0% 09-23-29 Long Debt IT $3M – 0.00
INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26 Long Debt IT $24M – 0.03
INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32 Long Debt IT $3M – 0.00
INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25 Long Debt IT $21M – 0.02
INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31 Long Debt US $864K – 0.00
INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.3% 11-15-28 Long Debt US $4M – 0.00
IOWA FINANCE AUTHORITY GNMA/FNMA/FHLMC 4.0% 07-01-46 Long Debt US $165K – 0.00
IQVIA INC 144A LIFE SR UNSEC 5.0% 10-15-26 Long Debt US $6M – 0.01
IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31 Long Debt US $8M – 0.01
IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29 Long Debt US $8M – 0.01
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28 Long Debt US $9M – 0.01
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30 Long Debt US $8M – 0.01
IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32 Long Debt US $2M – 0.00
IRS RECFIX MXN 9.635% 06-21-24/06-09-34 CME (RISKLESS ISSUER) Derivative-interest rate US $1M – 0.00
IRS RECFIX MXN 9.79% 06-21-24/06-15-29 CME (RISKLESS ISSUER) Derivative-interest rate US $1M – 0.00
IVYH 18 C CLO 144A FRN (TSFR3M+296.161) 04-22-33 (IVY HILL MIDDLE MARKET CREDIT FUND LTD IVYH_18A) Long ABS-other KY $1M – 0.00
J M SMUCKER CO SR UNSEC 6.2% 11-15-33 (JM SMUCKER CO (THE)) Long Debt US $5M – 0.01
J M SMUCKER CO SR UNSEC 6.5% 11-15-53 (JM SMUCKER CO (THE)) Long Debt US $2M – 0.00
JBS USA HOLDING LUX SARL SR UNSEC 2.5% 01-15-27 Long Debt LU $24M – 0.03
JBS USA HOLDING LUX SARL SR UNSEC 3.0% 02-02-29 Long Debt LU $16M – 0.02
JDOT 24-B A3 5.2% 03-15-29 (JDOT 2024-B) Long ABS-other US $8M – 0.01
JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32 (JERSEY CENTRAL POWER & LIGHT COMPANY) Long Debt US $6M – 0.01
JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 4.3% 01-15-26 (JERSEY CENTRAL POWER & LIGHT COMPANY) Long Debt US $4M – 0.01
JNPPK 23-1 A1 CLO 144A FRN (TSFRM3M+185) 07-20-35 (JNPPK 2023-1A) Long ABS-other JE $17M – 0.02
JOHNSON & JOHNSON SR UNSEC 4.8% 06-01-29 Long Debt US $30M – 0.04
JOHNSON & JOHNSON SR UNSEC 4.9% 06-01-31 Long Debt US $32M – 0.04
JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34 Long Debt US $53M – 0.06
JOHNSON & JOHNSON SR UNSEC 5.25% 06-01-54 Long Debt US $26M – 0.03
JPMBB 14-C23 B FRN 09-15-47/09-17-24 (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C23) Long ABS-collateralized bond/debt obligation US $99K – 0.00
JPMBB 14-C26 B 3.9508% 01-15-48 (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26) Long ABS-collateralized bond/debt obligation US $2M – 0.00
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 $5M – 0.01
JPMCC 17-JP5 A5 3.7232 03-15-50/01-15-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_17-JP5) Long ABS-collateralized bond/debt obligation US $951K – 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 $21M – 0.03
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 $2M – 0.00
JPMDB 19-COR6 A4 3.0565% 11-13-52/10-13-29 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6) Long ABS-collateralized bond/debt obligation US $824K – 0.00
JPMMT 19-6 B3 144A FRN 12-25-49 (JPMMT 2019-6) Long ABS-collateralized bond/debt obligation US $1M – 0.00
JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26 Long Debt US $7M – 0.01
JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24 Long Debt US $48M – 0.06
JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31 Long Debt US $26M – 0.03
JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25 Long Debt US $21M – 0.03
JPMORGAN CHASE & CO SR UNSEC 2.083% 04-22-26/25 Long Debt US $36M – 0.04
JPMORGAN CHASE & CO SR UNSEC 2.301% 10-15-25/24 Long Debt US $7M – 0.01
JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31 Long Debt US $17M – 0.02
JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27 Long Debt US $43M – 0.05
JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32 Long Debt US $10M – 0.01
JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50 Long Debt US $578K – 0.00
JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51 Long Debt US $1M – 0.00
JPMORGAN CHASE & CO SR UNSEC 3.509% 01-23-29/28 Long Debt US $2M – 0.00
JPMORGAN CHASE & CO SR UNSEC 4.005% 04-23-29/28 Long Debt US $449K – 0.00
JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25 Long Debt US $2M – 0.00
JPMORGAN CHASE & CO SR UNSEC 4.203% 07-23-29/28 Long Debt US $842K – 0.00
JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27 Long Debt US $8M – 0.01
JPMORGAN CHASE & CO SR UNSEC 5.012% 01-23-30/29 Long Debt US $8M – 0.01
JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27 Long Debt US $48M – 0.06
JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28 Long Debt US $2M – 0.00
JPMORGAN CHASE & CO SR UNSEC 5.35% 06-01-34/33 Long Debt US $2M – 0.00
JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27 Long Debt US $32M – 0.04
JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29 Long Debt US $63M – 0.07
JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 Long Debt US $36M – 0.04
JPMORGAN CHASE & CO SR UNSEC 6.07% 10-22-27/26 Long Debt US $10M – 0.01
JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28 Long Debt US $3M – 0.00
JPMORGAN CHASE & CO SR UNSEC 6.254% 10-23-34/33 Long Debt US $18M – 0.02
JPY FWD SALE TO USD 7/11/2024 Derivative-foreign exchange $893K – 0.00
JPY FWD SALE TO USD 7/11/2024 Derivative-foreign exchange $50K – 0.00
JTWN 19-1 A2AR CLO 144A FRN (TSFR3M+165) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) Long ABS-other US $19M – 0.02
JTWN 19-1A A1R CLO 144A FRN (TSFR3M+120) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) Long ABS-other US $25M – 0.03
JTWN 19-1A A2BR CLO 144A FRN (TSFR3M+185) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) Long ABS-other US $10M – 0.01
KAISER FOUNDATION HOSPITALS SR UNSEC 2.81% 06-01-41 Long Debt US $507K – 0.00
KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26 (KASIKORNBANK PCL (HONG KONG BRANCH)) Long Debt HK $18M – 0.02
KB HOME SR UNSEC 6.875% 06-15-27 Long Debt US $5M – 0.01
KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28 Long Debt BE $15M – 0.02
KBC GROUP NV 144A LIFE SR UNSEC 6.324% 09-21-34/33 Long Debt BE $44M – 0.05
KCOT 24-2 A2 144A 5.45% 04-15-27/07-15-26 (KCOT 2024-2A) Long ABS-other US $12M – 0.01
KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29 Long Debt US $2M – 0.00
KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31 Long Debt US $5M – 0.01
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
KILROY REALTY LP SR UNSEC 6.25% 01-15-36 Long Debt US $14M – 0.02
KINDER MORGAN INC SR UNSEC 5.0% 02-01-29 Long Debt US $13M – 0.02
KINDER MORGAN INC SR UNSEC 5.2% 06-01-33 Long Debt US $874K – 0.00
KINDER MORGAN INC SR UNSEC 5.4% 02-01-34 Long Debt US $28M – 0.03
KKR 11 AR CLO 144A FRN (TSFR3M+144.16) 01-15-31 (KKR CLO 11 LLC) Long ABS-other US $15M – 0.02
KKR 17 AR CLO 144A FRN (TSFR3M+134.161) 04-15-34 (KKR FINANCIAL CLO LTD KKR_17) Long ABS-other KY $3M – 0.00
KKR 22-42A B CLO FRN (TSFR3M+205) 07-20-34 (KKR FINANCIAL CLO LTD KKR_22-42) Long ABS-other KY $15M – 0.02
KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27 Long Debt KR $3M – 0.00
KOREA EAST-WEST POWER CO LTD REG S SR UNSEC 1.75% 05-06-25 Long Debt KR $1M – 0.00
KOREA EAST-WEST POWER CO LTD REG S SR UNSEC 3.6% 05-06-25 Long Debt KR $1M – 0.00
KOREA ELECTRIC POWER CO REG S SR UNSEC 4.0% 06-14-27 (KOREA ELECTRIC POWER CORP) Long Debt KR $4M – 0.00
KOREA ELECTRIC POWER CORP 4.875% 01-31-27 Long Debt KR $6M – 0.01
KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29 Long Debt KR $1M – 0.00
KOREA NATIONAL OIL CORP REG S SR UNSEC 2.125% 04-18-27 Long Debt KR $2M – 0.00
KOREA NATIONAL OIL CORP REG S SR UNSEC 2.625% 04-18-32 Long Debt KR $3M – 0.00
KOREA NATIONAL OIL CORP REG S SR UNSEC 3.25% 07-10-24 Long Debt KR $2M – 0.00
KRAFT HEINZ FOODS CO SR UNSEC 3.0% 06-01-26 (HJ HEINZ CO) Long Debt US $2M – 0.00
KRAFT HEINZ FOODS CO SR UNSEC 4.375% 06-01-46 (HJ HEINZ CO) Long Debt US $13M – 0.02
KRC INTERIM CORP SR UNSEC 3.3% 02-01-25 Long Debt US $5M – 0.01
L3HARRIS TECHNOLOGIES INC SR UNSEC 5.05% 06-01-29 Long Debt US $3M – 0.00
L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33 Long Debt US $8M – 0.01
LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24 (LAD AUTO RECEIVABLES TRUST LADAR_21-1) Long ABS-other US $488K – 0.00
LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24 (LAD AUTO RECEIVABLES TRUST LADAR_21-1) Long ABS-other US $2M – 0.00
LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) Long ABS-other US $3M – 0.00
LADAR 22-1 B 144A 5.87% 09-15-27/10-15-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) Long ABS-other US $3M – 0.00
LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) Long ABS-other US $4M – 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 $3M – 0.00
LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) Long ABS-other US $6M – 0.01
LADAR 23-1 C 144A 6.18% 12-15-27/01-15-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) Long ABS-other US $932K – 0.00
LADAR 23-1 D 144A 7.3% 06-17-30/04-15-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) Long ABS-other US $996K – 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 $3M – 0.00
LADAR 23-2 A3 144A 5.42% 02-15-28/11-17-25 (LAD AUTO RECEIVABLES TRUST 2023-2) Long ABS-other US $21M – 0.03
LADAR 23-2 B 144A 5.45% 04-15-28/01-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) Long ABS-other US $4M – 0.01
LADAR 23-2 C 144A 5.58% 09-15-28/07-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) Long ABS-other US $10M – 0.01
LADAR 23-2 D 144A 6.3% 02-15-31/09-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) Long ABS-other US $895K – 0.00
LADAR 23-3 B 144A 6.06% 06-15-28/26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) Long ABS-other US $6M – 0.01
LADAR 23-3 C 144A 6.43% 12-15-28/26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) Long ABS-other US $5M – 0.01
LADAR 23-3 D 144A 6.92% 12-16-30/02-16-27 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) Long ABS-other US $4M – 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 $3M – 0.00
LADAR 24-1 A3 144A 5.23% 01-18-28/06-15-26 (LADAR 2024-1A) Long ABS-other US $2M – 0.00
LADAR 24-1 A4 144A 5.17% 09-15-28/01-15-27 (LADAR 2024-1A) Long ABS-other US $1M – 0.00
LADAR 24-1 B 144A 5.33% 02-15-29/06-15-27 (LADAR 2024-1A) Long ABS-other US $2M – 0.00
LADAR 24-1 C 144A 5.64% 06-15-29/12-15-27 (LADAR 2024-1A) Long ABS-other US $2M – 0.00
LADAR 24-1 D 144A 6.15% 06-16-31/02-15-28 (LADAR 2024-1A) Long ABS-other US $1M – 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 $5M – 0.01
LADAR 24-2 A4 144A 5.46% 07-16-29/08-16-27 (LAD AUTO RECEIVABLES TRUST LADAR_24-2) Long ABS-other US $3M – 0.00
LADAR 24-2 D 144A 6.37% 10-15-31/07-17-28 (LAD AUTO RECEIVABLES TRUST LADAR_24-2) Long ABS-other US $616K – 0.00
LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31 (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) Long Debt US $35M – 0.04
LCM 27 A1 144A CLO FRN (TSFR3M+134.16) 07-16-31 (LCM_27-A) Long ABS-other US $8M – 0.01
LENOVO GROUP LTD REG S SR UNSEC 3.421% 11-02-30 Long Debt CN $4M – 0.00
LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32 Long Debt CN $3M – 0.00
LEVEL 3 FINANCING INC 144A LIFE SR UNSEC 3.75% 07-15-29 Long Debt US $962K – 0.00
LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 07-02-27 Long Debt KR $2M – 0.00
LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 07-02-29 Long Debt KR $2M – 0.00
LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.5% 07-02-34 Long Debt KR $2M – 0.00
LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34 Long Debt KY $2M – 0.00
LIMA METRO LINE 2 FINANCE LTD 144A SR SEC 1ST LIEN SF 4.35% 04-05-36 Long Debt KY $2M – 0.00
LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 4.35% 04-05-36 Long Debt KY $2M – 0.00
LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 5.875% 07-05-34 Long Debt KY $465K – 0.00
LINDE INC SR UNSEC 1.1% 08-10-30 Long Debt US $3M – 0.00
LINDE INC SR UNSEC 2.0% 08-10-50 Long Debt US $819K – 0.00
LINDE INC SR UNSEC 4.70% 12-05-25 Long Debt US $5M – 0.01
LLOYDS BANKING GROUP PLC SR UNSEC .0% 07-09-25/24 Long Debt GB $523K – 0.00
LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26 Long Debt GB $290K – 0.00
LLOYDS BANKING GROUP PLC SR UNSEC 2.438% 02-05-26/25 Long Debt GB $14M – 0.02
LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27 Long Debt GB $24M – 0.03
LLOYDS BANKING GROUP PLC SR UNSEC 4.375% 03-22-28 Long Debt GB $6M – 0.01
LLOYDS BANKING GROUP PLC SR UNSEC 5.462% 01-05-28/27 Long Debt GB $1M – 0.00
LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34 Long Debt GB $28M – 0.03
LLOYDS BANKING GROUP PLC SR UNSEC 5.721% 06-05-30/29 Long Debt GB $9M – 0.01
LLOYDS BANKING GROUP PLC SR UNSEC 5.871% 03-06-29/28 Long Debt GB $18M – 0.02
LMAT 20-GS3 A1 7.25% 05-25-60/05-25-24 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS3) Long ABS-collateralized bond/debt obligation US $7M – 0.01
LMAT 20-GS4 A1 144A 6.25% 02-25-60/05-28-24 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4) Long ABS-collateralized bond/debt obligation US $4M – 0.00
LMAT 21-GS1 A1 144A 4.892% 10-25-66/01-25-25 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
LMAT 21-GS2 A1 144A FRN 04-25-61 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2) Long ABS-collateralized bond/debt obligation US $8M – 0.01
LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5) Long ABS-collateralized bond/debt obligation US $9M – 0.01
LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25 (LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1) Long ABS-collateralized bond/debt obligation US $18M – 0.02
LOCKHEED MARTIN CORP SR UNSEC 1.85% 06-15-30 Long Debt US $180K – 0.00
LOCKHEED MARTIN CORP SR UNSEC 4.5% 02-15-29 Long Debt US $9M – 0.01
LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34 Long Debt US $3M – 0.00
LOCKHEED MARTIN CORP SR UNSEC 4.8% 08-15-34 Long Debt US $19M – 0.02
LOCKHEED MARTIN CORP SR UNSEC 5.2% 02-15-55 Long Debt US $479K – 0.00
LOCKHEED MARTIN CORP SR UNSEC 5.2% 02-15-64 Long Debt US $4M – 0.00
LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33 Long Debt US $50M – 0.06
LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54 Long Debt US $16M – 0.02
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31 Long Debt US $2M – 0.00
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27 Long Debt US $261K – 0.00
LUMEN TECHNOLOGIES INC 144A LIFE SR SEC 1ST LIEN 4.0% 02-15-27 Long Debt US $3M – 0.00
M&T BANK CORP SR UNSEC 5.053% 01-27-34/33 Long Debt US $55M – 0.06
M&T BANK CORP SR UNSEC 6.082% 03-13-32/31 Long Debt US $13M – 0.02
M&T BANK CORP SR UNSEC 7.413% 10-30-29/28 Long Debt US $43M – 0.05
MACQUARIE BANK LTD 144A LIFE SR UNSEC 5.208% 06-15-26 Long Debt AU $5M – 0.01
MACQUARIE BANK LTD 144A LIFE SR UNSEC 5.391% 12-07-26 Long Debt AU $5M – 0.01
MAINE STATE HOUSING AUTHORITY 3.5% 11-15-35 Long Debt US $318K – 0.00
MARATHON OIL CORP SR UNSEC 4.4% 07-15-27 Long Debt US $6M – 0.01
MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33 Long Debt US $20M – 0.02
MARRIOTT INTERNATIONAL INC SR UNSEC 2.85% 04-15-31 Long Debt US $2M – 0.00
MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29 Long Debt US $4M – 0.00
MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27 Long Debt US $20M – 0.02
MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25 Long Debt US $208K – 0.00
MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30 (MARSH & MCLENNAN COMPANIES INC) Long Debt US $188K – 0.00
MARSH & MCLENNAN COS INC SR UNSEC 2.9% 12-15-51 (MARSH & MCLENNAN COMPANIES INC) Long Debt US $3M – 0.00
MARSH & MCLENNAN COS INC SR UNSEC 5.4% 09-15-33 (MARSH & MCLENNAN COMPANIES INC) Long Debt US $3M – 0.00
MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54 (MARSH & MCLENNAN COMPANIES INC) Long Debt US $924K – 0.00
MARSHALL FIELD PRESERVATION LP (MPT) FRN 05-15-50 (ILLINOIS HSG DEV AUTH) Long Debt US $6M – 0.01
MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION RESIDENTIAL REVENUE 3.25% 09-01-44 (MARYLAND ST CMNTY DEV ADMIN) Long Debt US $105K – 0.00
MASCO CORP SR UNSEC 1.5% 02-15-28 Long Debt US $698K – 0.00
MASCO CORP SR UNSEC 2.0% 02-15-31 Long Debt US $956K – 0.00
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49 (MASSACHUSETTS EDL FING AUTH) Long Debt US $39M – 0.05
MASSACHUSETTS HOUSING FINANCE AGENCY 3.5% 06-01-42 (MASSACHUSETTS ST HSG FIN AGY) Long Debt US $149K – 0.00
MASTERCARD INC SR UNSEC 4.875% 05-09-34 Long Debt US $17M – 0.02
MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.875% 04-15-28 Long Debt US $5M – 0.01
MBALT 24-A A3 5.32% 01-18-28/02-16-27 (MBALT 2024-A) Long ABS-other US $6M – 0.01
MBART 24-1 A3 4.8% 04-16-29/12-15-27 (MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_24-1) Long ABS-other US $2M – 0.00
MCDONALD'S CORP SR UNSEC 2.125% 03-01-30 (MCDONALDS CORP) Long Debt US $5M – 0.01
MCDONALD'S CORP SR UNSEC 3.625% 09-01-49 (MCDONALDS CORP) Long Debt US $5M – 0.01
MCDONALD'S CORP SR UNSEC 4.2% 04-01-50 (MCDONALDS CORP) Long Debt US $565K – 0.00
MCDONALD'S CORP SR UNSEC 4.45% 09-01-48 (MCDONALDS CORP) Long Debt US $203K – 0.00
MCDONALD'S CORP SR UNSEC 4.6% 09-09-32 (MCDONALDS CORP) Long Debt US $2M – 0.00
MCDONALD'S CORP SR UNSEC 4.95% 08-14-33 (MCDONALDS CORP) Long Debt US $6M – 0.01
MCDONALD'S CORP SR UNSEC 5.0% 05-17-29 (MCDONALDS CORP) Long Debt US $16M – 0.02
MCDONALD'S CORP SR UNSEC 5.15% 09-09-52 (MCDONALDS CORP) Long Debt US $3M – 0.00
MCDONALD'S CORP SR UNSEC 5.2% 05-17-34 (MCDONALDS CORP) Long Debt US $21M – 0.03
MCDONALD'S CORP SR UNSEC 5.45% 08-14-53 (MCDONALDS CORP) Long Debt US $2M – 0.00
MCLO 19-1 A2R2 CLO 144A FRN (TSFR3M+195) 04-15-32 (MCLO 2019-1A) Long ABS-other US $6M – 0.01
MCLO 19-1 BLR CLO 144A FRN (TSFR3M+265) 04-15-32 (MCLO 2019-1A) Long ABS-other US $3M – 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
MCLO 19-2A BAR CLO 144A FRN (TSFR3M+270) 01-20-33 (MARATHON CLO LTD MCLO_19-2A) Long ABS-other US $1M – 0.00
MCMLT 16-1 M3 144A FRN 04-25-57/12-28-26 (MILL CITY MORTGAGE LOAN TRUST MCMLT_16-1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
MCMLT 18-1 A1 144A FRN 05-25-62 (MILL CITY MORTGAGE TRUST MCMLT_18-1) Long ABS-collateralized bond/debt obligation US $81K – 0.00
MCMLT 19-GS2 A1 144A FRN 08-25-59 (MILL CITY MORTGAGE TRUST MCMLT_19-GS2) Long ABS-collateralized bond/debt obligation US $3M – 0.00
MCMML 20-1 A1R CLO 144A FRN (TSFR3M+187) 05-20-34 (MONROE CAPITAL MML CLO MCMML_20-1A) Long ABS-other KY $2M – 0.00
MCMML 21-1 A1 CLO 144A FRN (TSFR3M + 181.16) 05-20-33 (MONROE CAPITAL MML CLO MCMML_21-1A) Long ABS-other KY $3M – 0.00
MCMML 21-2 A1 CLO 144A FRN (TSFR3M+176.161) 09-14-33 (MONROE CAPITAL MML CLO MCMML_21-2) Long ABS-other KY $4M – 0.00
MDC HOLDINGS INC SR UNSEC 6.0% 01-15-43 Long Debt US $8M – 0.01
MDPK 15-17A AR2 CLO 144A FRN (TSFR3M+126.16) 07-21-30 (MADISON PARK FUNDING LTD MDPK_15-17A) Long ABS-other KY $4M – 0.00
MDPK 20-45A AR CLO 144A FRN (TSFR3M+138.16) 07-15-34 (MADISON PARK FUNDING LTD MDPK_20-45A) Long ABS-other KY $501K – 0.00
MDPK 21-50A A CLO 144A FRN (TSFR3M+140.16) 04-19-34 (MADISON PARK FUNDING LTD MDPK_21-50A) Long ABS-other US $251K – 0.00
MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29 Long Debt US $5M – 0.01
MEITUAN REG S SR UNSEC 3.05% 10-28-30 Long Debt CN $13M – 0.02
MERCK & CO INC SR UNSEC 1.45% 06-24-30 Long Debt US $385K – 0.00
MERCK & CO INC SR UNSEC 1.7% 06-10-27 Long Debt US $17M – 0.02
MERCK & CO INC SR UNSEC 2.75% 02-10-25 Long Debt US $20M – 0.02
MERCK & CO INC SR UNSEC 2.75% 12-10-51 Long Debt US $6M – 0.01
MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.25% 04-12-29 Long Debt US $12M – 0.01
MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.4% 06-20-26 Long Debt US $10M – 0.01
METHANEX CORP SR UNSEC 5.125% 10-15-27 Long Debt CA $13M – 0.02
METHANEX CORP SR UNSEC 5.25% 12-15-29 Long Debt CA $1M – 0.00
METHANEX CORP SR UNSEC 5.65% 12-01-44 Long Debt CA $865K – 0.00
METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37 Long Debt US $107K – 0.00
METLIFE INC SR UNSEC 3.6% 11-13-25 Long Debt US $98K – 0.00
METLIFE INC SR UNSEC 4.55% 03-23-30 Long Debt US $2M – 0.00
METLIFE INC SR UNSEC 4.6% 05-13-46 Long Debt US $698K – 0.00
METLIFE INC SR UNSEC 5.3% 12-15-34 Long Debt US $2M – 0.00
METLIFE INC SR UNSEC 5.375% 07-15-33 Long Debt US $13M – 0.02
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.55% 01-07-31 Long Debt US $2M – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.4% 01-11-32 Long Debt US $3M – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30 Long Debt US $873K – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.05% 06-17-29 Long Debt US $5M – 0.01
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26 Long Debt US $2M – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.3% 08-25-29 Long Debt US $851K – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.4% 06-30-27 Long Debt US $810K – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.85% 01-08-29 Long Debt US $15M – 0.02
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-06-28 Long Debt US $1M – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34 Long Debt US $2M – 0.00
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33 Long Debt US $6M – 0.01
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.4% 09-12-28 Long Debt US $6M – 0.01
METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A SR SEC 1ST LIEN 0.95% 07-02-25 Long Debt US $6M – 0.01
MEXICAN BONOS MXN 7.5% 05-26-33 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $172M – 0.20
MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28 Long Debt MX $652K – 0.00
MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47 Long Debt MX $2M – 0.00
MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 3.875% 04-30-28 Long Debt MX $11M – 0.01
MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26 Long Debt MX $6M – 0.01
MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47 Long Debt MX $12M – 0.01
MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46 Long Debt MX $3M – 0.00
MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $281K – 0.00
MEXICO GOVERNMENT INTERNATIONAL BOND 4.4% 02-12-52 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $168K – 0.00
MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $4M – 0.00
MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $131M – 0.16
MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $5M – 0.01
MEXICO GOVERNMENT INTERNATIONAL BOND 6.35% 02-09-35 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) Long Debt MX $255K – 0.00
MFCC 24-2 A 144A 6.56% 07-20-29/26 (MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2) Long ABS-other US $7M – 0.01
MFF 23-1 A 144A 7.21% 05-20-36/26 (MERCHANTS FLEET FUNDING LLC MFF_23-1) Long ABS-other US $9M – 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 $16M – 0.02
MFRA 21-RPL1 A1 144A FRN 07-25-60 (MFA TRUST MFRA_21-RPL1) Long ABS-collateralized bond/debt obligation US $19M – 0.02
MHC 21-MHC A 144A FRN (TSFR1M+91.54) 04-15-38 (MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC) Long ABS-collateralized bond/debt obligation US $18M – 0.02
MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY 3.5% 06-01-47 Long Debt US $3M – 0.00
MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29 Long Debt US $32M – 0.04
MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28 Long Debt US $6M – 0.01
MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.15% 04-15-50 (MIDAMERICAN ENERGY COMPANY) Long Debt US $3M – 0.00
MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.65% 04-15-29 (MIDAMERICAN ENERGY COMPANY) Long Debt US $2M – 0.00
MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.35% 01-15-34 (MIDAMERICAN ENERGY COMPANY) Long Debt US $355K – 0.00
MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.75% 11-01-35 (MIDAMERICAN ENERGY COMPANY) Long Debt US $2M – 0.00
MIDO 18-9 D CLO 144A FRN (TSFR3M+356.16) 07-20-31 (MIDOCEAN CREDIT CLO MIDO_18-9A) Long ABS-other US $3M – 0.00
MIDO 19-10 A1R CLO 144A (TSFR3M+149.16) FRN 10-23-34 (MIDOCEAN CREDIT CLO X MIDO_19-10A) Long ABS-other KY $1M – 0.00
MIDO 23-12 A1R CLO 144A FRN (TSFR3M+134) 04-18-36 (MID OCEAN CLO MIDO_23-12) Long ABS-other US $3M – 0.00
MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27 Long Debt US $6M – 0.01
MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 4.625% 08-10-30 Long Debt NL $5M – 0.01
MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37 Long Debt NL $11M – 0.01
MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27 Long Debt AU $6M – 0.01
MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28 Long Debt AU $7M – 0.01
MINNESOTA HOUSING FINANCE AGENCY 3.5% 01-01-46 (MINNESOTA ST HSG FIN AGY) Long Debt US $565K – 0.00
MINNESOTA HOUSING FINANCE AGENCY GNMA/FNMA/FHLMC HUD LN 4.0% 01-01-41 (MINNESOTA ST HSG FIN AGY) Long Debt US $45K – 0.00
MINNESOTA HOUSING FINANCE AGENCY GNMA/FNMA/FHLMC HUD LN 4.0% 01-01-45 (MINNESOTA ST HSG FIN AGY) Long Debt US $1M – 0.00
MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27 (MISC CAPITAL TWO (LABUAN) LTD) Long Debt MY $16M – 0.02
MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.625% 04-06-25 (MISC CAPITAL TWO (LABUAN) LTD) Long Debt MY $3M – 0.00
MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27 (MISC CAPITAL TWO (LABUAN) LTD) Long Debt MY $8M – 0.01
MISSOURI HOUSING DEVELOPMENT COMMISSION GNMA/FNMA/FHLMC 3.75% 05-01-38 (MISSOURI ST HSG DEV COMMN) Long Debt US $164K – 0.00
MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 0.962% 10-11-25/24 Long Debt JP $17M – 0.02
MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26 Long Debt JP $32M – 0.04
MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.64% 10-13-27/26 Long Debt JP $12M – 0.01
MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.133% 07-20-33/32 Long Debt JP $622K – 0.00
MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.258% 04-17-30/29 Long Debt JP $10M – 0.01
MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.422% 02-22-29 Long Debt JP $10M – 0.01
MIZUHO FINANCIAL GROUP INC SR UNSEC 1.234% 05-22-27/26 Long Debt JP $9M – 0.01
MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26 Long Debt JP $7M – 0.01
MIZUHO FINANCIAL GROUP INC SR UNSEC 5.376% 05-26-30/29 Long Debt JP $15M – 0.02
MIZUHO FINANCIAL GROUP INC SR UNSEC 5.382% 07-10-30/29 Long Debt JP $20M – 0.02
MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34 Long Debt JP $16M – 0.02
MLANE 2024-A 144A 6.2% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) Long ABS-other US $8M – 0.01
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 $7M – 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 $1M – 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 $23M – 0.03
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 $5M – 0.01
MMAF 20-A A3 144A 0.97% 04-09-27 (MMAF EQUIPMENT FINANCE LLC 2020-A) Long ABS-other US $4M – 0.00
MODEC FINANCE BV 7.84% 07-15-26 Long Debt JP $5M – 0.01
MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32 Long Debt US $13M – 0.02
MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30 Long Debt US $2M – 0.00
MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28 Long Debt US $2M – 0.00
MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27 Long Debt US $5M – 0.01
MORGAN STANLEY BANK NA SR UNSEC 4.754% 04-21-26 Long Debt US $25M – 0.03
MORGAN STANLEY SR UNSEC 1.164% 10-21-25/24 Long Debt US $981K – 0.00
MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26 Long Debt US $31M – 0.04
MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26 Long Debt US $9M – 0.01
MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 Long Debt US $28M – 0.03
MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31 Long Debt US $2M – 0.00
MORGAN STANLEY SR UNSEC 2.511% 10-20-32/31 Long Debt US $2M – 0.00
MORGAN STANLEY SR UNSEC 2.72% 07-22-25/24 Long Debt US $2M – 0.00
MORGAN STANLEY SR UNSEC 3.217% 04-22-42/41 Long Debt US $4M – 0.01
MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25 Long Debt US $1M – 0.00
MORGAN STANLEY SR UNSEC 4.889% 07-20-33/32 Long Debt US $1M – 0.00
MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28 Long Debt US $55M – 0.06
MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28 Long Debt US $52M – 0.06
MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29 Long Debt US $103M – 0.12
MORGAN STANLEY SR UNSEC 5.25% 04-21-34/33 Long Debt US $30M – 0.04
MORGAN STANLEY SR UNSEC 5.424% 07-21-34/33 Long Debt US $14M – 0.02
MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27 Long Debt US $3M – 0.00
MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29 Long Debt US $68M – 0.08
MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34 Long Debt US $71M – 0.08
MORGAN STANLEY SR UNSEC 6.627% 11-01-34/33 Long Debt US $37M – 0.04
MORGAN STANLEY SUB 5.297% 04-20-37/32 Long Debt US $13M – 0.02
MORONGO BAND OF MISSION 144A LIFE SR UNSEC SF 7.0% 10-01-39 (MORONGO BAND OF MISSION INDIANS CALIF) Long Debt US $12M – 0.01
MP14 18-2A A12R CLO 144A FRN (TSFR3M+120) 01-20-32 (MP14 2018-2A) Long ABS-other KY $20M – 0.02
MP17 20-1 D CLO 144A FRN (TSFR3M+401.16) 04-20-33 (MP17_20-1A) Long ABS-other KY $1M – 0.00
MP19 20-3 DR CLO 144A FRN (TSFR3M+400) 01-19-34 (MP19 2020-3A) Long ABS-other US $4M – 0.00
MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31 Long Debt US $8M – 0.01
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-C23 A3 3.451% 07-15-50/05-16-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C23) Long ABS-mortgage backed security US $541K – 0.00
MSBAM 15-C25 A4 3.372% 10-15-48/08-15-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C25) Long ABS-mortgage backed security US $1M – 0.00
MSBAM 15-C27 A4 3.753% 12-15-47/10-20-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C27) Long ABS-mortgage backed security US $510K – 0.00
MSBAM 16-C30 A4 2.6% 09-15-49/08-17-26 (MORGAN STANLEY BAML TRUST MSBAM_16-C30) Long ABS-mortgage backed security US $197K – 0.00
MSBAM 16-C31 AS 3.102% 11-15-49/10-19-26 (MORGAN STANLEY BAML TRUST MSBAM_16-C31) Long ABS-mortgage backed security US $3M – 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 $5M – 0.01
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 3.625% 09-01-30 Long Debt US $15M – 0.02
MSRM 24-NQM2 A1 144A 6.386% 05-25-69/05-01-28 (MSRM 2024-NQM2) Long ABS-collateralized bond/debt obligation US $16M – 0.02
MSWF 23-2 AS FRN 12-15-56 (MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2) Long ABS-collateralized bond/debt obligation US $4M – 0.00
MTLRF 23-1A A2 144A 6.09% 07-15-30 (MTLRF 2023-1A) Long ABS-other US $3M – 0.00
MURPHY OIL CORP SR UNSEC 5.875% 12-01-42 Long Debt US $1M – 0.00
MURPHY OIL CORP SR UNSEC 6.375% 07-15-28 Long Debt US $5M – 0.01
MURPHY OIL USA INC 144A LIFE SR UNSEC 3.75% 02-15-31 Long Debt US $9M – 0.01
MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34 Long Debt NL $1M – 0.00
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 $89M – 0.11
MXN FWD SALE TO USD 7/10/2024 Derivative-foreign exchange $2M – 0.00
MXN FWD SALE TO USD 7/10/2024 Derivative-foreign exchange $709K – 0.00
MXN FWD SALE TO USD 7/10/2024 Derivative-foreign exchange $-2M – -0.00
MXN FWD SALE TO USD 7/17/2024 Derivative-foreign exchange $-118K – -0.00
MYT HOLDING CO CL B (NOT LISTED OR TRADING) (MYT HOLDING LLC) Long Equity-common US $59K 521K 0.00
NALT 23-A A3 4.91% 01-15-26 (NISSAN AUTO LEASE TRUST NALT_23-A) Long ABS-other US $990K – 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 $4M – 0.01
NASDAQ INC SR UNSEC 5.35% 06-28-28 Long Debt US $3M – 0.00
NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 5.181% 06-11-34 Long Debt AU $63M – 0.07
NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.787% 01-10-29 (NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)) Long Debt US $12M – 0.01
NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.9% 06-13-28 (NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)) Long Debt US $5M – 0.01
NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.944% 01-12-28 (NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)) Long Debt US $3M – 0.00
NATIONAL AUSTRALIA BANK LTD SR UNSEC 5.087% 06-11-27 (NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)) Long Debt US $10M – 0.01
NATWEST GROUP PLC SR UNSEC 3.073% 05-22-28/27 Long Debt GB $7M – 0.01
NATWEST GROUP PLC SR UNSEC 4.445% 05-08-30/29 Long Debt GB $9M – 0.01
NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27 Long Debt GB $20M – 0.02
NATWEST GROUP PLC SR UNSEC 5.847% 03-02-27/26 Long Debt GB $25M – 0.03
NATWEST GROUP PLC SR UNSEC 6.016% 03-02-34/33 Long Debt GB $8M – 0.01
NAVIENT CORP SR UNSEC 5.0% 03-15-27 Long Debt US $6M – 0.01
NAVIENT CORP SR UNSEC 5.625% 08-01-33 Long Debt US $2M – 0.00
NAVIENT CORP SR UNSEC 5.875% 10-25-24 Long Debt US $999K – 0.00
NAVIENT CORP SR UNSEC 6.75% 06-25-25 Long Debt US $10M – 0.01
NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29 (NAVIENT STUDENT LOAN TRUST NAVSL_21-A) Long ABS-other US $4M – 0.00
NAVSL 21-B A 144A 0.94% 07-15-69/06-15-28 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B) Long ABS-other US $1M – 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 $18M – 0.02
NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28 (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E) Long ABS-other US $4M – 0.01
NAVSL 21-FA A 1.11% 02-18-70/05-15-29 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F) Long ABS-other US $2M – 0.00
NAVSL 21-G A 144A 1.58% 04-15-70 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G) Long ABS-other US $5M – 0.01
NAVTR 21-1 A 144A 2.771% 11-15-46/28 (NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1) Long ABS-other US $19M – 0.02
NBCLO 16-1 A1R CLO 144A FRN (TSFR3M+136.16) 12-21-29 (NBCLO_16-1A) Long ABS-other KY $771K – 0.00
NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30 (NEWARK BSL CLO NBCLO_17-1A) Long ABS-other US $2M – 0.00
NBLALS 23-1 D1 CLO 144A FRN (TSFR3M+500) 10-25-36 (NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO LTD NBLALS_23-1A) Long ABS-other JE $1M – 0.00
NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29 Long Debt US $10M – 0.01
NCR VOYIX CORP 144A LIFE SR UNSEC 5.25% 10-01-30 Long Debt US $7M – 0.01
NEBRASKA INVESTMENT FINANCE AUTHORITY 3.5% 09-01-45 Long Debt US $55K – 0.00
NEBRASKA INVESTMENT FINANCE AUTHORITY 3.5% 09-01-46 Long Debt US $777K – 0.00
NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.875% 09-14-31 (NESTLE HOLDINGS INC.) Long Debt US $727K – 0.00
NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30 Long Debt US $25M – 0.03
NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29 Long Debt US $53M – 0.06
NETFLIX INC SR UNSEC 4.875% 04-15-28 Long Debt US $18M – 0.02
NETFLIX INC SR UNSEC 5.875% 11-15-28 Long Debt US $48M – 0.06
NETFLIX INC SR UNSEC 6.375% 05-15-29 Long Debt US $11M – 0.01
NEUB 18-29A C CLO 144A FRN (TSFR3M+241.16) 10-19-31 (NEUBERGER BERMAN CLO LTD NEUB_18-29A) Long ABS-other KY $1M – 0.00
NEUB 22-49A A CLO 144A FRN (TSFR3M+142) 07-25-34 (NEUBERGER BERMAN CLO LTD NEUB_22-49) Long ABS-other US $2M – 0.00
NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26 Long Debt US $6M – 0.01
NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25 Long Debt US $3M – 0.00
NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 8.75% 03-15-29 Long Debt US $4M – 0.00
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY NATL 7.425% 02-15-29 Long Debt US $5M – 0.01
NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36 (STATE OF NEW SOUTH WALES AUSTRALIA) Long Debt AU $22M – 0.03
NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35 (STATE OF NEW SOUTH WALES AUSTRALIA) Long Debt AU $21M – 0.02
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26 Long Debt US $4M – 0.00
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25 Long Debt US $990K – 0.00
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30 Long Debt US $4M – 0.00
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.85% 08-01-31 Long Debt US $2M – 0.00
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.25% 04-07-27 Long Debt US $2M – 0.00
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33 Long Debt US $4M – 0.00
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-13-28 Long Debt US $7M – 0.01
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34 Long Debt US $3M – 0.00
NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29 Long Debt US $6M – 0.01
NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32 Long Debt US $8M – 0.01
NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27 Long Debt US $12M – 0.01
NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 4.625% 07-15-27 Long Debt US $421K – 0.00
NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 6.051% 03-01-25 Long Debt US $4M – 0.00
NEXTERA ENERGY OPERATING PARTNERS LP 144A LIFE SR UNSEC 3.875% 10-15-26 Long Debt US $3M – 0.00
NEXTERA ENERGY OPERATING PARTNERS LP 144A LIFE SR UNSEC 4.25% 07-15-24 Long Debt US $5M – 0.01
NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-15-32 Long Debt US $8M – 0.01
NIKE INC SR UNSEC 2.4% 03-27-25 Long Debt US $8M – 0.01
NIKE INC SR UNSEC 3.25% 03-27-40 Long Debt US $4M – 0.01
NISOURCE INC SR UNSEC 5.0% 06-15-52 Long Debt US $21K – 0.00
NISOURCE INC SR UNSEC 5.4% 06-30-33 Long Debt US $5M – 0.01
NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) Long Debt US $4M – 0.01
NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) Long Debt US $13M – 0.02
NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) Long Debt US $10M – 0.01
NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) Long Debt US $4M – 0.01
NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28 (NISSAN MOTOR ACCEPTANCE COMPANY LLC) Long Debt US $22M – 0.03
NMG PARENT LLC (DRS) (NOT LISTED OR TRADING) Long Equity-common US $83K 728 0.00
NMG PARENT LLC (NOT LISTED OR TRADING) Long Equity-common US $440K 4K 0.00
NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING) Long Equity-common US $179K 18K 0.00
NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30 Long Debt US $833K – 0.00
NOMURA HOLDINGS INC SR UNSEC 5.594% 07-02-27 Long Debt JP $15M – 0.02
NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34 Long Debt JP $13M – 0.02
NOMURA HOLDINGS INC SR UNSEC FRN 07-02-27 Long Debt JP $5M – 0.01
NONGHYUP BANK 144A LIFE SR UNSEC 4.875% 07-03-28 Long Debt KR $13M – 0.02
NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33 (NORFOLK SOUTHERN CORPORATION) Long Debt US $2M – 0.00
NORFOLK SOUTHERN CORP SR UNSEC 5.05% 08-01-30 (NORFOLK SOUTHERN CORPORATION) Long Debt US $12M – 0.01
NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54 (NORFOLK SOUTHERN CORPORATION) Long Debt US $10M – 0.01
NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.25% 04-01-31 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $4M – 0.01
NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.6% 06-01-51 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $9M – 0.01
NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.9% 03-01-50 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $1M – 0.00
NORTHERN STATES POWER CO SR SEC 1ST LIEN 3.2% 04-01-52 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $1M – 0.00
NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.5% 06-01-52 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $2M – 0.00
NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.1% 05-15-53 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $1M – 0.00
NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.4% 03-15-54 (NORTHERN STATES POWER COMPANY (MINNESOTA)) Long Debt US $2M – 0.00
NORTHROP GRUMMAN CORP SR UNSEC 2.93% 01-15-25 Long Debt US $15M – 0.02
NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33 Long Debt US $18M – 0.02
NORTHROP GRUMMAN CORP SR UNSEC 4.95% 03-15-53 Long Debt US $5M – 0.01
NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26 Long Debt US $2M – 0.00
NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-12-28 Long Debt US $12M – 0.01
NOVA CHEMICALS CORP 144A LIFE SR SEC 1ST LIEN 8.5% 11-15-28 Long Debt CA $2M – 0.00
NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29 Long Debt CA $5M – 0.01
NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27 Long Debt CA $7M – 0.01
NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30 Long Debt CA $8M – 0.01
NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25 Long Debt US $101K – 0.00
NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30 Long Debt US $8M – 0.01
NRG ENERGY INC 144A LIFE SR UNSEC 3.625% 02-15-31 Long Debt US $4M – 0.01
NRG ENERGY INC 144A LIFE SR UNSEC 3.875% 02-15-32 Long Debt US $232K – 0.00
NRZT 19-2A A1 144A FRN 12-25-57 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A) Long ABS-collateralized bond/debt obligation US $2M – 0.00
NSLT 21-A APT1 144A 1.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-A) Long ABS-other US $21M – 0.03
NSLT 21-B AFX 144A 1.42% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-B) Long ABS-other US $48M – 0.06
NSLT 21-CA AFL 144A FRN (TSFR1M+85.45) 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) Long ABS-other US $15M – 0.02
NSLT 21-CA AFX 144A 1.32% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) Long ABS-other US $2M – 0.00
NTPC LTD REG S SR UNSEC 4.375% 11-26-24 Long Debt IN $3M – 0.00
NUTRIEN LTD SR UNSEC 5.9% 11-07-24 Long Debt CA $577K – 0.00
NYMT 24-CP1 A1 144A FRN 02-25-68/08-25-37 (NYMT 2024-CP1) Long ABS-collateralized bond/debt obligation US $4M – 0.01
NZRT 20-RPL1 A1 144A FRN 11-25-59 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1) Long ABS-collateralized bond/debt obligation US $8M – 0.01
OAKCL 19-1 A1R CLO 144A FRN (TSFR3M+137.16) 04-22-30 (OAKTREE CLO LTD OAKCL_19-1A) Long ABS-other US $10M – 0.01
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 $50M – 0.06
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 $35M – 0.04
OBX 22-NQM9 A1A 144A 09-25-62/11-01-26 (OBX TRUST OBX_22-NQM9) Long ABS-collateralized bond/debt obligation US $3M – 0.00
OBX 23-NQM1 A1 144A 6.12% 11-25-62/12-28-26 (OBX TRUST OBX_23-NQM1) Long ABS-collateralized bond/debt obligation US $2M – 0.00
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 $7M – 0.01
OBX 23-NQM5 A1A 144A 6.567% 06-25-63/06-01-27 (ONSLOW BAY FINANCIAL LLC TRUST OBX_23-NQM5) Long ABS-collateralized bond/debt obligation US $16M – 0.02
OBX 24-HYB1 A1 144A FRN 03-25-53 (OBX 2024-HYB1) Long ABS-collateralized bond/debt obligation US $10M – 0.01
OBX 24-HYB2 A1 144A FRN 04-25-53 (OBX 2024-HYB2) Long ABS-collateralized bond/debt obligation US $16M – 0.02
OBX 24-NQM1 A1 144A 5.928% 11-25-63/12-01-27 (ONSLOW BAY FINANCIAL LLC OBX_24-NMQ1) Long ABS-collateralized bond/debt obligation US $8M – 0.01
OBX 24-NQM10 A1 144A 6.18% 05-25-64/06-01-28 (OBX 2024-NQM10) Long ABS-collateralized bond/debt obligation US $46M – 0.05
OBX 24-NQM4 A1 144A FRN 01-25-64/02-25-28 (OBX 2024-NQM4) Long ABS-collateralized bond/debt obligation US $37M – 0.04
OBX 24-NQM5 A1 144A 5.988% 03-25-28/03-27-28 (OBX 2024-NQM5) Long ABS-collateralized bond/debt obligation US $13M – 0.02
OBX 24-NQM6 A1 144A FRN 02-25-64 (OBX 2024-NQM6) Long ABS-collateralized bond/debt obligation US $11M – 0.01
OBX 24-NQM7 A1 144A 6.243% 03-25-64 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM7) Long ABS-collateralized bond/debt obligation US $17M – 0.02
OBX 24-NQM8 A1 144A 6.233% 05-25-64/05-01-28 (OBX 2024-NQM8) Long ABS-collateralized bond/debt obligation US $16M – 0.02
OCCIDENTAL PETROLEUM CORP SR UNSEC 4.2% 03-15-48 Long Debt US $3M – 0.00
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31 Long Debt US $6M – 0.01
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36 Long Debt US $31M – 0.04
OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30 Long Debt US $40M – 0.05
OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33 Long Debt NL $11M – 0.01
OCP 19-16A AR CLO 144A FRN (TSFR3M +126.16) 04-10-33 (OCP CLO LTD OCP_19-16A) Long ABS-other US $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 $10M – 0.01
OCP 23-28 D CLO 144A FRN (TSFR3M+535) 07-16-36 (OCP CLO LTD OCP_23-28) Long ABS-other US $516K – 0.00
OCP 23-29 C CLO 144A FRN (TSFR3M+310) 01-20-35 (OCP CLO LTD OCP_23-29) Long ABS-other US $2M – 0.00
OCP 23-29 D CLO 144A FRN (TSFR3M+500) 01-20-35 (OCP CLO LTD OCP_23-29) Long ABS-other US $3M – 0.00
OCT64 22-1A B1 CLO 144A FRN (TSFR3M+210) 07-21-37 (OCTAGON INVESTMENT PARTNERS 64 LTD OCT64_22-1) Long ABS-other KY $1M – 0.00
OCTR 22-12A A2 CLO 144A FRN (TSFR3M+180) 07-20-35 (OCEAN TRAILS CLO OCTR 22-12) Long ABS-other KY $8M – 0.01
OCTR 23-14 A1 CLO 144A FRN (TSFR3M+200) 04-18-28 (OCEAN TRAILS CLO OCTR_23-14) Long ABS-other KY $20M – 0.02
OCTR 23-14 B1 CLO 144A FRN (TSFR3M+275) 01-20-35 (OCEAN TRAILS CLO OCTR_23-14) Long ABS-other KY $502K – 0.00
OIL & NATURAL GAS CORP LTD REG S SR UNSEC 3.375% 12-05-29 Long Debt IN $5M – 0.01
OIS PAYFIX USD 3.2915% 01-12-23/01-12-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $1M – 0.00
OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH (RISKLESS ISSUER) Derivative-interest rate US $23M – 0.03
OIS PAYFIX USD 3.5935% 01-09-24/01-09-34 LCH (RISKLESS ISSUER) Derivative-interest rate US $4M – 0.01
OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH (RISKLESS ISSUER) Derivative-interest rate US $3M – 0.00
OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) Derivative-interest rate US $243K – 0.00
OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) Derivative-interest rate US $175K – 0.00
OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) Derivative-interest rate US $67K – 0.00
OIS PAYFIX USD 3.8055% 06-18-24/06-18-34 LCH (RISKLESS ISSUER) Derivative-interest rate US $2M – 0.00
OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $700K – 0.00
OIS PAYFIX USD 3.8365% 03-06-24/03-06-34 LCH (RISKLESS ISSUER) Derivative-interest rate US $139K – 0.00
OIS PAYFIX USD 3.8575% 06-24-24/06-24-34 LCH (RISKLESS ISSUER) Derivative-interest rate US $486K – 0.00
OIS PAYFIX USD 3.871% 03-04-24/03-04-34 LCH (RISKLESS ISSUER) Derivative-interest rate US $1M – 0.00
OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $64K – 0.00
OIS PAYFIX USD 3.997% 09-14-23/09-14-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $-182K – -0.00
OIS PAYFIX USD 4.017% 06-24-24/06-24-29 LCH (RISKLESS ISSUER) Derivative-interest rate US $277K – 0.00
OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $-624K – -0.00
OIS PAYFIX USD 4.1405% 05-13-24/02-28-31 LCH (RISKLESS ISSUER) Derivative-interest rate US $-262K – -0.00
OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $-256K – -0.00
OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $-126K – -0.00
OIS PAYFIX USD 4.5265% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) Derivative-interest rate US $175K – 0.00
OIS PAYFIX USD 4.528% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) Derivative-interest rate US $171K – 0.00
OIS PAYFIX USD 4.5335% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) Derivative-interest rate US $316K – 0.00
OIS RECFIX USD 3.998% 12-04-23/12-04-28 LCH (RISKLESS ISSUER) Derivative-interest rate US $-1M – -0.00
OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH (RISKLESS ISSUER) Derivative-interest rate US $105K – 0.00
OIS RECFIX USD 4.4555% 12-06-23/12-06-25 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 $105K – 0.00
OIS RECFIX USD 4.776% 05-13-24/03-15-26 LCH (RISKLESS ISSUER) Derivative-interest rate US $144K – 0.00
OIS RECFIX USD 4.8189% 08-25-23/08-25-25 LCH (RISKLESS ISSUER) Derivative-interest rate US $-624K – -0.00
OIS RECFIX USD 4.8755% 04-18-24/04-18-26 LCH (RISKLESS ISSUER) Derivative-interest rate US $2M – 0.00
OIS RECFIX USD 4.9035% 09-14-23/09-14-25 LCH (RISKLESS ISSUER) Derivative-interest rate US $-156K – -0.00
OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) Long Debt CO $5M – 0.01
OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) Long Debt CO $8M – 0.01
OLIN CORP SR UNSEC 5.625% 08-01-29 Long Debt US $2M – 0.00
OMPT 17-1MKT A 3.6139% 02-10-32/02-12-24 (ONE MARKET PLAZA TRUST OMPT_17-1MKT) Long ABS-collateralized bond/debt obligation US $4M – 0.00
OMPT 17-1MKT C 144A 4.0163% 02-10-32/02-12-24 (ONE MARKET PLAZA TRUST OMPT_17-1MKT) Long ABS-collateralized bond/debt obligation US $857K – 0.00
ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 0.55% 10-01-25 (ONCOR ELECTRIC DELIVERY COMPANY LLC) Long Debt US $675K – 0.00
ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 4.55% 09-15-32 (ONCOR ELECTRIC DELIVERY COMPANY LLC) Long Debt US $773K – 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
ONDK 24-1 B 144A 7.15% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) Long ABS-other US $2M – 0.00
ONEMAIN FINANCE CORP SR UNSEC 7.125% 03-15-26 Long Debt US $9M – 0.01
ONEMAIN FINANCE CORP SR UNSEC 7.875% 03-15-30 Long Debt US $9M – 0.01
ONEOK INC SR UNSEC 5.55% 11-01-26 Long Debt US $2M – 0.00
ONEOK INC SR UNSEC 5.65% 11-01-28 Long Debt US $11M – 0.01
ONEOK INC SR UNSEC 5.85% 01-15-26 Long Debt US $434K – 0.00
ONEOK INC SR UNSEC 6.05% 09-01-33 Long Debt US $13M – 0.02
ONGC VIDESH LTD REG S SR UNSEC 4.625% 07-15-24 Long Debt IN $401K – 0.00
OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28 Long Debt CA $6M – 0.01
OPTN 21-A A 144A 1.21% 03-08-28/23 (OPORTUN FUNDING LLC OPTN_21-A) Long ABS-other US $1M – 0.00
OPTN 21-B A 144A 1.47% 05-08-31/05-01-24 (OPORTUN FUNDING LLC OPTN_21-B) Long ABS-other US $10M – 0.01
ORACLE CORP SR UNSEC 3.6% 04-01-50 Long Debt US $24M – 0.03
ORBIA ADVANCE CORP SAB DE CV REG S SR UNSEC 2.875% 05-11-31 Long Debt MX $6M – 0.01
OTIS WORLDWIDE CORP SR UNSEC 2.056% 04-05-25 Long Debt US $21M – 0.03
OVERSEA-CHINESE BANKING CORP LTD AUD SR UNSEC FRN 04-14-25 (OVERSEA-CHINESE BANKING CORPORATION LTD (SYDNEY BRANCH)) Long Debt AU $20M – 0.02
OVERSEA-CHINESE BANKING CORP LTD REG S SUB 1.832% 09-10-30/25 Long Debt SG $2M – 0.00
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27 Long Debt US $60M – 0.07
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31 Long Debt US $135M – 0.16
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26 Long Debt US $35M – 0.04
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28 Long Debt US $37M – 0.04
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 Long Debt US $103M – 0.12
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31 Long Debt US $16M – 0.02
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27 Long Debt US $16M – 0.02
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40 Long Debt US $15M – 0.02
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27 Long Debt US $12M – 0.01
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50 Long Debt US $30M – 0.04
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28 Long Debt US $25M – 0.03
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42 Long Debt US $21M – 0.03
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32 Long Debt US $5M – 0.01
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30 Long Debt US $141M – 0.17
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 Long Debt US $43M – 0.05
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50 Long Debt US $14M – 0.02
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34 Long Debt US $51M – 0.06
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32 Long Debt US $15M – 0.02
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 01-15-29 Long Debt US $48M – 0.06
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33 Long Debt US $30M – 0.04
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 Long Debt US $96M – 0.11
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.7% 04-01-53 Long Debt US $10M – 0.01
PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34 Long Debt US $14M – 0.02
PACIFICORP SR SEC 1ST LIEN 2.7% 09-15-30 Long Debt US $8M – 0.01
PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52 Long Debt US $14M – 0.02
PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51 Long Debt US $5M – 0.01
PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29 Long Debt US $39M – 0.05
PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 Long Debt US $12M – 0.01
PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53 Long Debt US $8M – 0.01
PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 Long Debt US $74M – 0.09
PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 Long Debt US $42M – 0.05
PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 Long Debt US $54M – 0.06
PANAMA GLOBAL 3.75% 04-17-26 (PANAMA REPUBLIC OF (GOVERNMENT)) Long Debt PA $10M – 0.01
PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32 (PANAMA REPUBLIC OF (GOVERNMENT)) Long Debt PA $1M – 0.00
PANAMA GOVERNMENT INTERNATIONAL BOND 3.16% 01-23-30 (PANAMA REPUBLIC OF (GOVERNMENT)) Long Debt PA $2M – 0.00
PARL 20-1 A1R CLO 144A FRN (TSFR3M+148.161) 07-20-34 (PARALLEL LTD PARL_20-1) Long ABS-other US $5M – 0.01
PART 23-1 A2 144A 5.88% 03-16-26/08-15-24 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) Long ABS-other US $1M – 0.00
PART 24-1 B 144A 5.71% 05-15-28/03-16-26 (PART 2024-1A) Long ABS-other US $2M – 0.00
PART 24-1 C 144A 5.73% 03-15-29/12-15-26 (PART 2024-1A) Long ABS-other US $4M – 0.00
PART 24-1 D 144A 6.21% 02-15-30/11-15-27 (PART 2024-1A) Long ABS-other US $6M – 0.01
PAYPAL HOLDINGS INC SR UNSEC 3.25% 06-01-50 Long Debt US $41K – 0.00
PAYPAL HOLDINGS INC SR UNSEC 3.9% 06-01-27 Long Debt US $5M – 0.01
PAYPAL HOLDINGS INC SR UNSEC 4.4% 06-01-32 Long Debt US $15M – 0.02
PAYPAL HOLDINGS INC SR UNSEC 5.05% 06-01-52 Long Debt US $9M – 0.01
PAYPAL HOLDINGS INC SR UNSEC 5.25% 06-01-62 Long Debt US $293K – 0.00
PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26 (PEAC 2024-1A) Long ABS-other US $20M – 0.02
PEAC 24-1A B 144A 5.79% 11-20-30/02-22-28 (PEAC 2024-1A) Long ABS-other US $3M – 0.00
PECO ENERGY CO SR SEC 1ST LIEN 2.8% 06-15-50 Long Debt US $6M – 0.01
PEPSICO INC SR UNSEC 1.4% 02-25-31 Long Debt US $536K – 0.00
PEPSICO INC SR UNSEC 1.625% 05-01-30 Long Debt US $492K – 0.00
PEPSICO INC SR UNSEC 2.75% 10-21-51 Long Debt US $1M – 0.00
PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32 Long Debt US $5M – 0.01
PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31 Long Debt US $6M – 0.01
PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.783% 01-23-31 (PERU (REPUBLIC OF)) Long Debt PE $16M – 0.02
PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25 Long Debt MX $4M – 0.01
PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26 Long Debt MX $10M – 0.01
PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 Long Debt MX $39M – 0.05
PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 Long Debt MX $50M – 0.06
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 $110M – 0.13
PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 Long Debt MX $98M – 0.12
PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26 Long Debt MX $199M – 0.24
PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 Long Debt MX $69M – 0.08
PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 Long Debt MX $141M – 0.17
PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29 Long Debt MX $100M – 0.12
PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30 Long Debt MY $4M – 0.00
PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50 Long Debt MY $5M – 0.01
PFIZER INC SR UNSEC 1.7% 05-28-30 Long Debt US $581K – 0.00
PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28 Long Debt SG $2M – 0.00
PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 Long Debt SG $112M – 0.13
PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 Long Debt SG $57M – 0.07
PFSFC 21-B A 144A 0.77% 08-17-26/08-15-24 (PFS FINANCING CORP PFSFC_21-B) Long ABS-other US $35M – 0.04
PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_22-D) Long ABS-other US $852K – 0.00
PFSFC 23-A A 144A 5.8% 03-15-28/03-16-26 (PFSFC_23-A) Long ABS-other US $12M – 0.01
PFSFC 23-B A 144A 5.27% 05-15-28/26 (PFS FINANCING CORP PFSFC_23-B) Long ABS-other US $27M – 0.03
PFSFC 23-D A 144A FRN (SOFR30A+115) 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_23-D) Long ABS-other US $11M – 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 – 0.02
PFSFC 24-C 144A FRN (SOFR30A+80) 04-17-28/04-15-26 (PFS FINANCING CORP PFSFC_24-C) Long ABS-other US $10M – 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 $12M – 0.01
PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28 Long Debt US $9M – 0.01
PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30 Long Debt US $7M – 0.01
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30 Long Debt US $3M – 0.00
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30 Long Debt US $3M – 0.00
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 3.375% 08-15-29 Long Debt US $721K – 0.00
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43 Long Debt US $87K – 0.00
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 11-10-44 Long Debt US $86K – 0.00
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-13-26 Long Debt US $17M – 0.02
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.0% 11-17-25 Long Debt US $30M – 0.04
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31 Long Debt US $12M – 0.01
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30 Long Debt US $7M – 0.01
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27 Long Debt US $16M – 0.02
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34 Long Debt US $9M – 0.01
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 09-07-28 Long Debt US $20M – 0.02
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33 Long Debt US $15M – 0.02
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30 Long Debt US $33M – 0.04
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29 Long Debt US $16M – 0.02
PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 Long Debt US $28M – 0.03
PIPK 22-11 A2 144A FRN (TSFR3M+220) 07-25-34 (PIKES PEAK CLO PIPK_22-11) Long ABS-other US $7M – 0.01
PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29 Long Debt GR $60M – 0.07
PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28 Long Debt GR $5M – 0.01
PIRAEUS BANK SA EUR REG S SR UNSEC (B) 7.25% 07-13-28/27 Long Debt GR $2M – 0.00
PITNEY BOWES INC 144A LIFE SR UNSEC 6.875% 03-15-27 Long Debt US $6M – 0.01
PKAIR 24-1 A1 144A 5.842% 09-15-39 (PKAIR 2024-1) Long ABS-other US $13M – 0.02
PKAIR 24-1 AF 144A FRN (TSFR1M+0) 09-15-39 (PKAIR 2024-1) Long ABS-other US $5M – 0.01
PKBLU 22-1 A1 144A FRN (TSFR3M+245) 10-20-34 (PARK BLUE CLO LTD PKBLU_22-1) Long ABS-other KY $2M – 0.00
PLUSPETROL CAMISEA SA 144A LIFE SR UNSEC SF 6.24% 07-03-36 (PLUSPETROL CAMISEA SA / PLUSPETROL LOTE 56 SA) Long Debt PE $1M – 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 SR UNSEC 5.354% 12-02-28/27 Long Debt US $10M – 0.01
PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.492% 05-14-30/29 Long Debt US $23M – 0.03
PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28 Long Debt US $48M – 0.06
PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 Long Debt US $3M – 0.00
PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.939% 08-18-34/33 Long Debt US $1M – 0.00
PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32 Long Debt US $2M – 0.00
PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 Long Debt US $39M – 0.05
POSCO 144A LIFE SR UNSEC 4.875% 01-23-27 (POSCO CO LTD) Long Debt KR $9M – 0.01
POSCO 144A LIFE SR UNSEC 5.75% 01-17-28 (POSCO CO LTD) Long Debt KR $5M – 0.01
POSCO 144A LIFE SR UNSEC 5.875% 01-17-33 (POSCO CO LTD) Long Debt KR $647K – 0.00
POSCO REG S SR UNSEC 2.75% 07-15-24 (POSCO CO LTD) Long Debt KR $4M – 0.00
POST 21-1 A CLO 144A FRN (TSFR3M+146.16) 10-15-34 (POST CLO LTD POST_21-1) Long ABS-other KY $3M – 0.00
POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32 Long Debt US $2M – 0.00
POWER FINANCE CORP LTD REG S SR UNSEC 3.35% 05-16-31 Long Debt IN $8M – 0.01
POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30 Long Debt IN $29M – 0.03
PRDGY 21-1A A 144A FRN (TSFR1M+136.45) 07-25-51 (PRODIGY FINANCE PRDGY_21-1) Long ABS-other US $1M – 0.00
PREF_24-1 5.59% 11-15-29/08-17-26 (POST ROAD EQUIPMENT FINANCE PREF_24-1) Long ABS-other US $10M – 0.01
PRESIDENT AND FELLOWS OF HARVARD COLLEGE SR UNSEC 2.517% 10-15-50 Long Debt US $3M – 0.00
PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 3.375% 08-31-27 Long Debt US $3M – 0.00
PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26 Long Debt US $2M – 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 $7M – 0.01
PROCTER & GAMBLE CO SR UNSEC 0.55% 10-29-25 Long Debt US $4M – 0.00
PROCTER & GAMBLE CO SR UNSEC 1.0% 04-23-26 Long Debt US $1M – 0.00
PROCTER & GAMBLE CO SR UNSEC 1.2% 10-29-30 Long Debt US $3M – 0.00
PROCTER & GAMBLE CO SR UNSEC 3.0% 03-25-30 Long Debt US $1M – 0.00
PROCTER & GAMBLE CO SR UNSEC 3.95% 01-26-28 Long Debt US $18M – 0.02
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 $8M – 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 $5M – 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 – 0.01
PROG 24-SFR1 A 144A 3.35% 02-17-41/02-20-29 (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) Long ABS-collateralized bond/debt obligation US $19M – 0.02
PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29 (PROG 2024-SFR2) Long ABS-collateralized bond/debt obligation US $15M – 0.02
PROG 24-SFR2 B 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) Long ABS-collateralized bond/debt obligation US $4M – 0.01
PROG 24-SFR2 D 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) Long ABS-collateralized bond/debt obligation US $6M – 0.01
PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29 (PROG 2024-SFR3) Long ABS-collateralized bond/debt obligation US $11M – 0.01
PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31 Long Debt US $9M – 0.01
PROLOGIS LP SR UNSEC 4.75% 06-15-33 Long Debt US $5M – 0.01
PROLOGIS LP SR UNSEC 4.875% 06-15-28 Long Debt US $8M – 0.01
PROLOGIS LP SR UNSEC 5.0% 03-15-34 Long Debt US $3M – 0.00
PROLOGIS LP SR UNSEC 5.125% 01-15-34 Long Debt US $45M – 0.05
PROLOGIS LP SR UNSEC 5.25% 03-15-54 Long Debt US $222K – 0.00
PROLOGIS LP SR UNSEC 5.25% 06-15-53 Long Debt US $402K – 0.00
PROVINCE OF BRITISH COLUMBIA CANADA 4.2% 07-06-33 (BRITISH COLUMBIA PROVINCE OF) Long Debt CA $23M – 0.03
PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51 Long Debt US $4M – 0.00
PRUDENTIAL FINANCIAL INC SR UNSEC 3.905% 12-07-47 Long Debt US $538K – 0.00
PRUDENTIAL FINANCIAL INC SR UNSEC 4.418% 03-27-48 Long Debt US $830K – 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 $324K – 0.00
PSTAT 21-2A A1 CLO 144A FRN (TSFR3M+106.16) 05-20-29 (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-2A) Long ABS-other US $219K – 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 $6M – 0.01
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 $856K – 0.00
PSTAT 22-1A A1 CLO 144A FRN (TSFR3M+105) 04-15-30 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-1A) Long ABS-other US $7M – 0.01
PSTAT 22-2A A1 CLO 144A FRN (TSFR3M+127) 10-15-30 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-2A) Long ABS-other KY $269K – 0.00
PSTAT 22-3A A1AR CLO 144A FRN (TSFR3M+110) 04-15-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3) Long ABS-other KY $21M – 0.03
PSTAT 22-4 A1 CLO 144A FRN (TSFR3M+175) 07-24-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4) Long ABS-other US $4M – 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 $10M – 0.01
PSTAT_22-4 C CLO 144A FRN (TSFR3M+450) 07-24-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4) Long ABS-other US $3M – 0.00
PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27 Long Debt TH $7M – 0.01
PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.993% 01-15-30 Long Debt TH $3M – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 1.875% 06-15-31 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $12M – 0.01
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 1.9% 01-15-31 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $90K – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $5M – 0.01
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 3.2% 03-01-50 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $4M – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 3.7% 06-15-28 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $3M – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 4.1% 06-15-48 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $3M – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 4.5% 06-01-52 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $3M – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.25% 04-01-53 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $4M – 0.00
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $30M – 0.04
PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54 (PUBLIC SERVICE COMPANY OF COLORADO) Long Debt US $18M – 0.02
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 0.95% 03-15-26 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $12M – 0.01
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.45% 01-15-30 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $4M – 0.01
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.1% 03-15-32 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $729K – 0.00
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.15% 01-01-50 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $10M – 0.01
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $5M – 0.01
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $2M – 0.00
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.65% 09-01-28 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) Long Debt US $251K – 0.00
PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31 Long Debt US $17M – 0.02
PUBLIC STORAGE OPERATING CO SR UNSEC FRN 04-16-27 Long Debt US $12M – 0.01
PUBLIC STORAGE SR UNSEC 1.95% 11-09-28 (PUBLIC STORAGE OPERATING CO) Long Debt US $636K – 0.00
PUBLIC STORAGE SR UNSEC 5.1% 08-01-33 (PUBLIC STORAGE OPERATING CO) Long Debt US $3M – 0.00
PUBLIC STORAGE SR UNSEC 5.125% 01-15-29 (PUBLIC STORAGE OPERATING CO) Long Debt US $5M – 0.01
QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26 (QATAR ENERGY) Long Debt QA $17M – 0.02
QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31 (QATAR ENERGY) Long Debt QA $27M – 0.03
QBE INSURANCE GROUP LTD AUD SUB (H) FRN 08-25-36 (QBE INSURANCE GROUP LIMITED) Long Debt AU $8M – 0.01
QBE INSURANCE GROUP LTD GBP REG S SUB (H) 2.5% 09-13-38/28 (QBE INSURANCE GROUP LIMITED) Long Debt AU $6M – 0.01
QBE INSURANCE GROUP LTD REG S SUB (H) 5.875% 06-17-46/26 (QBE INSURANCE GROUP LIMITED) Long Debt AU $4M – 0.00
QVC INC SR SEC 1ST LIEN 4.45% 02-15-25 Long Debt US $1M – 0.00
RAD 19-4 CR CLO 144A FRN (TSFR3M+220) 04-25-32 (RAD CLO LTD RAD_19-4A) Long ABS-other KY $1M – 0.00
RAD 20-7 A1R CLO 144A FRN (TSFR3M+135) 04-17-36 (RAD 2020-7A) Long ABS-other KY $15M – 0.02
RAD 20-7 CR CLO 144A FRN (TSFR3M+260) 04-17-36 (RAD 2020-7A) Long ABS-other KY $3M – 0.00
RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34 Long Debt LU $1M – 0.00
RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54 Long Debt LU $1M – 0.00
RBIT 21-HB1 A 144A FRN 11-25-31 (RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1) Long ABS-collateralized bond/debt obligation US $4M – 0.01
REACH 23-1 A 144A 7.05% 02-18-31/25 (REACH FINANCIAL LLC REACH_23-1) Long ABS-other US $2M – 0.00
REG14 18-3A AR CLO 144A FRN (TSFR3M+110) 10-25-31 (REG14_18-3A) Long ABS-other US $29M – 0.03
REG14 18-3A BR CLO 144A FRN (TSFR3M+150) 10-25-31 (REG14_18-3A) Long ABS-other US $9M – 0.01
REG14 18-3A CR CLO 144A FRN (TSFR3M+180) 10-25-31 (REG14_18-3A) Long ABS-other US $7M – 0.01
REG16 19-2 D CLO 144A FRN (TSFR3M+416.16) 01-15-33 (REGATTA XVI FUNDING LTD REG16_19-2A) Long ABS-other US $2M – 0.00
REG22 22-2A C CLO 144A FRN (TSFR3M+250) 07-20-35 (REGATTA XXII FUNDING LTD REG22_22) Long ABS-other US $4M – 0.00
REGT6 16-1 AR2 CLO 144A FRN (TSFR3M+142.16) 04-20-34 (REGATTA VI FUNDING LTD REGT6_16-1A) Long ABS-other US $3M – 0.00
RELIANCE INDUSTRIES LTD REG S SR UNSEC 2.875% 01-12-32 Long Debt IN $3M – 0.00
RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52 Long Debt IN $1M – 0.00
RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.667% 11-30-27 Long Debt IN $3M – 0.00
RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.75% 01-12-62 Long Debt IN $1M – 0.00
RELIANCE INDUSTRIES LTD REG S SR UNSEC 4.125% 01-28-25 Long Debt IN $8M – 0.01
RELIANCE INDUSTRIES LTD REG S SR UNSEC 4.875% 02-10-45 Long Debt IN $3M – 0.00
REPUBLIC SERVICES INC SR UNSEC 2.375% 03-15-33 Long Debt US $1M – 0.00
REPUBLIC SERVICES INC SR UNSEC 2.5% 08-15-24 Long Debt US $7M – 0.01
REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25 Long Debt US $3M – 0.00
REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42 Long Debt US $2M – 0.00
RITCHIE BROS HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31 Long Debt US $2M – 0.00
ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28 Long Debt US $3M – 0.00
ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31 Long Debt US $13M – 0.02
ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.909% 03-08-31 Long Debt US $4M – 0.00
ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.218% 03-08-54 Long Debt US $3M – 0.00
ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.593% 11-13-33 Long Debt US $19M – 0.02
ROCKT 22-1A B 144A FRN (TSFR3M+210) 07-20-35 (ROCKFORD TOWER CLO ROCKT_22-1) Long ABS-other US $10M – 0.01
ROCKT_21-1A D 144A FRN (TSFR3M+326.161) 07-20-34 (ROCKFORD TOWER CLO LTD ROCKT_21-1A) Long ABS-other KY $2M – 0.00
ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS) (ROTECH HEALTHCARE INC (NEW)) Long Equity-common US $34M 342K 0.04
ROYAL BANK OF CANADA SR UNSEC 0.75% 10-07-24 Long Debt CA $1M – 0.00
ROYAL BANK OF CANADA SR UNSEC 3.625% 05-04-27 Long Debt CA $718K – 0.00
ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28 Long Debt CA $2M – 0.00
ROYAL BANK OF CANADA SR UNSEC 4.95% 02-01-29 Long Debt CA $10M – 0.01
ROYAL BANK OF CANADA SR UNSEC 4.95% 04-25-25 Long Debt CA $5M – 0.01
ROYAL BANK OF CANADA SR UNSEC 5.0% 02-01-33 Long Debt CA $15M – 0.02
ROYAL BANK OF CANADA SR UNSEC 6.0% 11-01-27 Long Debt CA $1M – 0.00
RPM 22-3 A 144A 5.38% 11-25-30 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3) Long ABS-other US $3M – 0.00
RRAM 20-8 A1R CLO 144A FRN (TSFR3M+135) 07-15-37 (RRAM 2020-8A) Long ABS-other US $20M – 0.02
RTX CORP SR UNSEC 1.9% 09-01-31 Long Debt US $9M – 0.01
RTX CORP SR UNSEC 2.375% 03-15-32 Long Debt US $6M – 0.01
RTX CORP SR UNSEC 2.82% 09-01-51 Long Debt US $2M – 0.00
RTX CORP SR UNSEC 3.03% 03-15-52 Long Debt US $4M – 0.01
RTX CORP SR UNSEC 3.125% 05-04-27 Long Debt US $948K – 0.00
RTX CORP SR UNSEC 3.95% 08-16-25 Long Debt US $17M – 0.02
RTX CORP SR UNSEC 4.125% 11-16-28 Long Debt US $6M – 0.01
RTX CORP SR UNSEC 4.5% 06-01-42 Long Debt US $1M – 0.00
RTX CORP SR UNSEC 5.15% 02-27-33 Long Debt US $3M – 0.00
RTX CORP SR UNSEC 5.375% 02-27-53 Long Debt US $3M – 0.00
RTX CORP SR UNSEC 5.75% 01-15-29 Long Debt US $3M – 0.00
RTX CORP SR UNSEC 5.75% 11-08-26 Long Debt US $4M – 0.00
RTX CORP SR UNSEC 6.0% 03-15-31 Long Debt US $3M – 0.00
RTX CORP SR UNSEC 6.1% 03-15-34 Long Debt US $3M – 0.00
RTX CORP SR UNSEC 6.4% 03-15-54 Long Debt US $8M – 0.01
RUTAS 2 & 7 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 0.0% 09-30-36 Long Debt PY $1M – 0.00
SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28 (STONEPEAK 2021-1 ABS SALTT_21-1A) Long ABS-other US $4M – 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 $3M – 0.00
SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 3.32% 04-15-50 Long Debt US $1M – 0.00
SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 4.95% 08-15-28 Long Debt US $7M – 0.01
SANDS CHINA LTD SR UNSEC 2.3% 03-08-27 Long Debt MO $7M – 0.01
SANDS CHINA LTD SR UNSEC 3.25% 08-08-31 Long Debt MO $10M – 0.01
SANDS CHINA LTD SR UNSEC 3.8% 01-08-26 Long Debt MO $13M – 0.01
SANDS CHINA LTD SR UNSEC 4.375% 06-18-30 Long Debt MO $11M – 0.01
SANDS CHINA LTD SR UNSEC 5.125% 08-08-25 Long Debt MO $13M – 0.02
SANDS CHINA LTD SR UNSEC 5.4% 08-08-28 Long Debt MO $67M – 0.08
SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27 Long Debt US $10M – 0.01
SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26 Long Debt US $9M – 0.01
SANTANDER HOLDINGS USA INC SR UNSEC 6.174% 01-09-30/29 Long Debt US $33M – 0.04
SANTANDER HOLDINGS USA INC SR UNSEC 6.499% 03-09-29/28 Long Debt US $21M – 0.03
SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28 Long Debt US $4M – 0.00
SANTANDER UK GROUP HOLDINGS PLC SR UNSEC 2.469% 01-11-28/27 Long Debt GB $7M – 0.01
SANTANDER UK GROUP HOLDINGS PLC SR UNSEC FRN 11-03-28 Long Debt GB $7M – 0.01
SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29 Long Debt SG $10M – 0.01
SBA TOWER TRUST 144A LIFE 1.631% 11-15-26 Long Debt US $57M – 0.07
SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26 (SBNA AUTO LEASE TRUST SBALT_24-A) Long ABS-other US $12M – 0.01
SBALT 24-B A3 144A 5.56% 11-22-27/09-21-26 (SBALT 2024-B) Long ABS-other US $5M – 0.01
SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.5% 02-12-25 Long Debt AU $6M – 0.01
SCFET 24-1 B 144A 5.56% 04-20-32/01-22-29 (SCFET 2024-1A) Long ABS-other US $1M – 0.00
SCFET 24-1A A2 144A 5.88% 11-20-29/05-20-26 (SCFET 2024-1A) Long ABS-other US $7M – 0.01
SCFET 24-1A A3 144A 5.52% 01-20-32/10-20-28 (SCFET 2024-1A) Long ABS-other US $1M – 0.00
SCFET 24-1A C 144A 5.82% 09-20-32/05-21-29 (SCFET 2024-1A) Long ABS-other US $2M – 0.00
SCHLUMBERGER INVESTMENT SA SR UNSEC 5.0% 06-01-34 Long Debt LU $15M – 0.02
SCRIPPS ESCROW II INC 144A LIFE SR SEC 1ST LIEN 3.875% 01-15-29 Long Debt US $6M – 0.01
SCRT 17-1 HA FRN 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) Long ABS-collateralized bond/debt obligation US $20M – 0.02
SCRT 17-1 MA 3.0% 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
SCRT 17-2 HA FRN 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) Long ABS-collateralized bond/debt obligation US $23M – 0.03
SCRT 17-2 MA 3.0% 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) Long ABS-collateralized bond/debt obligation US $24M – 0.03
SCRT 17-3 HA FRN 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) Long ABS-collateralized bond/debt obligation US $8M – 0.01
SCRT 17-3 HT 3.25% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) Long ABS-collateralized bond/debt obligation US $919K – 0.00
SCRT 17-3 MT 3.0% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) Long ABS-collateralized bond/debt obligation US $4M – 0.01
SCRT 17-4 HT FRN% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) Long ABS-collateralized bond/debt obligation US $7M – 0.01
SCRT 17-4 M45T 4.5% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) Long ABS-collateralized bond/debt obligation US $4M – 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 $4M – 0.01
SCRT 18-1 HT 3.0% 05-25-57 (FREDDIE MAC FHLMC_18-1SC) Long ABS-collateralized bond/debt obligation US $5M – 0.01
SCRT 18-2 MT 3.5% 11-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) Long ABS-collateralized bond/debt obligation US $7M – 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 $37M – 0.04
SCRT 19-1 MA 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) Long ABS-collateralized bond/debt obligation US $1M – 0.00
SCRT 19-1 MT 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) Long ABS-collateralized bond/debt obligation US $2M – 0.00
SCRT 19-2 MA 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) Long ABS-collateralized bond/debt obligation US $17M – 0.02
SCRT 19-2 MT 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) Long ABS-collateralized bond/debt obligation US $2M – 0.00
SCRT 19-3 MA 3.5% 10-25-58 (STRUCTURED AGENCY CREDIT RISK STACR_19-3SC) Long ABS-collateralized bond/debt obligation US $429K – 0.00
SCRT 19-3 MT 3.5% 10-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-3) Long ABS-collateralized bond/debt obligation US $1M – 0.00
SCRT 19-4 MA 3.0% 02-25-59 (SEASONED CREDIT RISK TRANSFER SCRT_19-4) Long ABS-collateralized bond/debt obligation US $75M – 0.09
SDART 21-2 D 1.35% 07-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2) Long ABS-other US $5M – 0.01
SDART 21-3 D 1.33% 09-15-27/06-16-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3) Long ABS-other US $6M – 0.01
SDART 22-5 B 4.43% 03-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) Long ABS-other US $4M – 0.01
SDART 22-5 C 4.74% 10-15-28/02-17-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) Long ABS-other US $6M – 0.01
SDART 22-6 C 4.96% 11-15-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) Long ABS-other US $5M – 0.01
SDART 22-7 A3 5.75% 04-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) Long ABS-other US $431K – 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 $1M – 0.00
SDART 22-7 C 6.69% 03-17-31/11-16-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) Long ABS-other US $2M – 0.00
SDART 23-1 C 5.09% 05-15-30/01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) Long ABS-other US $4M – 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 $248K – 0.00
SDART 23-3 A3 5.61% 10-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) Long ABS-other US $11M – 0.01
SDART 23-3 B 5.61% 07-17-28/07-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) Long ABS-other US $8M – 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 $6M – 0.01
SDART 23-4 A3 5.73% 04-17-28/03-16-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) Long ABS-other US $6M – 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 $5M – 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 $4M – 0.00
SDART 23-6 A3 5.93% 07-17-28/07-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) Long ABS-other US $5M – 0.01
SDART 24-1 A3 5.25% 04-17-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) Long ABS-other US $2M – 0.00
SDART 24-1 B 5.23% 12-15-28/26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) Long ABS-other US $3M – 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 $2M – 0.00
SDART 24-2 B 5.78% 07-16-29/04-15-27 (SDART 2024-2) Long ABS-other US $15M – 0.02
SDART 24-3 A3 5.63% 01-16-29/10-15-26 (SDART 2024-3) Long ABS-other US $10M – 0.01
SDART 24-3 B 5.55% 09-17-29/06-15-27 (SDART 2024-3) Long ABS-other US $17M – 0.02
SDR 24-DSNY A 144A FRN (TSFR1M+139.165) 05-15-39/29 (SDR 2024-DSNY) Long ABS-collateralized bond/debt obligation US $9M – 0.01
SDR 24-DSNY B 144A FRN (TSFR1M+174.115) 05-15-39/29 (SDR 2024-DSNY) Long ABS-collateralized bond/debt obligation US $485K – 0.00
SEACO 19-1A B 144A 4.81% 09-17-39 (GLOBAL SC FINANCE SRL SEACO_19-1A) Long ABS-other US $6M – 0.01
SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30 (SEACO_20-1) Long ABS-other US $850K – 0.00
SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32 (GLOBAL SC FINANCE SRL SEACO_21-1A) Long ABS-other US $40M – 0.05
SEACO 21-2A A 144A 1.95% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) Long ABS-other US $28M – 0.03
SEACO 21-2A B 144A 2.49% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) Long ABS-other US $2M – 0.00
SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30 Long Debt BM $2M – 0.00
SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31 Long Debt US $41M – 0.05
SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28 Long Debt US $84K – 0.00
SERVICENOW INC SR UNSEC 1.4% 09-01-30 Long Debt US $55M – 0.07
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 $7M – 0.01
SFAST 23-1 A3 144A 5.47% 10-20-28/12-21-26 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) Long ABS-other US $5M – 0.01
SFAST 23-1 A4 144A 5.47% 12-20-29/06-21-27 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) Long ABS-other US $3M – 0.00
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
SFO 21-555 A 144A FRN (TSFR1M+126.4) 05-15-38/26 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) Long ABS-collateralized bond/debt obligation US $7M – 0.01
SFO 21-555 B 144A FRN (TSFR1M+161.448) 05-15-38/28 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) Long ABS-collateralized bond/debt obligation US $1M – 0.00
SGCMS 16-C5 A3 2.779% 10-10-48/03-12-26 (SG COMMERCIAL MORTGAGE SECURITIES TRUST SGCMS_16-C5) Long ABS-collateralized bond/debt obligation US $11M – 0.01
SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.0% 11-07-24 Long Debt NL $3M – 0.00
SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.375% 11-07-29 Long Debt NL $8M – 0.01
SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.75% 04-06-30 Long Debt NL $750K – 0.00
SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.0% 11-26-51 Long Debt NL $14M – 0.02
SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.25% 04-06-50 Long Debt NL $403K – 0.00
SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.875% 11-13-28 Long Debt NL $6M – 0.01
SHERWIN-WILLIAMS CO SR UNSEC 2.9% 03-15-52 Long Debt US $2M – 0.00
SHERWIN-WILLIAMS CO SR UNSEC 2.95% 08-15-29 Long Debt US $5M – 0.01
SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50 Long Debt US $57K – 0.00
SHERWIN-WILLIAMS CO SR UNSEC 3.45% 06-01-27 Long Debt US $3M – 0.00
SHERWIN-WILLIAMS CO SR UNSEC 3.8% 08-15-49 Long Debt US $1M – 0.00
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26 Long Debt IE $22M – 0.03
SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28 Long Debt US $2M – 0.00
SINGAPORE TELECOMMUNICATIONS LTD REG S SR UNSEC 7.375% 12-01-31 Long Debt SG $6M – 0.01
SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28 Long Debt US $4M – 0.00
SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.125% 07-01-30 Long Debt US $7M – 0.01
SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31 Long Debt US $4M – 0.00
SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26 Long Debt KR $18M – 0.02
SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31 Long Debt KR $8M – 0.01
SK HYNIX INC 144A LIFE SR UNSEC 6.375% 01-17-28 Long Debt KR $10M – 0.01
SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26 Long Debt KR $8M – 0.01
SK HYNIX INC REG S SR UNSEC 2.375% 01-19-31 Long Debt KR $4M – 0.00
SK HYNIX INC REG S SR UNSEC 3.0% 09-17-24 Long Debt KR $3M – 0.00
SK HYNIX INC REG S SR UNSEC 6.375% 01-17-28 Long Debt KR $4M – 0.00
SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33 Long Debt KR $2M – 0.00
SLAM 21-1 A 144A 2.434% 06-15-46/28 (SLAM LTD SLAM_21-1) Long ABS-other US $13M – 0.02
SLAM 21-1 B 144A 3.422% 06-15-46/28 (SLAM LTD SLAM_21-1) Long ABS-other US $2M – 0.00
SLG 21-OVA A 144A 2.5854% 07-15-41/31 (SGL_21-OVA) Long ABS-collateralized bond/debt obligation US $19M – 0.02
SLST 18-1 A1 3.5% 06-25-28 (SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1) Long ABS-collateralized bond/debt obligation US $16M – 0.02
SLST 18-2 A1 3.5% 11-25-28 (FREDDIE MAC - SLST SLST_18-2) Long ABS-collateralized bond/debt obligation US $12M – 0.01
SLST 19-2 A1C 2.75% 09-25-29 (FREDDIE MAC - SLST SLST_19-2) Long ABS-collateralized bond/debt obligation US $41M – 0.05
SLST 19-3 A1C 2.75% 11-25-2029 (FREDDIE MAC - SLST SLST_19-3) Long ABS-collateralized bond/debt obligation US $21M – 0.03
SLST 22-1 A1 3.5% 05-25-32 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1) Long ABS-collateralized bond/debt obligation US $30M – 0.04
SMB 21-A APT2 144A 1.07% 01-15-53 (SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A) Long ABS-other US $3M – 0.00
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 $4M – 0.00
SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C) Long ABS-other US $3M – 0.00
SMBC AVIATION CAPITAL FINANCE DAC 144A LIFE SR UNSEC 5.45% 05-03-28 Long Debt IE $10M – 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 $55M – 0.07
SNDPT 15-1RA AR CLO 144A FRN (TSFR3M+134.16) 04-15-30 (SOUND POINT CLO LTD SNDPT_15-1RA) Long ABS-other KY $772K – 0.00
SNDPT 19-2 CR CLO 144A FRN (TSFR3M+261.61) 07-15-34 (SOUND POINT CLO LTD SNDPT_19-2A) Long ABS-other US $1M – 0.00
SNDPT 20-3 D CLO 144A FRN (TSFR3M+365) 01-25-32 (SOUND POINT CLO LTD SNDPT_20-3A) Long ABS-other KY $2M – 0.00
SNDPT 21-1 C1 CLO 144A FRN (TSFR3M+256.161) 04-25-34 (SOUND POINT CLO LTD SNDPT_21-1A) Long ABS-other US $2M – 0.00
SOFR 90DAY FUT SFRH5 06-17-25 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $51K – 0.00
SOFR 90DAY FUT SFRM4 09-17-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $-243K – -0.00
SOFR 90DAY FUT SFRM5 09-16-25 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $8M – 0.01
SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $-168K – -0.00
SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $1M – 0.00
SOFR 90DAY FUT SFRZ5 03-17-26 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $59K – 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 $10M – 0.01
SOLVENTUM CORP 144A SR UNSEC 5.6% 03-23-34 Long Debt US $12M – 0.01
SORT 20-1 A1 144A 1.69% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) Long ABS-other US $76M – 0.09
SORT 20-1 A2 144A 1.99% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) Long ABS-other US $14M – 0.02
SORT 20-1 B1 144A 2.28% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) Long ABS-other US $8M – 0.01
SORT 20-1 B2 144A 2.6% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) Long ABS-other US $831K – 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 $64M – 0.08
SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26 (CF HIPPOLYTA ISSUER LLC SORT_21-1) Long ABS-other US $5M – 0.01
SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27 (CF HIPPOLYTA ISSUER LLC SORT_22-1) Long ABS-other US $98M – 0.12
SORT 22-1 A2 144A 6.11% 08-15-62/28 (CF HIPPOLYTA ISSUER LLC SORT_22-1) Long ABS-other US $43M – 0.05
SOUTH CAROLINA STATE HOUSING FINANCE & DEVELOPMENT AUTHORITY GNMA/FNMA/FHLMC 4.0% 07-01-41 (SOUTH CAROLINA ST HSG FIN & DEV AUTH) Long Debt US $245K – 0.00
SOUTH CAROLINA STATE HOUSING FINANCE & DEVELOPMENT AUTHORITY GNMA/FNMA/FHLMC FHA INS 4.0% 07-01-36 (SOUTH CAROLINA ST HSG FIN & DEV AUTH) Long Debt US $219K – 0.00
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30 Long Debt US $12M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31 Long Debt US $18M – 0.02
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32 Long Debt US $7M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 Long Debt US $54M – 0.06
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51 Long Debt US $16M – 0.02
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52 Long Debt US $12M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45 Long Debt US $2M – 0.00
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50 Long Debt US $12M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28 Long Debt US $18M – 0.02
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 06-01-51 Long Debt US $1M – 0.00
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47 Long Debt US $41K – 0.00
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29 Long Debt US $12M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40 Long Debt US $18M – 0.02
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27 Long Debt US $16M – 0.02
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.9% 06-01-26 Long Debt US $10M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29 Long Debt US $7M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34 Long Debt US $34M – 0.04
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28 Long Debt US $12M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35 Long Debt US $32M – 0.04
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31 Long Debt US $37M – 0.04
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36 Long Debt US $6M – 0.01
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28 Long Debt US $2M – 0.00
SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35 Long Debt US $7M – 0.01
SOUTHERN CALIFORNIA GAS CO SR SEC 1ST LIEN 2.55% 02-01-30 (SOUTHERN CALIFORNIA GAS COMPANY) Long Debt US $4M – 0.00
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 $3M – 0.00
SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32 (SOUTHWESTERN ENERGY COMPANY) Long Debt US $11M – 0.01
SOUTHWESTERN ENERGY CO SR UNSEC 5.7% 01-23-25 (SOUTHWESTERN ENERGY COMPANY) Long Debt US $879K – 0.00
SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28 (SOUTHWESTERN ENERGY COMPANY) Long Debt US $1M – 0.00
SOUTHWESTERN PUBLIC SERVICE CO SR SEC 1ST LIEN 6.0% 06-01-54 (SOUTHWESTERN PUBLIC SERVICE COMPANY) Long Debt US $1M – 0.00
SPRINT CAPITAL CORP SR UNSEC 6.875% 11-15-28 (SPRINT CAPITAL CORPORATION) Long Debt US $5M – 0.01
SPRINT CAPITAL CORP SR UNSEC 8.75% 03-15-32 (SPRINT CAPITAL CORPORATION) Long Debt US $5M – 0.01
SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28 (SPRITE LIMITED SPRTE_21-1) Long ABS-other US $13M – 0.02
SPSS 21-1 A 144A 1.95% 09-15-75 (SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1) Long ABS-other US $8M – 0.01
SREIT 21-FLWR A 144A FRN (TSFR1M+69.1) 07-15-36 (SREIT TRUST SREIT_21-FLWR) Long ABS-collateralized bond/debt obligation US $45M – 0.05
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 $49M – 0.06
SSTAT 21-1 A CLO 144A FRN (TSFR3M+109.16) 10-25-29 (SSTAT_21-1A) Long ABS-other KY $1M – 0.00
ST ENGINEERING RHQ LTD REG S SR UNSEC 1.5% 04-29-25 Long Debt GB $5M – 0.01
STACR 16-DNA1 M3 FRN (SOFR30A+566.45) 07-25-28 (FREDDIE MAC - STACR 2016-DNA1) Long ABS-collateralized bond/debt obligation US $2M – 0.00
STACR 18-DNA1 M2 FRN (SOFR30A+191.448) 07-25-30 (STACR 2018-DNA1) Long ABS-collateralized bond/debt obligation US $4M – 0.00
STACR 18-DNA1 M2B FRN (SOFR30A+191.448) 07-25-30 (STACR 2018-DNA1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
STACR 20-DNA1 M2 144A FRN (SOFR30A+181.45) 01-25-50 (FREDDIE MAC - STACR 2020-DNA1) Long ABS-collateralized bond/debt obligation US $411K – 0.00
STACR 20-DNA2 M2 144A FRN (SOFR30A+196.45) 02-25-50 (FREDDIE MAC - STACR 2020-DNA2) Long ABS-collateralized bond/debt obligation US $2M – 0.00
STACR 20-DNA4 B1 144A FRN (SOFR30A+611.45) 08-25-50 (FREDDIE MAC - STACR_20-DNA4) Long ABS-collateralized bond/debt obligation US $4M – 0.00
STACR 20-DNA6 B1 FRN (SOFR30A+300) 12-25-50 (STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6) Long ABS-collateralized bond/debt obligation US $3M – 0.00
STACR 21-DNA6 M1 144A FRN (SOFR30A+80) 10-25-41 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6) Long ABS-collateralized bond/debt obligation US $333K – 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 $9M – 0.01
STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) Long ABS-collateralized bond/debt obligation US $205K – 0.00
STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5) Long ABS-collateralized bond/debt obligation US $13M – 0.02
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 22-DNA6 M1B 144A FRN (SOFR30A+370) 09-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) Long ABS-collateralized bond/debt obligation US $8M – 0.01
STACR 24-DNA1 A1 144A FRN (SOFR30A+135) 02-25-44 (STACR 2024-DNA1) Long ABS-collateralized bond/debt obligation US $10M – 0.01
STACR 24-DNA2 A1 144A FRN (SOFR30A+125) 05-25-44 (STACR 2024-DNA2) Long ABS-collateralized bond/debt obligation US $24M – 0.03
STACR 24-DNA2 M1 144A FRN (SOFR30A+120) 05-25-44 (STACR 2024-DNA2) Long ABS-collateralized bond/debt obligation US $9M – 0.01
STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29 Long Debt US $3M – 0.00
STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34 Long Debt GB $17M – 0.02
STANDARD CHARTERED PLC 144A LIFE SR UNSEC 7.018% 02-08-30/29 Long Debt GB $5M – 0.01
STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31 Long Debt GB $2M – 0.00
STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28 Long Debt GB $7M – 0.01
STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28 Long Debt GB $5M – 0.01
STATE OF ILLINOIS 5.1% 06-01-33 (ILLINOIS (STATE OF)) Long Debt US $236M – 0.28
STATE OF NEW YORK MORTGAGE AGENCY MORTGAGE REVENUE 3.5% 10-01-30 (NEW YORK ST MORTGAGE AGENCY) Long Debt US $249K – 0.00
STATE STREET CORP SR UNSEC 4.164% 08-04-33/32 Long Debt US $10M – 0.01
STATE STREET CORP SR UNSEC 4.821% 01-26-34/33 Long Debt US $15M – 0.02
STATE STREET CORP SR UNSEC 5.159% 05-18-34/33 Long Debt US $35M – 0.04
STATE STREET CORP SR UNSEC 5.82% 11-04-28/27 Long Debt US $439K – 0.00
STCP 23-2 DR CLO 144A FRN (TSFR3M+450) 01-20-37 (SYCAMORE TREE CLO LTD STCP_23-2R) Long ABS-other KY $3M – 0.00
STCP 23-4 D CLO 144A FRN (TSFR3M+555) 10-20-36 (SYCAMORE TREE CLO LTD STCP_23-4) Long ABS-other KY $2M – 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 $30M – 0.04
STCR 19-2 D CLO 144A FRN (TSFR3M+461.16) 07-15-32 (STEELE CREEK CLO LTD STCR_19-2A) Long ABS-other US $3M – 0.00
STE TRANSCORE HOLDINGS INC REG S SR UNSEC 3.375% 05-05-27 Long Debt US $3M – 0.00
STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31 Long Debt US $16M – 0.02
STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 Long Debt US $33M – 0.04
STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32 Long Debt US $20M – 0.02
STELR 21-1 A 144A 3.967% 10-15-41/03-15-28 (STELLAR JAY US LLC STELLAR_21-1) Long ABS-other US $2M – 0.00
STRAS 22-3 AR CLO 144A FRN (TSFR3M+130) 10-20-31 (STRATUS CLO LTD STRAS_22-3) Long ABS-other KY $8M – 0.01
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 $45M – 0.05
SUBWAY 24-1 A2II 144A 6.268% 07-30-54/34 (SUBWAY 2024-1A) Long ABS-other US $45M – 0.05
SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27 Long Debt JP $6M – 0.01
SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.766% 01-13-33 Long Debt JP $439K – 0.00
SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.8% 07-13-28 Long Debt JP $8M – 0.01
SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.88% 07-13-26 Long Debt JP $10M – 0.01
SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28 Long Debt JP $10M – 0.01
SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51 Long Debt US $137K – 0.00
SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31 (SUMMIT DIGITEL INFRASTRUCTURE PVT LTD) Long Debt IN $12M – 0.01
SUMMIT MATERIALS LLC 144A SR UNSEC 5.25% 01-15-29 Long Debt US $4M – 0.00
SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28 Long Debt US $369K – 0.00
SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31 Long Debt US $1M – 0.00
SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32 Long Debt US $485K – 0.00
SUNCORP GROUP LTD AUD SUB (H) FRN 06-01-37 Long Debt AU $5M – 0.01
SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38 Long Debt AU $34K – 0.00
SUNCORP-METWAY LTD AUD SR UNSEC FRN 07-30-24 Long Debt AU $16M – 0.02
SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28 Long Debt US $7M – 0.01
SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32 Long Debt US $3M – 0.00
SUNOCO LP SR UNSEC 4.5% 05-15-29 Long Debt US $5M – 0.01
SUNOCO LP SR UNSEC 6.0% 04-15-27 Long Debt US $4M – 0.00
SUZANO AUSTRIA GMBH SR UNSEC 3.75% 01-15-31 Long Debt AT $6M – 0.01
SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-79/11-15-31 Long Debt US $58K – 0.00
SVENSKA HANDELSBANKEN AB 144A LIFE SR NON PREF 5.5% 06-15-28 Long Debt SE $5M – 0.01
SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26 Long Debt SE $13M – 0.02
SYMP 20-24 D CLO 144A FRN (TSFR3M+366.161) 01-23-32 (SYMPHONY CLO LTD SYMP_20-24A) Long ABS-other US $1M – 0.00
SYMP 23-39 B CLO 144A FRN (TSFR3M+230) 04-25-34 (SYMPHONY CLO LTD SYMP_23-39) Long ABS-other US $3M – 0.00
SYNCHRONY BANK SR UNSEC 5.4% 08-22-25 Long Debt US $17M – 0.02
SYNCHRONY BANK SR UNSEC 5.625% 08-23-27 Long Debt US $17M – 0.02
SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31 Long Debt US $33M – 0.04
SYNCHRONY FINANCIAL SR UNSEC 3.95% 12-01-27 Long Debt US $8M – 0.01
SYNIT 23-A A 5.54% 07-15-29/26 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) Long ABS-other US $26M – 0.03
T-MOBILE USA INC SR UNSEC 2.05% 02-15-28 Long Debt US $199K – 0.00
T-MOBILE USA INC SR UNSEC 2.55% 02-15-31 Long Debt US $14M – 0.02
T-MOBILE USA INC SR UNSEC 2.625% 04-15-26 Long Debt US $7M – 0.01
T-MOBILE USA INC SR UNSEC 2.7% 03-15-32 Long Debt US $359K – 0.00
T-MOBILE USA INC SR UNSEC 2.875% 02-15-31 Long Debt US $13M – 0.02
T-MOBILE USA INC SR UNSEC 3.0% 02-15-41 Long Debt US $8M – 0.01
T-MOBILE USA INC SR UNSEC 3.3% 02-15-51 Long Debt US $3M – 0.00
T-MOBILE USA INC SR UNSEC 3.375% 04-15-29 Long Debt US $7M – 0.01
T-MOBILE USA INC SR UNSEC 3.4% 10-15-52 Long Debt US $29M – 0.03
T-MOBILE USA INC SR UNSEC 3.5% 04-15-25 Long Debt US $6M – 0.01
T-MOBILE USA INC SR UNSEC 3.5% 04-15-31 Long Debt US $9M – 0.01
T-MOBILE USA INC SR UNSEC 3.75% 04-15-27 Long Debt US $10M – 0.01
T-MOBILE USA INC SR UNSEC 3.875% 04-15-30 Long Debt US $17M – 0.02
T-MOBILE USA INC SR UNSEC 4.75% 02-01-28 Long Debt US $5M – 0.01
T-MOBILE USA INC SR UNSEC 4.85% 01-15-29 Long Debt US $20M – 0.02
T-MOBILE USA INC SR UNSEC 5.05% 07-15-33 Long Debt US $5M – 0.01
T-MOBILE USA INC SR UNSEC 5.15% 04-15-34 Long Debt US $15M – 0.02
T-MOBILE USA INC SR UNSEC 5.5% 01-15-55 Long Debt US $3M – 0.00
T-MOBILE USA INC SR UNSEC 5.75% 01-15-34 Long Debt US $5M – 0.01
T-MOBILE USA INC SR UNSEC 5.75% 01-15-54 Long Debt US $164K – 0.00
T-MOBILE USA INC SR UNSEC 6.0% 06-15-54 Long Debt US $2M – 0.00
TAKEDA PHARMACEUTICAL CO LTD SR UNSEC 5.0% 11-26-28 Long Debt JP $7M – 0.01
TAL 20-1A A 144A 2.05% 09-20-45/05-21-29 (TAL ADVANTAGE VII LLC TAL_20-1A) Long ABS-other US $13M – 0.02
TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30 Long Debt US $16M – 0.02
TALLGRASS ENERGY PARTNERS LP 144A LIFE SR UNSEC 7.5% 10-01-25 Long Debt US $1M – 0.00
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 $5M – 0.01
TALNT 21-1 A 144A FRN 02-27-34/02-25-26 (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1) Long ABS-other US $26M – 0.03
TALNT 23-1 A 144A 4.93% 06-25-36/06-26-28 (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1) Long ABS-other US $39M – 0.05
TAOT 23-C A3 5.16% 04-17-28/12-15-26 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) Long ABS-other US $2M – 0.00
TAOT 24-A A3 4.83% 10-16-28 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A) Long ABS-other US $3M – 0.00
TARGA RESOURCES PARTNERS LP SR UNSEC 4.875% 02-01-31 Long Debt US $2M – 0.00
TARGA RESOURCES PARTNERS LP SR UNSEC 5.5% 03-01-30 Long Debt US $9M – 0.01
TARGA RESOURCES PARTNERS LP SR UNSEC 6.875% 01-15-29 Long Debt US $6M – 0.01
TAYLOR MORRISON COMMUNITIES INC 144A LIFE SR UNSEC 5.75% 01-15-28 Long Debt US $3M – 0.00
TBW 07-2 A4B AGCP FRN (TSFR1M+95.45) 07-25-37 (TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES TBW_07-2) Long ABS-collateralized bond/debt obligation US $6M – 0.01
TCF 20-1 A 144A 2.11% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) Long ABS-other US $10M – 0.01
TCF 21-1A A 144A 1.86% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) Long ABS-other US $10M – 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 $730K – 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 $25M – 0.03
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 – 0.01
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 $1M – 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 $8M – 0.01
TCN 24-SFR1 A 144A 4.65% 04-17-41/04-19-29 (TCN 2024-SFR1) Long ABS-collateralized bond/debt obligation US $6M – 0.01
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
TCW 19-1 DR CLO 144A FRN (TSFR3M+393.161) 08-16-34 (TCW CLO LTD TCW_19-1R) Long ABS-other KY $1M – 0.00
TCW 20-1 DRR CLO 144A FRN (TSFR3M+366.16) 04-20-34 (TCW_20-1) Long ABS-other KY $753K – 0.00
TEGNA INC SR UNSEC 5.0% 09-15-29 Long Debt US $8M – 0.01
TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50 Long Debt CN $6M – 0.01
TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.29% 06-03-60 Long Debt CN $6M – 0.01
TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30 Long Debt CN $9M – 0.01
TENCENT HOLDINGS LTD REG S SR UNSEC 3.595% 01-19-28 Long Debt CN $7M – 0.01
TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41 Long Debt CN $618K – 0.00
TENET HEALTHCARE CORP SR SEC 1ST LIEN 5.125% 11-01-27 Long Debt US $4M – 0.01
TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31 Long Debt US $10M – 0.01
TENET HEALTHCARE CORPORATION SR SEC 1ST LIEN 6.125% 06-15-30 Long Debt US $4M – 0.00
TENNESSEE HOUSING DEVELOPMENT AGENCY 3.5% 07-01-45 (TENNESSEE HSG DEV AGY) Long Debt US $342K – 0.00
TEVA PHARMACEUTICAL FINANCE CO LLC SR UNSEC 6.15% 02-01-36 (TEVA PHARMACEUTICAL FINANCE COMPANY LLC) Long Debt US $11M – 0.01
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26 Long Debt NL $139M – 0.16
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46 Long Debt NL $118M – 0.14
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27 Long Debt NL $56M – 0.07
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29 Long Debt NL $20M – 0.02
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28 Long Debt NL $173M – 0.20
TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29 Long Debt US $11M – 0.01
TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34 Long Debt US $11M – 0.01
THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.5% 10-17-49 Long Debt TH $6M – 0.01
THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.75% 06-18-50 Long Debt TH $5M – 0.01
THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 4.625% 11-20-28 Long Debt TH $4M – 0.00
THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 4.875% 01-23-43 Long Debt TH $4M – 0.00
THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 5.375% 11-20-48 Long Debt TH $2M – 0.00
THE BANK OF NOVA SCOTIA SR UNSEC 5.25% 06-12-28 (BANK OF NOVA SCOTIA/THE) Long Debt CA $10M – 0.01
THERMO FISHER SCIENTIFIC INC SR UNSEC 4.8% 11-21-27 Long Debt US $7M – 0.01
THERMO FISHER SCIENTIFIC INC SR UNSEC 5.2% 01-31-34 Long Debt US $10M – 0.01
TIAA 17-3 A CLO 144A FRN (TSFR3M+1.41) 01-16-31 (TIA 2017-2A) Long ABS-other US $655K – 0.00
TICP 19-14 A1R CLO 144A FRN (TSFR3M+134.16) 10-20-32 (TICP CLO LTD TICP_19-14A) Long ABS-other US $1M – 0.00
TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40 Long Debt LU $4M – 0.00
TIF 20-1 B 144A 3.82% 08-20-45/02-22-28 (TRITON INTERNAL FINANCE TIF_20-1) Long ABS-other US $1M – 0.00
TIF 24-1 C 144A 6.31% 04-20-49/05-22-34 (TIF 2024-1A) Long ABS-other US $691K – 0.00
TLOT 23-A A2 144A 5.3% 08-20-25/01-21-25 (TOYOTA LEASE OWNER TRUST TLOT_23-A) Long ABS-other US $5M – 0.01
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 $10M – 0.01
TMCL 20-1A B 144A 4.94% 08-21-45/05-21-29 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1) Long ABS-other US $4M – 0.00
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 $8M – 0.01
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 $2M – 0.00
TMCL 21-2A A 144A 2.23% 04-20-46 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2) Long ABS-other US $22M – 0.03
TN HDA SFH AMT PAC (100-400) PSA 15-1A SF 4.0% 07-01-45 (TENNESSEE HSG DEV AGY) Long Debt US $518K – 0.00
TN HDA SFH AMT PAC (100-400) PSA SF 4.0% 01-01-46 (TENNESSEE HSG DEV AGY) Long Debt US $825K – 0.00
TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 4.851% 11-01-28 Long Debt MY $4M – 0.00
TORONTO-DOMINION BANK SR UNSEC 0.75% 09-11-25 (TORONTO-DOMINION BANK/THE) Long Debt CA $23M – 0.03
TORONTO-DOMINION BANK SR UNSEC 5.156% 01-10-28 (TORONTO-DOMINION BANK/THE) Long Debt CA $8M – 0.01
TORONTO-DOMINION BANK SR UNSEC 5.523% 07-17-28 (TORONTO-DOMINION BANK/THE) Long Debt CA $13M – 0.02
TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.127% 05-29-50 Long Debt FR $4M – 0.00
TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.461% 07-12-49 Long Debt FR $2M – 0.00
TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34 Long Debt FR $3M – 0.00
TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54 Long Debt FR $15M – 0.02
TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27 Long Debt US $2M – 0.00
TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28 Long Debt US $3M – 0.00
TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30 Long Debt US $8M – 0.01
TOYOTA MOTOR CREDIT CORP SR UNSEC 4.55% 05-17-30 Long Debt US $7M – 0.01
TOYOTA MOTOR CREDIT CORP SR UNSEC 5.55% 11-20-30 Long Debt US $5M – 0.01
TPMT 15-3 B1 144A FRN 03-25-54/04-25-29 (TOWD POINT MORTGAGE TRUST TPMT_15-3) Long ABS-collateralized bond/debt obligation US $1M – 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 $9M – 0.01
TPMT 16-1 B1 144A FRN 02-25-55 (TOWD POINT MORTGAGE TRUST TPMT_16-1) Long ABS-collateralized bond/debt obligation US $4M – 0.00
TPMT 16-2 B2 144A FRN 08-25-55/10-25-32 (TOWD POINT MORTGAGE TRUST TPMT_16-2) Long ABS-collateralized bond/debt obligation US $3M – 0.00
TPMT 16-2 M1 144A FRN 08-25-55/02-25-28 (TOWD POINT MORTGAGE TRUST TPMT_16-2) Long ABS-collateralized bond/debt obligation US $7M – 0.01
TPMT 17-2 A2 144A FRN 04-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-2) Long ABS-collateralized bond/debt obligation US $5M – 0.01
TPMT 17-3 A1 144A FRN 07-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-3) Long ABS-collateralized bond/debt obligation US $113K – 0.00
TPMT 17-4 A1 144A 2.75% 06-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-4) Long ABS-collateralized bond/debt obligation US $407K – 0.00
TPMT 17-4 M1 144A FRN 06-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-4) Long ABS-collateralized bond/debt obligation US $1M – 0.00
TPMT 17-5 A1 144A 2.55969% 02-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-5) Long ABS-collateralized bond/debt obligation US $120K – 0.00
TPMT 17-6 A1 144A FRN 10-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-6) Long ABS-collateralized bond/debt obligation US $685K – 0.00
TPMT 17-6 A2 144A FRN 10-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-6) Long ABS-collateralized bond/debt obligation US $5M – 0.01
TPMT 18-1 A2 144A FRN 01-25-58/06-25-25 (TOWD POINT MORTGAGE TRUST TPMT_18-1) Long ABS-collateralized bond/debt obligation US $9M – 0.01
TPMT 18-2 A1 144A FRN 03-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-2) Long ABS-collateralized bond/debt obligation US $6M – 0.01
TPMT 18-3 M2 144A FRN 05-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-3) Long ABS-collateralized bond/debt obligation US $5M – 0.01
TPMT 18-5 A1A 144A FRN 07-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-5) Long ABS-collateralized bond/debt obligation US $193K – 0.00
TPMT 19-2 A1 144A 3.74375% 12-25-58 (TOWD POINT MORTGAGE TRUST TPMT_19-2) Long ABS-collateralized bond/debt obligation US $6M – 0.01
TPMT 19-2 A2 FRN 12-25-58 (TOWD POINT MORTGAGE TRUST TPMT_19-2) Long ABS-collateralized bond/debt obligation US $3M – 0.00
TPMT 19-4 A2 144A FRN 10-25-59/04-25-31 (TOWD POINT MORTGAGE TRUST TPMT_19-4) Long ABS-collateralized bond/debt obligation US $4M – 0.00
TPMT 19-4 M1B 144A FRN 10-25-59/11-25-33 (TOWD POINT MORTGAGE TRUST TPMT_19-4) Long ABS-collateralized bond/debt obligation US $4M – 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 $17M – 0.02
TPMT 23-1 A1 144A 3.75% 01-25-63 (TOWD POINT MORTGAGE TRUST TPMT_23-1) Long ABS-collateralized bond/debt obligation US $2M – 0.00
TPMT17-1 A2 144A FRN 10-25-56/07-25-24 (TOWD POINT MORTGAGE TRUST TPMT_17-1) Long ABS-collateralized bond/debt obligation US $3M – 0.00
TRAL 21-7 D CLO 144A FRN (TSFR3M+344.16) 04-25-34 (TRALEE CDO LTD TRAL_21-7A) Long ABS-other KY $970K – 0.00
TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30 Long Debt CA $16M – 0.02
TRANSPORTADORA DE GAS DEL PERU SA 144A LIFE SR UNSEC SF 4.25% 04-30-28 Long Debt PE $2M – 0.00
TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26 Long Debt US $4M – 0.00
TRAVELERS COS INC SR UNSEC 2.55% 04-27-50 (TRAVELERS COMPANIES INC) Long Debt US $978K – 0.00
TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33 Long Debt US $10M – 0.01
TREST 23-6 A CLO 144A (TSFR3M+170) FRN 01-25-36 (TRESTLES CLO LTD TREST_23-6) Long ABS-other KY $45M – 0.05
TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31 Long Debt US $13M – 0.02
TRNTS 20-12 A1R CLO 144A FRN (TSFR3M+137) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) Long ABS-other US $3M – 0.00
TRNTS 20-12 B1R CLO 144A FRN (TSFR3M+200) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) Long ABS-other US $6M – 0.01
TRNTS 20-12 CR CLO 144A FRN (TSFR3M+260) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) Long ABS-other US $3M – 0.00
TRNTS 23-22 D CLO 144A FRN (TSFR3M+619) 07-20-36 (TRINITAS CLO LTD TRNTS_23-22) Long ABS-other BM $2M – 0.00
TRONOX INC 144A LIFE SR UNSEC 4.625% 03-15-29 Long Debt US $5M – 0.01
TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29 Long Debt US $4M – 0.01
TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34 Long Debt US $30M – 0.04
TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33 Long Debt US $13M – 0.02
TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28 Long Debt US $7M – 0.01
TSMC ARIZONA CORP SR UNSEC 3.125% 10-25-41 Long Debt US $4M – 0.00
TSMC ARIZONA CORP SR UNSEC 3.25% 10-25-51 Long Debt US $8M – 0.01
TSMC ARIZONA CORP SR UNSEC 4.25% 04-22-32 Long Debt US $8M – 0.01
TSMC GLOBAL LTD REG S SR UNSEC 0.75% 09-28-25 Long Debt VG $9M – 0.01
TSMC GLOBAL LTD REG S SR UNSEC 1.0% 09-28-27 Long Debt VG $9M – 0.01
TSMC GLOBAL LTD REG S SR UNSEC 1.25% 04-23-26 Long Debt VG $9M – 0.01
TSMC GLOBAL LTD REG S SR UNSEC 1.75% 04-23-28 Long Debt VG $4M – 0.01
TSMC GLOBAL LTD REG S SR UNSEC 2.25% 04-23-31 Long Debt VG $9M – 0.01
TSTAT 22-1 A2R CLO 144A FRN (TSFR3M+190) 07-20-31 (TSTAT 2022-1 LTD) Long ABS-other BM $15M – 0.02
TSTAT 22-1 BR CLO 144A FRN (TSFR3M+235) 07-20-31 (TSTAT 2022-1 LTD) Long ABS-other BM $21M – 0.02
TSTAT 22-1 CR CLO 144A FRN (TSFR3M+285) 07-20-31 (TSTAT 2022-1 LTD) Long ABS-other BM $3M – 0.00
UACST 24-1 A 144A 6.17% 08-10-26/04-10-25 (UACST 2024-1) Long ABS-other US $370K – 0.00
UBS AG SR UNSEC 2.95% 04-09-25 (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 $18M – 0.02
UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26 Long Debt CH $36M – 0.04
UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26 Long Debt CH $10M – 0.01
UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26 Long Debt CH $18M – 0.02
UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31 Long Debt CH $33M – 0.04
UBS GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25 Long Debt CH $26M – 0.03
UBS GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24 Long Debt CH $3M – 0.00
UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32 Long Debt CH $26M – 0.03
UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31 Long Debt CH $59M – 0.07
UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29 Long Debt CH $15M – 0.02
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 4.194% 04-01-31/30 Long Debt CH $120M – 0.14
UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24 Long Debt CH $998K – 0.00
UBS GROUP AG 144A LIFE SR UNSEC 4.703% 08-05-27/26 Long Debt CH $49M – 0.06
UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27 Long Debt CH $7M – 0.01
UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29 Long Debt CH $44M – 0.05
UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29 Long Debt CH $39M – 0.05
UBS GROUP AG 144A LIFE SR UNSEC 5.699% 02-08-35/34 Long Debt CH $21M – 0.02
UBS GROUP AG 144A LIFE SR UNSEC 5.711% 01-12-27/26 Long Debt CH $20M – 0.02
UBS GROUP AG 144A LIFE SR UNSEC 6.246% 09-22-29/28 Long Debt CH $12M – 0.01
UBS GROUP AG 144A LIFE SR UNSEC 6.301% 09-22-34/33 Long Debt CH $3M – 0.00
UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27 Long Debt CH $6M – 0.01
UBS GROUP AG 144A LIFE SR UNSEC 6.537% 08-12-33/32 Long Debt CH $6M – 0.01
UBS GROUP AG 144A SR UNSEC 9.016% 11-15-33/32 Long Debt CH $63M – 0.07
UBS GROUP AG SR UNSEC 4.55% 04-17-26 Long Debt CH $7M – 0.01
UKG 10YR FUT G U4 09-26-24 (INTERCONTINENTAL EXCHANGE INC) Derivative-interest rate US $-65K – -0.00
UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31 Long Debt US $3M – 0.00
UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27 Long Debt IT $17M – 0.02
UNION ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-15-51 Long Debt US $79K – 0.00
UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52 Long Debt US $4M – 0.00
UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27 Long Debt US $5M – 0.01
UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31 Long Debt US $20M – 0.02
UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32 Long Debt US $15M – 0.02
UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36 Long Debt US $6M – 0.01
UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52 Long Debt US $5M – 0.01
UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50 Long Debt US $19M – 0.02
UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53 Long Debt US $3M – 0.00
UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25 Long Debt US $2M – 0.00
UNION PACIFIC CORP SR UNSEC 3.95% 08-15-59 Long Debt US $1M – 0.00
UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49 Long Debt US $1M – 0.00
UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27 Long Debt US $1M – 0.00
UNITED OVERSEAS BANK LTD 144A LIFE SUB 2.0% 10-14-31/26 Long Debt SG $8M – 0.01
UNITED STATES DEPARTMENT OF DEFENSE 4.95% 03-01-34 (PUBLIC FINANCE AUTHORITY WISCONSIN) Long Debt US $27M – 0.03
UNITED STATES DEPARTMENT OF VETERANS AFFAIRS 4.425% 05-01-31 (CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH) Long Debt US $21M – 0.02
UNITED STATES TREASURY BILL 0.0% 08-08-24 Long Debt US $8M – 0.01
UNITED STATES TREASURY BILL 0.0% 09-05-24 Long Debt US $12M – 0.01
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30 Long Debt US $43M – 0.05
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 Long Debt US $278.01 – 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 Long Debt US $19M – 0.02
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-25 Long Debt US $556M – 0.66
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26 Long Debt US $104M – 0.12
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-24 Long Debt US $269M – 0.32
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26 Long Debt US $125M – 0.15
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-24 Long Debt US $363.02 – 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25 Long Debt US $8M – 0.01
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26 Long Debt US $436.96 – 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25 Long Debt US $9M – 0.01
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 01-15-26 Long Debt US $255.36 – 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 Long Debt US $243M – 0.29
UNITED STATES TREASURY NOTE 0.25% 05-31-25 Long Debt US $956K – 0.00
UNITED STATES TREASURY NOTE 0.25% 07-31-25 Long Debt US $23M – 0.03
UNITED STATES TREASURY NOTE 0.25% 08-31-25 Long Debt US $87M – 0.10
UNITED STATES TREASURY NOTE 0.375% 01-31-26 Long Debt US $148M – 0.18
UNITED STATES TREASURY NOTE 0.375% 07-31-27 Long Debt US $16M – 0.02
UNITED STATES TREASURY NOTE 0.375% 08-15-24 Long Debt US $1M – 0.00
UNITED STATES TREASURY NOTE 0.375% 09-15-24 Long Debt US $895K – 0.00
UNITED STATES TREASURY NOTE 0.375% 11-30-25 Long Debt US $490M – 0.58
UNITED STATES TREASURY NOTE 0.375% 12-31-25 Long Debt US $47M – 0.06
UNITED STATES TREASURY NOTE 0.5% 02-28-26 Long Debt US $140K – 0.00
UNITED STATES TREASURY NOTE 0.5% 04-30-27 Long Debt US $13M – 0.02
UNITED STATES TREASURY NOTE 0.5% 06-30-27 Long Debt US $5M – 0.01
UNITED STATES TREASURY NOTE 0.5% 08-31-27 Long Debt US $23M – 0.03
UNITED STATES TREASURY NOTE 0.5% 10-31-27 Long Debt US $31M – 0.04
UNITED STATES TREASURY NOTE 0.625% 10-15-24 Long Debt US $946K – 0.00
UNITED STATES TREASURY NOTE 0.75% 05-31-26 Long Debt US $1M – 0.00
UNITED STATES TREASURY NOTE 0.75% 08-31-26 Long Debt US $11M – 0.01
UNITED STATES TREASURY NOTE 0.875% 09-30-26 Long Debt US $4M – 0.01
UNITED STATES TREASURY NOTE 1.0% 12-15-24 Long Debt US $797K – 0.00
UNITED STATES TREASURY NOTE 1.125% 02-28-25 Long Debt US $122M – 0.14
UNITED STATES TREASURY NOTE 1.125% 02-29-28 Long Debt US $21M – 0.02
UNITED STATES TREASURY NOTE 1.125% 05-15-40 Long Debt US $36M – 0.04
UNITED STATES TREASURY NOTE 1.125% 08-15-40 Long Debt US $21M – 0.03
UNITED STATES TREASURY NOTE 1.125% 08-31-28 Long Debt US $91M – 0.11
UNITED STATES TREASURY NOTE 1.125% 10-31-26 Long Debt US $2M – 0.00
UNITED STATES TREASURY NOTE 1.25% 03-31-28 Long Debt US $45M – 0.05
UNITED STATES TREASURY NOTE 1.25% 05-15-50 Long Debt US $99M – 0.12
UNITED STATES TREASURY NOTE 1.25% 05-31-28 Long Debt US $11M – 0.01
UNITED STATES TREASURY NOTE 1.25% 06-30-28 Long Debt US $37M – 0.04
UNITED STATES TREASURY NOTE 1.25% 08-15-31 Long Debt US $16M – 0.02
UNITED STATES TREASURY NOTE 1.25% 09-30-28 Long Debt US $12M – 0.01
UNITED STATES TREASURY NOTE 1.375% 08-15-50 Long Debt US $226M – 0.27
UNITED STATES TREASURY NOTE 1.375% 11-15-40 Long Debt US $26M – 0.03
UNITED STATES TREASURY NOTE 1.5% 02-15-30 Long Debt US $35M – 0.04
UNITED STATES TREASURY NOTE 1.5% 11-30-24 Long Debt US $984K – 0.00
UNITED STATES TREASURY NOTE 1.625% 05-15-31 Long Debt US $40M – 0.05
UNITED STATES TREASURY NOTE 1.625% 08-15-29 Long Debt US $349K – 0.00
UNITED STATES TREASURY NOTE 1.625% 11-15-50 Long Debt US $23M – 0.03
UNITED STATES TREASURY NOTE 1.625% 11-30-26 Long Debt US $93.19 – 0.00
UNITED STATES TREASURY NOTE 1.75% 01-31-29 Long Debt US $46M – 0.05
UNITED STATES TREASURY NOTE 1.75% 03-15-25 Long Debt US $20M – 0.02
UNITED STATES TREASURY NOTE 1.75% 08-15-41 Long Debt US $39M – 0.05
UNITED STATES TREASURY NOTE 1.875% 02-15-32 Long Debt US $21M – 0.02
UNITED STATES TREASURY NOTE 1.875% 02-15-41 Long Debt US $147M – 0.17
UNITED STATES TREASURY NOTE 1.875% 02-15-51 Long Debt US $33M – 0.04
UNITED STATES TREASURY NOTE 1.875% 02-28-27 Long Debt US $171M – 0.20
UNITED STATES TREASURY NOTE 1.875% 11-15-51 Long Debt US $18M – 0.02
UNITED STATES TREASURY NOTE 2.0% 02-15-50 Long Debt US $29M – 0.03
UNITED STATES TREASURY NOTE 2.0% 06-30-24 Long Debt US $88M – 0.10
UNITED STATES TREASURY NOTE 2.0% 08-15-51 Long Debt US $93M – 0.11
UNITED STATES TREASURY NOTE 2.0% 11-15-26 Long Debt US $15M – 0.02
UNITED STATES TREASURY NOTE 2.0% 11-15-41 Long Debt US $471K – 0.00
UNITED STATES TREASURY NOTE 2.125% 11-30-24 Long Debt US $33M – 0.04
UNITED STATES TREASURY NOTE 2.25% 02-15-27 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 2.25% 02-15-52 Long Debt US $117M – 0.14
UNITED STATES TREASURY NOTE 2.25% 05-15-41 Long Debt US $11M – 0.01
UNITED STATES TREASURY NOTE 2.25% 08-15-46 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 2.25% 08-15-49 Long Debt US $52M – 0.06
UNITED STATES TREASURY NOTE 2.25% 11-15-25 Long Debt US $39M – 0.05
UNITED STATES TREASURY NOTE 2.25% 12-31-24 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 2.375% 02-15-42 Long Debt US $206M – 0.24
UNITED STATES TREASURY NOTE 2.375% 05-15-27 Long Debt US $14M – 0.02
UNITED STATES TREASURY NOTE 2.375% 05-15-29 Long Debt US $5M – 0.01
UNITED STATES TREASURY NOTE 2.375% 05-15-51 Long Debt US $31M – 0.04
UNITED STATES TREASURY NOTE 2.5% 02-15-45 Long Debt US $27M – 0.03
UNITED STATES TREASURY NOTE 2.5% 02-15-46 Long Debt US $18M – 0.02
UNITED STATES TREASURY NOTE 2.625% 05-31-27 Long Debt US $332M – 0.39
UNITED STATES TREASURY NOTE 2.625% 12-31-25 Long Debt US $795K – 0.00
UNITED STATES TREASURY NOTE 2.75% 02-15-28 Long Debt US $16M – 0.02
UNITED STATES TREASURY NOTE 2.75% 02-28-25 Long Debt US $253M – 0.30
UNITED STATES TREASURY NOTE 2.75% 07-31-27 Long Debt US $93M – 0.11
UNITED STATES TREASURY NOTE 2.75% 08-15-32 Long Debt US $25M – 0.03
UNITED STATES TREASURY NOTE 2.75% 08-15-42 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 2.75% 08-15-47 Long Debt US $364K – 0.00
UNITED STATES TREASURY NOTE 2.75% 11-15-47 Long Debt US $4M – 0.00
UNITED STATES TREASURY NOTE 2.875% 04-30-29 Long Debt US $243M – 0.29
UNITED STATES TREASURY NOTE 2.875% 05-15-28 Long Debt US $15M – 0.02
UNITED STATES TREASURY NOTE 2.875% 05-15-32 Long Debt US $476K – 0.00
UNITED STATES TREASURY NOTE 2.875% 05-15-43 Long Debt US $25M – 0.03
UNITED STATES TREASURY NOTE 2.875% 05-15-49 Long Debt US $55M – 0.07
UNITED STATES TREASURY NOTE 2.875% 05-15-52 Long Debt US $164M – 0.19
UNITED STATES TREASURY NOTE 2.875% 08-15-28 Long Debt US $4M – 0.00
UNITED STATES TREASURY NOTE 2.875% 11-15-46 Long Debt US $3K – 0.00
UNITED STATES TREASURY NOTE 3.0% 02-15-47 Long Debt US $31M – 0.04
UNITED STATES TREASURY NOTE 3.0% 02-15-48 Long Debt US $102M – 0.12
UNITED STATES TREASURY NOTE 3.0% 02-15-49 Long Debt US $2M – 0.00
UNITED STATES TREASURY NOTE 3.0% 05-15-42 Long Debt US $1M – 0.00
UNITED STATES TREASURY NOTE 3.0% 05-15-45 Long Debt US $1M – 0.00
UNITED STATES TREASURY NOTE 3.0% 05-15-47 Long Debt US $20M – 0.02
UNITED STATES TREASURY NOTE 3.0% 07-15-25 Long Debt US $23M – 0.03
UNITED STATES TREASURY NOTE 3.0% 09-30-25 Long Debt US $371K – 0.00
UNITED STATES TREASURY NOTE 3.0% 10-31-25 Long Debt US $26M – 0.03
UNITED STATES TREASURY NOTE 3.0% 11-15-44 Long Debt US $20M – 0.02
UNITED STATES TREASURY NOTE 3.0% 11-15-45 Long Debt US $5M – 0.01
UNITED STATES TREASURY NOTE 3.125% 05-15-48 Long Debt US $13M – 0.01
UNITED STATES TREASURY NOTE 3.125% 08-15-25 Long Debt US $196K – 0.00
UNITED STATES TREASURY NOTE 3.125% 11-15-41 Long Debt US $247K – 0.00
UNITED STATES TREASURY NOTE 3.25% 05-15-42 Long Debt US $123M – 0.15
UNITED STATES TREASURY NOTE 3.25% 06-30-29 Long Debt US $17M – 0.02
UNITED STATES TREASURY NOTE 3.25% 08-31-24 Long Debt US $4M – 0.01
UNITED STATES TREASURY NOTE 3.375% 05-15-33 Long Debt US $120M – 0.14
UNITED STATES TREASURY NOTE 3.375% 05-15-44 Long Debt US $32M – 0.04
UNITED STATES TREASURY NOTE 3.375% 08-15-42 Long Debt US $6M – 0.01
UNITED STATES TREASURY NOTE 3.375% 11-15-48 Long Debt US $4M – 0.00
UNITED STATES TREASURY NOTE 3.5% 01-31-28 Long Debt US $11M – 0.01
UNITED STATES TREASURY NOTE 3.5% 01-31-30 Long Debt US $57M – 0.07
UNITED STATES TREASURY NOTE 3.5% 02-15-33 Long Debt US $1M – 0.00
UNITED STATES TREASURY NOTE 3.625% 02-15-53 Long Debt US $34M – 0.04
UNITED STATES TREASURY NOTE 3.625% 03-31-28 Long Debt US $583.15 – 0.00
UNITED STATES TREASURY NOTE 3.625% 05-15-53 Long Debt US $2M – 0.00
UNITED STATES TREASURY NOTE 3.625% 05-31-28 Long Debt US $51M – 0.06
UNITED STATES TREASURY NOTE 3.625% 08-15-43 Long Debt US $91M – 0.11
UNITED STATES TREASURY NOTE 3.75% 04-15-26 Long Debt US $349K – 0.00
UNITED STATES TREASURY NOTE 3.75% 05-31-30 Long Debt US $140M – 0.17
UNITED STATES TREASURY NOTE 3.75% 12-31-28 Long Debt US $7M – 0.01
UNITED STATES TREASURY NOTE 3.75% 12-31-30 Long Debt US $5M – 0.01
UNITED STATES TREASURY NOTE 3.875% 01-15-26 Long Debt US $52M – 0.06
UNITED STATES TREASURY NOTE 3.875% 02-15-43 Long Debt US $4M – 0.00
UNITED STATES TREASURY NOTE 3.875% 03-31-25 Long Debt US $147M – 0.17
UNITED STATES TREASURY NOTE 3.875% 04-30-25 Long Debt US $208M – 0.25
UNITED STATES TREASURY NOTE 3.875% 05-15-43 Long Debt US $26M – 0.03
UNITED STATES TREASURY NOTE 3.875% 09-30-29 Long Debt US $64M – 0.08
UNITED STATES TREASURY NOTE 3.875% 11-30-27 Long Debt US $69M – 0.08
UNITED STATES TREASURY NOTE 3.875% 12-31-27 Long Debt US $110M – 0.13
UNITED STATES TREASURY NOTE 3.875% 12-31-29 Long Debt US $166M – 0.20
UNITED STATES TREASURY NOTE 4.0% 01-15-27 Long Debt US $70M – 0.08
UNITED STATES TREASURY NOTE 4.0% 01-31-29 Long Debt US $99M – 0.12
UNITED STATES TREASURY NOTE 4.0% 01-31-31 Long Debt US $98M – 0.12
UNITED STATES TREASURY NOTE 4.0% 02-15-26 Long Debt US $407K – 0.00
UNITED STATES TREASURY NOTE 4.0% 02-15-34 Long Debt US $41M – 0.05
UNITED STATES TREASURY NOTE 4.0% 02-29-28 Long Debt US $117M – 0.14
UNITED STATES TREASURY NOTE 4.0% 07-31-30 Long Debt US $15M – 0.02
UNITED STATES TREASURY NOTE 4.0% 11-15-42 Long Debt US $10M – 0.01
UNITED STATES TREASURY NOTE 4.0% 11-15-52 Long Debt US $32M – 0.04
UNITED STATES TREASURY NOTE 4.0% 12-15-25 Long Debt US $159M – 0.19
UNITED STATES TREASURY NOTE 4.125% 03-31-29 Long Debt US $8M – 0.01
UNITED STATES TREASURY NOTE 4.125% 07-31-28 Long Debt US $131M – 0.16
UNITED STATES TREASURY NOTE 4.125% 08-15-53 Long Debt US $91M – 0.11
UNITED STATES TREASURY NOTE 4.125% 10-31-27 Long Debt US $22M – 0.03
UNITED STATES TREASURY NOTE 4.125% 11-15-32 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 4.25% 01-31-26 Long Debt US $782M – 0.93
UNITED STATES TREASURY NOTE 4.25% 02-15-54 Long Debt US $523M – 0.62
UNITED STATES TREASURY NOTE 4.25% 02-28-29 Long Debt US $151M – 0.18
UNITED STATES TREASURY NOTE 4.25% 03-15-27 Long Debt US $1M – 0.00
UNITED STATES TREASURY NOTE 4.25% 05-31-25 Long Debt US $198M – 0.24
UNITED STATES TREASURY NOTE 4.25% 09-30-24 Long Debt US $93M – 0.11
UNITED STATES TREASURY NOTE 4.25% 12-31-24 Long Debt US $9M – 0.01
UNITED STATES TREASURY NOTE 4.375% 05-15-34 Long Debt US $435M – 0.52
UNITED STATES TREASURY NOTE 4.375% 08-15-26 Long Debt US $118M – 0.14
UNITED STATES TREASURY NOTE 4.375% 08-15-43 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 4.375% 11-30-28 Long Debt US $125M – 0.15
UNITED STATES TREASURY NOTE 4.375% 12-15-26 Long Debt US $118M – 0.14
UNITED STATES TREASURY NOTE 4.5% 02-15-44 Long Debt US $221M – 0.26
UNITED STATES TREASURY NOTE 4.5% 03-31-26 Long Debt US $134M – 0.16
UNITED STATES TREASURY NOTE 4.5% 04-15-27 Long Debt US $998K – 0.00
UNITED STATES TREASURY NOTE 4.5% 05-15-27 Long Debt US $36M – 0.04
UNITED STATES TREASURY NOTE 4.5% 05-31-29 Long Debt US $378M – 0.45
UNITED STATES TREASURY NOTE 4.5% 07-15-26 Long Debt US $146M – 0.17
UNITED STATES TREASURY NOTE 4.5% 08-15-39 Long Debt US $131M – 0.16
UNITED STATES TREASURY NOTE 4.5% 11-15-25 Long Debt US $74M – 0.09
UNITED STATES TREASURY NOTE 4.5% 11-30-24 Long Debt US $47M – 0.06
UNITED STATES TREASURY NOTE 4.625% 02-15-40 Long Debt US $13M – 0.02
UNITED STATES TREASURY NOTE 4.625% 02-28-25 Long Debt US $1B – 1.76
UNITED STATES TREASURY NOTE 4.625% 04-30-29 Long Debt US $148M – 0.18
UNITED STATES TREASURY NOTE 4.625% 05-15-44 Long Debt US $197M – 0.23
UNITED STATES TREASURY NOTE 4.625% 05-15-54 Long Debt US $55M – 0.07
UNITED STATES TREASURY NOTE 4.625% 05-31-31 Long Debt US $38M – 0.05
UNITED STATES TREASURY NOTE 4.625% 06-15-27 Long Debt US $65M – 0.08
UNITED STATES TREASURY NOTE 4.625% 09-15-26 Long Debt US $134M – 0.16
UNITED STATES TREASURY NOTE 4.625% 09-30-28 Long Debt US $118M – 0.14
UNITED STATES TREASURY NOTE 4.625% 09-30-30 Long Debt US $1B – 1.19
UNITED STATES TREASURY NOTE 4.625% 11-15-26 Long Debt US $74M – 0.09
UNITED STATES TREASURY NOTE 4.75% 07-31-25 Long Debt US $3M – 0.00
UNITED STATES TREASURY NOTE 4.75% 11-15-43 Long Debt US $57M – 0.07
UNITED STATES TREASURY NOTE 4.75% 11-15-53 Long Debt US $211M – 0.25
UNITED STATES TREASURY NOTE 4.875% 04-30-26 Long Debt US $263M – 0.31
UNITED STATES TREASURY NOTE 4.875% 05-31-26 Long Debt US $124M – 0.15
UNITED STATES TREASURY NOTE 4.875% 10-31-28 Long Debt US $5M – 0.01
UNITED STATES TREASURY NOTE 4.875% 10-31-30 Long Debt US $564M – 0.67
UNITED STATES TREASURY NOTE 4.875% 11-30-25 Long Debt US $25M – 0.03
UNITED STATES TREASURY NOTE 5.0% 08-31-25 Long Debt US $95M – 0.11
UNITED STATES TREASURY NOTE 5.0% 09-30-25 Long Debt US $53M – 0.06
UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30 Long Debt US $12M – 0.01
UNITEDHEALTH GROUP INC SR UNSEC 2.375% 08-15-24 Long Debt US $8M – 0.01
UNITEDHEALTH GROUP INC SR UNSEC 2.875% 08-15-29 Long Debt US $1M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 2.9% 05-15-50 Long Debt US $6M – 0.01
UNITEDHEALTH GROUP INC SR UNSEC 3.05% 05-15-41 Long Debt US $5M – 0.01
UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51 Long Debt US $4M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 3.7% 08-15-49 Long Debt US $2M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 3.7% 12-15-25 Long Debt US $15M – 0.02
UNITEDHEALTH GROUP INC SR UNSEC 3.75% 07-15-25 Long Debt US $4M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32 Long Debt US $6M – 0.01
UNITEDHEALTH GROUP INC SR UNSEC 4.25% 06-15-48 Long Debt US $3M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 4.45% 12-15-48 Long Debt US $2M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52 Long Debt US $4M – 0.00
UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33 Long Debt US $6M – 0.01
UNITEDHEALTH GROUP INC SR UNSEC 5.375% 04-15-54 Long Debt US $14M – 0.02
US BANCORP SR UNSEC 2.4% 07-30-24 Long Debt US $19M – 0.02
US BANCORP SR UNSEC 4.548% 07-22-28/27 Long Debt US $11M – 0.01
US BANCORP SR UNSEC 4.653% 02-01-29/28 Long Debt US $34M – 0.04
US BANCORP SR UNSEC 4.839% 02-01-34/33 Long Debt US $49M – 0.06
US BANCORP SR UNSEC 5.384% 01-23-30/29 Long Debt US $35M – 0.04
US BANCORP SR UNSEC 5.678% 01-23-35/34 Long Debt US $18M – 0.02
US BANCORP SR UNSEC 5.775% 06-12-29/28 Long Debt US $2M – 0.00
US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33 Long Debt US $18M – 0.02
US BANCORP SUB 3.1% 04-27-26 Long Debt US $7M – 0.01
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 $276M – 0.33
UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $-10M – -0.01
UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $10M – 0.01
UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $-13M – -0.02
UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $31M – 0.04
UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $33M – 0.04
UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) Derivative-interest rate US $71M – 0.08
UTAH HOUSING CORP FHA INS 4.0% 01-01-45 Long Debt US $373K – 0.00
VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32 Long Debt US $15M – 0.02
VENTR 17-29 AR CLO 144A FRN (TSFR3M + 125.16) 09-07-30 (VENTURE CDO LTD VENTR_17-29A) Long ABS-other KY $541K – 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 $1M – 0.00
VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33 Long Debt US $19M – 0.02
VERALTO CORP 144A LIFE SR UNSEC 5.35% 09-18-28 Long Debt US $21M – 0.02
VERALTO CORP 144A LIFE SR UNSEC 5.45% 09-18-33 Long Debt US $14M – 0.02
VERALTO CORP 144A LIFE SR UNSEC 5.5% 09-18-26 Long Debt US $3M – 0.00
VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28 (VERD 2024-1A) Long ABS-other US $4M – 0.00
VERD 24-1 B 144A 5.72% 12-12-31/08-14-28 (VERD 2024-1A) Long ABS-other US $2M – 0.00
VERD-24-1 C 144A 6.25% 12-12-31/08-14-28 (VERD 2024-1A) Long ABS-other US $206K – 0.00
VERIZON COMMUNICATIONS INC SR UNSEC 1.68% 10-30-30 Long Debt US $3M – 0.00
VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31 Long Debt US $18M – 0.02
VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32 Long Debt US $270K – 0.00
VERIZON COMMUNICATIONS INC SR UNSEC 2.65% 11-20-40 Long Debt US $9M – 0.01
VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41 Long Debt US $6M – 0.01
VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50 Long Debt US $5M – 0.01
VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56 Long Debt US $20M – 0.02
VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41 Long Debt US $5M – 0.01
VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51 Long Debt US $7M – 0.01
VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 02-08-29 Long Debt US $174K – 0.00
VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 03-01-52 Long Debt US $8M – 0.01
VERIZON COMMUNICATIONS INC SR UNSEC 4.016% 12-03-29 Long Debt US $165K – 0.00
VERIZON COMMUNICATIONS INC SR UNSEC 4.329% 09-21-28 Long Debt US $13M – 0.02
VERIZON COMMUNICATIONS INC SR UNSEC 5.5% 02-23-54 Long Debt US $4M – 0.00
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 $5M – 0.01
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 $22M – 0.03
VERUS 23-5 A1 144A FRN 06-25-68 (VERUS SECURITIZATION TRUST VERUS_23-5) Long ABS-collateralized bond/debt obligation US $577K – 0.00
VERUS 24-2 A1 144A 6.095% 02-25-69/02-01-28 (VERUS 2024-2) Long ABS-collateralized bond/debt obligation US $9M – 0.01
VERUS 24-3 A1 144A 6.338% 04-25-2069 (VERUS SECURITIZATION TRUST VERUS_24-3) Long ABS-collateralized bond/debt obligation US $42M – 0.05
VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) Long ABS-collateralized bond/debt obligation US $13M – 0.02
VERUS 24-4 A2 144A 6.572% 06-25-69/05-01-28 (VERUS 2024-4) Long ABS-collateralized bond/debt obligation US $5M – 0.01
VERUS 24-5 A2 144A 6.446% 06-25-69 (VERUS 2024-5) Long ABS-collateralized bond/debt obligation US $4M – 0.01
VIBR 17-7 A1R CLO 144A FRN (TSFR3M+130.16) 09-15-30 (VIBRANT CLO LTD VIBR_17-7A) Long ABS-other KY $2M – 0.00
VIBR 21-12A BR 144A FRN (TSFR3M+250.00) 04-20-34 (VIBRANT CLO LTD VIBR_21-12A) Long ABS-other KY $2M – 0.00
VIBR 23-16 A2 CLO 144A FRN (TSFR3M+280) 04-15-36 (VIBRANT CLO LTD VIBR_23-16) Long ABS-other US $2M – 0.00
VICI PROPERTIES LP 144A LIFE SR UNSEC 3.5% 02-15-25 Long Debt US $3M – 0.00
VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29 Long Debt US $3M – 0.00
VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30 Long Debt US $2M – 0.00
VICI PROPERTIES LP 144A LIFE SR UNSEC 4.25% 12-01-26 Long Debt US $6M – 0.01
VICI PROPERTIES LP 144A LIFE SR UNSEC 4.5% 01-15-28 Long Debt US $7M – 0.01
VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 06-15-25 Long Debt US $3M – 0.00
VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29 Long Debt US $677K – 0.00
VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25 Long Debt US $4M – 0.01
VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28 Long Debt US $16M – 0.02
VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30 Long Debt US $16M – 0.02
VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32 Long Debt US $58M – 0.07
VICI PROPERTIES LP SR UNSEC 5.625% 05-15-52 Long Debt US $2M – 0.00
VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29 Long Debt VG $2M – 0.00
VIRGIN MEDIA SECURED FINANCE PLC 144A LIFE SR SEC 1ST LIEN 4.5% 08-15-30 Long Debt GB $424K – 0.00
VIRGIN MEDIA SECURED FINANCE PLC 144A LIFE SR SEC 1ST LIEN 5.5% 05-15-29 Long Debt GB $5M – 0.01
VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31 (VIRGINIA ELECTRIC AND POWER COMPANY) Long Debt US $2M – 0.00
VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32 (VIRGINIA ELECTRIC AND POWER COMPANY) Long Debt US $814K – 0.00
VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29 (VIRGINIA ELECTRIC AND POWER COMPANY) Long Debt US $1M – 0.00
VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.95% 11-15-26 (VIRGINIA ELECTRIC AND POWER COMPANY) Long Debt US $252K – 0.00
VISTRA OPERATIONS CO LLC 144A LIFE SR SEC 1ST LIEN 3.55% 07-15-24 (VISTRA OPERATIONS COMPANY LLC) Long Debt US $8M – 0.01
VISTRA OPERATIONS CO LLC 144A LIFE SR UNSEC 5.0% 07-31-27 (VISTRA OPERATIONS COMPANY LLC) Long Debt US $968K – 0.00
VMED O2 UK FINANCING I PLC 144A LIFE SR SEC 1ST LIEN 4.25% 01-31-31 Long Debt GB $5M – 0.01
VNESHECONOMBANK VIA VEB FINANCE PLC 144A LIFE SR UNSEC 6.8% 11-22-25 Long Debt IE $0 – –
VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50 Long Debt GB $11M – 0.01
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30 Long Debt US $38M – 0.05
VOYA 18-3 A1R2 CLO 144A FRN (TSFR3M+120) 10-15-31 (VOYA 2018-3A) Long ABS-other KY $27M – 0.03
VOYA 18-3 BR2 CLO 144A FRN (TSFR3M+180) 07-15-37 (VOYA 2018-3A) Long ABS-other KY $9M – 0.01
VOYA 18-3 CR2 CLO 144A FRN (TSFR3M+235) 10-15-31 (VOYA 2018-3A) Long ABS-other KY $3M – 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 $3M – 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 $10M – 0.01
VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32 Long Debt NL $2M – 0.00
VZMT 22-7 A1A 5.23% 11-22-27/11-20-24 (VERIZON MASTER TRUST VZMT_22-7) Long ABS-other US $2M – 0.00
VZMT 23-2 A 4.89% 04-13-28/04-21-25 (VERIZON MASTER TRUST VZMT_23-2) Long ABS-other US $9M – 0.01
VZMT 24-1 A1A 5.00% 12-20-28 (VERIZON MASTER TRUST VZMT_24-1) Long ABS-other US $8M – 0.01
VZMT 24-5 A 144A 5% 06-21-32/06-20-29 (VZMT 2024-5) Long ABS-other US $12M – 0.01
WALMART INC SR UNSEC 4.1% 04-15-33 Long Debt US $12M – 0.01
WALMART INC SR UNSEC 4.5% 04-15-53 Long Debt US $9M – 0.01
WARNERMEDIA HOLDINGS INC SR UNSEC 3.638% 03-15-25 Long Debt US $19M – 0.02
WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27 Long Debt US $39M – 0.05
WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32 Long Debt US $21M – 0.02
WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42 Long Debt US $474K – 0.00
WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52 Long Debt US $24M – 0.03
WASTE MANAGEMENT INC SR UNSEC 4.15% 04-15-32 Long Debt US $1M – 0.00
WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29 Long Debt US $6M – 0.01
WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24 Long Debt US $2M – 0.00
WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28 Long Debt US $5M – 0.01
WEC ENERGY GROUP INC SR UNSEC 4.75% 01-09-26 Long Debt US $5M – 0.01
WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27 Long Debt US $11M – 0.01
WEC ENERGY GROUP INC SR UNSEC 5.6% 09-12-26 Long Debt US $3M – 0.00
WELF 22-1 A2 CLO 144A FRN (TSFR3M+195) 04-15-34 (WELLFLEET CLO LIMITED WELF_22-1) Long ABS-other US $5M – 0.01
WELF 22-1 C 144A CLO FRN (TSFR3M+285) 04-15-34 (WELLFLEET CLO LIMITED WELF_22-1) Long ABS-other US $1M – 0.00
WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27 Long Debt US $4M – 0.00
WELLS FARGO & CO SR UNSEC 2.406% 10-30-25/24 Long Debt US $36M – 0.04
WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29 Long Debt US $5M – 0.01
WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32 Long Debt US $3M – 0.00
WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27 Long Debt US $22M – 0.03
WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25 Long Debt US $10M – 0.01
WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52 Long Debt US $61M – 0.07
WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27 Long Debt US $72M – 0.09
WELLS FARGO & CO SR UNSEC 5.198% 01-23-30/29 Long Debt US $56M – 0.07
WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33 Long Debt US $56M – 0.07
WELLS FARGO & CO SR UNSEC 5.499% 01-23-35/34 Long Debt US $6M – 0.01
WELLS FARGO & CO SR UNSEC 5.557% 07-25-34/33 Long Debt US $5M – 0.01
WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28 Long Debt US $18M – 0.02
WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27 Long Debt US $52M – 0.06
WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28 Long Debt US $21M – 0.02
WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33 Long Debt US $8M – 0.01
WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28 Long Debt US $4M – 0.01
WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.1% 02-01-25 Long Debt US $9M – 0.01
WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.05% 02-01-30 Long Debt US $2M – 0.00
WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.25% 02-01-50 Long Debt US $8M – 0.01
WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.3% 03-01-48 Long Debt US $2M – 0.00
WESTLAKE CORP SR UNSEC 4.375% 11-15-47 Long Debt US $900K – 0.00
WESTLAKE CORP SR UNSEC 5.0% 08-15-46 Long Debt US $5M – 0.01
WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25 Long Debt AU $10M – 0.01
WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29 Long Debt AU $10M – 0.01
WESTPAC BANKING CORP SUB 2.668% 11-15-35/30 Long Debt AU $11M – 0.01
WFCM 14-LC18 A5 3.405% 12-15-47/12-17-24 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC18) Long ABS-collateralized bond/debt obligation US $286K – 0.00
WFCM 15-C28 A4 3.54% 05-15-48/04-15-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28) Long ABS-collateralized bond/debt obligation US $4M – 0.01
WFCM 15-C31 A4 3.695% 11-15-48/10-20-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C31) Long ABS-collateralized bond/debt obligation US $1M – 0.00
WFCM 15-LC22 C FRN 09-15-58 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22) Long ABS-collateralized bond/debt obligation US $961K – 0.00
WFCM 15-NXS2 A5 3.767% 07-15-58 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS2) Long ABS-collateralized bond/debt obligation US $7M – 0.01
WFCM 15-NXS3 D 144A 3.153% 09-15-57 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3) Long ABS-collateralized bond/debt obligation US $2M – 0.00
WFCM 15-P2 A4 3.809% 12-15-48/12-17-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-P2) Long ABS-collateralized bond/debt obligation US $1M – 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 $7M – 0.01
WFCM 16-C33 A4 3.426% 03-15-59/02-18-26 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33) Long ABS-collateralized bond/debt obligation US $1M – 0.00
WFCM 16-C34 A4 3.096% 06-15-49/04-15-26 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34) Long ABS-collateralized bond/debt obligation US $6M – 0.01
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 $361K – 0.00
WFCM 16-C36 A4 3.065% 11-15-59 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36) Long ABS-collateralized bond/debt obligation US $4M – 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 $6M – 0.01
WFCM 17-C40 A4 3.581% 10-15-50/09-17-27 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40) Long ABS-collateralized bond/debt obligation US $1M – 0.00
WFCM 17-C40 AS FRN 10-15-50/09-17-27 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40) Long ABS-collateralized bond/debt obligation US $2M – 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 $487K – 0.00
WFCM 18-C46 A3 3.888% 08-15-51 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46) Long ABS-collateralized bond/debt obligation US $6M – 0.01
WFCM 19-C54 A4 3.146% 12-15-52 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54) Long ABS-collateralized bond/debt obligation US $3M – 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 $25M – 0.03
WFLOOR 24-1 A 144A 5.43% 02-15-28/02-17-26 (WFLOOR 2024-1A) Long ABS-other US $2M – 0.00
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 $15M – 0.02
WFRBS 14-C22 A4 3.488% 09-15-57/08-16-24 (WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22) Long ABS-collateralized bond/debt obligation US $2M – 0.00
WI ST HSG & ECON SFM AMT PAC 16A SF 3.5% 03-01-46 (WISCONSIN HOUSING & ECONOMIC DEV AUTH) Long Debt US $410K – 0.00
WILLIAMS COS INC SR UNSEC 4.9% 03-15-29 (WILLIAMS COMPANIES INC (THE)) Long Debt US $20M – 0.02
WILLIAMS COS INC SR UNSEC 5.15% 03-15-34 (WILLIAMS COMPANIES INC (THE)) Long Debt US $26M – 0.03
WILLIS NORTH AMERICA INC SR UNSEC 3.875% 09-15-49 Long Debt US $3M – 0.00
WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27 Long Debt US $4M – 0.01
WILLIS NORTH AMERICA INC SR UNSEC 5.35% 05-15-33 Long Debt US $3M – 0.00
WILLIS NORTH AMERICA INC SR UNSEC 5.9% 03-05-54 Long Debt US $2M – 0.00
WINDR 15-1 A1R3 CLO 144A FRN (TSFR3M+120) 10-20-30 (WINDR 2015-1A) Long ABS-other KY $33M – 0.04
WINDR 15-1 BR3 CLO 144A FRN (TSFR3M+180) 10-20-30 (WINDR 2015-1A) Long ABS-other KY $22M – 0.03
WINDR 19-2 CR CLO 144A (TSFR3M+225) FRN 01-15-35 (WIND RIVER CLO WINDR_19-2A) Long ABS-other US $2M – 0.00
WINDR 21-3A A CLO 144A FRN (TSFR3M+141.16) 07-20-33 (WIND RIVER CLO LTD WINDR_21-3A) Long ABS-other US $311K – 0.00
WINDR 22-1A A CLO 144A FRN (TSFR3M+153) 07-20-35 (WIND RIVER CLO LTD WINDR_22-1) Long ABS-other US $5M – 0.01
WISCONSIN HOUSING & ECONOMIC DEVELOPMENT AUTHORITY HOME OWNERSHIP REVENUE 4.0% 09-01-45 (WISCONSIN HOUSING & ECONOMIC DEV AUTH) Long Debt US $164K – 0.00
WISCONSIN POWER AND LIGHT CO SR UNSEC 1.95% 09-16-31 (WISCONSIN POWER AND LIGHT COMPANY) Long Debt US $4M – 0.01
WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50 (WISCONSIN POWER AND LIGHT COMPANY) Long Debt US $2M – 0.00
WISCONSIN POWER AND LIGHT CO SR UNSEC 3.95% 09-01-32 (WISCONSIN POWER AND LIGHT COMPANY) Long Debt US $1M – 0.00
WLAKE 20-3A D 144A 1.65% 02-17-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3) Long ABS-other US $3M – 0.00
WLAKE 21-2 C 144A 0.89% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2) Long ABS-other US $5M – 0.01
WLAKE 21-2 D 144A 1.23% 12-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2) Long ABS-other US $9M – 0.01
WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A) Long ABS-other US $5M – 0.01
WLAKE 22-3 C 144A 6.44% 12-15-27/08-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3) Long ABS-other US $5M – 0.01
WLAKE 23-1 A2A 144A 5.51% 06-15-26/08-15-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) Long ABS-other US $173K – 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 $1M – 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 $2M – 0.00
WLAKE 23-1 D 144A 6.79% 11-15-28/02-17-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) Long ABS-other US $4M – 0.00
WLAKE 23-2 A2A 144A 5.87% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) Long ABS-other US $410K – 0.00
WLAKE 23-2 A3 144A 5.8% 02-16-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) Long ABS-other US $13M – 0.01
WLAKE 23-3 A3 144A 5.82% 05-17-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) Long ABS-other US $14M – 0.02
WLAKE 23-3 B 144A 5.92% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) Long ABS-other US $13M – 0.02
WLAKE 23-3 C 144A 6.02% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) Long ABS-other US $16M – 0.02
WLAKE 23-3 D 144A 6.47% 03-15-29 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) Long ABS-other US $9M – 0.01
WLAKE 23-4 A2 144A 6.23% 01-15-27/04-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4) Long ABS-other US $12M – 0.01
WLAKE 24-1 A3 144A 5.44% 05-17-27 (WLAKE 2024-1A) Long ABS-other US $5M – 0.01
WLAKE 24-1 B 144A 5.55% 11-15-27 (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 $8M – 0.01
WLAKE 24-1 D 144A 6.02% 10-15-29 (WLAKE 2024-1A) Long ABS-other US $11M – 0.01
WLAKE 24-2 A3 144A 5.56% 02-15-28 (WLAKE 2024-2A) Long ABS-other US $3M – 0.00
WLAKE 24-2 B 144A 5.62% 03-15-30 (WLAKE 2024-2A) Long ABS-other US $8M – 0.01
WLAKE 24-2 C 144A 5.68% 03-15-30 (WLAKE 2024-2A) Long ABS-other US $20M – 0.02
WLAKE 24-2 D 144A 5.91% 04-15-30 (WLAKE 2024-2A) Long ABS-other US $7M – 0.01
WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31 Long Debt US $11M – 0.01
WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29 Long Debt US $5M – 0.01
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 $15M – 0.02
WOART 23-C A3 5.15% 11-15-28 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C) Long ABS-other US $2M – 0.00
WOODS 18-11B A1 144A CLO FRN (TSFR3M+136.16) 04-19-31 (NORTHWOODS CAPITAL LTD WOODS_18-11BA) Long ABS-other US $2M – 0.00
WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 5.125% 10-01-29 Long Debt US $2M – 0.00
WYOMING COMMUNITY DEVELOPMENT AUTHORITY 4.0% 06-01-45 Long Debt US $15K – 0.00
XCAP 24-1 A2 144A 5.84% 03-15-27 (AUXILIOR TERM FUNDING LLC XCAP_24-1) Long ABS-other US $6M – 0.01
XCAP 24-1 A3 144A 5.49% 07-15-31 (AUXILIOR TERM FUNDING LLC XCAP_24-1) Long ABS-other US $14M – 0.02
XCAP24-1 C 144A 6.01% 07-15-31 (AUXILIOR TERM FUNDING LLC XCAP_24-1) Long ABS-other US $1M – 0.00
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 $25M – 0.03
XCEL ENERGY INC SR UNSEC 2.6% 12-01-29 Long Debt US $21M – 0.03
XCEL ENERGY INC SR UNSEC 3.35% 12-01-26 Long Debt US $419K – 0.00
XCEL ENERGY INC SR UNSEC 3.4% 06-01-30 Long Debt US $3M – 0.00
XCEL ENERGY INC SR UNSEC 4.0% 06-15-28 Long Debt US $6M – 0.01
XCEL ENERGY INC SR UNSEC 4.6% 06-01-32 Long Debt US $2M – 0.00
XCEL ENERGY INC SR UNSEC 5.45% 08-15-33 Long Debt US $45M – 0.05
XCEL ENERGY INC SR UNSEC 5.5% 03-15-34 Long Debt US $28M – 0.03
XEROX HOLDINGS CORP 144A LIFE SR UNSEC 5.5% 08-15-28 Long Debt US $5M – 0.01
XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 2.875% 07-14-31 Long Debt HK $2M – 0.00
XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 3.375% 04-29-30 Long Debt HK $3M – 0.00
XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51 Long Debt HK $5M – 0.01
XROAD 24-A A2 144A 5.90% 08-20-30 (XROAD 2024-A) Long ABS-other US $12M – 0.01
ZF NORTH AMERICA CAPITAL INC 144A LIFE SR UNSEC 7.125% 04-14-30 Long Debt US $10M – 0.01
ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30 Long Debt NL $5M – 0.01
ZIPRECRUITER INC 144A LIFE SR UNSEC 5.0% 01-15-30 Long Debt US $5M – 0.01
ZOETIS INC SR UNSEC 5.6% 11-16-32 Long Debt US $13M – 0.02

Address

BOND FUND OF AMERICA
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America

Websites

Directors

Alexandra Trower
Francisco G. Cigarroa
Jennifer C. Feikin
Karl J. Zeile
Leslie Stone Heisz
Margaret Spellings
Mary Davis Holt
Merit E. Janow
Michael C. Gitlin
Nariman Farvardin
Paul S. Williams

Transfer Agents

American Funds Service Company

Pricing Services

Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.

Custodians

JPMorgan Chase Bank, N.A.
Cititrust Colombia S.A.
JPMorgan Chase Bank, N.A.
PT Bank HSBC Indonesia
Standard Chartered Bank Korea Limited
J.P. Morgan SE
Banco Nacional de Mexico, S.A.

Shareholder Servicing Agents

American Funds Service Company

Admins

Capital Research and Management Company

Brokers

N/A