Capital Group Fund Group > INTERMEDIATE BOND FUND OF AMERICA
INTERMEDIATE BOND FUND OF AMERICA
$24.84B
Avg Monthly Net Assets
$29.38B
Total Assets
$5.24B
Total Liabilities
$24.14B
Net Assets
INTERMEDIATE BOND FUND OF AMERICA is a Mutual Fund in INTERMEDIATE 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 $24.84B.
On July 26th, 2024 it reported 2,302 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (13.2%), UNIFORM MBS (4.9%) and UNITED STATES TREASURY (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 529-A | C000025155 | CBOAX | |
| Class 529-C | C000025157 | CBOCX | |
| Class 529-E | C000025158 | CBOEX | |
| Class 529-F-1 | C000025159 | CBOFX | |
| Class 529-F-2 | C000224561 | FFOOX | |
| Class 529-F-3 | C000224562 | FIFBX | |
| Class 529-T | C000189436 | TIIBX | |
| Class A | C000025146 | AIBAX | |
| Class C | C000025153 | IBFCX | |
| Class F-1 | C000025154 | IBFFX | |
| Class F-2 | C000068597 | IBAFX | |
| Class F-3 | C000179993 | IFBFX | |
| Class R-1 | C000025147 | RBOAX | |
| Class R-2 | C000025148 | RBOBX | |
| Class R-2E | C000148469 | REBBX | |
| Class R-3 | C000025149 | RBOCX | |
| Class R-4 | C000025150 | RBOEX | |
| Class R-5 | C000025151 | RBOFX | |
| Class R-5E | C000164803 | RBOHX | |
| Class R-6 | C000077900 | RBOGX | |
| Class T | C000189437 | TIBBX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 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 | $3M | – | 0.01 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26 | Long | Debt | US | $4M | – | 0.02 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28 | Long | Debt | US | $3M | – | 0.01 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31 | Long | Debt | US | $6M | – | 0.03 |
| ABBVIE INC SR UNSEC 2.6% 11-21-24 | Long | Debt | US | $15M | – | 0.06 |
| ABBVIE INC SR UNSEC 2.95% 11-21-26 | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC SR UNSEC 3.2% 11-21-29 | Long | Debt | US | $4M | – | 0.02 |
| ABBVIE INC SR UNSEC 3.8% 03-15-25 | Long | Debt | US | $22M | – | 0.09 |
| ABBVIE INC SR UNSEC 4.8% 03-15-29 | Long | Debt | US | $39M | – | 0.16 |
| ABBVIE INC SR UNSEC 4.95% 03-15-31 | Long | Debt | US | $27M | – | 0.11 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $37M | – | 0.15 |
| ABPCI 20-9 A1R CLO 144A FRN (TSFR3M+166.16) 11-18-31 (ABPCI DIRECT LENDING FUND CLO LTD ABPCI_20-9) | Long | ABS-other | US | $918K | – | 0.00 |
| ACAR 24-1 B 144A 5.6% 11-12-27 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) | Long | ABS-other | US | $7M | – | 0.03 |
| ACAR 24-1 C 144A 5.63% 01-14-30 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) | Long | ABS-other | US | $15M | – | 0.06 |
| ACAR 24-1 D 144A 5.86% 05-13-30 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) | Long | ABS-other | US | $2M | – | 0.01 |
| ACAR 24-2 A 144A 5.90% 02-12-27/06-12-25 (ACAR 2024-2) | Long | ABS-other | US | $13M | – | 0.05 |
| ACHV 23-3PL B 144A 7.17% 08-19-30 (ACHV ABS TRUST ACHV_23-3PL) | Long | ABS-other | US | $956K | – | 0.00 |
| AEP TRANSMISSION CO LLC SR UNSEC 3.1% 12-01-26 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $12M | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24 | Long | Debt | IE | $1M | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26 | Long | Debt | IE | $1M | – | 0.00 |
| AESOP 20-2 A 144A 2.02% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) | Long | ABS-other | US | $16M | – | 0.07 |
| AESOP 20-2A B 144A 2.96% 02-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2) | Long | ABS-other | US | $659K | – | 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 | $15M | – | 0.06 |
| AESOP 22-5 A 144A 6.12% 04-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5) | Long | ABS-other | US | $8M | – | 0.03 |
| AESOP 23-1 A 144A 5.25% 04-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1) | Long | ABS-other | US | $17M | – | 0.07 |
| AESOP 23-4 A 144A 5.49% 06-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4) | Long | ABS-other | US | $13M | – | 0.05 |
| AESOP 23-5 A 144A 5.78% 04-20-28/27 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5) | Long | ABS-other | US | $27M | – | 0.11 |
| AESOP 23-6 A 144A 5.81% 12-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6) | Long | ABS-other | US | $19M | – | 0.08 |
| AESOP 23-8 A 144A 6.02% 02-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8) | Long | ABS-other | US | $7M | – | 0.03 |
| AESOP 24-1 A 144A 5.36% 06-20-30/29 (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-other | US | $6M | – | 0.02 |
| AFFRM 21-Z2 A 144A 1.17% 11-16-26 (AFFIRM ASSET SECURITIZATION TRUST 21-Z2) | Long | ABS-other | US | $2M | – | 0.01 |
| AFFRM 23-A A 144A 6.61% 01-18-28/08-15-25 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A) | Long | ABS-other | US | $5M | – | 0.02 |
| AFFRM 23-B A 144A 6.82% 09-15-28/04-15-26 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-other | US | $4M | – | 0.02 |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-other | US | $3M | – | 0.01 |
| AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26 (AFFRM 2024-A) | Long | ABS-other | US | $13M | – | 0.05 |
| AFFRM 24-X1 A 144A 6.27% 05-15-29 (AFFRM 2024-X1) | Long | ABS-other | US | $12M | – | 0.05 |
| AGL 23-24 A1 CLO 144A FRN (TSFR3M+200) 07-25-36 (AGL CLO LTD AGL_23-24) | Long | ABS-other | US | $14M | – | 0.06 |
| AH4R 15-SFR2 A 144A 3.732% 10-17-52/25 (AMERICAN HOMES 4 RENT AH4R_15-SFR2) | Long | ABS-other | US | $18M | – | 0.07 |
| AH4R 15-SFR2 B 144A 4.295% 10-17-52/25 (AMERICAN HOMES 4 RENT AH4R_15-SFR2) | Long | ABS-other | US | $4M | – | 0.02 |
| AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34 | Long | Debt | IE | $12M | – | 0.05 |
| AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25 | Long | Debt | IE | $15M | – | 0.06 |
| ALABAMA POWER CO SR UNSEC 3.75% 09-01-27 | Long | Debt | US | $5M | – | 0.02 |
| ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29 | Long | Debt | US | $2M | – | 0.01 |
| ALLEG 19-2 CR CLO 144A FRN (TSFR3M+253) 01-19-33 (ALLEG 2019-2A) | Long | ABS-other | US | $3M | – | 0.01 |
| ALLSTATE CORP SR UNSEC 0.75% 12-15-25 (ALLSTATE CORP/THE) | Long | Debt | US | $6M | – | 0.03 |
| ALM 20-1A A2 144 FRN (TSFR3M+211.16) 10-15-29 (ALM LOAN FUNDING ALM_20-1A) | Long | ABS-other | KY | $13M | – | 0.05 |
| ALTRIA GROUP INC SR UNSEC 2.35% 05-06-25 | Long | Debt | US | $3M | – | 0.01 |
| ALTRIA GROUP INC SR UNSEC 2.45% 02-04-32 | Long | Debt | US | $357K | – | 0.00 |
| ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30 | Long | Debt | US | $203K | – | 0.00 |
| ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26 | Long | Debt | US | $9M | – | 0.04 |
| AMAZON.COM INC SR UNSEC 1.0% 05-12-26 | Long | Debt | US | $926K | – | 0.00 |
| AMAZON.COM INC SR UNSEC 1.2% 06-03-27 | Long | Debt | US | $562K | – | 0.00 |
| AMAZON.COM INC SR UNSEC 1.65% 05-12-28 | Long | Debt | US | $577K | – | 0.00 |
| AMAZON.COM INC SR UNSEC 3.3% 04-13-27 | Long | Debt | US | $838K | – | 0.00 |
| AMAZON.COM INC SR UNSEC 4.6% 12-01-25 | Long | Debt | US | $845K | – | 0.00 |
| AMAZON.COM INC SR UNSEC 4.7% 11-29-24 | Long | Debt | US | $30M | – | 0.12 |
| AMCAR 23-1 A2A 5.84% 10-19-26 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) | Long | ABS-other | US | $6M | – | 0.03 |
| AMCAR 23-2 A2 6.19% 04-19-27 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-other | US | $13M | – | 0.05 |
| AMCAR_24-1 A3 5.43% 01-18-29 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1) | Long | ABS-other | US | $8M | – | 0.03 |
| AMEREN CORP SR UNSEC 1.75% 03-15-28 (AMEREN CORPORATION) | Long | Debt | US | $440K | – | 0.00 |
| AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28 | Long | Debt | US | $8M | – | 0.03 |
| AMERICAN EXPRESS CO SR UNSEC 5.098% 02-16-28/27 | Long | Debt | US | $11M | – | 0.04 |
| AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29 | Long | Debt | US | $14M | – | 0.06 |
| AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25 | Long | Debt | US | $6M | – | 0.02 |
| AMERICAN EXPRESS CO SUB 5.915% 04-25-35/34 | Long | Debt | US | $8M | – | 0.03 |
| AMERICAN HONDA FINANCE CORP SR UNSEC 0.55% 07-12-24 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $14M | – | 0.06 |
| AMERICAN HONDA FINANCE CORP SR UNSEC 1.0% 09-10-25 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $12M | – | 0.05 |
| AMERICAN HONDA FINANCE CORP SR UNSEC 1.2% 07-08-25 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $15M | – | 0.06 |
| AMERICAN HONDA FINANCE CORP SR UNSEC 1.3% 09-09-26 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| AMERICAN HONDA FINANCE CORP SR UNSEC 2.0% 03-24-28 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $649K | – | 0.00 |
| AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33 | Long | Debt | US | $187K | – | 0.00 |
| AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26 | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32 | Long | Debt | US | $4M | – | 0.02 |
| AMGEN INC SR UNSEC 2.0% 01-15-32 | Long | Debt | US | $507K | – | 0.00 |
| AMGEN INC SR UNSEC 3.0% 02-22-29 | Long | Debt | US | $15M | – | 0.06 |
| AMGEN INC SR UNSEC 4.05% 08-18-29 | Long | Debt | US | $11M | – | 0.04 |
| AMGEN INC SR UNSEC 5.15% 03-02-28 | Long | Debt | US | $11M | – | 0.05 |
| AMGEN INC SR UNSEC 5.25% 03-02-25 | Long | Debt | US | $10M | – | 0.04 |
| AMGEN INC SR UNSEC 5.25% 03-02-30 | Long | Debt | US | $14M | – | 0.06 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $621K | – | 0.00 |
| AMGEN INC SR UNSEC 5.507% 03-02-26 | Long | Debt | US | $1M | – | 0.00 |
| AMMC 16-18 AR CLO 144A FRN (TSFR3M+136.16) 05-26-31 (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A) | Long | ABS-other | KY | $2M | – | 0.01 |
| AMSR 19-SFR1 A 144A 2.774% 01-19-39/01-20-27 (AMSR TRUST AMSR_19-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AMSR 21-SFR3 A 1.476% 10-17-38/10-19-26 (AMSR TRUST AMSR_21-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AMSR 23-SFR2 A 144A 3.95% 06-17-40/06-20-28 (AMSR TRUST AMSR_23-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| AMXCA 22-3 A 3.75% 08-16-27/08-15-25 (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3) | Long | ABS-other | US | $137K | – | 0.00 |
| AMXCA 24-2 A 5.24% 04-16-29 (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_24-2) | Long | ABS-other | US | $12M | – | 0.05 |
| ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28 | Long | Debt | US | $2M | – | 0.01 |
| ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34 | Long | Debt | US | $3M | – | 0.01 |
| ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25 | Long | Debt | GB | $10M | – | 0.04 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29 | Long | Debt | US | $11M | – | 0.05 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.0% 06-15-34 | Long | Debt | US | $393K | – | 0.00 |
| ANTOR 23-1 D CLO 144A (TSFR3M+515) 10-25-36 (ORION CLO LTD ANTOR_23-1) | Long | ABS-other | JE | $778K | – | 0.00 |
| AON CORP SR UNSEC 2.85% 05-28-27 | Long | Debt | US | $10M | – | 0.04 |
| AON CORP SR UNSEC 5.35% 02-28-33 | Long | Debt | US | $591K | – | 0.00 |
| AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29 | Long | Debt | US | $20M | – | 0.08 |
| AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34 | Long | Debt | US | $322K | – | 0.00 |
| APID 13-12 AR CLO 144A FRN (TSFR3M+134.16) 04-15-31 (APIDOS CLO APID_13-12A) | Long | ABS-other | KY | $1M | – | 0.01 |
| APID 13-15 A1RR CLO 144A FRN (TSFR3M+127.16) 04-20-31 (APIDOS CLO APID_13-15A) | Long | ABS-other | KY | $919K | – | 0.00 |
| APID 17-27 A1R CLO 144A FRN (TSFR3M+119.16) 07-17-30 (APIDOS CLO APID_17-27A) | Long | ABS-other | KY | $613K | – | 0.00 |
| APID 22-42 D CLO 144A FRN (TSFR3M+576) 01-20-36 (APIDOS CLO APID_22-42) | Long | ABS-other | US | $759K | – | 0.00 |
| APPLE INC SR UNSEC 1.8% 09-11-24 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC SR UNSEC 4.0% 05-10-28 | Long | Debt | US | $669K | – | 0.00 |
| ARCELORMITTAL SA SR UNSEC 3.6% 07-16-24 | Long | Debt | LU | $2M | – | 0.01 |
| ARES 18-28RA CR CLO 144A FRN (TSFR3M+210) 10-17-30 (ARES XXVIIIR CLO LTD ARES_18-28RA) | Long | ABS-other | KY | $4M | – | 0.02 |
| ARRW 19-1 A1 144A FRN 01-25-49 (ARROYO MORTGAGE TRUST ARRW_19-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 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 | $1M | – | 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 | – | 0.04 |
| 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 | $11M | – | 0.05 |
| ARSI 05-W2 M1 FRN (TSFR1M+84.95) 10-25-35 (ARGENT SECURITIES INC ARSI_05-W2) | Long | ABS-collateralized bond/debt obligation | US | $956K | – | 0.00 |
| ASIAN DEV BK 2.5% 11-02-27 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $3M | – | 0.01 |
| ASIAN DEV BK 4.125% 09-27-24 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $24M | – | 0.10 |
| ASIAN DEV BK SR UNSEC 1.5% 10-18-24 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $10M | – | 0.04 |
| ASTRAZENECA FINANCE LLC SR UNSEC 1.2% 05-28-26 | Long | Debt | US | $32M | – | 0.13 |
| ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28 | Long | Debt | US | $5M | – | 0.02 |
| ASTRAZENECA FINANCE LLC SR UNSEC 4.85% 02-26-29 | Long | Debt | US | $18M | – | 0.07 |
| ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31 | Long | Debt | US | $12M | – | 0.05 |
| ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34 | Long | Debt | US | $272K | – | 0.00 |
| ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26 | Long | Debt | GB | $15M | – | 0.06 |
| AT&T INC SR UNSEC 1.7% 03-25-26 | Long | Debt | US | $2M | – | 0.01 |
| AT&T INC SR UNSEC 2.3% 06-01-27 | Long | Debt | US | $1M | – | 0.00 |
| AT&T INC SR UNSEC 2.75% 06-01-31 | Long | Debt | US | $637K | – | 0.00 |
| AT&T INC SR UNSEC 4.35% 03-01-29 | Long | Debt | US | $2M | – | 0.01 |
| AT&T INC SR UNSEC 5.4% 02-15-34 | Long | Debt | US | $308K | – | 0.00 |
| AVANGRID INC SR UNSEC 3.2% 04-15-25 | Long | Debt | US | $13M | – | 0.05 |
| AXIS 23-1 A2 144A 6.09% 12-20-29 (AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| BABSN 21-1 D CLO 144A FRN (TSFR3M+316.16) 04-25-34 (BARINGS CLO LTD BABSN_21-1) | Long | ABS-other | US | $988K | – | 0.00 |
| BACCT 23-A2 A2 4.98% 11-15-28/11-16-26 (BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A2) | Long | ABS-other | US | $8M | – | 0.03 |
| 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 | $4M | – | 0.02 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29 | Long | Debt | GB | $546K | – | 0.00 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31 | Long | Debt | GB | $10M | – | 0.04 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34 | Long | Debt | GB | $197K | – | 0.00 |
| BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26 | Long | Debt | US | $3M | – | 0.01 |
| BALLY 19-2A A1RR CLO 144A FRN (TSFR3M+140) 02-20-36 (BALLYROCK LTD BALLY_19-2A) | Long | ABS-other | US | $20M | – | 0.08 |
| BALLY 23-23 A1 CLO 144A FRN (TSFR3M+198) 04-25-36 (BALLYROCK CLO LTD BALLY_23-23A) | Long | ABS-other | JE | $1M | – | 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 | $17M | – | 0.07 |
| BANCO SANTANDER SA SR NON PREF 2.746% 05-28-25 | Long | Debt | ES | $3M | – | 0.01 |
| BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25 | Long | Debt | ES | $4M | – | 0.02 |
| BANK 17-BNK4 A3 3.362% 05-15-50/02-15-27 (BANK_17-BNK4) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| BANK 19-BN18 A4 3.584% 05-15-62 (BANK BANK_19-BN18) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| BANK 19-BN19 A3 3.183% 08-15-61 (BANK BANK_19-BN19) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| BANK 20-BN26 A4 2.403% 03-15-63/02-15-30 (BANK_20-BN26) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24 | Long | Debt | US | $18M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28 | Long | Debt | US | $529K | – | 0.00 |
| BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31 | Long | Debt | US | $20M | – | 0.08 |
| BANK OF AMERICA CORP SR UNSEC 4.827% 07-22-26/25 | Long | Debt | US | $6M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26 | Long | Debt | US | $8M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 5.202% 04-25-29/28 | Long | Debt | US | $5M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33 | Long | Debt | US | $6M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.468% 01-23-35/34 | Long | Debt | US | $4M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25 | Long | Debt | IE | $10M | – | 0.04 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 1.6% 04-24-25 | Long | Debt | US | $25M | – | 0.10 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29 | Long | Debt | US | $17M | – | 0.07 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 5.802% 10-25-28/27 | Long | Debt | US | $611K | – | 0.00 |
| BANK5 23-5YR3 AS FRN 09-15-56/28 (BANK5 BANK5_23-5YR3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 2.789% 09-06-24 | Long | Debt | US | $35M | – | 0.14 |
| BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26 | Long | Debt | US | $23M | – | 0.10 |
| BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31 | Long | Debt | US | $659K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30 | Long | Debt | US | $5M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33 | Long | Debt | US | $9M | – | 0.04 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28 | Long | Debt | GB | $483K | – | 0.00 |
| BAT INTERNATIONAL FINANCE PLC SR UNSEC 5.931% 02-02-29 | Long | Debt | GB | $13M | – | 0.05 |
| BATLN 18-12 A2R 144A FRN (TSFR3M + 171.16) 05-17-31 (BATTALION CLO LTD BATLN_18-12A) | Long | ABS-other | KY | $2M | – | 0.01 |
| BATLN 21-17 C CLO 144A FRN (TSFR3M+236.161) 03-09-34 (BATTALION CLO LTD BATLN_21-17A) | Long | ABS-other | KY | $1M | – | 0.00 |
| BATLN 24-25 C CLO 144A FRN (TSFR3M+250) 03-13-37 (BATTALION CLO LTD BATLN_24-25) | Long | ABS-other | US | $2M | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 1.322% 11-29-24 | Long | Debt | US | $1M | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27 | Long | Debt | US | $913K | – | 0.00 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28 | Long | Debt | US | $657K | – | 0.00 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32 | Long | Debt | US | $549K | – | 0.00 |
| BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | Long | Debt | US | $563K | – | 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 | $829K | – | 0.00 |
| BBCMS_18-TALL A FRN 03-16-37 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BCC 17-2 AR2 CLO 144A FRN (TSFR3M+144.16) 07-25-34 (BAIN CAPITAL CREDIT CLO LTD BCC_17-2A) | Long | ABS-other | US | $2M | – | 0.01 |
| BCC_20-2A FRN 07-19-34 (BAIN CAPITAL CREDIT CLO BCC_20-2A) | Long | ABS-other | KY | $500K | – | 0.00 |
| BECTON DICKINSON & CO SR UNSEC 4.874% 02-08-29 (BECTON DICKINSON AND CO) | Long | Debt | US | $16M | – | 0.07 |
| BECTON DICKINSON & CO SR UNSEC 5.11% 02-08-34 (BECTON DICKINSON AND CO) | Long | Debt | US | $390K | – | 0.00 |
| BGCLO 23-6 A1 CLO 144A FRN (TSFR3M+220) 07-20-35 (BIRCH GROVE CLO LTD BGCLO_23-6) | Long | ABS-other | US | $10M | – | 0.04 |
| BHG 20-A B 144A 3.59% 09-17-31 (BHG 2020-A) | Long | ABS-other | US | $7M | – | 0.03 |
| BHG 21-A A 144A 1.42% 11-17-33 (BHG SECURITIZATION TRUST BHG_21-A) | Long | ABS-other | US | $3M | – | 0.01 |
| BHG 21-B A 144A 0.9% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $2M | – | 0.01 |
| BHG 22-A A 144A 1.71% 02-20-35 (BHG SECURITIZATION TRUST BHG_22-A) | Long | ABS-other | US | $3M | – | 0.01 |
| BHLD 19-2 A3 144A FRN 07-25-49/23 (BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2) | Long | ABS-collateralized bond/debt obligation | US | $819K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 4.75% 02-28-28 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $495K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.1% 09-08-28 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $276K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-30 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $5M | – | 0.02 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $149K | – | 0.00 |
| BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27 (BINOM SECURITIZATION TRUST BINOM_22-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.05 |
| BLACKROCK FUNDING INC SR UNSEC 4.7% 03-14-29 | Long | Debt | US | $7M | – | 0.03 |
| BLACKROCK FUNDING INC SR UNSEC 5.0% 03-14-34 | Long | Debt | US | $410K | – | 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 | $11M | – | 0.04 |
| 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 | – | 0.03 |
| BLAST 24-1 B 5.43% 08-15-28/04-15-26 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $3M | – | 0.01 |
| BLAST 24-1 C 5.65% 04-16-29/01-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $5M | – | 0.02 |
| BLAST 24-1 D 6.03% 11-15-29/11-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $3M | – | 0.01 |
| BLAST 24-2 A3 5.84% 06-15-28/03-16-26 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-2) | Long | ABS-other | US | $16M | – | 0.07 |
| BLKMM 23-1 A1 CLO 144A FRN (TSFR3M+250) 04-20-35 (BLACKROCK BAKER CLO LTD BLKMM_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| BLP 24-IND2 A 144A LIFE FRN (TSFR1M+134.215) 03-15-41/03-16-26 (BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| BMARK 18-B2 A5 FRN 02-15-51/01-18-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| 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 | $4M | – | 0.02 |
| BMARK 18-B3 AS FRN 04-10-51/03-10-28 (BENCHMARK MORTGAGE TRUST BMARK 18-B3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| 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 | $1M | – | 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 | – | 0.02 |
| 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 | $2M | – | 0.01 |
| BMARK 20-B19 A5 1.85% 09-15-53/8-16-30 (BENCHMARK MORTGAGE TRUST BMARK_20-B19) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| 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 | $2M | – | 0.01 |
| BMARK 21-B23 A5 2.07% 02-15-54/01-17-31 (BENCHMARK MORTGAGE TRUST BMARK_21-B23) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 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 | $13M | – | 0.05 |
| 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 | $8M | – | 0.03 |
| BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B32) | Long | ABS-collateralized bond/debt obligation | US | $827K | – | 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 | $8M | – | 0.03 |
| BMARK 24-V7 A3 FRN 05-15-56/29 (BMARK 2024-V7) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| 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 | – | 0.01 |
| BMO 23-C6 AS FRN 09-15-56/08-17-33 (BMO MORTGAGE TRUST BMO_23-C6) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| BMO 24-5C3 AS FRN 02-15-57/02-16-29 (BMO 2024-5C3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BMWLT 23-1 A3 5.16% 11-25-25 (BMW VEHICLE LEASE TRUST BMWLT_23-1) | Long | ABS-other | US | $3M | – | 0.01 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28 | Long | Debt | FR | $8M | – | 0.04 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31 | Long | Debt | FR | $332K | – | 0.00 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29 | Long | Debt | FR | $3M | – | 0.01 |
| 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 | $18M | – | 0.08 |
| BOEING CO 144A SR UNSEC 6.259% 05-01-27 | Long | Debt | US | $743K | – | 0.00 |
| BOEING CO 144A SR UNSEC 6.298% 05-01-29 | Long | Debt | US | $9M | – | 0.04 |
| BOEING CO 144A SR UNSEC 6.388% 05-01-31 | Long | Debt | US | $7M | – | 0.03 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $124K | – | 0.00 |
| BOEING CO SR UNSEC 2.196% 02-04-26 | Long | Debt | US | $21M | – | 0.09 |
| BOEING CO SR UNSEC 2.75% 02-01-26 | Long | Debt | US | $19M | – | 0.08 |
| BOEING CO SR UNSEC 3.25% 02-01-28 | Long | Debt | US | $10M | – | 0.04 |
| BOEING CO SR UNSEC 3.625% 02-01-31 | Long | Debt | US | $238K | – | 0.00 |
| BOEING CO SR UNSEC 5.15% 05-01-30 | Long | Debt | US | $4M | – | 0.02 |
| BOSTON SCIENTIFIC CORP SR UNSEC 1.9% 06-01-25 | Long | Debt | US | $5M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.721% 01-12-32 | Long | Debt | US | $594K | – | 0.00 |
| BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34 | Long | Debt | FR | $2M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26 | Long | Debt | FR | $20M | – | 0.08 |
| BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28 | Long | Debt | FR | $634K | – | 0.00 |
| BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25 | Long | Debt | FR | $12M | – | 0.05 |
| BPCE SA 144A LIFE SUB 5.15% 07-21-24 | Long | Debt | FR | $8M | – | 0.03 |
| 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 | $45M | – | 0.19 |
| BRAVO 20-RPL1 A1 144A FRN 05-26-59 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BRAVO 20-RPL2 A1 144A FRN 05-25-59 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BRAVO 22-NQM1 A1 144A FRN 09-25-61/02-25-26 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| 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 | $1M | – | 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 | $14M | – | 0.06 |
| 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 | $15M | – | 0.06 |
| BRAVO 22-RPL1 A1 144A 2.75% 09-25-61 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| 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 | $5M | – | 0.02 |
| 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 | $3M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 2.55% 11-13-50 | Long | Debt | US | $713K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 2.95% 03-15-32 | Long | Debt | US | $746K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 3.7% 03-15-52 | Long | Debt | US | $925K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-27 | Long | Debt | US | $1M | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29 | Long | Debt | US | $21M | – | 0.09 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31 | Long | Debt | US | $11M | – | 0.05 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $27M | – | 0.11 |
| BROADCOM INC 144A SR UNSEC 1.95% 02-15-28 | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 144A SR UNSEC 3.469% 04-15-34 | Long | Debt | US | $464K | – | 0.00 |
| BROADCOM INC SR UNSEC 3.15% 11-15-25 | Long | Debt | US | $2M | – | 0.01 |
| BSP 15-8 A1AR CLO 144A FRN (TSFR3M+136.16) 04-20-31 (BENEFIT STREET PARTNERS CLO LTD BSP_15-8A) | Long | ABS-other | KY | $501K | – | 0.00 |
| BSP 19-19 AR CLO 144A FRN (TSFR3M+118) 01-15-33 (BSP 2019-19A) | Long | ABS-other | US | $18M | – | 0.07 |
| BSP 19-19 DR CLO 144A FRN (TSFR3M+310) 01-15-33 (BSP 2019-19A) | Long | ABS-other | US | $3M | – | 0.01 |
| BTNY2 18-1 A2 CLO 144A FRN (TSFR3M+186.16) 04-30-31 (BETONY CLO 2 LTD BTNY2_18-1A) | Long | ABS-other | US | $802K | – | 0.00 |
| BX 18-GW A 144A FRN (TSFR1M+109.7) 05-15-35/25 (BX TRUST BX_18-GW) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| 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 | $22M | – | 0.09 |
| 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 | $47M | – | 0.20 |
| 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 | $39M | – | 0.16 |
| 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 | $27M | – | 0.11 |
| BX 21-SOAR B 144A FRN (TSFR1M+98.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BX 21-SOAR C 144A FRN (TSFR1M+121.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $50M | – | 0.21 |
| BX 21-VOLT B 144A FRN (TSFR1M+106.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BX 22-AHP A 144A FRN (TSFR1M+99) 02-15-39/01-16-24 (BX COMMERCIAL MORTGAGE TRUST BX_22-AHP) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.07 |
| 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 | $27M | – | 0.11 |
| 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 | $12M | – | 0.05 |
| 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 | – | 0.03 |
| BX 24-CNYN A 144A FRN (TSFR1M+144.188) 04-15-29 (BX 2024-CNYN) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.05 |
| 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 | $6M | – | 0.03 |
| 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 | $9M | – | 0.04 |
| 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 | $911K | – | 0.00 |
| CADES USD 144A LIFE SR UNSEC 0.375% 09-23-25 (CAISSE AMORTISSEMENT DE LA DETTE SOCIALE) | Long | Debt | FR | $9M | – | 0.04 |
| CADES USD 144A LIFE SR UNSEC 1.125% 11-29-24 (CAISSE AMORTISSEMENT DE LA DETTE SOCIALE) | Long | Debt | FR | $10M | – | 0.04 |
| CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29 | Long | Debt | ES | $16M | – | 0.07 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 | Long | Debt | ES | $3M | – | 0.01 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 | Long | Debt | ES | $4M | – | 0.02 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 | Long | Debt | ES | $2M | – | 0.01 |
| CAMPBELL SOUP CO SR UNSEC 5.2% 03-21-29 | Long | Debt | US | $12M | – | 0.05 |
| CAMPBELL SOUP CO SR UNSEC 5.4% 03-21-34 | Long | Debt | US | $259K | – | 0.00 |
| CANADIAN NATIONAL RAILWAY CO SR UNSEC 5.85% 11-01-33 | Long | Debt | CA | $527K | – | 0.00 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25 | Long | Debt | CA | $2M | – | 0.01 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26 | Long | Debt | CA | $9M | – | 0.04 |
| CANYC 21-2 D CLO 144A FRN (TSFR3M+361.161) 04-15-34 (CANYON CAPITAL CLO LTD CANYC_21-2) | Long | ABS-other | US | $921K | – | 0.00 |
| CANYC 22-1 C CLO 144A FRN (TSFR3M+220) 04-15-35 (CANYON CAPITAL CLO LTD CANYC_22-1A) | Long | ABS-other | JE | $1M | – | 0.00 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $3B | 32M | 13.24 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29 | Long | Debt | US | $23M | – | 0.09 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34 | Long | Debt | US | $3M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33 | Long | Debt | US | $241K | – | 0.00 |
| CARMX 22-4 A2A 5.34% 12-15-25/08-15-24 (CARMAX AUTO OWNER TRUST CARMX_22-4) | Long | ABS-other | US | $712K | – | 0.00 |
| CARMX 23-1 A2A 5.23% 01-15-26 (CARMAX AUTO OWNER TRUST CARMX_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| CARMX 23-2 A2A 5.5% 06-15-26/02-18-25 (CARMAX AUTO OWNER TRUST2023-2 CARMX_23-2) | Long | ABS-other | US | $5M | – | 0.02 |
| CARMX 23-3 A3 5.28% 05-15-28/01-15-27 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-other | US | $4M | – | 0.02 |
| CARMX 23-3 A4 5.26% 02-15-29/07-15-27 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-other | US | $9M | – | 0.04 |
| CARMX 24-2 A2A 5.65% 05-17-27/02-17-26 (CARMAX AUTO OWNER TRUST CARMX_24-2) | Long | ABS-other | US | $10M | – | 0.04 |
| CARRIER GLOBAL CORP SR UNSEC 2.7% 02-15-31 | Long | Debt | US | $612K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30 | Long | Debt | US | $628K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 5.8% 11-30-25 | Long | Debt | US | $11M | – | 0.05 |
| CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34 | Long | Debt | US | $4M | – | 0.02 |
| CARVL 21-2 A CLO 144A FRN (TSFR3M+146.16) 10-15-34 (CARVAL CLO LTD CARVL_21-2A) | Long | ABS-other | US | $250K | – | 0.00 |
| CAS 14-C04 1M2 FRN (SOFR30A+501.45) 11-25-24 (FANNIE MAE FNMA_14-C04A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS 23-R01 1M1 144A FRN (SOFR30A+240) 12-25-42 (CAS 2023-R01) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.04 |
| CAS 23-R05 1M1 144A FRN (SOFR30A+190) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 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 | $7M | – | 0.03 |
| CAS 24-R02 1M1 144A FRN (SOFR30A+110) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| CAS 24-R04 1M1 144A FRN (SOFR30A+110) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| CATLK 21-8 C CLO 144A FRN (TSFR3M+288.161) 01-20-35 (CATHEDRAL LAKE LTD CATLK_21-8) | Long | ABS-other | KY | $1M | – | 0.00 |
| CCCIT 23-A1 A1 5.23% 12-08-27/25 (CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_23-A1) | Long | ABS-other | US | $11M | – | 0.04 |
| 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 | $2M | – | 0.01 |
| CD 17-CD6 A5 3.456% 11-13-50/10-18-27 (CD COMMERCIAL MORTGAGE TRUST CD_17-CD6) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $-42K | – | -0.00 | |
| CECLO 14-21A A1R3 144A FRN (TSFR3M+123.16) 07-27-30 (CENT CLO LP CECLO_14-21A) | Long | ABS-other | KY | $15M | – | 0.06 |
| CEFI 24-1 A 144A 5.97% 07-16-29/06-15-27 (CEFI 2024-1A) | Long | ABS-other | US | $12M | – | 0.05 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.05% 03-15-25 | Long | Debt | US | $813K | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27 | Long | Debt | US | $3M | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.33% 07-15-29 | Long | Debt | US | $3M | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.35% 11-15-28 | Long | Debt | US | $795K | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.7% 11-15-33 | Long | Debt | US | $243K | – | 0.00 |
| CENCORA INC SR UNSEC 2.7% 03-15-31 | Long | Debt | US | $424K | – | 0.00 |
| CENTENE CORP SR UNSEC 2.45% 07-15-28 | Long | Debt | US | $6M | – | 0.03 |
| CENTENE CORP SR UNSEC 2.5% 03-01-31 | Long | Debt | US | $8M | – | 0.03 |
| CENTENE CORP SR UNSEC 2.625% 08-01-31 | Long | Debt | US | $3M | – | 0.01 |
| CENTERPOINT ENERGY INC SR UNSEC 1.45% 06-01-26 | Long | Debt | US | $1M | – | 0.00 |
| CENTERPOINT ENERGY INC SR UNSEC 2.65% 06-01-31 | Long | Debt | US | $4M | – | 0.02 |
| CERB 22-2 A1 CLO 144A (TSFR3M+275) 10-15-34 (CERBERUS LOAN FUNDING XXXVII LP CERB_22-2) | Long | ABS-other | US | $4M | – | 0.02 |
| CERB 23-1 A CLO 144A FRN (TSFR3M+240) 03-22-35 (CERBERUS LOAN FUNDING LP CERB_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| 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 | – | 0.01 |
| CFII 23-2 A1 144A 6.16% 10-15-35/11-16-26 (CHESAPEAKE FUNDING II LLC CFII_23-2) | Long | ABS-other | US | $4M | – | 0.01 |
| CFMT 18-RM2 A 144A FRN 10-25-68/23 (CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24 (CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.05 |
| CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24 (CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7) | Long | ABS-collateralized bond/debt obligation | US | $506K | – | 0.00 |
| CFMT 23-HB12 A 144A FRN 4.25% 04-25-33 (CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| CGCMT 14-GC21 B FRN 05-10-47/04-10-24 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CGCMT 14-GC23 A4 3.622% 07-10-47/24 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC23) | Long | ABS-mortgage backed security | US | $733K | – | 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 | $12M | – | 0.05 |
| 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 | $2M | – | 0.01 |
| CGCMT 23-PRM3 A 144A FRN 07-10-28 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.06 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $68M | – | 0.28 |
| CGMS 13-1 A1RR CLO 144A FRN (TSFR3M + 121.16) 08-14-30 (CARLYLE GLOBAL MARKET STRATEGIES CGMS_13-1A) | Long | ABS-other | KY | $192K | – | 0.00 |
| CGMS C17 A1AR CLO 144A FRN (TSFR3M+129.16) 04-30-31 (CARLYLE C17 CLO LTD_CGMS-C17) | Long | ABS-other | KY | $398K | – | 0.00 |
| CHAIT 24-A1 A 4.6% 01-16-29/01-15-27 (CHASE ISSUANCE TRUST CHAIT_24-A1) | Long | ABS-other | US | $15M | – | 0.06 |
| CHAIT 24-A2 A 4.63% 01-15-31/01-16-29 (CHASE ISSUANCE TRUST CHAIT_24-A2) | Long | ABS-other | US | $2M | – | 0.01 |
| CHAOT 24-1 A3 144A 5.13% 05-25-29/11-26-27 (CHAOT 2024-1A) | Long | ABS-other | US | $7M | – | 0.03 |
| CHAOT 24-1 A4 144A 5.05% 10-25-29/08-25-28 (CHAOT 2024-1A) | Long | ABS-other | US | $2M | – | 0.01 |
| CHAOT 24-2 A2 144A 5.66% 05-26-27/12-26-25 (CHASE AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $12M | – | 0.05 |
| CHAOT 24-2 A3 144A 5.52% 06-25-29/01-25-28 (CHASE AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $9M | – | 0.04 |
| CHARLES SCHWAB CORP SR UNSEC 1.15% 05-13-26 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $2M | – | 0.01 |
| CHARLES SCHWAB CORP SR UNSEC 6.136% 08-24-34/33 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $94K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32 | Long | Debt | US | $1M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33 | Long | Debt | US | $9M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29 | Long | Debt | US | $430K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34 | Long | Debt | US | $380K | – | 0.00 |
| CHASE 24-RPL2 A1A 144A FRN 08-25-64 (CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.04 |
| CHEVRON CORP SR UNSEC 1.554% 05-11-25 | Long | Debt | US | $10M | – | 0.04 |
| CHEVRON CORP SR UNSEC 1.995% 05-11-27 | Long | Debt | US | $7M | – | 0.03 |
| CHEVRON USA INC SR UNSEC 0.687% 08-12-25 | Long | Debt | US | $3M | – | 0.01 |
| CHEVRON USA INC SR UNSEC 1.018% 08-12-27 | Long | Debt | US | $3M | – | 0.01 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.85% 01-22-29 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $7M | – | 0.03 |
| CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $10M | – | 0.04 |
| CIGNA GROUP SR UNSEC 1.25% 03-15-26 (CIGNA GROUP/THE) | Long | Debt | US | $5M | – | 0.02 |
| CIGNA GROUP SR UNSEC 5.0% 05-15-29 (CIGNA GROUP/THE) | Long | Debt | US | $12M | – | 0.05 |
| CIGNA GROUP SR UNSEC 5.125% 05-15-31 (CIGNA GROUP/THE) | Long | Debt | US | $643K | – | 0.00 |
| CIGNA GROUP SR UNSEC 5.25% 02-15-34 (CIGNA GROUP/THE) | Long | Debt | US | $441K | – | 0.00 |
| CIM 18-R3 A1 144A FRN 12-25-57 (CIM TRUST CIM_18-R3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CIM 22-R2 A1 144A FRN 12-25-61 (CIM TRUST CIM_22-R2) | Long | ABS-collateralized bond/debt obligation | US | $35M | – | 0.15 |
| CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29 | Long | Debt | US | $35M | – | 0.14 |
| CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31 | Long | Debt | US | $12M | – | 0.05 |
| CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34 | Long | Debt | US | $20M | – | 0.08 |
| CITIBANK NA SR UNSEC 5.803% 09-29-28 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC SR UNSEC 2.014% 01-25-26/25 | Long | Debt | US | $5M | – | 0.02 |
| CITIGROUP INC SR UNSEC 2.52% 11-03-32/31 | Long | Debt | US | $4M | – | 0.02 |
| CITIGROUP INC SR UNSEC 2.561% 05-01-32/31 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC SR UNSEC 2.572% 06-03-31/30 | Long | Debt | US | $16M | – | 0.07 |
| CITIGROUP INC SR UNSEC 2.976% 11-05-30/29 | Long | Debt | US | $267K | – | 0.00 |
| CITIGROUP INC SR UNSEC 3.057% 01-25-33/32 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC SR UNSEC 4.91% 05-24-33/32 | Long | Debt | US | $507K | – | 0.00 |
| CITIGROUP INC SR UNSEC 5.174% 02-13-30/29 | Long | Debt | US | $6M | – | 0.03 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34 | Long | Debt | US | $13M | – | 0.05 |
| CITZN 23-2 A3 144A 5.83% 02-15-28/08-17-26 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $7M | – | 0.03 |
| CITZN 23-2 A4 144A 5.74% 10-15-30/01-15-27 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $10M | – | 0.04 |
| CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) | Long | ABS-other | US | $10M | – | 0.04 |
| CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R) | Long | ABS-other | US | $1M | – | 0.01 |
| CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28 | Long | Debt | US | $5M | – | 0.02 |
| CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 4.55% 11-15-30 | Long | Debt | US | $7M | – | 0.03 |
| CLIF 20-1A A 144A 2.08% 09-18-45 (CLI FUNDING LLC CLIF_20-1) | Long | ABS-other | US | $6M | – | 0.03 |
| CLIF 20-2A A 144A 2.03% 09-15-45 (CLI FUNDING LLC CLIF_20-2) | Long | ABS-other | US | $3M | – | 0.01 |
| CLIF 20-3A A 144A 2.07% 10-18-45 (CLI FUNDING LLC CLIF_20-3) | Long | ABS-other | US | $2M | – | 0.01 |
| CLIF 21-1A A 144A 1.64% 02-18-46/31 (CLIF FUNDING VII LLC CLIF_21-1) | Long | ABS-other | US | $3M | – | 0.01 |
| CMLTI 18-RP1 M1 144A FRN 09-25-64 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| CMLTI 20-EXP1 A1A 144A FRN 05-25-60 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CMS ENERGY CORP SR UNSEC 3.0% 05-15-26 | Long | Debt | US | $16M | – | 0.06 |
| CNH 24-B A2A 5.42% 10-15-27/03-16-26 (CNH 2024-B) | Long | ABS-other | US | $11M | – | 0.05 |
| CNH 24-B A3 5.19% 09-17-29/04-17-28 (CNH 2024-B) | Long | ABS-other | US | $9M | – | 0.04 |
| COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL | Long | Equity-preferred | US | $3M | 4K | 0.01 |
| COCA-COLA CO SR UNSEC 1.0% 03-15-28 | Long | Debt | US | $18M | – | 0.07 |
| COLT 21-5 A1 144A FRN 11-26-66 (COLT MORTGAGE LOAN TRUST COLT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| 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 | $12M | – | 0.05 |
| COMCAST CORP SR UNSEC 2.65% 02-01-30 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP SR UNSEC 5.3% 06-01-34 | Long | Debt | US | $23M | – | 0.10 |
| COMM 14-CR18 A5 3.828% 07-15-47/06-17-24 (COMM MORTGAGE TRUST COMM_14-CR18) | Long | ABS-collateralized bond/debt obligation | US | $795K | – | 0.00 |
| COMM 14-CR20 A4 3.59% 11-10-47/10-10-24 (COMM MORTGAGE TRUST COMM_14-CCRE20) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| COMM 14-LC17 B FRN 10-10-47/09-12-24 (COMM MORTGAGE TRUST COMM_14-LC17) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| 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 | $2M | – | 0.01 |
| 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 | $6M | – | 0.02 |
| 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 | $797K | – | 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 | $444K | – | 0.00 |
| CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27 | Long | Debt | US | $11M | – | 0.05 |
| CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31 (CONNECTICUT LIGHT AND POWER COMPANY (THE)) | Long | Debt | US | $7M | – | 0.03 |
| CONOCOPHILLIPS CO SR UNSEC 5.05% 09-15-33 | Long | Debt | US | $311K | – | 0.00 |
| CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27 | Long | Debt | US | $10M | – | 0.04 |
| CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32 | Long | Debt | US | $117K | – | 0.00 |
| CONSTELLATION BRANDS INC SR UNSEC 4.8% 01-15-29 | Long | Debt | US | $546K | – | 0.00 |
| CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33 | Long | Debt | US | $236K | – | 0.00 |
| CONSTELLATION BRANDS INC SR UNSEC 5.0% 02-02-26 | Long | Debt | US | $999K | – | 0.00 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $9M | – | 0.04 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.9% 02-15-29 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $17M | – | 0.07 |
| CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 2.875% 04-01-32 | Long | Debt | US | $132K | – | 0.00 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.0% 01-15-29 | Long | Debt | US | $377K | – | 0.00 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.25% 03-15-26 | Long | Debt | US | $3M | – | 0.01 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 | Long | Debt | US | $1M | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.5% 04-04-25 | Long | Debt | US | $8M | – | 0.03 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27 | Long | Debt | US | $31M | – | 0.13 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29 | Long | Debt | US | $424K | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $251K | – | 0.00 |
| CORPORACION ANDINA DE FOMENTO 5.0% 01-24-29 | Long | Debt | VE | $10M | – | 0.04 |
| COV 17-1 C1 CLO 144A FRN (TSFR3M+281.16) 10-15-29 (COVENANT CREDIT PARTNERS CLO LTD COV_17-1A) | Long | ABS-other | US | $400K | – | 0.00 |
| CPPIB CAPITAL 144A LIFE SR UNSEC 0.5% 09-16-24 (CPPIB CAPITAL INC) | Long | Debt | CA | $6M | – | 0.02 |
| CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26 (CPPIB CAPITAL INC) | Long | Debt | CA | $11M | – | 0.05 |
| CPPIB CAPITAL 144A SR UNSEC FRN (SOFR+125) 03-11-26 (CPPIB CAPITAL INC) | Long | Debt | CA | $10M | – | 0.04 |
| CPS 22-D A 144A 6.09% 01-15-27/08-15-24 (CPS AUTO RECEIVABLES TRUST CPS_22-D) | Long | ABS-other | US | $3M | – | 0.01 |
| CPS 23-A A 144A 5.54% 03-16-26/06-17-24 (CPS AUTO RECEIVABLES TRUST CPS_23-A) | Long | ABS-other | US | $2M | – | 0.01 |
| CPS 23-A B 144A 5.47% 11-16-26/01-15-25 (CPS AUTO RECEIVABLES TRUST CPS_23-A) | Long | ABS-other | US | $5M | – | 0.02 |
| CPS 23-A C 144A 5.54% 04-16-29/11-17-25 (CPS AUTO RECEIVABLES TRUST CPS_23-A) | Long | ABS-other | US | $6M | – | 0.03 |
| CPS 23-C B 144A 6.54% 06-15-27/07-15-25 (CPS AUTO RECEIVABLES TRUST CPS_23-C) | Long | ABS-other | US | $9M | – | 0.04 |
| CPS 24-A B 144A 5.65% 05-15-28/01-15-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.01 |
| CPS 24-A C 144A 5.74% 04-15-30/11-16-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.01 |
| CPS 24-A D 144A 6.13% 04-15-30/10-15-27 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $238K | – | 0.00 |
| CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25 | Long | Debt | FR | $3M | – | 0.01 |
| CROWN CASTLE INC SR UNSEC 5.0% 01-11-28 | Long | Debt | US | $10M | – | 0.04 |
| CROWN CASTLE INC SR UNSEC 5.8% 03-01-34 | Long | Debt | US | $453K | – | 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 | $100K | – | 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 | $3M | – | 0.01 |
| 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 | – | 0.01 |
| CRVNA 23-P3 A4 144A 5.71% 07-10-29/04-10-28 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-other | US | $569K | – | 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 | $3M | – | 0.01 |
| CSAIL 15-C4 C FRN 11-15-48/11-18-25 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4) | Long | ABS-mortgage backed security | US | $131K | – | 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 | – | 0.01 |
| 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 | $3M | – | 0.01 |
| 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 | $55K | – | 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 | $70K | – | 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 | $74K | – | 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 | $59K | – | 0.00 |
| CSMC 17-RPL3 A1 144A FRN 08-01-57 (CREDIT SUISSE MORTGAGE TRUST CSMC_17-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 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 | $1M | – | 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 | $4M | – | 0.01 |
| CSMC 21-RPL3 A1 144A FRN 01-25-60 (CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 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 | $10M | – | 0.04 |
| CVS HEALTH CORP SR UNSEC 1.3% 08-21-27 | Long | Debt | US | $18M | – | 0.07 |
| CVS HEALTH CORP SR UNSEC 1.875% 02-28-31 | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 3.25% 08-15-29 | Long | Debt | US | $2M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 3.625% 04-01-27 | Long | Debt | US | $5M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.0% 01-30-29 | Long | Debt | US | $592K | – | 0.00 |
| CVS HEALTH CORP SR UNSEC 5.125% 02-21-30 | Long | Debt | US | $492K | – | 0.00 |
| CVS HEALTH CORP SR UNSEC 5.25% 01-30-31 | Long | Debt | US | $5M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.25% 02-21-33 | Long | Debt | US | $244K | – | 0.00 |
| CVS HEALTH CORP SR UNSEC 5.4% 06-01-29 | Long | Debt | US | $15M | – | 0.06 |
| CVS HEALTH CORP SR UNSEC 5.55% 06-01-31 | Long | Debt | US | $17M | – | 0.07 |
| CVS HEALTH CORP SR UNSEC 5.7% 06-01-34 | Long | Debt | US | $1M | – | 0.01 |
| 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 | – | 0.02 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.4% 09-20-28 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $11M | – | 0.05 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24 | Long | Debt | US | $636K | – | 0.00 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26 | Long | Debt | US | $8M | – | 0.03 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28 | Long | Debt | US | $6M | – | 0.02 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 | Long | Debt | US | $3M | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.15% 01-16-26 | Long | Debt | US | $3M | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.2% 01-17-25 | Long | Debt | US | $5M | – | 0.02 |
| DANSKE BANK A 144A LIFE SR NON PREF 6.466% 01-09-26/25 (DANSKE BANK AS) | Long | Debt | DK | $8M | – | 0.03 |
| 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 | $141K | – | 0.00 |
| DC 23-DC A 144A 6.3143% 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.04 |
| DEFT 24-1 A3 144A 5.39% 03-22-30/12-22-26 (DEFT 2024-1) | Long | ABS-other | US | $16M | – | 0.07 |
| DEN17 18-1 C 144A CLO FRN (TSFR3M+261.16) 10-15-31 (CRESTLINE DENALI CLO XVII LLC DEN17_18-1A) | Long | ABS-other | KY | $1M | – | 0.00 |
| DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $12M | – | 0.05 |
| DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $2M | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $831K | – | 0.00 |
| DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26 (DEVELOPMENT BANK OF JAPAN INC) | Long | Debt | JP | $6M | – | 0.02 |
| DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 02-18-25 (DEVELOPMENT BANK OF JAPAN INC) | Long | Debt | JP | $22M | – | 0.09 |
| DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31 (DEVELOPMENT BANK OF JAPAN INC) | Long | Debt | JP | $2M | – | 0.01 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30 | Long | Debt | US | $9M | – | 0.04 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.2% 04-18-27 | Long | Debt | US | $898K | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34 | Long | Debt | US | $200K | – | 0.00 |
| DLLAD 24-1 A2 144A 5.50% 08-20-27/06-22-26 (DLLAD 2024-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| DLLAD 24-1 A3 144A 5.30% 07-20-29/06-20-28 (DLLAD 2024-1A) | Long | ABS-other | US | $2M | – | 0.01 |
| DNB BANK ASA 144A LIFE SR NON PREF 1.127% 09-16-26/25 | Long | Debt | NO | $6M | – | 0.03 |
| DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26 | Long | Debt | NO | $11M | – | 0.05 |
| DNB BANK ASA 144A LIFE SR NON PREF 5.896% 10-09-26/25 | Long | Debt | NO | $15M | – | 0.06 |
| DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $10M | – | 0.04 |
| DRIVE 24-1 A3 5.35% 02-15-28/12-15-25 (DRIVE 2024-1) | Long | ABS-other | US | $6M | – | 0.02 |
| DRIVE 24-1 B 5.31% 01-16-29/10-15-26 (DRIVE 2024-1) | Long | ABS-other | US | $4M | – | 0.02 |
| DRIVE 24-1 C 5.43% 11-17-31/10-15-27 (DRIVE 2024-1) | Long | ABS-other | US | $8M | – | 0.03 |
| DRSLF 15-37 AR CLO 144A FRN (TSFR3M+136.16) 01-15-31 (DRYDEN SENIOR LOAN FUND DRSLF_15-37A) | Long | ABS-other | KY | $3M | – | 0.01 |
| DRSLF 17-47A A1R CLO 144A FRN (TSFR3M+124.16) 04-15-28 (DRYDEN SENIOR LOAN FUND DRSLF_17-47A) | Long | ABS-other | KY | $10M | – | 0.04 |
| DRSLF 23-113 DR CLO 144A (TSFR3M+440) 10-20-35 (DRYDEN SENIOR LOAN FUND DRSLF_23-113) | Long | ABS-other | KY | $3M | – | 0.01 |
| DTAOT 20-3 C 144A 1.47% 06-15-26/11-15-23 (DT AUTO OWNER TRUST DTAOT_20-3) | Long | ABS-other | US | $30K | – | 0.00 |
| DTAOT 22-2A C 144A 4.72% 03-15-28/07-15-25 (DT AUTO OWNER TRUST DTAOT_22-2) | Long | ABS-other | US | $10M | – | 0.04 |
| DTAOT 22-3 A 144A 6.05% 10-15-26/08-15-24 (DT AUTO OWNER TRUST DTAOT_22-3) | Long | ABS-other | US | $2M | – | 0.01 |
| DTAOT 23-1 A 144A 5.48% 04-15-27/11-15-24 (DT AUTO OWNER TRUST DTAOT_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| DTAOT 23-1 C 144A 5.55% 10-16-28/12-15-25 (DT AUTO OWNER TRUST DTAOT_23-1) | Long | ABS-other | US | $7M | – | 0.03 |
| DTAOT 23-2 A 144A 5.88% 04-15-27/02-18-25 (DT AUTO OWNER TRUST DTAOT_23-2) | Long | ABS-other | US | $4M | – | 0.02 |
| DTE ENERGY CO SR UNSEC 5.1% 03-01-29 | Long | Debt | US | $839K | – | 0.00 |
| DTRT 24-1 A2 5.6% 04-15-26/08-15-25 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) | Long | ABS-other | US | $17M | – | 0.07 |
| DTRT 24-1 A3 5.49% 12-15-27/04-15-27 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) | Long | ABS-other | US | $9M | – | 0.04 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30 | Long | Debt | US | $18M | – | 0.07 |
| EART 20-2 D 144A 4.73% 04-15-26/04-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2) | Long | ABS-other | US | $395K | – | 0.00 |
| EART 21-2 C 0.98% 06-15-26/26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2) | Long | ABS-other | US | $82K | – | 0.00 |
| EART 22-4A B 4.57% 01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) | Long | ABS-other | US | $7M | – | 0.03 |
| EART 22-6 B 6.03% 08-16-27/06-16-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) | Long | ABS-other | US | $6M | – | 0.02 |
| EART 23-1 A3 5.58% 04-15-26/06-17-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $254K | – | 0.00 |
| EART 23-1 B 5.72% 04-15-27/03-17-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $4M | – | 0.02 |
| EART 23-1 D 6.69% 06-15-29/01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| EART 23-3 A2 6.11% 09-15-25/04-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $118K | – | 0.00 |
| EART 23-3 A3 6.04% 07-15-26/10-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $3M | – | 0.01 |
| EART 23-3 B 6.11% 09-15-27/07-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $5M | – | 0.02 |
| EART 23-3 C 6.21% 06-15-28/05-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $460K | – | 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 | $420K | – | 0.00 |
| EART 24-1 A2 5.53% 10-15-26/02-18-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $14M | – | 0.06 |
| EART 24-1 A3 5.31% 08-16-27/08-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $3M | – | 0.01 |
| EART 24-1 B 5.29% 08-15-28/06-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $8M | – | 0.03 |
| EART 24-1 C 5.41% 05-15-30/04-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $6M | – | 0.02 |
| EART 24-1 D 5.84% 06-17-30/05-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $5M | – | 0.02 |
| EART 24-2 B 5.61% 04-17-28/02-17-26 (EART 2024-2A) | Long | ABS-other | US | $7M | – | 0.03 |
| EART 24-2 C 5.74% 05-15-29/03-15-27 (EART 2024-2A) | Long | ABS-other | US | $7M | – | 0.03 |
| EART 24-2 D 5.92% 02-15-30/04-17-28 (EART 2024-2A) | Long | ABS-other | US | $7M | – | 0.03 |
| EART 24-3 A3 5.65% 12-15-27 (EART 2024-3A) | Long | ABS-other | US | $4M | – | 0.02 |
| EASTMAN CHEMICAL CO SR UNSEC 5.625% 02-20-34 | Long | Debt | US | $2M | – | 0.01 |
| EATON 19-1 AR CLO 144A FRN (TSFR3M+136.16) 04-15-31 (EATON VANCE CDO LTD 19-1A) | Long | ABS-other | US | $415K | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24 | Long | Debt | US | $980K | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25 | Long | Debt | US | $4M | – | 0.02 |
| EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28 | Long | Debt | US | $5M | – | 0.02 |
| EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29 | Long | Debt | US | $133K | – | 0.00 |
| EDVES 21-A A 144A 1.8% 11-25-45 (EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A) | Long | ABS-other | US | $2M | – | 0.01 |
| EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25 (ENTERPRISE FLEET FINANCING LLC EFF_22-1) | Long | ABS-other | US | $5M | – | 0.02 |
| 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 | – | 0.01 |
| EFF 22-4 A2 5.76% 10-22-29/05-20-26 (ENTERPRISE FLEET FINANCING LLC EFF_22-4) | Long | ABS-other | US | $11M | – | 0.04 |
| EFF 24-1 A3 144A 5.16% 09-20-30/28 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) | Long | ABS-other | US | $3M | – | 0.01 |
| EFF 24-2 A2 144A 5.74% 12-20-26/05-20-26 (EFF 2024-2) | Long | ABS-other | US | $4M | – | 0.01 |
| EFMT 23-1 A1 144A 5.732% 02-25-68/01-25-27 (ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| EIDP INC SR UNSEC 4.5% 05-15-26 | Long | Debt | US | $8M | – | 0.03 |
| ELEVANCE HEALTH INC SR UNSEC 2.375% 01-15-25 | Long | Debt | US | $33M | – | 0.14 |
| ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-33 | Long | Debt | US | $3M | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSEC 4.9% 02-08-26 | Long | Debt | US | $6M | – | 0.02 |
| ELI LILLY & CO SR UNSEC 2.75% 06-01-25 (ELI LILLY AND CO) | Long | Debt | US | $4M | – | 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 | – | 0.05 |
| ELM 24-ELM A10 144A FRN 06-10-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| ELM 24-ELM A15 144A FRN 06-10-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| EMD FINANCE LLC 144A LIFE SR UNSEC 3.25% 03-19-25 | Long | Debt | US | $21M | – | 0.09 |
| EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31 | Long | Debt | CA | $327K | – | 0.00 |
| EMERSON ELECTRIC CO SR UNSEC 1.8% 10-15-27 | Long | Debt | US | $6M | – | 0.03 |
| ENBRIDGE INC SR UNSEC 6.0% 11-15-28 | Long | Debt | CA | $719K | – | 0.00 |
| ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.875% 07-12-28 | Long | Debt | NL | $1M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 6.1% 12-01-28 | Long | Debt | US | $14M | – | 0.06 |
| ENI SPA 144A LIFE SR UNSEC 5.5% 05-15-34 | Long | Debt | IT | $5M | – | 0.02 |
| ENTERGY CORP SR UNSEC 0.9% 09-15-25 | Long | Debt | US | $6M | – | 0.02 |
| ENTERGY CORP SR UNSEC 1.9% 06-15-28 | Long | Debt | US | $14M | – | 0.06 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 0.95% 10-01-24 | Long | Debt | US | $17M | – | 0.07 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.4% 10-01-26 | Long | Debt | US | $9M | – | 0.04 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27 | Long | Debt | US | $5M | – | 0.02 |
| ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26 | Long | Debt | US | $12M | – | 0.05 |
| EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34 | Long | Debt | US | $109K | – | 0.00 |
| EQUINIX INC SR UNSEC 1.25% 07-15-25 | Long | Debt | US | $2M | – | 0.01 |
| EQUINIX INC SR UNSEC 1.8% 07-15-27 | Long | Debt | US | $584K | – | 0.00 |
| EQUINIX INC SR UNSEC 2.0% 05-15-28 | Long | Debt | US | $4M | – | 0.02 |
| EQUINIX INC SR UNSEC 2.15% 07-15-30 | Long | Debt | US | $539K | – | 0.00 |
| EQUINIX INC SR UNSEC 2.625% 11-18-24 | Long | Debt | US | $2M | – | 0.01 |
| 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 | $25M | – | 0.10 |
| 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 | $4M | – | 0.02 |
| EUROPEAN INVT BK 2.25% 06-24-24 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $2M | – | 0.01 |
| EUROPEAN INVT BK SR UNSEC 4.0% 02-15-29 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $6M | – | 0.03 |
| EUROPEAN INVT BK UNSEC 0.75% 10-26-26 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $9M | – | 0.04 |
| EVERSOURCE ENERGY SR UNSEC 1.4% 08-15-26 | Long | Debt | US | $16M | – | 0.06 |
| EVERSOURCE ENERGY SR UNSEC 4.2% 06-27-24 | Long | Debt | US | $3M | – | 0.01 |
| EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34 | Long | Debt | US | $5M | – | 0.02 |
| EVERSOURCE ENERGY SR UNSEC 5.95% 02-01-29 | Long | Debt | US | $18M | – | 0.07 |
| EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24 | Long | Debt | US | $7M | – | 0.03 |
| EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30 | Long | Debt | US | $5M | – | 0.02 |
| EXXON MOBIL CORP SR UNSEC 2.992% 03-19-25 | Long | Debt | US | $5M | – | 0.02 |
| FARM 24-1 A 144A FRN 10-01-53 (FARM 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 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 | $11M | – | 0.04 |
| FASST 19-JR2 A1 144A 2.0% 04-01-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR2) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.06 |
| FASST 19-JR3 A 144A 2.0% 09-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FASST 19-JR4 A 144A 2.0% 11-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FCAT 22-4 A2 144A 6.15% 09-15-26/10-15-24 (FLAGSHIP CREDIT AUTO TRUST FCAT_22-4) | Long | ABS-other | US | $6M | – | 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 | $3M | – | 0.01 |
| FCAT 23-3 B 144A 5.64% 07-16-29/09-15-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $4M | – | 0.02 |
| FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $476K | – | 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 | $322K | – | 0.00 |
| FCBSL 23-1 AT CLO 144A FRN (TSFR3M+225) 04-23-36 (FORTRESS CREDIT BSL LTD FCBSL_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| FCBSL 23-1 B1 CLO 144A FRN (TSFR3M+300) 04-23-36 (FORTRESS CREDIT BSL LTD FCBSL_23-1) | Long | ABS-other | US | $998K | – | 0.00 |
| FCO 22-17 A CLO 144A FRN (TSFR3M+137) 01-15-30 (FORTRESS CREDIT OPPORTUNITIES CLO LP FCO_22-17A) | Long | ABS-other | KY | $141K | – | 0.00 |
| FED FARM CR 1.75% 02-14-25 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $17M | – | 0.07 |
| FED FARM CR UNSEC 1.6% 07-13-33 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $1M | – | 0.00 |
| FGCI 3.0 G14502 02-01-27 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| FGCI 3.0 G15175 09-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FGCI 3.0 J32008 06-01-30 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGCI 3.0 J33952 03-01-31 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| FGCI 3.0 V60341 11-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FGCI 3.0 V60362 12-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGCI 3.0 V60448 01-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGCI 3.0 V60493 02-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FGCI 3.0 V60616 09-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FGCI 3.0 V60622 11-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGCI 3.0 V60651 11-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGCI 3.5 G14278 10-01-26 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGCI 3.5 G14942 12-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FGCI 3.5 J17236 11-01-26 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FGCI 3.5 J25843 10-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $953K | – | 0.00 |
| FGCI 3.5 J26343 11-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| FGCI 3.5 J26473 11-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FGCI 3.5 J27240 02-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGCI 3.5 J27711 03-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FGCI 3.5 J28177 05-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| FGCI 3.5 J28422 06-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGCI 3.5 J28885 08-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FGCI 3.5 J28964 08-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FGCI 3.5 J29039 08-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FGCI 3.5 J30209 12-01-29 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FGCI 3.5 J36382 02-01-32 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FGCI 3.5 J36383 02-01-32 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FGCI 3.5 V60368 12-01-28 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGLMC 3.5 G60238 10-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FGLMC 3.5 G67700 08-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGLMC 3.5 Q17696 04-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FGLMC 3.5 Q18236 05-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FGLMC 3.5 Q19133 06-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FGLMC 3.5 Q28558 09-01-44 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FGLMC 3.5 Q47615 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $543K | – | 0.00 |
| FGLMC 3.5 Q51622 10-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| FGLMC 3.5 Q52069 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $823K | – | 0.00 |
| FGLMC 3.5 Q54698 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FGLMC 3.5 Q54699 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FGLMC 3.5 Q54700 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FGLMC 3.5 Q54701 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FGLMC 3.5 Q54709 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| FGLMC 3.5 Q54781 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FGLMC 3.5 Q54782 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FGLMC 3.5 Q54831 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FGLMC 3.5 Q55056 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| FGLMC 3.5 Q55060 04-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FGLMC 3.5 Q56589 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FGLMC 3.5 Q56590 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FGLMC 3.5 Q56591 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FGLMC 4.0 G67711 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FGLMC 4.0 Q15874 02-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FGLMC 4.0 Q55970 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FGLMC 4.0 Q55971 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| FGLMC 4.0 Q56175 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| FGLMC 4.0 Q56599 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| FGLMC 4.5 Q58378 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FGLMC 4.5 Q58411 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGLMC 4.5 Q58436 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| FHARM FRN 760012 04-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $710K | – | 0.00 |
| FHARM FRN 760013 04-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FHARM FRN 760014 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC K082 A2 (MF) FRN 09-25-28 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FHLMC K151 A2 (MF) 3.8% 12-25-32 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WIK151) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLMC POOL #760015 ARH5 FRN 01-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHMS K044 A2 (MF) 2.811% 01-25-25 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $789K | – | 0.00 |
| FHMS K046 A2 (MF) 3.205% 03-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K046) | Long | ABS-collateralized bond/debt obligation | US | $489K | – | 0.00 |
| FHMS K048 A2 (MF) 3.284% 06-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K048-A2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| FHMS K053 A2 (MF) 2.995% 12-25-25/12-26-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K053) | Long | ABS-collateralized bond/debt obligation | US | $968K | – | 0.00 |
| FHMS K056 A2 (MF) 2.525% 05-25-26 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $953K | – | 0.00 |
| FHMS K061 A2 (MF) 3.347% 11-25-26 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $947K | – | 0.00 |
| FHMS K083 A2 (MF) 4.05% 09-25-28 (FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| FHMS K089 A2 (MF) 3.563% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K089) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| FHMS K090 A2 (MF) 3.422% 02-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| 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 | $44K | – | 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 | $4M | – | 0.02 |
| FHMS K144 A2 (MF) 2.45% 07-25-32 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHMS K144 A2 2.45% 04-25-32 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| FHMS K144 AM (MF) 2.45% 07-25-32 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 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 | $1M | – | 0.01 |
| FHMS K152 A2 (MF) 3.8% 10-25-32 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K151) | Long | ABS-collateralized bond/debt obligation | US | $928K | – | 0.00 |
| FHMS K155 A2 (MF) 4.25% 04-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_WI-K155) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FHMS K515 A2 (MF) 5.4% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K515) | Long | ABS-collateralized bond/debt obligation | US | $41M | – | 0.17 |
| FHMS K516 A2 (MF) 5.477% 01-25-29 | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| FHMS K518 A2 5.40% 01-25-29 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K518) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.07 |
| FHMS K730 A2 (MF) FRN 01-25-25/01-27-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K730) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| FHMS K732 A2 (MF) 3.7% 05-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K732) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| FHMS K749 A2 (MF) 2.12% 06-25-29 (FREDDIE MAC WI CERTIFICATES SERIES WI-K749) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHMS K749 AM (MF) 2.12% 06-25-29 (FREDDIE MAC WI CERTIFICATES SERIES WI-K749) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHMS K751 A2 (MF) 4.412% 03-25-30 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751) | Long | ABS-collateralized bond/debt obligation | US | $44M | – | 0.18 |
| FHMS K755 A2 (MF) 5.203% 02-25-31 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.08 |
| FHMS KPLB A (MF) 2.77% 05-25-25 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KPLB) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.08 |
| FHR 3171 MO PAC PO .0% 06-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.00 |
| FHR 3213 OG PAC PO .0% 09-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.00 |
| FHR 3292 BO PAC PO .0% 03-15-37 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26 | Long | Debt | US | $29M | – | 0.12 |
| FIRSTENERGY CORP SR UNSEC 2.05% 03-01-25 | Long | Debt | US | $18M | – | 0.08 |
| FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30 | Long | Debt | US | $6M | – | 0.03 |
| FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 | Long | Debt | US | $12M | – | 0.05 |
| FIRSTENERGY CORP SR UNSEC 4.15% 07-15-27 | Long | Debt | US | $4M | – | 0.02 |
| FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28 | Long | Debt | US | $18M | – | 0.07 |
| FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 4.35% 01-15-25 | Long | Debt | US | $3M | – | 0.01 |
| FISERV INC SR UNSEC 3.2% 07-01-26 | Long | Debt | US | $47M | – | 0.20 |
| FIVE 23-V1 A3 5.6679% 02-10-56/02-11-28 (FIVE 2023-V1 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25 (FIRSTKEY HOMES FKH_20-SFR2) | Long | ABS-other | US | $18M | – | 0.08 |
| FLORIDA HURRICANE CATASTROPHE FUND 1.258% 07-01-25 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $11M | – | 0.05 |
| FLORIDA HURRICANE CATASTROPHE FUND 1.705% 07-01-27 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.85% 04-01-25 | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.4% 05-15-28 | Long | Debt | US | $22M | – | 0.09 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.8% 05-15-33 | Long | Debt | US | $839K | – | 0.00 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.15% 06-15-29 | Long | Debt | US | $30M | – | 0.12 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34 | Long | Debt | US | $326K | – | 0.00 |
| FLORIDA POWER & LIGHT CO SR UNSEC 3.3% 05-30-27 | Long | Debt | US | $501K | – | 0.00 |
| 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 | – | 0.04 |
| FNA 17-M10 AV2 (MF) FRN 07-25-24 (FNMA_17-M10) | Long | ABS-collateralized bond/debt obligation | US | $586K | – | 0.00 |
| FNA 17-M15 AV2 (MF) FRN 11-15-24 (FANNIE MAE ACES FNMA_17-M15) | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.00 |
| FNCI 2.0 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCI 2.5 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCI 3.0 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCI 4.0 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCI UMBS 3.0 AB4213 01-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FNCI UMBS 3.0 AB4920 04-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.0 AB7551 01-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNCI UMBS 3.0 AB9654 06-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.0 AB9935 07-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.0 AJ3916 04-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $164.83 | – | 0.00 |
| FNCI UMBS 3.0 AL6368 10-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCI UMBS 3.0 AO7778 07-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNCI UMBS 3.0 AR9883 04-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNCI UMBS 3.0 AS0192 08-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.0 AS0756 10-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.0 AS1063 11-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCI UMBS 3.0 AS1296 12-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.0 AT4968 05-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FNCI UMBS 3.0 AU6682 09-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCI UMBS 3.0 AU6794 09-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNCI UMBS 3.0 AW1249 05-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FNCI UMBS 3.0 AW4349 04-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $777.62 | – | 0.00 |
| FNCI UMBS 3.0 AX3593 06-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCI UMBS 3.0 AY2719 02-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNCI UMBS 3.0 BJ6880 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNCI UMBS 3.0 BJ9182 05-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| FNCI UMBS 3.0 BK0499 12-01-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNCI UMBS 3.0 BM3501 04-01-32 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNCI UMBS 3.0 BN3184 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNCI UMBS 3.0 QN1073 12-01-34 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNCI UMBS 3.0 ZA3673 11-01-28 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCI UMBS 3.0 ZA3699 02-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.0 ZA3742 11-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCI UMBS 3.0 ZA3750 12-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.0 ZA3774 03-01-30 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCI UMBS 3.0 ZK3828 01-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FNCI UMBS 3.0 ZK3899 02-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNCI UMBS 3.0 ZK3929 03-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNCI UMBS 3.0 ZK3934 03-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNCI UMBS 3.0 ZK6134 10-01-28 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.0 ZK6157 10-01-28 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.0 ZK6172 11-01-28 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCI UMBS 3.0 ZK7089 01-01-30 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.0 ZK7590 01-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| FNCI UMBS 3.0 ZS6995 08-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.0 ZS8526 05-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNCI UMBS 3.5 310129 07-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AJ9184 01-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $663K | – | 0.00 |
| FNCI UMBS 3.5 AL4843 02-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 3.5 AL5688 08-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCI UMBS 3.5 AL6140 12-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNCI UMBS 3.5 AL7141 07-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| FNCI UMBS 3.5 AS0113 08-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCI UMBS 3.5 AS0503 09-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCI UMBS 3.5 AS0904 11-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AS0905 11-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AS1071 11-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AS1639 02-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $952K | – | 0.00 |
| FNCI UMBS 3.5 AS1641 02-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AT0321 04-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNCI UMBS 3.5 AU6684 09-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCI UMBS 3.5 AU7549 10-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AU8095 09-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FNCI UMBS 3.5 AV4997 01-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCI UMBS 3.5 AX1256 08-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNCI UMBS 3.5 AX1293 09-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCI UMBS 3.5 AY1948 01-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNCI UMBS 3.5 AZ0554 10-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNCI UMBS 3.5 AZ3371 07-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 4.0 BN1087 01-01-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNCI UMBS 4.0 MA3463 09-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCI UMBS AV0637 11-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FNCL 2.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| FNCL 2.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCL 3.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNCL 3.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $59M | – | 0.25 |
| FNCL 4.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| FNCL 4.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $95M | – | 0.39 |
| FNCL 5.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $85M | – | 0.35 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $129M | – | 0.53 |
| FNCL 5.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $42M | – | 0.17 |
| FNCL 6.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $59M | – | 0.24 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $114M | – | 0.47 |
| FNCL 6.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $547M | – | 2.27 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $1B | – | 4.92 |
| FNCL 7.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $216M | – | 0.90 |
| FNCL UMBS 2.0 BR4075 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL UMBS 2.0 BV3076 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 2.0 BV3080 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 2.0 BV3083 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| FNCL UMBS 2.0 BV3101 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 BV4172 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| FNCL UMBS 2.0 CB0290 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.0 CB0449 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.13 |
| FNCL UMBS 2.0 CB2765 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.0 FM4969 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNCL UMBS 2.0 FS1742 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 FS7498 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 FS7823 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNCL UMBS 2.0 MA4378 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNCL UMBS 2.0 MA4465 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 MA4492 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 MA4547 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.0 MA4562 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 QD5748 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FNCL UMBS 2.0 QD8820 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $41M | – | 0.17 |
| FNCL UMBS 2.0 RA6406 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 2.0 SD5343 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD5500 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD7528 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 2.0 SD8106 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNCL UMBS 2.0 SD8182 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| FNCL UMBS 2.0 SD8193 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| FNCL UMBS 2.0 SD8204 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 BT9483 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.5 BT9510 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.5 CA5968 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 CA6593 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 2.5 CA7599 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 CA7737 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 2.5 CA8828 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNCL UMBS 2.5 CB0457 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 CB2286 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL UMBS 2.5 CB2319 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 2.5 CB2372 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 CB2375 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 2.5 FM7900 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 2.5 FM9492 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 2.5 FM9694 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 FM9804 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.5 FS0433 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNCL UMBS 2.5 FS0523 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.5 RA5259 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 RA5782 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 RA6483 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 2.5 SD1385 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 SD7525 10-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 SD7545 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL UMBS 2.5 SD7548 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.5 SD7552 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 SD7554 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 AS8310 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.0 BM1179 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 CA5333 03-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.14 |
| FNCL UMBS 3.0 CA5338 03-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 3.0 CA5731 05-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.10 |
| FNCL UMBS 3.0 CA6349 07-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNCL UMBS 3.0 CA6740 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNCL UMBS 3.0 CA7381 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNCL UMBS 3.0 CA8046 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 CB0041 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| FNCL UMBS 3.0 CB0191 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.0 CB0193 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNCL UMBS 3.0 CB2292 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.0 CB2293 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.0 CB2544 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNCL UMBS 3.0 FM5166 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNCL UMBS 3.0 FM6293 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNCL UMBS 3.0 FM7909 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNCL UMBS 3.0 FM9631 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 3.0 FM9632 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 3.0 FM9976 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 FS0647 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNCL UMBS 3.0 QD3310 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNCL UMBS 3.0 RA2457 04-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNCL UMBS 3.0 RA3506 09-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNCL UMBS 3.0 RA5267 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNCL UMBS 3.0 RA5901 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNCL UMBS 3.0 RA5971 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $88M | – | 0.36 |
| FNCL UMBS 3.0 RA6347 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNCL UMBS 3.0 SD0187 01-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 3.0 SD7553 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $30M | – | 0.12 |
| FNCL UMBS 3.5 AL3829 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.5 AR1512 01-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNCL UMBS 3.5 AS8583 01-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| FNCL UMBS 3.5 AT0412 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNCL UMBS 3.5 AT3954 04-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNCL UMBS 3.5 AT7161 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNCL UMBS 3.5 AX8521 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNCL UMBS 3.5 AY1829 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNCL UMBS 3.5 BE5009 01-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNCL UMBS 3.5 BE5017 02-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $741K | – | 0.00 |
| FNCL UMBS 3.5 BE8740 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNCL UMBS 3.5 BE8742 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNCL UMBS 3.5 BH2846 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNCL UMBS 3.5 BH2847 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNCL UMBS 3.5 BH2848 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNCL UMBS 3.5 BJ4901 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FNCL UMBS 3.5 BJ8411 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.5 BM3788 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FNCL UMBS 3.5 CA4151 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 3.5 FM1062 06-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.5 FM1443 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 3.5 FM3280 05-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 3.5 FM9416 07-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28M | – | 0.12 |
| FNCL UMBS 3.5 QA0284 06-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 QA2748 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| FNCL UMBS 3.5 RA1369 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| FNCL UMBS 3.5 RA1463 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 3.5 RA1580 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.5 SD0873 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCL UMBS 4.0 AJ1873 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNCL UMBS 4.0 BH3122 06-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| 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 | $621K | – | 0.00 |
| FNCL UMBS 4.0 BK6840 06-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $842K | – | 0.00 |
| FNCL UMBS 4.0 BK9743 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FNCL UMBS 4.0 BW7750 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNCL UMBS 4.0 CA2850 12-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNCL UMBS 4.0 FS2654 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.0 FS4947 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $64M | – | 0.27 |
| FNCL UMBS 4.0 MA4732 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89M | – | 0.37 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FNCL UMBS 4.0 MA5320 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.0 MA5341 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $908K | – | 0.00 |
| FNCL UMBS 4.0 MA5378 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 QE4383 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNCL UMBS 4.0 QE4613 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| FNCL UMBS 4.0 QF1221 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.0 QF7852 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| FNCL UMBS 4.0 QI0001 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $796K | – | 0.00 |
| FNCL UMBS 4.0 SD1502 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 4.0 SD8244 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $53M | – | 0.22 |
| FNCL UMBS 4.0 SD8297 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.0 SD8357 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 SD8390 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| FNCL UMBS 4.5 BK9761 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNCL UMBS 4.5 BT8263 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNCL UMBS 4.5 BV0952 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| FNCL UMBS 4.5 BW1215 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNCL UMBS 4.5 FS5554 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.5 FS5675 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FNCL UMBS 4.5 MA5037 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNCL UMBS 4.5 MA5070 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FNCL UMBS 4.5 MA5105 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FNCL UMBS 4.5 QE8940 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL UMBS 4.5 QE9425 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 QE9448 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| FNCL UMBS 4.5 QF0616 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 4.5 QF1236 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 RA7556 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNCL UMBS 4.5 SD8257 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FNCL UMBS 4.5 SD8328 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.0 695412 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNCL UMBS 5.0 931768 08-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNCL UMBS 5.0 AC0794 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNCL UMBS 5.0 AD3566 10-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNCL UMBS 5.0 AE1248 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNCL UMBS 5.0 AE1277 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNCL UMBS 5.0 AE1290 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 5.0 QE7695 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| FNCL UMBS 5.0 QG5436 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $30M | – | 0.12 |
| FNCL UMBS 5.0 RA7938 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $60M | – | 0.25 |
| FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $296M | – | 1.23 |
| FNCL UMBS 5.0 SD8258 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $72M | – | 0.30 |
| FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.0 SD8315 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| FNCL UMBS 5.5 AB1084 05-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 5.5 BW9206 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| FNCL UMBS 5.5 BX0856 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNCL UMBS 5.5 BX3101 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNCL UMBS 5.5 BX5592 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $973K | – | 0.00 |
| FNCL UMBS 5.5 BX6633 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 BX7551 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BX7555 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 BX7779 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BX8883 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 BX9111 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BX9999 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 BY0003 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY0007 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| 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 BY0130 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY1592 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY2505 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY3206 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY3207 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY3208 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY3337 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 BY5242 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNCL UMBS 5.5 CB4421 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FNCL UMBS 5.5 CB8143 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 CB8147 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 CB8148 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 CB8151 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 CB8328 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNCL UMBS 5.5 CB8337 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 5.5 FS4152 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 5.5 FS5192 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FNCL UMBS 5.5 MA4842 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| FNCL UMBS 5.5 MA4979 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.12 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $53M | – | 0.22 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89M | – | 0.37 |
| FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FNCL UMBS 5.5 MA5190 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $784K | – | 0.00 |
| FNCL UMBS 5.5 QF1573 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FNCL UMBS 5.5 QF7073 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QF7144 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QF7483 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $729K | – | 0.00 |
| FNCL UMBS 5.5 QF7774 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| FNCL UMBS 5.5 QF8331 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 QF8462 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 5.5 QG0979 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 QG1023 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG1387 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QG2749 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 QG3365 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 QG3382 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG4632 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| FNCL UMBS 5.5 QG5097 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QG5136 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 RA8544 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 SD1961 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 SD2948 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNCL UMBS 5.5 SD3369 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.5 SD8316 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $36M | – | 0.15 |
| FNCL UMBS 5.5 SD8324 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $119M | – | 0.49 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $67M | – | 0.28 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $229M | – | 0.95 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| FNCL UMBS 5.5 SD8367 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 5.5 SD8372 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $784K | – | 0.00 |
| FNCL UMBS 6.0 BW5303 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FNCL UMBS 6.0 BX5040 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FNCL UMBS 6.0 BY1721 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 BY2260 05-01-53 (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 | – | 0.06 |
| FNCL UMBS 6.0 CB6485 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31M | – | 0.13 |
| FNCL UMBS 6.0 CB6486 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNCL UMBS 6.0 CB6597 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FNCL UMBS 6.0 CB7122 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41M | – | 0.17 |
| FNCL UMBS 6.0 CB7341 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 CB7438 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46M | – | 0.19 |
| FNCL UMBS 6.0 CB7480 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $32M | – | 0.13 |
| FNCL UMBS 6.0 CB7617 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $171M | – | 0.71 |
| FNCL UMBS 6.0 CB7862 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $43M | – | 0.18 |
| FNCL UMBS 6.0 CB7932 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| FNCL UMBS 6.0 CB8153 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FNCL UMBS 6.0 CB8163 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 6.0 CB8168 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| FNCL UMBS 6.0 FS4775 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNCL UMBS 6.0 FS5517 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.0 FS6163 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.16 |
| FNCL UMBS 6.0 MA4894 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| FNCL UMBS 6.0 MA4920 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $0.01 | – | – |
| FNCL UMBS 6.0 MA4942 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| FNCL UMBS 6.0 MA4980 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.0 MA5011 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58M | – | 0.24 |
| FNCL UMBS 6.0 MA5040 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $95M | – | 0.40 |
| FNCL UMBS 6.0 MA5108 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $184M | – | 0.76 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNCL UMBS 6.0 MA5216 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.12 |
| FNCL UMBS 6.0 MA5247 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCL UMBS 6.0 QG7218 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNCL UMBS 6.0 QI2281 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 RJ1076 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $663K | – | 0.00 |
| FNCL UMBS 6.0 SD3240 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| FNCL UMBS 6.0 SD3356 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FNCL UMBS 6.0 SD3817 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNCL UMBS 6.0 SD4053 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $48M | – | 0.20 |
| FNCL UMBS 6.0 SD4703 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $67M | – | 0.28 |
| FNCL UMBS 6.0 SD4730 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 SD4897 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $36M | – | 0.15 |
| FNCL UMBS 6.0 SD4906 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| FNCL UMBS 6.0 SD4964 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $964K | – | 0.00 |
| FNCL UMBS 6.0 SD8290 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $32M | – | 0.13 |
| FNCL UMBS 6.0 SD8301 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.0 SD8325 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNCL UMBS 6.0 SD8332 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $34M | – | 0.14 |
| FNCL UMBS 6.0 SD8396 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $64M | – | 0.27 |
| FNCL UMBS 6.5 CB6106 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 6.5 CB6468 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 6.5 CB6490 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.5 CB6491 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| FNCL UMBS 6.5 CB7917 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $893K | – | 0.00 |
| FNCL UMBS 6.5 CB7933 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42M | – | 0.17 |
| FNCL UMBS 6.5 CB8387 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.5 FS6610 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.14 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $50M | – | 0.21 |
| FNCL UMBS 6.5 RA9287 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.5 RA9288 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNCL UMBS 6.5 RA9289 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.5 RA9290 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.5 RA9291 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.5 RA9292 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.5 RA9294 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 6.5 RA9295 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.5 RJ0856 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $708K | – | 0.00 |
| FNCL UMBS 6.5 SD2979 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.5 SD3825 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $279M | – | 1.16 |
| FNCL UMBS 6.5 SD8369 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $68M | – | 0.28 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $53M | – | 0.22 |
| FNCL UMBS 932606 02-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNCL UMBS AE1283 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNCL UMBS AT0300 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNCN UMBS 3.0 MA2973 04-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCT UMBS 1.5 FS0305 01-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.13 |
| FNCT UMBS 2.0 BT5941 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCT UMBS 2.0 FM7690 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCT UMBS 2.0 FM8120 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCT UMBS 2.0 MA4093 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 MA4152 10-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 MA4333 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNCT UMBS 2.0 MA4387 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCT UMBS 2.0 MA4407 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $78M | – | 0.32 |
| FNCT UMBS 2.0 MA4501 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| FNCT UMBS 2.0 MA4540 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCT UMBS 2.0 MA4570 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCT UMBS 2.0 MA4586 04-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCT UMBS 2.0 QK1181 11-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCT UMBS 2.0 RB5118 07-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $46M | – | 0.19 |
| FNCT UMBS 2.0 RB5121 08-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $71M | – | 0.29 |
| FNCT UMBS 2.0 RB5138 12-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNCT UMBS 2.0 RB5145 02-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCT UMBS 2.0 RB5148 03-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FNCT UMBS 2.0 RB5153 04-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCT UMBS 2.0 SC0113 12-01-40 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 SC0169 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCT UMBS 2.0 SC0175 09-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNGN30 9.0 458079 11-20-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $384.23 | – | 0.00 |
| FNGT 01-T10 A1 7.0% 12-25-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| FNIONP 7.0 888698 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 0.875% 08-05-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $17M | – | 0.07 |
| FNMA 24-M1A A2 FRN 01-25-34 (FANNIEMAE-ACES FNMA_24-M1A) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.06 |
| FNMDI3 5.5 BF0320 01-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMDI4 3.0 BF0548 07-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMDI4 3.5 BF0379 04-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNMDI4 3.5 BF0480 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMDI4 3.5 BF0481 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMDI4 4.5 BM6736 11-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMNT 23-1 A 5.13% 04-16-29/04-15-26 (FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-1) | Long | ABS-other | US | $7M | – | 0.03 |
| FNMNT 23-2 A 5.77% 09-12-26/09-17-29 (FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2) | Long | ABS-other | US | $8M | – | 0.03 |
| FNMNT 24-1 A 5.34% 05-15-30/05-17-27 (FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1) | Long | ABS-other | US | $11M | – | 0.05 |
| FNR 01-4 GA WAC FRN 04-17-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $11.89 | – | 0.00 |
| FNR 06-123 BO PAC PO .0% 01-25-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $262K | – | 0.00 |
| FNR 06-96 MO PAC PO .0% 10-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| FNR 2001-4 NA WAC FRN 10-25-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $45.13 | – | 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 | $163K | – | 0.00 |
| FNW 02-W7 A5 7.5% 02-25-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.00 |
| FORD MOTOR CO SR UNSEC 3.25% 02-12-32 | Long | Debt | US | $9M | – | 0.04 |
| FORD MOTOR CO SR UNSEC 6.1% 08-19-32 | Long | Debt | US | $9M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $425K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $586K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $633K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $171K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $715K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $399K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $452K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $28M | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $13M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $395K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $8M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $10M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| FORDL 24-A A3 5.06% 05-15-27/26 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-other | US | $8M | – | 0.03 |
| FORDL 24-A A4 5.05% 06-15-27/26 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-other | US | $2M | – | 0.01 |
| 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 | $14M | – | 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 | $6M | – | 0.03 |
| 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 | $9M | – | 0.04 |
| 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 | $39M | – | 0.16 |
| FREMF 24-K162 A2 5.15% 12-25-33 (FREMF MORTGAGE TRUST FREMF_24-K162) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FREMF 24-K517 A2 FRN 01-25-29 (FREMF MORTGAGE TRUST FREMF_24-K517) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.08 |
| 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 | $14M | – | 0.06 |
| FSMT 21-11INV A2 144A FRN 11-25-51 (FLAGSTAR MORTGAGE TRUST FSMT_21-11INV) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.05 |
| FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44 (FLAGSTAR MORTGAGE TRUST FSMT_21-8INV) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FSPC T-41 3A FRN 07-25-32 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.00 |
| FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-239K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.624% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-483K | – | -0.00 | |
| FSWP: OIS RECFIX USD 4.26959% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-791K | – | -0.00 | |
| FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-800K | – | -0.00 | |
| G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $42M | – | 0.17 |
| G2SF 2.5 785575 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2SF 2.5 785607 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| G2SF 2.5 785813 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2SF 2.5 785847 01-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| G2SF 2.5 MA6217 10-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| G2SF 2.5 MA7534 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $23M | – | 0.10 |
| G2SF 2.5 MA7881 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| G2SF 2.5 MA7987 04-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2SF 3.0 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| G2SF 3.5 MA8099 06-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| G2SF 4.0 MA4511 06-20-47 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2SF 4.0 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2SF 4.5 5306 02-20-42 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2SF 4.5 MA8151 07-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $29M | – | 0.12 |
| G2SF 5.0 MA6042 07-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2SF 5.5 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $127M | – | 0.53 |
| G2SF MA5332 07-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GALXY 13-15 ARR CLO 144A FRN (TSFR3M+123.16) 10-15-30 (GALAXY CLO LTD GALXY_13-15A) | Long | ABS-other | KY | $1M | – | 0.00 |
| GCAR 23-3 B 144A 5.89% 01-18-28 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $5M | – | 0.02 |
| GCAR 23-3 C 144A 6.01% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $586K | – | 0.00 |
| GCAR 23-3 D 144A 6.44% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $532K | – | 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 | $19M | – | 0.08 |
| GCAR 24-1 A3 144A 5.4% 09-15-27 (GCAR 2024-1A) | Long | ABS-other | US | $3M | – | 0.01 |
| GCAR 24-1 C 144A 5.64% 12-17-29 (GCAR 2024-1A) | Long | ABS-other | US | $12M | – | 0.05 |
| GCAR 24-1 D 144A 5.95% 12-17-29 (GCAR 2024-1A) | Long | ABS-other | US | $3M | – | 0.01 |
| GCAR_24-2 A3 144A 5.64% 01-15-28/02-17-26 (GCAR 2024-2A) | Long | ABS-other | US | $4M | – | 0.02 |
| GCAT 21-NQM6 A1 144A FRN 08-25-66 (GCAT TRUST GCAT_21-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| GCI 20-1 A 144A 2.82% 10-18-45/30 (GCI 2020-1) | Long | ABS-other | US | $7M | – | 0.03 |
| GCI 20-1 B 144A 3.81% 10-18-45/30 (GCI 2020-1) | Long | ABS-other | US | $925K | – | 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 | $6M | – | 0.02 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27 | Long | Debt | US | $21M | – | 0.09 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.857% 03-15-30 | Long | Debt | US | $513K | – | 0.00 |
| GENERAL DYNAMICS CORP SR UNSEC 1.15% 06-01-26 | Long | Debt | US | $20M | – | 0.08 |
| GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31 | Long | Debt | US | $229K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.4% 04-06-26 | Long | Debt | US | $13M | – | 0.06 |
| GEORGIA POWER CO SR UNSEC 4.65% 05-16-28 | Long | Debt | US | $2M | – | 0.01 |
| GEORGIA POWER CO SR UNSEC 5.25% 03-15-34 | Long | Debt | US | $4M | – | 0.02 |
| GFORT 23-1 A1 144A 5.34% 06-15-28/26 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1) | Long | ABS-other | US | $7M | – | 0.03 |
| GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 | Long | Debt | US | $2M | – | 0.01 |
| GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53 | Long | Debt | US | $2M | – | 0.01 |
| GLAXOSMITHKLINE CAPITAL INC SR UNSEC 3.625% 05-15-25 | Long | Debt | US | $3M | – | 0.01 |
| GLM 17-2 AR CLO 144A FRN (TSFR3M+117.16) 11-20-30 (GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM_17-2A) | Long | ABS-other | KY | $545K | – | 0.00 |
| GMALT 23-1 A3 5.16% 04-20-26/05-20-25 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-1) | Long | ABS-other | US | $5M | – | 0.02 |
| GMALT 23-3 A3 5.38% 11-20-26/12-22-25 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-other | US | $4M | – | 0.02 |
| GMALT 23-3 A4 5.44% 08-20-27/02-20-26 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-other | US | $3M | – | 0.01 |
| GMALT 24-2 A3 5.39% 07-20-27 (GMALT 2024-2) | Long | ABS-other | US | $7M | – | 0.03 |
| GMCAR 23-1 A2A 5.19% 03-16-26/10-16-24 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1) | Long | ABS-other | US | $1M | – | 0.00 |
| GMCAR 24-1 A3 4.85% 12-18-28 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) | Long | ABS-other | US | $6M | – | 0.02 |
| GMCAR 24-1 A4 4.86% 06-18-29 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) | Long | ABS-other | US | $4M | – | 0.02 |
| GMREV 22-1 A 5.91% 10-11-35/11-12-27 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1) | Long | ABS-other | US | $4M | – | 0.01 |
| GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-other | US | $14M | – | 0.06 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| 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 | $506K | – | 0.00 |
| GOCAP 21-57 A1 CLO 144A (TSFR3M+175.2) FRN 10-25-34 (GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-57A) | Long | ABS-other | KY | $2M | – | 0.01 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 2.532% 06-01-28 | Long | Debt | US | $10M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26 | Long | Debt | US | $9M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27 | Long | Debt | US | $556K | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.5% 04-01-25 | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27 | Long | Debt | US | $6M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.33% 09-10-24 | Long | Debt | US | $1M | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.7% 11-01-24 | Long | Debt | US | $19M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29 | Long | Debt | US | $34M | – | 0.14 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34 | Long | Debt | US | $741K | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 6.484% 10-24-29/28 | Long | Debt | US | $677K | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 6.561% 10-24-34/33 | Long | Debt | US | $721K | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC FRN 10-21-24 | Long | Debt | US | $1M | – | 0.01 |
| 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 | – | 0.02 |
| GSMBS 24-PRL2 A1 144A 3.75% 07-25-61/02-01-28 (GSMBS 2024-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| 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 | $3M | – | 0.01 |
| GSMS 15-GC30 A4 3.382% 05-10-50/05-12-25 (GS MORTGAGE SECURITIES TRUST GSMS_15-GC30) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| 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 | – | 0.01 |
| 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 | $4M | – | 0.02 |
| GSMS 18-HULA A 144A FRN (TSFR1M+122.3) 07-15-25/20 (GS MORTGAGE SECURITIES TRUST GSMS_18-HULA) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| 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 | $2M | – | 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 | $2M | – | 0.01 |
| GSMS 23-SHIP B 144A FRN 09-15-26/09-08-26 (GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GSMS 24-70P A 144A FRN 03-10-41/03-12-29 (GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 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 | $4M | – | 0.02 |
| GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.875% 12-10-25 | Long | Debt | US | $14M | – | 0.06 |
| GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.25% 11-19-27 | Long | Debt | US | $813K | – | 0.00 |
| GUGG 22-2 C CLO 144A FRN (TSFR3M+450) 01-15-35 (GUGGENHEIM CLO GUGG_22-2) | Long | ABS-other | US | $888K | – | 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 |
| GWT 24-WLF2 A 144A FRN (TSFR1M+169.124) 05-15-41/29 (GWT 2024-WLF2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.06 |
| HALST 24-A A3 144A 5.02% 03-15-27/05-15-26 (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A) | Long | ABS-other | US | $8M | – | 0.03 |
| 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 | $2M | – | 0.01 |
| HARB 18-1 CR CLO 144A FRN (TSFRM+205) 01-20-31 (HARBOR PARK CLO LTD HARB_18-1A) | Long | ABS-other | US | $3M | – | 0.01 |
| HAROT 23-1 A2 5.22% 10-21-25/24 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-other | US | $5M | – | 0.02 |
| HAROT 23-1 A3 5.04% 04-21-27/26 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-other | US | $7M | – | 0.03 |
| HAROT 23-3 A3 5.41% 02-18-28/11-18-26 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-3) | Long | ABS-other | US | $4M | – | 0.02 |
| HART 24-A A3 4.99% 02-15-29 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $6M | – | 0.02 |
| HART 24-A A4 4.92% 01-15-31 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.00 |
| HAWT 21-INV1 A9 144A FRN 07-25-51 (HUNDRED ACRE WOOD TRUST HAWT_21-INV1) | Long | ABS-collateralized bond/debt obligation | US | $0.03 | – | 0.00 |
| HCA INC SR UNSEC 2.375% 07-15-31 | Long | Debt | US | $2M | – | 0.01 |
| HCA INC SR UNSEC 3.125% 03-15-27 | Long | Debt | US | $20M | – | 0.08 |
| HCA INC SR UNSEC 3.375% 03-15-29 | Long | Debt | US | $3M | – | 0.01 |
| HCA INC SR UNSEC 5.2% 06-01-28 | Long | Debt | US | $819K | – | 0.00 |
| HERTZ 21-1A A 144A 1.21% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $16M | – | 0.06 |
| HERTZ 21-1A B 144A 1.56% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $4M | – | 0.02 |
| HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $44M | – | 0.18 |
| HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $1M | – | 0.01 |
| HERTZ 22-1A A 144A 1.99% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) | Long | ABS-other | US | $9M | – | 0.04 |
| HERTZ 22-4A A 144A 3.73% 09-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-4) | Long | ABS-other | US | $14M | – | 0.06 |
| HERTZ 23-2 A 144A 5.57% 09-25-29/28 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-2) | Long | ABS-other | US | $15M | – | 0.06 |
| 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 | $10M | – | 0.04 |
| HHT 19-MAUI A FRN (TSFR1M+126.45) 05-15-38/21 (HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.12 |
| HILT 16-HHV A 144A 3.719% 11-05-38/26 (HILTON USA TRUST HILT_16-HHV) | Long | ABS-collateralized bond/debt obligation | US | $756K | – | 0.00 |
| HLA 18-2 C CLO 144A FRN (TSFR3M+366.16) 01-22-31 (HLA_18-2A) | Long | ABS-other | US | $285K | – | 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 | – | 0.01 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24 | Long | Debt | US | $24M | – | 0.10 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 03-01-35 | Long | Debt | US | $444K | – | 0.00 |
| HPA 191-A 144A 2.908% 09-17-39/27 (HOME PARTNERS OF AMERICA TRUST HPA_19-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| HPA 21-2 A 144A 1.901% 12-17-26 (HOME PARTNERS OF AMERICA TRUST HPA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.06 |
| 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 | $14M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28 | Long | Debt | GB | $15M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31 | Long | Debt | GB | $833K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25 | Long | Debt | GB | $6M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27 | Long | Debt | GB | $14M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSEC 5.887% 08-14-27/26 | Long | Debt | GB | $755K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 6.161% 03-09-29/28 | Long | Debt | GB | $10M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27 | Long | Debt | GB | $9M | – | 0.04 |
| HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| HUMANA INC SR UNSEC 5.375% 04-15-31 | Long | Debt | US | $18M | – | 0.08 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 | Long | Debt | US | $19M | – | 0.08 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25 | Long | Debt | US | $7M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27 | Long | Debt | US | $675K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 03-19-27 | Long | Debt | US | $996K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29 | Long | Debt | US | $3M | – | 0.01 |
| 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 | $24M | – | 0.10 |
| 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 | $17M | – | 0.07 |
| INGERSOLL RAND INC SR UNSEC 5.176% 06-15-29 (INGERSOLL-RAND INC) | Long | Debt | US | $18M | – | 0.07 |
| INGERSOLL RAND INC SR UNSEC 5.197% 06-15-27 (INGERSOLL-RAND INC) | Long | Debt | US | $1M | – | 0.00 |
| INGERSOLL RAND INC SR UNSEC 5.314% 06-15-31 (INGERSOLL-RAND INC) | Long | Debt | US | $5M | – | 0.02 |
| INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34 (INGERSOLL-RAND INC) | Long | Debt | US | $80K | – | 0.00 |
| INTEL CORP SR UNSEC 4.875% 02-10-26 | Long | Debt | US | $10M | – | 0.04 |
| INTEL CORP SR UNSEC 4.875% 02-10-28 | Long | Debt | US | $5M | – | 0.02 |
| INTERAMER DEV BK 0.5% 09-23-24 (INTER-AMERICAN DEVELOPMENT BANK) | Long | Debt | US | $10M | – | 0.04 |
| INTERAMER DEV BK 1.125% 07-20-28 (INTER-AMERICAN DEVELOPMENT BANK) | Long | Debt | US | $868.83 | – | 0.00 |
| INTERAMER DEV BK 1.75% 03-14-25 (INTER-AMERICAN DEVELOPMENT BANK) | Long | Debt | US | $2M | – | 0.01 |
| INTERAMER DEV BK 4.5% 05-15-26 (INTER-AMERICAN DEVELOPMENT BANK) | Long | Debt | US | $8M | – | 0.03 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31 | Long | Debt | US | $5M | – | 0.02 |
| INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25 (INTERNATIONAL DEVELOPMENT ASSOCIATION) | Long | Debt | US | $19M | – | 0.08 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24 | Long | Debt | IT | $15M | – | 0.06 |
| INTL BK RECON/DEV SR UNSEC 0.75% 03-11-25 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $14M | – | 0.06 |
| INTL BK RECON/DEV SR UNSEC 1.625% 01-15-25 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $3K | – | 0.00 |
| INTUIT INC SR UNSEC 0.95% 07-15-25 | Long | Debt | US | $1M | – | 0.01 |
| INTUIT INC SR UNSEC 1.35% 07-15-27 | Long | Debt | US | $1M | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31 | Long | Debt | US | $179K | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.3% 11-15-28 | Long | Debt | US | $223K | – | 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 | $506K | – | 0.00 |
| J M SMUCKER CO SR UNSEC 5.9% 11-15-28 (JM SMUCKER CO (THE)) | Long | Debt | US | $5M | – | 0.02 |
| J M SMUCKER CO SR UNSEC 6.2% 11-15-33 (JM SMUCKER CO (THE)) | Long | Debt | US | $3M | – | 0.01 |
| JBIC GLOBAL SR UNSEC 1.875% 04-15-31 (JAPAN BANK FOR INTERNATIONAL COOPERATION) | Long | Debt | JP | $4M | – | 0.02 |
| JBIC GLOBAL SR UNSEC 2.875% 04-14-25 (JAPAN BANK FOR INTERNATIONAL COOPERATION) | Long | Debt | JP | $17M | – | 0.07 |
| JBIC GLOBAL SR UNSEC 4.25% 01-26-26 (JAPAN BANK FOR INTERNATIONAL COOPERATION) | Long | Debt | JP | $9M | – | 0.04 |
| JDOT 24-A A3 4.96% 11-15-28/10-15-27 (JDOT 2024-A) | Long | ABS-other | US | $10M | – | 0.04 |
| JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 4.3% 01-15-26 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $20M | – | 0.08 |
| JNPPK 23-1 A1 CLO 144A FRN (TSFRM3M+185) 07-20-35 (JUNIPER VALLEY PARK CLO LTD-JNPPK_23-1) | Long | ABS-other | JE | $14M | – | 0.06 |
| JOHNSON & JOHNSON SR UNSEC 4.8% 06-01-29 | Long | Debt | US | $48M | – | 0.20 |
| JOHNSON & JOHNSON SR UNSEC 4.9% 06-01-31 | Long | Debt | US | $16M | – | 0.07 |
| JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34 | Long | Debt | US | $826K | – | 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 | $5M | – | 0.02 |
| 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 | $942K | – | 0.00 |
| 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 | $948K | – | 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 | $11M | – | 0.05 |
| JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $982K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 0.768% 08-09-25/24 | Long | Debt | US | $991K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 0.824% 06-01-25/24 | Long | Debt | US | $975K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24 | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31 | Long | Debt | US | $11M | – | 0.05 |
| JPMORGAN CHASE & CO SR UNSEC 2.083% 04-22-26/25 | Long | Debt | US | $24M | – | 0.10 |
| JPMORGAN CHASE & CO SR UNSEC 2.301% 10-15-25/24 | Long | Debt | US | $987K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25 | Long | Debt | US | $10M | – | 0.04 |
| JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27 | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 5.012% 01-23-30/29 | Long | Debt | US | $10M | – | 0.04 |
| JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27 | Long | Debt | US | $3M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28 | Long | Debt | US | $8M | – | 0.03 |
| JPMORGAN CHASE & CO SR UNSEC 5.546% 12-15-25/24 | Long | Debt | US | $32M | – | 0.13 |
| JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27 | Long | Debt | US | $8M | – | 0.03 |
| JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29 | Long | Debt | US | $38M | – | 0.16 |
| JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 | Long | Debt | US | $16M | – | 0.07 |
| JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28 | Long | Debt | US | $3M | – | 0.01 |
| JTWN 18-11 A2 CLO 144A FRN (TSFR3M+196.16) 07-14-31 (JAMESTOWN CLO LTD JTWN_18-11A) | Long | ABS-other | US | $500K | – | 0.00 |
| JTWN 19-1A A1R CLO 144A FRN (TSFR3M+120) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) | Long | ABS-other | US | $15M | – | 0.06 |
| JTWN 19-1A BR CLO 144A FRN (TSFR3M+250) 04-20-32 (JAMESTOWN CLO LTD JTWN_19-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| KFW SR UNSEC 0.375% 07-18-25 | Long | Debt | DE | $20M | – | 0.08 |
| KILROY REALTY LP SR UNSEC 6.25% 01-15-36 | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN INC SR UNSEC 5.0% 02-01-29 | Long | Debt | US | $25M | – | 0.11 |
| KINDER MORGAN INC SR UNSEC 5.2% 06-01-33 | Long | Debt | US | $308K | – | 0.00 |
| KINDER MORGAN INC SR UNSEC 5.4% 02-01-34 | Long | Debt | US | $148K | – | 0.00 |
| KKR 16 A12R CLO 144A FRN (TSFR3M+147.16) 10-20-34 (KKR FINANCIAL CLO LTD KKR_16) | Long | ABS-other | KY | $1M | – | 0.00 |
| KKR 21 A CLO 144A FRN (TSFR3M+126.16) 04-15-31 (KKR FINANCIAL CLO LTD KKR_21) | Long | ABS-other | KY | $1M | – | 0.01 |
| KKR 36 C CLO 144A FRN (TSFR3M+241.161) 10-15-34 (KKR FINANCIAL CLO LTD KKR_36A) | Long | ABS-other | US | $3M | – | 0.01 |
| KOMMUNALBANKEN USD 144A LIFE 0.375% 09-11-25 (KOMMUNALBANKEN AS) | Long | Debt | NO | $24M | – | 0.10 |
| KOMMUNALBANKEN USD 144A LIFE 0.5% 10-21-24 (KOMMUNALBANKEN AS) | Long | Debt | NO | $7M | – | 0.03 |
| KOMMUNINVEST I SVERIGE AB 144A LIFE 2.875% 07-03-24 (KOMMUNINVEST COOPERATIVE SOCIETY) | Long | Debt | SE | $8M | – | 0.03 |
| KREDITANSTALT FUER WIEDERAUFBAU SR UNSEC 5.125% 09-29-25 (KFW) | Long | Debt | DE | $11M | – | 0.04 |
| L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 01-15-27 | Long | Debt | US | $16M | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33 | Long | Debt | US | $6M | – | 0.03 |
| LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 1.55% 06-01-26 | Long | Debt | US | $810K | – | 0.00 |
| LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24 (LAD AUTO RECEIVABLES TRUST LADAR_21-1) | Long | ABS-other | US | $1M | – | 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 | – | 0.01 |
| LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $7M | – | 0.03 |
| LADAR 22-1 B 144A 5.87% 09-15-27/10-15-25 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $2M | – | 0.01 |
| LADAR 23-1 A2 144A 5.68% 10-15-26/11-15-24 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $3M | – | 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 | $659K | – | 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 | $1M | – | 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 | $1M | – | 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 | $2M | – | 0.01 |
| LADAR 23-2 B 144A 5.45% 04-15-28/01-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 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 | $3M | – | 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 | $282K | – | 0.00 |
| LADAR 23-3 A3 144A 6.12% 09-15-27/25 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $17M | – | 0.07 |
| LADAR 23-3 A4 144A 5.95% 03-15-28/03-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $6M | – | 0.02 |
| LADAR 23-4 A3 144A 6.1% 12-15-27/01-15-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-4) | Long | ABS-other | US | $4M | – | 0.01 |
| LADAR 24-1 A2 144A 5.44% 11-16-26/07-15-25 (LADAR 2024-1A) | Long | ABS-other | US | $11M | – | 0.04 |
| LADAR 24-1 A3 144A 5.23% 01-18-28/06-15-26 (LADAR 2024-1A) | Long | ABS-other | US | $5M | – | 0.02 |
| LADAR 24-1 A4 144A 5.17% 09-15-28/01-15-27 (LADAR 2024-1A) | Long | ABS-other | US | $538K | – | 0.00 |
| LADAR 24-1 B 144A 5.33% 02-15-29/06-15-27 (LADAR 2024-1A) | Long | ABS-other | US | $3M | – | 0.01 |
| LADAR 24-1 C 144A 5.64% 06-15-29/12-15-27 (LADAR 2024-1A) | Long | ABS-other | US | $1M | – | 0.01 |
| LADAR 24-1 D 144A 6.15% 06-16-31/02-15-28 (LADAR 2024-1A) | Long | ABS-other | US | $830K | – | 0.00 |
| LCM 27 A1 144A CLO FRN (TSFR3M+134.16) 07-16-31 (LCM_27-A) | Long | ABS-other | US | $7M | – | 0.03 |
| LINDE INC SR UNSEC 1.1% 08-10-30 | Long | Debt | US | $3M | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26 | Long | Debt | GB | $14M | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.462% 01-05-28/27 | Long | Debt | GB | $17M | – | 0.07 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.985% 08-07-27/26 | Long | Debt | GB | $8M | – | 0.03 |
| LMAT 20-GS2 A1 144A 2.75% 03-25-60 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| 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 | $8M | – | 0.03 |
| 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 | $10M | – | 0.04 |
| LMAT 21-GS2 A1 144A FRN 04-25-61 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| 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 | $12M | – | 0.05 |
| 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 | $17M | – | 0.07 |
| LOCKHEED MARTIN CORP SR UNSEC 4.45% 05-15-28 | Long | Debt | US | $7M | – | 0.03 |
| LOCKHEED MARTIN CORP SR UNSEC 4.5% 02-15-29 | Long | Debt | US | $7M | – | 0.03 |
| LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34 | Long | Debt | US | $10K | – | 0.00 |
| LOCKHEED MARTIN CORP SR UNSEC 4.8% 08-15-34 | Long | Debt | US | $9M | – | 0.04 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 4.95% 10-15-25 | Long | Debt | US | $11M | – | 0.05 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27 | Long | Debt | US | $9M | – | 0.04 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33 | Long | Debt | US | $342K | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 1.25% 10-01-25 | Long | Debt | US | $1M | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30 | Long | Debt | US | $1M | – | 0.00 |
| M&T BANK CORP SR UNSEC 5.053% 01-27-34/33 | Long | Debt | US | $7M | – | 0.03 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29 | Long | Debt | US | $5M | – | 0.02 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27 | Long | Debt | US | $10M | – | 0.04 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 5.3% 05-15-34 | Long | Debt | US | $313K | – | 0.00 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 5.55% 10-15-28 | Long | Debt | US | $682K | – | 0.00 |
| MASCO CORP SR UNSEC 1.5% 02-15-28 | Long | Debt | US | $4M | – | 0.02 |
| MASTERCARD INC SR UNSEC 4.875% 03-09-28 | Long | Debt | US | $6M | – | 0.03 |
| MASTERCARD INC SR UNSEC 4.875% 05-09-34 | Long | Debt | US | $2M | – | 0.01 |
| MBALT 24-A A3 5.32% 01-18-28/02-16-27 (MBALT 2024-A) | Long | ABS-other | US | $8M | – | 0.03 |
| MBART 23-1 A2 5.09% 01-15-26/09-16-24 (MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-1) | Long | ABS-other | US | $737K | – | 0.00 |
| MBART 24-1 A3 4.8% 04-16-29/12-15-27 (MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_24-1) | Long | ABS-other | US | $15M | – | 0.06 |
| MBART 24-1 A4 4.79% 07-15-31/05-15-28 (MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_24-1) | Long | ABS-other | US | $7M | – | 0.03 |
| MCDONALD'S CORP SR UNSEC 5.0% 05-17-29 (MCDONALDS CORP) | Long | Debt | US | $21M | – | 0.09 |
| MCDONALD'S CORP SR UNSEC 5.2% 05-17-34 (MCDONALDS CORP) | Long | Debt | US | $7M | – | 0.03 |
| MCLO 19-2A BAR CLO 144A FRN (TSFR3M+270) 01-20-33 (MARATHON CLO LTD MCLO_19-2A) | Long | ABS-other | US | $4M | – | 0.02 |
| MCMLT 15-1 M3 144A FRN 06-25-56/10-25-32 (MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| 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 | $4M | – | 0.02 |
| MCMLT 17-3 A1 144A FRN 01-25-61 (MILL CITY MORTGAGE LOAN TRUST MCMLT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 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 | $151K | – | 0.00 |
| MCMLT 18-3 A1 144A FRN 08-26-58 (MILL CITY MORTGAGE TRUST MCMLT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MCMLT 19-1 A1 144A FRN 10-25-69 (MILL CITY MORTGAGE TRUST MCMLT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| MCMLT 19-GS1 A1 144A FRN 07-25-59 (MILL CITY MORTGAGE TRUST MCMLT_19-GS1) | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 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 | $2M | – | 0.01 |
| MCMML 20-1 A1R CLO 144A FRN (TSFR3M+187) 05-20-34 (MONROE CAPITAL MML CLO MCMML_20-1A) | Long | ABS-other | KY | $3M | – | 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 | $27M | – | 0.11 |
| MDPK 19-34 BR CLO 144A FRN (TSFR3M+191.16) 04-25-32 (MADISON PARK FUNDING LTD MDPK_19-34A) | Long | ABS-other | KY | $802K | – | 0.00 |
| MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28 | Long | Debt | LU | $7M | – | 0.03 |
| MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.5% 03-30-33 | Long | Debt | LU | $359K | – | 0.00 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.45% 03-02-26 | Long | Debt | US | $9M | – | 0.04 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 11-29-27 | Long | Debt | US | $5M | – | 0.02 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25 | Long | Debt | US | $5M | – | 0.02 |
| MERCK & CO INC SR UNSEC 2.75% 02-10-25 | Long | Debt | US | $1M | – | 0.00 |
| METLIFE INC SR UNSEC 5.375% 07-15-33 | Long | Debt | US | $2M | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 0.7% 09-27-24 | Long | Debt | US | $920K | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27 | Long | Debt | US | $12M | – | 0.05 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26 | Long | Debt | US | $2M | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.4% 06-30-27 | Long | Debt | US | $9M | – | 0.04 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A SR SEC 1ST LIEN 0.95% 07-02-25 | Long | Debt | US | $30M | – | 0.13 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $10M | – | 0.04 |
| MFA 20-NQM1 A1 144A FRN 03-25-65 (MFA 2020-NQM1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| MHC 21-MHC A 144A FRN (TSFR1M+91.54) 04-15-38 (MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.06 |
| MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29 | Long | Debt | US | $45M | – | 0.19 |
| MICROSOFT CORP SR UNSEC 2.4% 08-08-26 | Long | Debt | US | $1M | – | 0.01 |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28 | Long | Debt | US | $7M | – | 0.03 |
| MIDO 16-6 ARR CLO 144A FRN (TSFR3M+133.16) 04-20-33 (MIDOCEAN CREDIT CLO MIDO_16-6A) | Long | ABS-other | KY | $3M | – | 0.01 |
| MIDO 18-9 D CLO 144A FRN (TSFR3M+356.16) 07-20-31 (MIDOCEAN CREDIT CLO MIDO_18-9A) | Long | ABS-other | US | $2M | – | 0.01 |
| MLANE 22-A A 144A 6.92% 09-15-27 (MISSION LANE CREDIT MASTER TRUST MLANE_22-A) | Long | ABS-other | US | $14M | – | 0.06 |
| 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 | $26M | – | 0.11 |
| MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27 | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25 | Long | Debt | US | $932K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 1.164% 10-21-25/24 | Long | Debt | US | $864K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 | Long | Debt | US | $20M | – | 0.08 |
| MORGAN STANLEY SR UNSEC 2.72% 07-22-25/24 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 3.125% 07-27-26 | Long | Debt | US | $736K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 3.875% 01-27-26 | Long | Debt | US | $4M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25 | Long | Debt | US | $7M | – | 0.03 |
| MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28 | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28 | Long | Debt | US | $28M | – | 0.11 |
| MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29 | Long | Debt | US | $6M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 5.449% 07-20-29/28 | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29 | Long | Debt | US | $30M | – | 0.12 |
| MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34 | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 6.627% 11-01-34/33 | Long | Debt | US | $846K | – | 0.00 |
| MORGAN STANLEY SR UNSEC FRN 04-13-28 | Long | Debt | US | $705K | – | 0.00 |
| MORGN 18-3 AR CLO 144A FRN (TSFR3M+130.16) 10-20-31 (522 FUNDING CLO LTD MORGN_18-3) | Long | ABS-other | US | $789K | – | 0.00 |
| MP11 17-2 A 144A FRN (TSFR3M+144.16) 12-18-30 (MARBLE POINT CLO XI LTD MP11_17-2A) | Long | ABS-other | KY | $658K | – | 0.00 |
| MP15 19-1 CR CLO 144A FRN (TSFR3M+261.16) 07-23-32 (MARBLE POINT CLO XV LTD MP15_19-1A) | Long | ABS-other | KY | $2M | – | 0.01 |
| MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24 (MORGAN STANLEY BAML TRUST MSBAM_14-C17) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| MSBAM 15-C21 A4 3.338% 03-15-48/02-18-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C21) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| MSBAM 15-C22 AS 3.561% 04-15-48/04-17-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C22) | Long | ABS-collateralized bond/debt obligation | US | $971K | – | 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 | $1M | – | 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 | $380K | – | 0.00 |
| MSCI 16-UBS9 C FRN 03-15-49/02-18-26 (MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9) | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.00 |
| MSRM 24-NQM2 A1 144A 6.386% 05-25-69/05-01-28 (MSRM 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.06 |
| MSWF 23-2 AS FRN 12-15-56 (MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| MWST 21-3 A 144A FRN (TSFR1M+96.45) 11-25-55 (MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3) | Long | ABS-collateralized bond/debt obligation | US | $48M | – | 0.20 |
| NASDAQ INC SR UNSEC 5.35% 06-28-28 | Long | Debt | US | $21M | – | 0.09 |
| NATWEST GROUP PLC SR UNSEC 1.642% 06-14-27/26 | Long | Debt | GB | $18M | – | 0.08 |
| NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27 | Long | Debt | GB | $700K | – | 0.00 |
| 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 | – | 0.02 |
| 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 | – | 0.01 |
| 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 | $11M | – | 0.05 |
| 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 | – | 0.02 |
| NAVSL 21-FA A 1.11% 02-18-70/05-15-29 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F) | Long | ABS-other | US | $7M | – | 0.03 |
| NAVSL 21-G A 144A 1.58% 04-15-70 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G) | Long | ABS-other | US | $22M | – | 0.09 |
| NAVTR 21-1 A 144A 2.771% 11-15-46/28 (NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1) | Long | ABS-other | US | $10M | – | 0.04 |
| NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30 (NEWARK BSL CLO NBCLO_17-1A) | Long | ABS-other | US | $8M | – | 0.03 |
| 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 |
| NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.15% 01-14-27 (NESTLE HOLDINGS INC.) | Long | Debt | US | $17M | – | 0.07 |
| NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30 | Long | Debt | US | $199K | – | 0.00 |
| NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29 | Long | Debt | US | $3M | – | 0.01 |
| NETFLIX INC SR UNSEC 5.875% 11-15-28 | Long | Debt | US | $7M | – | 0.03 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26 | Long | Debt | US | $10M | – | 0.04 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.9% 10-29-24 | Long | Debt | US | $981K | – | 0.00 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25 | Long | Debt | US | $3M | – | 0.01 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 2.0% 01-22-25 | Long | Debt | US | $23M | – | 0.10 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33 | Long | Debt | US | $1M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27 | Long | Debt | US | $5M | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 6.051% 03-01-25 | Long | Debt | US | $1M | – | 0.01 |
| NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 3.508% 10-01-24 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $65K | – | 0.00 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.05% 08-01-30 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.25% 04-01-31 (NORTHERN STATES POWER COMPANY (MINNESOTA)) | Long | Debt | US | $2M | – | 0.01 |
| NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33 | Long | Debt | US | $8M | – | 0.03 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26 | Long | Debt | US | $15M | – | 0.06 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.75% 01-11-27 | Long | Debt | US | $597K | – | 0.00 |
| NRZT 16-1A A1 144A FRN 03-25-56 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A) | Long | ABS-collateralized bond/debt obligation | US | $553K | – | 0.00 |
| NRZT 18-1A A1A 144A FRN 12-25-57 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-1) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| NRZT 18-5A A1 144A FRN 12-25-57 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| NRZT 18-RPL1 A1 144A FRN 12-25-57 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 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 | $1M | – | 0.01 |
| NRZT 19-RPL3 A1 144A FRN 07-25-59 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| NSLT 21-A APT1 144A 1.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-A) | Long | ABS-other | US | $22M | – | 0.09 |
| NSLT 21-B AFX 144A 1.42% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-B) | Long | ABS-other | US | $58M | – | 0.24 |
| NSLT 21-CA AFL 144A FRN (TSFR1M+85.45) 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $16M | – | 0.07 |
| NSLT 21-CA AFX 144A 1.32% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $19M | – | 0.08 |
| NUTRIEN LTD SR UNSEC 5.9% 11-07-24 | Long | Debt | CA | $717K | – | 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 | – | 0.02 |
| NZRT 20-RPL1 A1 144A FRN 11-25-59 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| OAKC 23-15 B1 CLO 144A FRN (TSFR3M+250) 04-20-35 (OHA CREDIT FUNDING LTD OAKC_23-15) | Long | ABS-other | US | $754K | – | 0.00 |
| OBX 20-EXP1 2A1B 144A FRN (TSFR1M+86.45) 02-25-60 (ONSLOW BAY FINANCIAL OBX_20-EXP1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| OBX 22-NQM9 A1A 144A 09-25-62/11-01-26 (OBX TRUST OBX_22-NQM9) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.04 |
| 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 | $3M | – | 0.01 |
| 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 | $10M | – | 0.04 |
| OBX 24-HYB1 A1 144A FRN 03-25-53 (OBX 2024-HYB1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| OBX 24-HYB2 A1 144A FRN 04-25-53 (OBX 2024-HYB2) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.07 |
| OBX 24-NQM4 A1 144A FRN 01-25-64/02-25-28 (OBX 2024-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| OBX 24-NQM5 A1 144A 5.988% 03-25-28/03-27-28 (OBX 2024-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| OBX 24-NQM7 A1 144A 6.243% 03-25-64 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| OBX 24-NQM8 A1 144A 6.233% 05-25-64/05-01-28 (OBX 2024-NQM8) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.09 |
| OCP 14-6 BR2 CLO 144A FRN (TSFR3M+190) 10-17-30 (OCP 2014-6A) | Long | ABS-other | KY | $5M | – | 0.02 |
| OCP 19-16A AR CLO 144A FRN (TSFR3M +126.16) 04-10-33 (OCP CLO LTD OCP_19-16A) | Long | ABS-other | US | $2M | – | 0.01 |
| OCP 2018-15A A1 CLO 144A FRN (TSFR3M+136.16) 07-20-31 (OCP CLO LTD OCP_18-15A) | Long | ABS-other | US | $4M | – | 0.02 |
| OCT 18-18X A1A CLO REG S FRN (TSFR3M+122.16) 04-16-31 (OCTAGON INVESTMENT PARTNERS LTD 18-18X) | Long | ABS-other | US | $1M | – | 0.00 |
| OCTR 23-14 A1 CLO 144A FRN (TSFR3M+200) 04-18-28 (OCEAN TRAILS CLO OCTR_23-14) | Long | ABS-other | KY | $4M | – | 0.02 |
| OCTR 23-14 B1 CLO 144A FRN (TSFR3M+275) 01-20-35 (OCEAN TRAILS CLO OCTR_23-14) | Long | ABS-other | KY | $1M | – | 0.01 |
| OIS PAYFIX USD 3.045% 03-24-23/07-27-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $851K | – | 0.00 | |
| OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $21M | – | 0.09 | |
| OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $937K | – | 0.00 | |
| OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $262K | – | 0.00 | |
| OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $196K | – | 0.00 | |
| OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $134K | – | 0.00 | |
| OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $404K | – | 0.00 | |
| OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $288K | – | 0.00 | |
| OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $106K | – | 0.00 | |
| OIS PAYFIX USD 4.1405% 05-13-24/02-28-31 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $36K | – | 0.00 | |
| OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| OIS PAYFIX USD 4.18799% 11-09-23/11-09-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-695K | – | -0.00 | |
| OIS PAYFIX USD 4.19658% 11-09-23/11-09-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS PAYFIX USD 4.205% 11-09-23/11-09-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX USD 3.4325% 06-17-22/06-17-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-165K | – | -0.00 | |
| OIS RECFIX USD 3.4585% 06-17-22/06-17-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-34K | – | -0.00 | |
| OIS RECFIX USD 3.497% 06-16-22/06-16-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-219K | – | -0.00 | |
| OIS RECFIX USD 3.52647% 06-16-22/06-16-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-447K | – | -0.00 | |
| OIS RECFIX USD 3.5291% 06-16-22/06-16-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-482K | – | -0.00 | |
| OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-196K | – | -0.00 | |
| OIS RECFIX USD 4.74674% 11-09-23/11-09-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 4.7575% 11-09-23/11-09-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| OIS RECFIX USD 4.75908% 11-09-23/11-09-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| OIS RECFIX USD 4.776% 05-13-24/03-15-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-89K | – | -0.00 | |
| OIS RECFIX USD 4.8195% 09-01-23/09-01-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-140K | – | -0.00 | |
| OIS RECFIX USD 4.8755% 04-18-24/04-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $135K | – | 0.00 | |
| OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32 | Long | Debt | CA | $2M | – | 0.01 |
| 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 | $10M | – | 0.04 |
| 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 | $1M | – | 0.00 |
| OMW 20-OMW A 144A 2.13% 09-10-39/27 (MANHATTAN WEST OMW_20-OMW) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.75% 06-01-24 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| ONDK 24-1 A 144A 6.27% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $10M | – | 0.04 |
| ONDK 24-1 B 144A 7.15% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $1M | – | 0.00 |
| ONEOK INC SR UNSEC 5.55% 11-01-26 | Long | Debt | US | $6M | – | 0.03 |
| ONEOK INC SR UNSEC 5.65% 11-01-28 | Long | Debt | US | $4M | – | 0.01 |
| ONEOK INC SR UNSEC 6.05% 09-01-33 | Long | Debt | US | $522K | – | 0.00 |
| ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27 (ONTARIO TEACHERS FINANCE TRUST) | Long | Debt | CA | $30M | – | 0.12 |
| ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 0.875% 09-21-26 (ONTARIO TEACHERS FINANCE TRUST) | Long | Debt | CA | $21M | – | 0.09 |
| ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 2.0% 04-16-31 (ONTARIO TEACHERS FINANCE TRUST) | Long | Debt | CA | $4M | – | 0.02 |
| OOMLT 07-FXD2 2A3 FSA 5.715% 03-25-37 (OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2) | Long | ABS-other | US | $1M | – | 0.01 |
| OOMLT 07-FXD2 2A6 FSA 5.68% 03-25-37 (OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2) | Long | ABS-other | US | $147K | – | 0.00 |
| OPTN 21-A A 144A 1.21% 03-08-28/23 (OPORTUN FUNDING LLC OPTN_21-A) | Long | ABS-other | US | $6M | – | 0.03 |
| OPTN 21-B A 144A 1.47% 05-08-31/05-01-24 (OPORTUN FUNDING LLC OPTN_21-B) | Long | ABS-other | US | $18M | – | 0.07 |
| OPTN 21-B B 144A 1.96% 05-08-31/05-01-24 (OPORTUN FUNDING LLC OPTN_21-B) | Long | ABS-other | US | $2M | – | 0.01 |
| ORACLE CORP SR UNSEC 1.65% 03-25-26 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP SR UNSEC 4.9% 02-06-33 | Long | Debt | US | $483K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27 | Long | Debt | US | $35M | – | 0.14 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31 | Long | Debt | US | $28M | – | 0.12 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26 | Long | Debt | US | $573K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28 | Long | Debt | US | $8M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31 | Long | Debt | US | $6M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.4% 08-15-24 | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28 | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32 | Long | Debt | US | $5M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.55% 05-15-29 | Long | Debt | US | $600K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34 | Long | Debt | US | $12M | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32 | Long | Debt | US | $797K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33 | Long | Debt | US | $13M | – | 0.06 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 | Long | Debt | US | $979K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 2.7% 09-15-30 | Long | Debt | US | $9M | – | 0.04 |
| PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29 | Long | Debt | US | $447K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 | Long | Debt | US | $28M | – | 0.11 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $19M | – | 0.08 |
| PARL 20-1 A1R CLO 144A FRN (TSFR3M+148.161) 07-20-34 (PARALLEL LTD PARL_20-1) | Long | ABS-other | US | $3M | – | 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 | $4M | – | 0.02 |
| PART 24-1 B 144A 5.71% 05-15-28/03-16-26 (PART 2024-1A) | Long | ABS-other | US | $3M | – | 0.01 |
| PART 24-1 D 144A 6.21% 02-15-30/11-15-27 (PART 2024-1A) | Long | ABS-other | US | $2M | – | 0.01 |
| PEPSICO INC SR UNSEC 1.625% 05-01-30 | Long | Debt | US | $2M | – | 0.01 |
| PEPSICO INC SR UNSEC 1.95% 10-21-31 | Long | Debt | US | $9M | – | 0.04 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28 | Long | Debt | SG | $17M | – | 0.07 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $17M | – | 0.07 |
| PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_22-D) | Long | ABS-other | US | $8M | – | 0.03 |
| PFSFC 23-A A 144A 5.8% 03-15-28/03-16-26 (PFSFC_23-A) | Long | ABS-other | US | $17M | – | 0.07 |
| PFSFC 23-B A 144A 5.27% 05-15-28/26 (PFS FINANCING CORP PFSFC_23-B) | Long | ABS-other | US | $6M | – | 0.02 |
| PG&E 22-A A2 4.263% 06-01-36 (PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A) | Long | ABS-other | US | $3M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.5% 05-01-25 | Long | Debt | US | $12M | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-13-29 | Long | Debt | US | $715K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.0% 11-17-25 | Long | Debt | US | $1M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31 | Long | Debt | US | $11M | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27 | Long | Debt | US | $20M | – | 0.08 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34 | Long | Debt | US | $207K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 09-07-28 | Long | Debt | US | $5M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33 | Long | Debt | US | $298K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30 | Long | Debt | US | $5M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33 | Long | Debt | US | $404K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29 | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 | Long | Debt | US | $287K | – | 0.00 |
| PIONEER NATURAL RESOURCES CO SR UNSEC 1.125% 01-15-26 | Long | Debt | US | $6M | – | 0.02 |
| PIPK 23-14 A1 CLO 144A FRN (TSFR3M+195) 04-20-36 (PIKES PEAK CLO PIPK_23-14) | Long | ABS-other | US | $3M | – | 0.01 |
| PIPK 23-14 C CLO 144A FRN (TSFR3M+330) 04-20-36 (PIKES PEAK CLO PIPK_23-14) | Long | ABS-other | US | $430K | – | 0.00 |
| PLMRS 13-2A A1A3 CLO 144A FRN (TSFR3M+126.16) 10-17-31 (PALMER SQUARE CLO LTD PLMRS_13-2A) | Long | ABS-other | KY | $2M | – | 0.01 |
| PNC BANK NA SR UNSEC 3.3% 10-30-24 | Long | Debt | US | $1M | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 4.758% 01-26-27/26 | Long | Debt | US | $790K | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.3% 01-21-28/27 | Long | Debt | US | $9M | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.492% 05-14-30/29 | Long | Debt | US | $501K | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28 | Long | Debt | US | $27M | – | 0.11 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.671% 10-28-25/24 | Long | Debt | US | $16M | – | 0.07 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $4M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 | Long | Debt | US | $759K | – | 0.00 |
| PORTUGAL GOVERNMENT INTERNATIONAL BOND REG S 5.125% 10-15-24 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $24M | – | 0.10 |
| PPMC 20-4 CR CLO 144A FRN (TSFR3M+236.16) 10-18-34 (PPM CLO LTD PPMC_20-4) | Long | ABS-other | US | $3M | – | 0.01 |
| PPMC 21-5 D CLO 144A FRN (TSFR3M+331.2) 10-18-34 (PPM CLO LTD PPMC_21-5) | Long | ABS-other | KY | $241K | – | 0.00 |
| PRDGY 21-1A A 144A FRN (TSFR1M+136.45) 07-25-51 (PRODIGY FINANCE PRDGY_21-1) | Long | ABS-other | US | $2M | – | 0.01 |
| PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28 (PRKCM_21-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.05 |
| PROCTER & GAMBLE CO SR UNSEC 1.0% 04-23-26 | Long | Debt | US | $3M | – | 0.01 |
| PROCTER & GAMBLE CO SR UNSEC 1.2% 10-29-30 | Long | Debt | US | $806K | – | 0.00 |
| PROCTER & GAMBLE CO SR UNSEC 3.95% 01-26-28 | Long | Debt | US | $7M | – | 0.03 |
| PROCTER & GAMBLE CO SR UNSEC 4.1% 01-26-26 | Long | Debt | US | $5M | – | 0.02 |
| PROG 20-SFR2 A 144A 2.078% 06-18-37/06-19-25 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 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 | $18M | – | 0.07 |
| 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 | – | 0.02 |
| PROG 22-SFR3 A 144A 3.2% 04-17-39 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PROG 24-SFR1 A 144A 3.35% 02-17-41/02-20-29 (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $827K | – | 0.00 |
| PROG 24-SFR2 B 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $561K | – | 0.00 |
| PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29 (PROG 2024-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.05 |
| PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31 | Long | Debt | US | $921K | – | 0.00 |
| PROLOGIS LP SR UNSEC 4.875% 06-15-28 | Long | Debt | US | $9M | – | 0.04 |
| PROLOGIS LP SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $298K | – | 0.00 |
| PROVINCE OF ALBERTA CANADA 1.875% 11-13-24 (ALBERTA (PROVINCE OF)) | Long | Debt | CA | $10M | – | 0.04 |
| PROVINCE OF QUEBEC CANADA 0.6% 07-23-25 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $28M | – | 0.11 |
| PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27 (SASKATCHEWAN (PROVINCE OF)) | Long | Debt | CA | $10M | – | 0.04 |
| PSP CAPITAL INC 144A LIFE SR UNSEC 1.625% 10-26-28 | Long | Debt | CA | $11M | – | 0.04 |
| 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 | $2M | – | 0.01 |
| PSTAT 21-2A A2 CLO 144A FRN (TSFR3M+151.16) 05-20-29 (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-2A) | Long | ABS-other | US | $6M | – | 0.02 |
| 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 | $10M | – | 0.04 |
| 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 | $9M | – | 0.04 |
| 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 | – | 0.03 |
| PSTAT 22-4 A1 CLO 144A FRN (TSFR3M+175) 07-24-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4) | Long | ABS-other | US | $9M | – | 0.04 |
| PSTAT 22-4 A2 CLO 144A FRN (TSFR3M+235) 07-24-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4) | Long | ABS-other | US | $7M | – | 0.03 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 3.7% 06-15-28 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $12M | – | 0.05 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.0% 05-15-25 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.1% 03-15-32 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $723K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.2% 03-01-34 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC STORAGE OPERATING CO SR UNSEC FRN 04-16-27 | Long | Debt | US | $12M | – | 0.05 |
| PUBLIC STORAGE SR UNSEC 1.95% 11-09-28 (PUBLIC STORAGE OPERATING CO) | Long | Debt | US | $3M | – | 0.01 |
| RACEP 15-9A A1A2 CLO 144A FRN (TSFR3M+120.16) 10-15-30 (RACE POINT CLO LTD RACEP_15-9A) | Long | ABS-other | KY | $22M | – | 0.09 |
| RAD 20-7 CR CLO 144A FRN (TSFR3M+260) 04-17-36 (RAD 2020-7A) | Long | ABS-other | KY | $3M | – | 0.01 |
| RBIT 21-HB1 A 144A FRN 11-25-31 (RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| RCTTE_15-1A ARR FRN (TSFR3M+134.16) 04-20-34 (RECETTE CLO LLC RCTTE_15-1A) | Long | ABS-other | KY | $12M | – | 0.05 |
| REACH 23-1 A 144A 7.05% 02-18-31/25 (REACH FINANCIAL LLC REACH_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| REG14 18-3A AR CLO 144A FRN (TSFR3M+110) 10-25-31 (REG14_18-3A) | Long | ABS-other | US | $12M | – | 0.05 |
| REG14 18-3A BR CLO 144A FRN (TSFR3M+150) 10-25-31 (REG14_18-3A) | Long | ABS-other | US | $4M | – | 0.02 |
| REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND 2.375% 10-17-24 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $27M | – | 0.11 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND 3.25% 04-06-26 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $457K | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28 | Long | Debt | US | $1M | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31 | Long | Debt | US | $651K | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.314% 03-10-27 | Long | Debt | US | $932K | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.79% 03-08-29 | Long | Debt | US | $10M | – | 0.04 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.985% 03-08-34 | Long | Debt | US | $495K | – | 0.00 |
| ROCKT 17-3 A CLO 144A FRN (TSFR3M+145.16) 10-20-30 (ROCKFORD TOWER CLO LTD ROCKT_17-3A) | Long | ABS-other | KY | $994K | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 4.875% 01-12-26 | Long | Debt | CA | $15M | – | 0.06 |
| ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28 | Long | Debt | CA | $396K | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 5.0% 02-01-33 | Long | Debt | CA | $5M | – | 0.02 |
| RPM 22-3 A 144A 5.38% 11-25-30 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3) | Long | ABS-other | US | $11M | – | 0.04 |
| RRAM 20-8 A1R CLO 144A FRN (TSFR3M+135) 07-15-37 (RRAM 2020-8A) | Long | ABS-other | US | $5M | – | 0.02 |
| RRAM 22-24 A1AR CLO 144A FRN (TSFR3M+173) 01-15-36 (RR LTD RRAM_22-24) | Long | ABS-other | BM | $5M | – | 0.02 |
| RTX CORP SR UNSEC 1.9% 09-01-31 | Long | Debt | US | $627K | – | 0.00 |
| RTX CORP SR UNSEC 2.375% 03-15-32 | Long | Debt | US | $346K | – | 0.00 |
| RTX CORP SR UNSEC 5.0% 02-27-26 | Long | Debt | US | $4M | – | 0.02 |
| RTX CORP SR UNSEC 5.75% 11-08-26 | Long | Debt | US | $25M | – | 0.10 |
| RTX CORP SR UNSEC 6.1% 03-15-34 | Long | Debt | US | $254K | – | 0.00 |
| SALESFORCE INC SR UNSEC 1.5% 07-15-28 | Long | Debt | US | $7M | – | 0.03 |
| SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $688K | – | 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 | $2M | – | 0.01 |
| SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 4.95% 08-15-28 | Long | Debt | US | $10M | – | 0.04 |
| SANDS CHINA LTD SR UNSEC 2.3% 03-08-27 | Long | Debt | MO | $7M | – | 0.03 |
| SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 1.625% 11-24-25 | Long | Debt | SA | $2M | – | 0.01 |
| SBA TOWER TRUST 144A LIFE 1.631% 11-15-26 | Long | Debt | US | $12M | – | 0.05 |
| SBALT 24-A A2 144A 5.45% 01-20-26/05-20-25 (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-other | US | $8M | – | 0.03 |
| 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 | – | 0.05 |
| SBALT 24-B A2 144A 5.67% 11-20-26/10-20-25 (SBALT 2024-B) | Long | ABS-other | US | $3M | – | 0.01 |
| SBALT 24-B A3 144A 5.56% 11-22-27/09-21-26 (SBALT 2024-B) | Long | ABS-other | US | $4M | – | 0.02 |
| SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25 | Long | Debt | AU | $1M | – | 0.01 |
| SCRT 17-1 HA FRN 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| SCRT 17-2 HA FRN 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| SCRT 17-2 MA 3.0% 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| SCRT 17-3 HT 3.25% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $923K | – | 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 | – | 0.02 |
| SCRT 17-4 HT FRN% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| SCRT 17-4 MT 3.5% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SCRT 18-1 HT 3.0% 05-25-57 (FREDDIE MAC FHLMC_18-1SC) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| SCRT 18-2 MT 3.5% 11-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| SCRT 18-3 MA 3.5% 08-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| SCRT 19-1 MA 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SCRT 19-1 MT 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| SCRT 19-2 MT 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SCRT 19-3 MA 3.5% 10-25-58 (STRUCTURED AGENCY CREDIT RISK STACR_19-3SC) | Long | ABS-collateralized bond/debt obligation | US | $502K | – | 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 | $2M | – | 0.01 |
| SCRT 19-4 MA 3.0% 02-25-59 (SEASONED CREDIT RISK TRANSFER SCRT_19-4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SCRT 24-1 MT 3.0% 11-25-63/11-26-63 (SEASONED CREDIT RISK TRANSFER SCRT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| SDART 20-3 D 1.64% 11-16-26/09-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3) | Long | ABS-other | US | $2M | – | 0.01 |
| SDART 22-4 B 4.42% 11-15-27/09-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4) | Long | ABS-other | US | $10M | – | 0.04 |
| SDART 22-5 A3 4.11% 08-17-26/09-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $4M | – | 0.02 |
| SDART 22-5 B 4.43% 03-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $4M | – | 0.02 |
| 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 | – | 0.02 |
| SDART 22-6 A3 4.49% 11-16-26/12-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) | Long | ABS-other | US | $3M | – | 0.01 |
| SDART 22-6 B 4.72% 06-15-27/07-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) | Long | ABS-other | US | $5M | – | 0.02 |
| SDART 22-6 C 4.96% 11-15-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) | Long | ABS-other | US | $10M | – | 0.04 |
| SDART 22-7 A3 5.75% 04-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $4M | – | 0.02 |
| SDART 22-7 B 5.95% 01-17-28/01-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $2M | – | 0.01 |
| SDART 22-7 C 6.69% 03-17-31/11-16-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $1M | – | 0.00 |
| SDART 23-1 B 4.98% 02-15-28/11-17-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) | Long | ABS-other | US | $9M | – | 0.04 |
| SDART 23-1 C 5.09% 05-15-30/01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) | Long | ABS-other | US | $12M | – | 0.05 |
| SDART 23-3 A2 6.08% 08-17-26/12-16-24 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-other | US | $1M | – | 0.01 |
| SDART 23-3 A3 5.61% 10-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-other | US | $7M | – | 0.03 |
| SDART 23-4 A2 6.18% 02-16-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-other | US | $3M | – | 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 | $7M | – | 0.03 |
| SDART 23-6 A3 5.93% 07-17-28/07-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-other | US | $4M | – | 0.02 |
| SDART 24-1 A2 5.71% 02-16-27/06-16-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $5M | – | 0.02 |
| SDART 24-1 A3 5.25% 04-17-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $3M | – | 0.01 |
| SDART 24-1 B 5.23% 12-15-28/26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $6M | – | 0.02 |
| SDART 24-1 C 5.45% 03-15-30/07-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $1M | – | 0.01 |
| SDART 24-2 A3 5.63% 11-15-28/08-17-26 (SDART 2024-2) | Long | ABS-other | US | $21M | – | 0.09 |
| SDART 24-2 B 5.78% 07-16-29/04-15-27 (SDART 2024-2) | Long | ABS-other | US | $12M | – | 0.05 |
| SDR 24-DSNY A 144A FRN (TSFR1M+139.165) 05-15-39/29 (SDR 2024-DSNY) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| SEACO 19-1A B 144A 4.81% 09-17-39 (GLOBAL SC FINANCE SRL SEACO_19-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30 (SEACO_20-1) | Long | ABS-other | US | $10M | – | 0.04 |
| SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30 (GLOBAL SC FINANCE VII SRL) | Long | ABS-other | US | $11M | – | 0.04 |
| SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32 (GLOBAL SC FINANCE SRL SEACO_21-1A) | Long | ABS-other | US | $27M | – | 0.11 |
| SEACO 21-2A A 144A 1.95% 08-17-41 (GLOBAL SC FINANCE SRL SEACO_21-2) | Long | ABS-other | US | $12M | – | 0.05 |
| SERVICENOW INC SR UNSEC 1.4% 09-01-30 | Long | Debt | US | $483K | – | 0.00 |
| SFAST 23-1 A2A 144A 5.89% 03-22-27/06-20-25 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $4M | – | 0.02 |
| 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 | $9M | – | 0.04 |
| 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 | $5M | – | 0.02 |
| 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 | $13M | – | 0.05 |
| 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 | $2M | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.0% 11-07-24 | Long | Debt | NL | $3M | – | 0.01 |
| SHERWIN-WILLIAMS CO SR UNSEC 2.2% 03-15-32 | Long | Debt | US | $383K | – | 0.00 |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26 (SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.) | Long | Debt | NL | $4M | – | 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 | $815K | – | 0.00 |
| SLST 18-2 A1 3.5% 11-25-28 (FREDDIE MAC - SLST SLST_18-2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| SLST 19-2 A1C 2.75% 09-25-29 (FREDDIE MAC - SLST SLST_19-2) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.11 |
| SLST 19-3 A1C 2.75% 11-25-2029 (FREDDIE MAC - SLST SLST_19-3) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.06 |
| SMB 21-A APT2 144A 1.07% 01-15-53 (SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A) | Long | ABS-other | US | $5M | – | 0.02 |
| 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 | $4M | – | 0.02 |
| 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 | $38M | – | 0.16 |
| SNDPT 13-3R A CLO 144A FRN (TSFR3M+141.16) 04-18-31 (SOUND POINT CLO LTD SNDPT_13-3RA) | Long | ABS-other | KY | $354K | – | 0.00 |
| SNDPT 13-3R C CLO 144A FRN (TSFR3M+251.16) 04-18-31 (SOUND POINT CLO LTD SNDPT_13-3RA) | Long | ABS-other | KY | $800K | – | 0.00 |
| SNDPT 15-1RA AR CLO 144A FRN (TSFR3M+134.16) 04-15-30 (SOUND POINT CLO LTD SNDPT_15-1RA) | Long | ABS-other | KY | $5M | – | 0.02 |
| SNDPT 17-3A A1R 144A FRN (TSFR3M+124.16) 10-20-30 (SOUND POINT CLO LTD SNDPT_17-3A) | Long | ABS-other | KY | $4M | – | 0.02 |
| SNDPT 19-2 CR CLO 144A FRN (TSFR3M+261.61) 07-15-34 (SOUND POINT CLO LTD SNDPT_19-2A) | Long | ABS-other | US | $2M | – | 0.01 |
| SOFR 90DAY FUT OPT 0QM4C C @ 96 06-14-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $10K | – | 0.00 | |
| SOFR 90DAY FUT OPT 0QM4C C @ 96.5 06-14-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $937.5 | – | 0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $87K | – | 0.00 | |
| SOFR 90DAY FUT OPT 2QM4C C @ 96 06-14-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-120K | – | -0.00 | |
| SOFR 90DAY FUT OPT 2QM4C C @ 96.5 06-14-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SOFR 90DAY FUT OPT 2QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-104K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 95.75 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-119K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $41K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $49K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.25 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-596K | – | -0.00 | |
| SOFR 90DAY FUT SFRM5 09-16-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $982K | – | 0.00 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-122K | – | -0.00 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-4M | – | -0.01 | |
| SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28 (SOLRR AIRCRAFT SOLRR_21-1 LIMITED) | Long | ABS-other | IE | $5M | – | 0.02 |
| SOLVENTUM CORP 144A SR UNSEC 5.4% 03-01-29 | Long | Debt | US | $15M | – | 0.06 |
| SORT 20-1 A1 144A 1.69% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $45M | – | 0.19 |
| SORT 20-1 A2 144A 1.99% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $6M | – | 0.02 |
| SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26 (CF HIPPOLYTA ISSUER LLC SORT_21-1) | Long | ABS-other | US | $35M | – | 0.14 |
| SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $43M | – | 0.18 |
| SORT 22-1 A2 144A 6.11% 08-15-62/28 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $11M | – | 0.05 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30 | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31 | Long | Debt | US | $5M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32 | Long | Debt | US | $9M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $13M | – | 0.05 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28 | Long | Debt | US | $13M | – | 0.05 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27 | Long | Debt | US | $17M | – | 0.07 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29 | Long | Debt | US | $14M | – | 0.06 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34 | Long | Debt | US | $10M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28 | Long | Debt | US | $5M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31 | Long | Debt | US | $10M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28 | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO SR SEC 1ST LIEN 2.55% 02-01-30 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $12M | – | 0.05 |
| SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28 (SPRITE LIMITED SPRTE_21-1) | Long | ABS-other | US | $8M | – | 0.03 |
| SPSS 21-1 A 144A 1.95% 09-15-75 (SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1) | Long | ABS-other | US | $17M | – | 0.07 |
| SREIT 21-FLWR A 144A FRN (TSFR1M+69.1) 07-15-36 (SREIT TRUST SREIT_21-FLWR) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 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 | $36M | – | 0.15 |
| SSTAT 21-1 A CLO 144A FRN (TSFR3M+109.16) 10-25-29 (SSTAT_21-1A) | Long | ABS-other | KY | $2M | – | 0.01 |
| STACR 15-DNA3 M3 FRN (SOFR30A+481.45) 04-25-28 (STACR 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 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 | $9M | – | 0.04 |
| STACR 16-DNA2 M3 FRN (SOFR30A+476.45) 10-25-28 (STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $511K | – | 0.00 |
| STACR 18-DNA1 M2B FRN (SOFR30A+191.448) 07-25-30 (STACR 2018-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| 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 | – | 0.01 |
| 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 | – | 0.02 |
| STACR 21-DNA3 M1 144A FRN (SOFR+75) 10-25-33 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 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 | $2M | – | 0.01 |
| STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 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 | $2M | – | 0.01 |
| STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.07 |
| 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 | $1M | – | 0.01 |
| STACR 24-DNA1 A1 144A FRN (SOFR30A+135) 02-25-44 (STACR 2024-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| STACR 24-DNA2 A1 144A FRN (SOFR30A+125) 05-25-44 (STACR 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.09 |
| STATE OF NEW YORK PERSONAL INCOME TAX REVENUE 1.748% 03-15-28 (DORMITORY AUTHORITY OF STATE OF NEW YORK) | Long | Debt | US | $14M | – | 0.06 |
| STATE STREET CORP SR UNSEC 4.857% 01-26-26/25 | Long | Debt | US | $6M | – | 0.02 |
| STATE STREET CORP SR UNSEC 5.159% 05-18-34/33 | Long | Debt | US | $314K | – | 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 | $2M | – | 0.01 |
| STCP 23-4 D CLO 144A FRN (TSFR3M+555) 10-20-36 (SYCAMORE TREE CLO LTD STCP_23-4) | Long | ABS-other | KY | $2M | – | 0.01 |
| STCP 24-5 A1 CLO 144A FRN (TSFR3M+142) 04-20-36 (SYCAMORE TREE CLO LTD STCP_24-5A) | Long | ABS-other | KY | $19M | – | 0.08 |
| STCP 24-5 C CLO 144A FRN (TSFR3M+275) 04-20-36 (SYCAMORE TREE CLO LTD STCP_24-5A) | Long | ABS-other | KY | $3M | – | 0.01 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27 | Long | Debt | US | $4M | – | 0.02 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | Long | Debt | US | $5M | – | 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 | $8M | – | 0.03 |
| STRAS 22-3 AR CLO 144A FRN (TSFR3M+130) 10-20-31 (STRATUS CLO LTD STRAS_22-3) | Long | ABS-other | KY | $13M | – | 0.05 |
| STRAS_21-2 A CLO 144A FRN (TSFR3M+116.16) 12-28-29 (STRATUS CLO STRAS_21-2) | Long | ABS-other | KY | $525K | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP IN SR UNSEC 5.808% 09-14-33 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $259K | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 0.948% 01-12-26 | Long | Debt | JP | $807K | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.696% 07-16-24 | Long | Debt | JP | $18M | – | 0.07 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.716% 09-14-28 | Long | Debt | JP | $407K | – | 0.00 |
| SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.88% 07-13-26 | Long | Debt | JP | $12M | – | 0.05 |
| SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28 | Long | Debt | US | $4M | – | 0.02 |
| SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26 | Long | Debt | SE | $15M | – | 0.06 |
| SWEDEN GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.375% 01-30-26 (SWEDEN (KINGDOM OF)) | Long | Debt | SE | $6M | – | 0.02 |
| SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24 | Long | Debt | SE | $23M | – | 0.09 |
| SYMP 14-15A AR3 CLO 144A FRN (TSFR3M+134.16) 01-17-32 (SYMPHONY CLO LTD SYMP_14-15A) | Long | ABS-other | KY | $530K | – | 0.00 |
| SYMP 23-39 B CLO 144A FRN (TSFR3M+230) 04-25-34 (SYMPHONY CLO LTD SYMP_23-39) | Long | ABS-other | US | $4M | – | 0.02 |
| SYNIT 23-A A 5.54% 07-15-29/26 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-other | US | $31M | – | 0.13 |
| SYNIT 23-A2 A 5.74% 10-15-29/26 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2) | Long | ABS-other | US | $6M | – | 0.02 |
| T-MOBILE USA INC SR UNSEC 1.5% 02-15-26 | Long | Debt | US | $7M | – | 0.03 |
| T-MOBILE USA INC SR UNSEC 2.05% 02-15-28 | Long | Debt | US | $849K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 2.55% 02-15-31 | Long | Debt | US | $2M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 2.875% 02-15-31 | Long | Debt | US | $430K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 3.5% 04-15-25 | Long | Debt | US | $19M | – | 0.08 |
| T-MOBILE USA INC SR UNSEC 3.75% 04-15-27 | Long | Debt | US | $28M | – | 0.12 |
| T-MOBILE USA INC SR UNSEC 3.875% 04-15-30 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 4.8% 07-15-28 | Long | Debt | US | $13M | – | 0.06 |
| T-MOBILE USA INC SR UNSEC 4.85% 01-15-29 | Long | Debt | US | $10M | – | 0.04 |
| T-MOBILE USA INC SR UNSEC 5.05% 07-15-33 | Long | Debt | US | $180K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 5.75% 01-15-34 | Long | Debt | US | $410K | – | 0.00 |
| TAH 20-SFR2 A 144A 1.482% 11-17-39/11-19-27 (TRICON AMERICAN HOMES TAH_20-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 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 | $4M | – | 0.02 |
| 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 | $26M | – | 0.11 |
| TAOT 23-A A3 4.63% 09-15-27 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A) | Long | ABS-other | US | $6M | – | 0.02 |
| TAOT 23-C A3 5.16% 04-17-28/12-15-26 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-other | US | $9M | – | 0.04 |
| TAOT 24-A A3 4.83% 10-16-28 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A) | Long | ABS-other | US | $11M | – | 0.05 |
| TAOT 24-A A4 4.77% 04-16-29 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A) | Long | ABS-other | US | $5M | – | 0.02 |
| TCF 20-1 A 144A 2.11% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) | Long | ABS-other | US | $19M | – | 0.08 |
| TCF 20-1 B 144A 3.74% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) | Long | ABS-other | US | $3M | – | 0.01 |
| TCF 21-1A A 144A 1.86% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) | Long | ABS-other | US | $4M | – | 0.02 |
| TCN 21-SFR1 A 144A 1.943% 07-17-38/26 (TRICON RESIDENTIAL TCN_21-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.08 |
| 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 | $7M | – | 0.03 |
| TCN 24-SFR2 A 144A 4.75% 06-17-40/06-20-28 (TCN 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| TCW 19-1 CR CLO 144A FRN (TSFR3M+276.161) 08-16-34 (TCW CLO LTD TCW_19-1R) | Long | ABS-other | KY | $1M | – | 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 | – | 0.01 |
| TCW 20-1 DRR CLO 144A FRN (TSFR3M+366.16) 04-20-34 (TCW_20-1) | Long | ABS-other | KY | $732K | – | 0.00 |
| TCW 22-1 D1 CLO 144A FRN (TSFR3M+348) 04-22-33 (TCW GEM LTD TCW_22-1) | Long | ABS-other | KY | $2M | – | 0.01 |
| TELOS 13-4 AR CLO 144A FRN (TSFR3M+150.16) 01-17-30 (TELOS CLO LTD TELOS_13-4A) | Long | ABS-other | US | $611K | – | 0.00 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29 | Long | Debt | US | $13M | – | 0.06 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34 | Long | Debt | US | $2M | – | 0.01 |
| THERMO FISHER SCIENTIFIC INC SR UNSEC 1.75% 10-15-28 | Long | Debt | US | $2M | – | 0.01 |
| TIF 24-1 C 144A 6.31% 04-20-49/05-22-34 (TIF 2024-1A) | Long | ABS-other | US | $690K | – | 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 | $4M | – | 0.02 |
| 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 | $3M | – | 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 | – | 0.01 |
| TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1) | Long | ABS-other | US | $5M | – | 0.02 |
| TMCL 21-2A A 144A 2.23% 04-20-46 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2) | Long | ABS-other | US | $20M | – | 0.08 |
| TMUST 24-1 A 144A 5.05% 09-20-29/02-22-27 (T-MOBILE US TRUST TMUST_24-1) | Long | ABS-other | US | $15M | – | 0.06 |
| TORONTO-DOMINION BANK SR UNSEC 5.156% 01-10-28 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $11M | – | 0.05 |
| TORONTO-DOMINION BANK SR UNSEC 5.523% 07-17-28 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $3M | – | 0.01 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.434% 01-10-25 | Long | Debt | FR | $4M | – | 0.02 |
| TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34 | Long | Debt | FR | $287K | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 1.125% 06-18-26 | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27 | Long | Debt | US | $3M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28 | Long | Debt | US | $8M | – | 0.03 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 4.45% 05-18-26 | Long | Debt | US | $13M | – | 0.05 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 5.05% 05-16-29 | Long | Debt | US | $499K | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 5.2% 05-15-26 | Long | Debt | US | $1M | – | 0.01 |
| TPMT 15-4 M2 144A FRN 04-25-55/01-25-27 (TOWD POINT MORTGAGE TRUST TPMT_15-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 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 | $7M | – | 0.03 |
| 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 | $5M | – | 0.02 |
| TPMT 16-4 M2 144A FRN 07-25-56/01-26-26 (TOWD POINT MORTGAGE TRUST TPMT_16-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| TPMT 17-1 M1 144A FRN 10-25-56/09-25-25 (TOWD POINT MORTGAGE TRUST TPMT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TPMT 17-2 M1 144A FRN 04-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| TPMT 17-3 A1 144A FRN 07-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $392K | – | 0.00 |
| TPMT 17-3 A2 144A FRN 3.0% 07-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| TPMT 17-4 A1 144A 2.75% 06-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $742K | – | 0.00 |
| TPMT 17-4 B1 144A FRN 06-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| TPMT 17-4 M1 144A FRN 06-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| TPMT 17-5 A1 144A 2.55969% 02-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-5) | Long | ABS-collateralized bond/debt obligation | US | $374K | – | 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 | $1M | – | 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 | $10M | – | 0.04 |
| TPMT 18-1 A1 144A FRN 01-25-58/05-28-24 (TOWD POINT MORTGAGE TRUST TPMT_18-1) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| TPMT 18-2 A1 144A FRN 03-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| TPMT 18-3 A1 144A FRN 05-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| TPMT 18-3 M2 144A FRN 05-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| TPMT 18-4 A1 144A FRN 06-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| TPMT 18-5 A1A 144A FRN 07-25-58 (TOWD POINT MORTGAGE TRUST TPMT_18-5) | Long | ABS-collateralized bond/debt obligation | US | $359K | – | 0.00 |
| TPMT 19-1 A1 144A FRN 03-25-58/11-27-28 (TOWD POINT MORTGAGE TRUST TPMT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| TPMT 19-2 A1 144A 3.74375% 12-25-58 (TOWD POINT MORTGAGE TRUST TPMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TPMT 19-2 A2 FRN 12-25-58 (TOWD POINT MORTGAGE TRUST TPMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| 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 | – | 0.02 |
| TPMT 19-HY2 A1 144A FRN (TSFR1M+111.45) 05-25-58 (TPMT 2019-HY2 A1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30 (TOWD POINT MORTGAGE TRUST TPMP_20-4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| TPMT 23-1 A1 144A 3.75% 01-25-63 (TOWD POINT MORTGAGE TRUST TPMT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.07 |
| 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 | – | 0.01 |
| TRAL 21-7 D CLO 144A FRN (TSFR3M+344.16) 04-25-34 (TRALEE CDO LTD TRAL_21-7A) | Long | ABS-other | KY | $485K | – | 0.00 |
| TREST 23-6 A CLO 144A (TSFR3M+170) FRN 01-25-36 (TRESTLES CLO LTD TREST_23-6) | Long | ABS-other | KY | $14M | – | 0.06 |
| TRNTS 17-7 A1R CLO 144A FRN (TSFR3M+146.16) 01-25-35 (TRINITAS CLO LTD TRNTS_17-7A) | Long | ABS-other | US | $2M | – | 0.01 |
| TRNTS 20-12 A1R CLO 144A FRN (TSFR3M+137) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) | Long | ABS-other | US | $3M | – | 0.01 |
| TRNTS 23-22 D CLO 144A FRN (TSFR3M+619) 07-20-36 (TRINITAS CLO LTD TRNTS_23-22) | Long | ABS-other | BM | $1M | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29 | Long | Debt | US | $5M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33 | Long | Debt | US | $112K | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28 | Long | Debt | US | $6M | – | 0.02 |
| TSTAT 22-1 BR CLO 144A FRN (TSFR3M+235) 07-20-31 (TSTAT 2022-1 LTD) | Long | ABS-other | BM | $4M | – | 0.02 |
| TSTAT 22-1 CR CLO 144A FRN (TSFR3M+285) 07-20-31 (TSTAT 2022-1 LTD) | Long | ABS-other | BM | $4M | – | 0.02 |
| TVA BOND 3.875% 03-15-28 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $6M | – | 0.03 |
| UACST 24-1 A 144A 6.17% 08-10-26/04-10-25 (UACST 2024-1) | Long | ABS-other | US | $6M | – | 0.03 |
| UBS AG SR UNSEC 7.5% 02-15-28 (UBS AG/NEW YORK NY) | Long | Debt | US | $11M | – | 0.05 |
| UBS AG SR UNSEC 7.95% 01-09-25 (UBS AG/NEW YORK NY) | Long | Debt | US | $15M | – | 0.06 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31 | Long | Debt | CH | $603K | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24 | Long | Debt | CH | $957K | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29 | Long | Debt | CH | $9M | – | 0.04 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29 | Long | Debt | CH | $601K | – | 0.00 |
| UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27 | Long | Debt | US | $1M | – | 0.01 |
| UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31 | Long | Debt | US | $323K | – | 0.00 |
| UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32 | Long | Debt | US | $460K | – | 0.00 |
| UNION PACIFIC CORP SR UNSEC 4.75% 02-21-26 | Long | Debt | US | $10M | – | 0.04 |
| UNITED STATES TREASURY BILL 0.0% 04-17-25 | Long | Debt | US | $81M | – | 0.34 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27 | Long | Debt | US | $28M | – | 0.12 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-24 | Long | Debt | US | $120.63 | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 01-15-25 | Long | Debt | US | $101M | – | 0.42 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-42 | Long | Debt | US | $24M | – | 0.10 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-27 | Long | Debt | US | $39M | – | 0.16 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54 | Long | Debt | US | $6M | – | 0.02 |
| UNITED STATES TREASURY NOTE 0.25% 07-31-25 | Long | Debt | US | $15M | – | 0.06 |
| UNITED STATES TREASURY NOTE 0.375% 12-31-25 | Long | Debt | US | $23M | – | 0.10 |
| UNITED STATES TREASURY NOTE 0.5% 02-28-26 | Long | Debt | US | $42M | – | 0.17 |
| UNITED STATES TREASURY NOTE 0.625% 05-15-30 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.75% 04-30-26 | Long | Debt | US | $63M | – | 0.26 |
| UNITED STATES TREASURY NOTE 0.75% 08-31-26 | Long | Debt | US | $282K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.0% 07-31-28 | Long | Debt | US | $86.64 | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.125% 02-29-28 | Long | Debt | US | $7M | – | 0.03 |
| UNITED STATES TREASURY NOTE 1.125% 08-31-28 | Long | Debt | US | $50M | – | 0.21 |
| UNITED STATES TREASURY NOTE 1.25% 05-31-28 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.25% 06-30-28 | Long | Debt | US | $14M | – | 0.06 |
| UNITED STATES TREASURY NOTE 1.25% 08-15-31 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.375% 10-31-28 | Long | Debt | US | $59M | – | 0.24 |
| UNITED STATES TREASURY NOTE 1.5% 01-31-27 | Long | Debt | US | $6M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.625% 05-15-31 | Long | Debt | US | $17M | – | 0.07 |
| UNITED STATES TREASURY NOTE 1.75% 03-15-25 | Long | Debt | US | $12M | – | 0.05 |
| UNITED STATES TREASURY NOTE 1.75% 07-31-24 | Long | Debt | US | $36M | – | 0.15 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-32 | Long | Debt | US | $8M | – | 0.03 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $492K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-51 | Long | Debt | US | $332K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.125% 11-30-24 | Long | Debt | US | $175K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 05-15-41 | Long | Debt | US | $127K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 11-15-27 | Long | Debt | US | $52M | – | 0.21 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-27 | Long | Debt | US | $469K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-51 | Long | Debt | US | $429K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.625% 05-31-27 | Long | Debt | US | $132M | – | 0.55 |
| UNITED STATES TREASURY NOTE 2.75% 02-15-28 | Long | Debt | US | $8M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.75% 07-31-27 | Long | Debt | US | $82M | – | 0.34 |
| UNITED STATES TREASURY NOTE 2.875% 04-30-29 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-32 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.875% 08-15-28 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.0% 09-30-25 | Long | Debt | US | $15M | – | 0.06 |
| UNITED STATES TREASURY NOTE 3.0% 10-31-25 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.125% 08-15-25 | Long | Debt | US | $25M | – | 0.11 |
| UNITED STATES TREASURY NOTE 3.25% 08-31-24 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.5% 02-15-33 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.5% 09-15-25 | Long | Debt | US | $42M | – | 0.18 |
| UNITED STATES TREASURY NOTE 3.625% 03-31-28 | Long | Debt | US | $11M | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-26 | Long | Debt | US | $41M | – | 0.17 |
| UNITED STATES TREASURY NOTE 3.625% 05-31-28 | Long | Debt | US | $13M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.75% 05-31-30 | Long | Debt | US | $62M | – | 0.26 |
| UNITED STATES TREASURY NOTE 3.875% 03-31-25 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.875% 04-30-25 | Long | Debt | US | $20M | – | 0.08 |
| UNITED STATES TREASURY NOTE 3.875% 11-30-27 | Long | Debt | US | $39M | – | 0.16 |
| UNITED STATES TREASURY NOTE 3.875% 12-31-29 | Long | Debt | US | $23M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.0% 01-15-27 | Long | Debt | US | $26M | – | 0.11 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-29 | Long | Debt | US | $522K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-31 | Long | Debt | US | $155K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-26 | Long | Debt | US | $66M | – | 0.27 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-34 | Long | Debt | US | $265K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 02-28-30 | Long | Debt | US | $71M | – | 0.30 |
| UNITED STATES TREASURY NOTE 4.0% 02-29-28 | Long | Debt | US | $44M | – | 0.18 |
| UNITED STATES TREASURY NOTE 4.0% 07-31-30 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.125% 02-15-27 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.125% 03-31-29 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.125% 07-31-28 | Long | Debt | US | $197M | – | 0.82 |
| UNITED STATES TREASURY NOTE 4.125% 09-30-27 | Long | Debt | US | $65M | – | 0.27 |
| UNITED STATES TREASURY NOTE 4.125% 10-31-27 | Long | Debt | US | $30M | – | 0.12 |
| UNITED STATES TREASURY NOTE 4.125% 11-15-32 | Long | Debt | US | $669K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $337M | – | 1.40 |
| UNITED STATES TREASURY NOTE 4.25% 02-28-29 | Long | Debt | US | $38M | – | 0.16 |
| UNITED STATES TREASURY NOTE 4.25% 02-28-31 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.25% 03-15-27 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.25% 05-31-25 | Long | Debt | US | $72M | – | 0.30 |
| UNITED STATES TREASURY NOTE 4.25% 09-30-24 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.25% 12-31-25 | Long | Debt | US | $6M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $64M | – | 0.26 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-26 | Long | Debt | US | $17M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.375% 08-31-28 | Long | Debt | US | $22M | – | 0.09 |
| UNITED STATES TREASURY NOTE 4.375% 11-30-28 | Long | Debt | US | $13M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.375% 12-15-26 | Long | Debt | US | $64M | – | 0.27 |
| UNITED STATES TREASURY NOTE 4.5% 03-31-26 | Long | Debt | US | $199M | – | 0.82 |
| UNITED STATES TREASURY NOTE 4.5% 05-15-27 | Long | Debt | US | $100M | – | 0.42 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $11M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.5% 07-15-26 | Long | Debt | US | $8M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.5% 08-15-39 | Long | Debt | US | $843K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.5% 11-15-25 | Long | Debt | US | $372K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.5% 11-30-24 | Long | Debt | US | $27M | – | 0.11 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-25 | Long | Debt | US | $862M | – | 3.57 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-26 | Long | Debt | US | $8M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-29 | Long | Debt | US | $93M | – | 0.38 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-31 | Long | Debt | US | $56M | – | 0.23 |
| UNITED STATES TREASURY NOTE 4.625% 06-30-25 | Long | Debt | US | $66M | – | 0.28 |
| UNITED STATES TREASURY NOTE 4.625% 09-15-26 | Long | Debt | US | $18M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-30 | Long | Debt | US | $155M | – | 0.64 |
| UNITED STATES TREASURY NOTE 4.625% 10-15-26 | Long | Debt | US | $15M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.625% 11-15-26 | Long | Debt | US | $227K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.75% 07-31-25 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.875% 04-30-26 | Long | Debt | US | $319M | – | 1.32 |
| UNITED STATES TREASURY NOTE 4.875% 10-31-30 | Long | Debt | US | $60M | – | 0.25 |
| UNITED STATES TREASURY NOTE 4.875% 11-30-25 | Long | Debt | US | $50M | – | 0.21 |
| UNITED STATES TREASURY NOTE 5.0% 09-30-25 | Long | Debt | US | $17M | – | 0.07 |
| UNITED STATES TREASURY NOTE 5.0% 10-31-25 | Long | Debt | US | $7M | – | 0.03 |
| UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26 | Long | Debt | US | $13M | – | 0.05 |
| UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30 | Long | Debt | US | $11M | – | 0.05 |
| UNITEDHEALTH GROUP INC SR UNSEC 2.375% 08-15-24 | Long | Debt | US | $8M | – | 0.03 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.0% 05-15-29 | Long | Debt | US | $14M | – | 0.06 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32 | Long | Debt | US | $3M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.9% 04-15-31 | Long | Debt | US | $640K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.15% 10-15-25 | Long | Debt | US | $12M | – | 0.05 |
| US BANCORP SR UNSEC 2.4% 07-30-24 | Long | Debt | US | $2M | – | 0.01 |
| US BANCORP SR UNSEC 4.653% 02-01-29/28 | Long | Debt | US | $3M | – | 0.01 |
| US BANCORP SR UNSEC 4.839% 02-01-34/33 | Long | Debt | US | $220K | – | 0.00 |
| US BANCORP SR UNSEC 5.678% 01-23-35/34 | Long | Debt | US | $7M | – | 0.03 |
| US BANCORP SR UNSEC 5.727% 10-21-26/25 | Long | Debt | US | $21M | – | 0.09 |
| 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 | $134M | – | 0.55 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-583K | – | -0.00 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $4M | – | 0.02 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $12M | – | 0.05 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $784K | – | 0.00 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-9M | – | -0.04 | |
| VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30 | Long | Debt | BR | $2M | – | 0.01 |
| VENTR 14-17 ARR CLO REG S FRN (TSFR3M+114.16) 04-15-27 (VENTURE CDO LTD VENTR_14-17X) | Long | ABS-other | KY | $7K | – | 0.00 |
| VERALTO CORP 144A LIFE SR UNSEC 5.35% 09-18-28 | Long | Debt | US | $10M | – | 0.04 |
| VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28 (VERD 2024-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31 | Long | Debt | US | $1M | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31 | Long | Debt | US | $7M | – | 0.03 |
| VERUS 20-2 A1 144A FRN 05-25-60 (VERUS SECURITIZATION TRUST VERUS_20-2) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 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 | $6M | – | 0.02 |
| VERUS 23-3 A1 144A 5.93% 03-25-68/04-01-27 (VERUS SECURITIZATION TRUST VERUS_23-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| VERUS 23-5 A1 144A FRN 06-25-68 (VERUS SECURITIZATION TRUST VERUS_23-5) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| VERUS 24-2 A1 144A 6.095% 02-25-69/02-01-28 (VERUS 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| VERUS 24-3 A1 144A 6.338% 04-25-2069 (VERUS SECURITIZATION TRUST VERUS_24-3) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.09 |
| VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| VIBR 19-11 A1R1 CLO 144A FRN (TSFR3M+138.16) 07-20-32 (VIBRANT CLO LTD VIBR_19-11A) | Long | ABS-other | US | $3M | – | 0.01 |
| VIBR 21-12A A2AR 144A FRN (TSFR3M+190.00) 04-20-34 (VIBRANT CLO LTD VIBR_21-12A) | Long | ABS-other | KY | $5M | – | 0.02 |
| VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25 | Long | Debt | US | $10M | – | 0.04 |
| VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28 | Long | Debt | US | $23M | – | 0.10 |
| VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30 | Long | Debt | US | $575K | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24 | Long | Debt | US | $3M | – | 0.01 |
| VOYA 18-3 A1R2 CLO 144A FRN (TSFR3M+120) 10-15-31 (VOYA 2018-3A) | Long | ABS-other | KY | $14M | – | 0.06 |
| VOYA 20-2 DR CLO 144A (TSFR3M+336.16) FRN 07-19-34 (VOYA CLO LTD VOYA_20-2A) | Long | ABS-other | KY | $667K | – | 0.00 |
| VSTRG 24-A A2 144A 5.79% 08-16-27/09-15-25 (VSTRG 2024-A) | Long | ABS-other | US | $5M | – | 0.02 |
| VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26 (VSTRG 2024-A) | Long | ABS-other | US | $439K | – | 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 | $16M | – | 0.06 |
| VZMT 22-6 A 3.67% 01-22-29/07-21-25 (VERIZON MASTER TRUST VZMT_22-6) | Long | ABS-other | US | $8M | – | 0.03 |
| VZMT 22-7 A1A 5.23% 11-22-27/11-20-24 (VERIZON MASTER TRUST VZMT_22-7) | Long | ABS-other | US | $7M | – | 0.03 |
| VZMT 23-1 A 4.49% 01-22-29/01-20-26 (VERIZON MASTER TRUST VZMT_23-1) | Long | ABS-other | US | $14M | – | 0.06 |
| VZMT 23-2 A 4.89% 04-13-28/04-21-25 (VERIZON MASTER TRUST VZMT_23-2) | Long | ABS-other | US | $17M | – | 0.07 |
| VZMT 23-3 A 144A 4.73% 04-21-31/04-20-28 (VERIZON MASTER TRUST VZMT_23-3) | Long | ABS-other | US | $14M | – | 0.06 |
| VZMT 24-1 A1A 5.00% 12-20-28 (VERIZON MASTER TRUST VZMT_24-1) | Long | ABS-other | US | $10M | – | 0.04 |
| VZMT 24-2 A 144A 4.83% 12-22-31 (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-other | US | $5M | – | 0.02 |
| VZMT 24-3 A1A 5.34% 04-22-30/04-20-27 (VERIZON MASTER TRUST VZMT_24-3) | Long | ABS-other | US | $20M | – | 0.08 |
| WALMART INC SR UNSEC 3.9% 04-15-28 | Long | Debt | US | $777K | – | 0.00 |
| WALMART INC SR UNSEC 4.0% 04-15-26 | Long | Debt | US | $1M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 3.638% 03-15-25 | Long | Debt | US | $7M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27 | Long | Debt | US | $948K | – | 0.00 |
| WASTE MANAGEMENT INC SR UNSEC 4.625% 02-15-30 | Long | Debt | US | $392K | – | 0.00 |
| WASTE MANAGEMENT INC SR UNSEC 4.875% 02-15-29 | Long | Debt | US | $10M | – | 0.04 |
| WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24 | Long | Debt | US | $4M | – | 0.02 |
| WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28 | Long | Debt | US | $3M | – | 0.01 |
| WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27 | Long | Debt | US | $16M | – | 0.07 |
| WEC ENERGY GROUP INC SR UNSEC 5.6% 09-12-26 | Long | Debt | US | $10M | – | 0.04 |
| WELF 15-1 AR4 CLO 144A FRN (TSFR3M+115.16) 07-20-29 (WELLFLEET CLO LTD WELF_15-1A) | Long | ABS-other | KY | $3K | – | 0.00 |
| WELF 17-3 A1 CLO 144A FRN (TSFR3M+141.16) 01-17-31 (WELLFLEET CLO LTD WELF_17-3A) | Long | ABS-other | KY | $2M | – | 0.01 |
| WELF 22-1 C 144A CLO FRN (TSFR3M+285) 04-15-34 (WELLFLEET CLO LIMITED WELF_22-1) | Long | ABS-other | US | $700K | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 2.188% 04-30-26/25 | Long | Debt | US | $10M | – | 0.04 |
| WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29 | Long | Debt | US | $139K | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25 | Long | Debt | US | $18M | – | 0.08 |
| WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27 | Long | Debt | US | $576K | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 5.198% 01-23-30/29 | Long | Debt | US | $1M | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33 | Long | Debt | US | $7M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 5.499% 01-23-35/34 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28 | Long | Debt | US | $7M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27 | Long | Debt | US | $36M | – | 0.15 |
| WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28 | Long | Debt | US | $18M | – | 0.08 |
| WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33 | Long | Debt | US | $346K | – | 0.00 |
| 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 | $788K | – | 0.00 |
| WFCM 15-C27 A5 3.451% 02-15-48/02-18-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C27) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| 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 | $3M | – | 0.01 |
| WFCM 15-C28 AS FRN 05-15-48/04-17-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| WFCM 15-C28 C FRN 05-15-48/05-16-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.00 |
| 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 | $4M | – | 0.02 |
| WFCM 15-LC22 C FRN 09-15-58 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WFCM 15-NXS2 A5 3.767% 07-15-58 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| WFCM 15-NXS3 B FRN 09-15-57/09-17-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 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 | $912K | – | 0.00 |
| 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 | $960K | – | 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 | $9M | – | 0.04 |
| WFCM 16-C36 A4 3.065% 11-15-59 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| 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 | – | 0.01 |
| WFCM 18-C46 A3 3.888% 08-15-51 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.04 |
| WFLOOR 24-1 A 144A 5.43% 02-15-28/02-17-26 (WFLOOR 2024-1A) | Long | ABS-other | US | $2M | – | 0.01 |
| WFNMT 23-A A 5.02% 03-15-30/05-15-26 (WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A) | Long | ABS-other | US | $6M | – | 0.03 |
| 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 | $9M | – | 0.04 |
| 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 | $7M | – | 0.03 |
| WFRBS 14-C25 A5 3.631% 11-15-47/11-18-24 (WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C25) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| WILLIAMS COS INC SR UNSEC 4.9% 03-15-29 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $22M | – | 0.09 |
| WILLIAMS COS INC SR UNSEC 5.15% 03-15-34 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $4M | – | 0.01 |
| WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27 | Long | Debt | US | $784K | – | 0.00 |
| WINDR 13-2A AR2 CLO 144A FRN (TSFR3M+126.16) 10-18-30 (WIND RIVER CLO LTD WINDR_13-2A) | Long | ABS-other | US | $1M | – | 0.00 |
| WINDR 14-3 CR2 CLO 144A FRN (TSFR3M+256.16) 10-22-31 (WIND RIVER CLO LTD WINDR_14-3A) | Long | ABS-other | KY | $250K | – | 0.00 |
| WINDR 15-1 A1R3 CLO 144A FRN (TSFR3M+120) 10-20-30 (WINDR 2015-1A) | Long | ABS-other | KY | $15M | – | 0.06 |
| WINDR 15-1 BR3 CLO 144A FRN (TSFR3M+180) 10-20-30 (WINDR 2015-1A) | Long | ABS-other | KY | $3M | – | 0.01 |
| WINDR 18-1 B CLO 144A FRN (TSFR3M+191.16) 07-15-30 (WIND RIVER CLO LTD WINDR_18-1) | Long | ABS-other | US | $250K | – | 0.00 |
| WINDR 23-1 B CLO 144A FRN (TSFR3M+250) 04-25-36 (WIND RIVER CLO LTD WINDR_23-1) | Long | ABS-other | KY | $2M | – | 0.01 |
| WINDR 23-1 C1 CLO 144A FRN (TSFR3M+350) 04-25-36 (WIND RIVER CLO LTD WINDR_23-1) | Long | ABS-other | KY | $1M | – | 0.00 |
| WISCONSIN ELECTRIC POWER CO SR UNSEC 1.7% 06-15-28 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| WLAKE 22-3 A3 144A 5.49% 07-15-26/09-16-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3) | Long | ABS-other | US | $6M | – | 0.02 |
| WLAKE 22-3 B 144A 5.99% 12-15-27/01-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3) | Long | ABS-other | US | $17M | – | 0.07 |
| WLAKE 23-1 A2A 144A 5.51% 06-15-26/08-15-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $4M | – | 0.02 |
| WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $3M | – | 0.01 |
| WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $3M | – | 0.01 |
| WLAKE 23-1 C 144A 5.74% 08-15-28/10-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $3M | – | 0.01 |
| WLAKE 23-2 A2A 144A 5.87% 07-15-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $6M | – | 0.02 |
| WLAKE 23-2 A3 144A 5.8% 02-16-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $10M | – | 0.04 |
| WLAKE 23-3 A3 144A 5.82% 05-17-27 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $13M | – | 0.05 |
| WLAKE 23-3 B 144A 5.92% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $6M | – | 0.03 |
| WLAKE 23-3 C 144A 6.02% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $2M | – | 0.01 |
| WLAKE 23-3 D 144A 6.47% 03-15-29 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 24-1 A2A 144A 5.62% 03-15-27 (WLAKE 2024-1A) | Long | ABS-other | US | $8M | – | 0.03 |
| WLAKE 24-1 A3 144A 5.44% 05-17-27 (WLAKE 2024-1A) | Long | ABS-other | US | $5M | – | 0.02 |
| WLAKE 24-1 B 144A 5.55% 11-15-27 (WLAKE 2024-1A) | Long | ABS-other | US | $8M | – | 0.03 |
| WLAKE 24-1 C 144A 5.65% 02-15-29 (WLAKE 2024-1A) | Long | ABS-other | US | $6M | – | 0.02 |
| WLAKE 24-1 D 144A 6.02% 10-15-29 (WLAKE 2024-1A) | Long | ABS-other | US | $2M | – | 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 | $20M | – | 0.08 |
| WOART 23-C A3 5.15% 11-15-28 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C) | Long | ABS-other | US | $944K | – | 0.00 |
| WSTN 23-MAUI B 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WSTN 23-MAUI C 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $890K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 1.75% 03-15-27 | Long | Debt | US | $3M | – | 0.01 |
| XCEL ENERGY INC SR UNSEC 2.35% 11-15-31 | Long | Debt | US | $2M | – | 0.01 |
| XCEL ENERGY INC SR UNSEC 2.6% 12-01-29 | Long | Debt | US | $8M | – | 0.03 |
| XCEL ENERGY INC SR UNSEC 3.4% 06-01-30 | Long | Debt | US | $3M | – | 0.01 |
| XCEL ENERGY INC SR UNSEC 4.0% 06-15-28 | Long | Debt | US | $6M | – | 0.03 |
| XCEL ENERGY INC SR UNSEC 4.6% 06-01-32 | Long | Debt | US | $5M | – | 0.02 |
| XCEL ENERGY INC SR UNSEC 5.45% 08-15-33 | Long | Debt | US | $810K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 5.5% 03-15-34 | Long | Debt | US | $5M | – | 0.02 |
| ZOETIS INC SR UNSEC 5.4% 11-14-25 | Long | Debt | US | $19M | – | 0.08 |
Address
INTERMEDIATE 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.
Royal Bank of Canada
Banco Nacional de Mexico, S.A.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
N/A