Mutual Fund Database

EMPOWER FUNDS, INC.

Empower Core Bond Fund

Underlying fund
Series ID: S000023755
LEI: YYRPT0RYF3AOXJJQS039
SEC CIK: 356476
$436.70M Avg Monthly Net Assets
$532.30M Total Assets
$34.95M Total Liabilities
$497.35M Net Assets
Empower Core Bond Fund is an Underlying fund in EMPOWER FUNDS, INC. , based in Colorado, United States of America. The fund has two share classes and monthly net assets of $436.70M. On August 27th, 2024 it reported 1,363 holdings, the largest being Government National Mortgage Association (2.4%), Federal National Mortgage Association (1.8%) and United States Treasury Bills (1.7%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Institutional Class C000155781 MXIUX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.89% (Max)-4.73% (Min)
Investor Class C000069832 MXFDX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.94% (Max)-4.82% (Min)

Holdings

From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
ABBV 4.25 11/21/49 (AbbVie Inc.) Long Debt US $128K 153K 0.03
ABBV 4.3 05/14/36 (AbbVie Inc.) Long Debt US $76K 83K 0.02
ABBV 4.95 03/15/31 (AbbVie Inc.) Long Debt US $489K 490K 0.10
ABBV 5.4 03/15/54 (AbbVie Inc.) Long Debt US $40K 40K 0.01
ABIBB 4.7 02/01/36 * (Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc) Long Debt US $579K 607K 0.12
ABIBB 8.2 01/15/39 (Anheuser-Busch InBev Worldwide Inc.) Long Debt US $32K 25K 0.01
ACAR 2023-3 B (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3) Long ABS-other US $160K 160K 0.03
ADBE 2.15 02/01/27 (Adobe Inc) Long Debt US $513K 550K 0.10
ADBE 4.8 04/04/29 (Adobe Inc) Long Debt US $165K 165K 0.03
ADC 2023-1A A2 (ALIGNED DATA CENTERS ISSUER LLC) Long ABS-other US $254K 255K 0.05
ADC 4.8 10/01/32 (Agree LP) Long Debt US $347K 370K 0.07
ADGLXY 2.94 09/30/40 REGS (Galaxy Pipeline Assets Bidco Ltd.) Long Debt JE $285K 357K 0.06
ADM 2.9 03/01/32 (Archer-Daniels-Midland Company) Long Debt US $64K 75K 0.01
ADVENT 5.757 12/01/34 (Adventist Health Systems (West)) Long Debt US $175K 175K 0.04
AEP 5 06/01/33 (Ohio Power Company) Long Debt US $193K 200K 0.04
AEP 5.3 04/01/33 (Southwestern Electric Power Company) Long Debt US $189K 195K 0.04
AER 2.45 10/29/26 (Aercap Ireland Capital DAC) Long Debt IE $676K 725K 0.14
AER 3.3 01/30/32 (Aercap Ireland Capital DAC) Long Debt IE $129K 150K 0.03
AER 6.5 07/15/25 (Aercap Ireland Capital DAC) Long Debt IE $1M 1M 0.22
AESOP 2023-7A A (Avis Budget Rental Car Funding AESOP LLC) Long ABS-other US $187K 185K 0.04
AESOP 2024-1A A (Avis Budget Rental Car Funding AESOP LLC) Long ABS-other US $169K 170K 0.03
AESOP 2024-3A A (Avis Budget Rental Car Funding AESOP LLC) Long ABS-other US $243K 245K 0.05
AFFRM 2023-A 1A (Affirm Asset Securitization Tr 2023-A) Long ABS-other US $181K 180K 0.04
AFFRM 2024-A A (AFFIRM ASSET SECURITIZATION TRUST 2024-A) Long ABS-other US $179K 180K 0.04
AGCO 5.45 03/21/27 (Agco Corporation) Long Debt US $45K 45K 0.01
AGCO 5.8 03/21/34 (Agco Corporation) Long Debt US $189K 190K 0.04
AHTLN 1.5 08/12/26 144A (Ashtead Capital Inc.) Long Debt US $182K 200K 0.04
AHTLN 5.8 04/15/34 144A (Ashtead Capital Inc.) Long Debt US $374K 377K 0.08
AIG 3.4 06/30/30 (American International Group Inc.) Long Debt US $45K 50K 0.01
AJAXM 2021-C A (AJAX MORTGAGE LOAN TRUST) Long ABS-other US $175K 178K 0.04
AL 2.875 01/15/26 MTN (Air Lease Corporation) Long Debt US $1M 1M 0.23
ALCSW 2.6 05/27/30 144A (Alcon Finance Corp) Long Debt US $248K 285K 0.05
ALCSW 2.75 09/23/26 144A (Alcon Finance Corp) Long Debt US $189K 200K 0.04
ALLE 5.6 05/29/34 (Allegion US Holding Company Inc) Long Debt US $189K 189K 0.04
AMGN 5.25 03/02/30 (Amgen Inc.) Long Debt US $511K 507K 0.10
AMGN 5.25 03/02/33 (Amgen Inc.) Long Debt US $689K 691K 0.14
AMGN 5.75 03/02/63 (Amgen Inc.) Long Debt US $88K 90K 0.02
AMMC 2012-11A A1R2 (AMMC CLO XI, Limited) Long ABS-collateralized bond/debt obligation KY $307K 306K 0.06
AMP 5.7 12/15/28 (Ameriprise Financial, Inc.) Long Debt US $128K 125K 0.03
AMT 3.8 08/15/29 (American Tower Corporation) Long Debt US $195K 210K 0.04
AMXCA 2022-2 A (American Express Credit Account Master Trust) Long ABS-other US $712K 725K 0.14
AN 1.95 08/01/28 (AutoNation, Inc.) Long Debt US $65K 75K 0.01
AN 4.5 10/01/25 (AutoNation, Inc.) Long Debt US $190K 193K 0.04
AN 4.75 06/01/30 (AutoNation, Inc.) Long Debt US $478K 500K 0.10
ANCHC 2016-8A AR2A (Anchorage Capital CLO 2012-1 Ltd.) Long ABS-collateralized bond/debt obligation KY $425K 425K 0.09
AOMT 2020-1 A1 (Angel Oak Mortgage Trust I Llc) Long ABS-other US $25K 27K 0.01
AOMT 2020-2 A1A (Angel Oak Mortgage Trust) Long ABS-other US $75K 82K 0.02
AOMT 2020-4 A1 (ANGEL OAK MORTGAGE TRUST LLC) Long ABS-other US $34K 36K 0.01
AOMT 2020-6 A1 (ANGEL OAK MORTGAGE TRUST) Long ABS-other US $33K 37K 0.01
AOMT 2020-R1 A1 (ANGEL OAK MORTGAGE TRUST) Long ABS-other US $69K 75K 0.01
AOMT 2021-1 A1 (ANGEL OAK MORTGAGE TRUST) Long ABS-other US $106K 126K 0.02
AOMT 2021-2 A1 (ANGEL OAK MORTGAGE TRUST) Long ABS-other US $204K 246K 0.04
AOMT 2021-4 A1 (ANGEL OAK MORTGAGE TRUST) Long ABS-other US $159K 195K 0.03
AOMT 2021-5 A1 (ANGEL OAK MORTGAGE TRUST) Long ABS-other US $250K 297K 0.05
AOMT 2021-6 A1 (ANGEL OAK MORTGAGE TRUST 2021-6) Long ABS-other US $130K 162K 0.03
AOMT 2021-8 A1 (ANGEL OAK MORTGAGE TRUST 2021-8) Long ABS-other US $190K 221K 0.04
AOMT 2022-1 A1 (ANGEL OAK MORTGAGE TRUST 2022-1) Long ABS-other US $595K 659K 0.12
AON 2.8 05/15/30 (Aon Corp.) Long Debt US $70K 80K 0.01
AON 5.35 02/28/33 (Aon Corp/ Aon Global Holdings PLC) Long Debt US $79K 80K 0.02
AON 5.45 03/01/34 (Aon North America Inc.) Long Debt US $269K 270K 0.05
APID 2013-15A A1RR (Apidos CLO XV) Long ABS-collateralized bond/debt obligation KY $689K 688K 0.14
ARIFL 2023-A A2 (ARI FLEET LEASE TRUST 2023-A) Long ABS-other US $230K 230K 0.05
ARRW 2019-2 A1 (ARROYO MORTGAGE TRUST) Long ABS-other US $50K 52K 0.01
ARRW 2019-3 A1 (Arroyo Mortgage Trust 2019-3) Long ABS-other US $46K 50K 0.01
ARZ 2024-BILT A (ARZ TRUST 2024-BILT) Long ABS-other US $181K 180K 0.04
ATH 2.646 10/04/31 144A (Athene Global Funding) Long Debt US $230K 280K 0.05
ATH 5.875 01/15/34 (Athene Holding Ltd) Long Debt US $331K 335K 0.07
ATO 5.9 11/15/33 (Atmos Energy Corp.) Long Debt US $235K 225K 0.05
AUSTRALIA NEW ZEALAND BANK Long Derivative-foreign exchange $184K – 0.04
AVGO 2.6 02/15/33 144A (Broadcom Inc) Long Debt US $523K 645K 0.11
AVGO 3.137 11/15/35 144A (Broadcom Inc) Long Debt US $271K 339K 0.05
AVGO 3.419 04/15/33 144A (Broadcom Inc) Long Debt US $319K 370K 0.06
AVGO 3.469 04/15/34 144A (Broadcom Inc) Long Debt US $128K 150K 0.03
AVGO 4.11 09/15/28 (Broadcom Inc) Long Debt US $12K 12K 0.00
AVGO 4.15 04/15/32 144A (Broadcom Inc) Long Debt US $177K 192K 0.04
AVOL 2.875 02/15/25 144A (Avolon Holdings Funding Ltd.) Long Debt KY $1M 1M 0.24
AWK 3.75 09/01/28 (American Water Capital Corp) Long Debt US $119K 125K 0.02
AXIS 2024-1A B (AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC) Long ABS-other US $100K 100K 0.02
AXP V6.338 10/30/26 (American Express Company) Long Debt US $146K 145K 0.03
AZO 5.4 07/15/34 (Autozone, Inc.) Long Debt US $153K 155K 0.03
AZO 6.55 11/01/33 (Autozone, Inc.) Long Debt US $215K 200K 0.04
B 0 07/02/24 (United States Treasury Bills) Long Debt US $2M 2M 0.49
B 0 07/11/24 (United States Treasury Bills) Long Debt US $3M 3M 0.63
B 0 08/20/24 (United States Treasury Bills) Long Debt US $5M 5M 0.99
B 0 08/29/24 (United States Treasury Bills) Long Debt US $2M 2M 0.36
BA 2.7 02/01/27 (The Boeing Company) Long Debt US $28K 30K 0.01
BA 3.45 11/01/28 (The Boeing Company) Long Debt US $926K 1M 0.19
BA 3.75 02/01/50 (The Boeing Company) Long Debt US $10K 15K 0.00
BA 5.15 05/01/30 (The Boeing Company) Long Debt US $86K 90K 0.02
BA 5.805 05/01/50 (The Boeing Company) Long Debt US $180K 200K 0.04
BA 5.93 05/01/60 (The Boeing Company) Long Debt US $112K 125K 0.02
BA 6.298 05/01/29 144A (The Boeing Company) Long Debt US $91K 90K 0.02
BA 6.388 05/01/31 144A (The Boeing Company) Long Debt US $81K 80K 0.02
BA 6.858 05/01/54 144A (The Boeing Company) Long Debt US $190K 185K 0.04
BAAT 2023-2A A2 (BANK OF AMERICA AUTO TRUST 2023-2) Long ABS-other US $400K 400K 0.08
BABSN 2024-1A B (BARINGS CLO LTD 2024-I) Long ABS-collateralized bond/debt obligation KY $364K 360K 0.07
BAC 3.875 08/01/25 MTN (Bank of America Corp.) Long Debt US $704K 715K 0.14
BAC 4.183 11/25/27 L (Bank of America Corp.) Long Debt US $965K 1M 0.19
BAC 6.11 01/29/37 (Bank of America Corp.) Long Debt US $307K 295K 0.06
BAC V1.898 07/23/31 MTN (Bank of America Corp.) Long Debt US $181K 220K 0.04
BAC V1.922 10/24/31 MTN (Bank of America Corp.) Long Debt US $785K 960K 0.16
BAC V2.299 07/21/32 (Bank of America Corp.) Long Debt US $303K 370K 0.06
BAC V2.482 09/21/36 (Bank of America Corp.) Long Debt US $93K 117K 0.02
BAC V2.592 04/29/31 (Bank of America Corp.) Long Debt US $618K 715K 0.12
BAC V2.687 04/22/32 (Bank of America Corp.) Long Debt US $558K 660K 0.11
BAC V2.884 10/22/30 MTN (Bank of America Corp.) Long Debt US $227K 255K 0.05
BAC V3.311 04/22/42 (Bank of America Corp.) Long Debt US $282K 375K 0.06
BAC V4.571 04/27/33 (Bank of America Corp.) Long Debt US $740K 785K 0.15
BAC V5.015 07/22/33 MTN (Bank of America Corp.) Long Debt US $153K 157K 0.03
BAC V5.08 01/20/27 (Bank of America Corp.) Long Debt US $30K 30K 0.01
BAC V5.202 04/25/29 (Bank of America Corp.) Long Debt US $664K 665K 0.13
BAC V5.468 01/23/35 (Bank of America Corp.) Long Debt US $110K 110K 0.02
BAC V5.933 09/15/27 (Bank of America Corp.) Long Debt US $147K 145K 0.03
BACR V2.852 05/07/26 (Barclays PLC) Long Debt GB $756K 775K 0.15
BACR V5.69 03/12/30 (Barclays PLC) Long Debt GB $356K 355K 0.07
BACR V6.49 09/13/29 (Barclays PLC) Long Debt GB $207K 200K 0.04
BACR V7.385 11/02/28 (Barclays PLC) Long Debt GB $211K 200K 0.04
BALN 5.125 03/26/29 144A (BAE Systems PLC) Long Debt GB $199K 200K 0.04
BANK 2017-BNK8 A4 (Bank 2017 Bnk8) Long ABS-other US $322K 350K 0.06
BANK 2019-BN16 XA (Bank 2019-Bnk16) Long ABS-other US $80K 2M 0.02
BANK 2019-BN17 A4 (Bank 2019-BN17 C) Long ABS-other US $589K 632K 0.12
BANK 2019-BN18 XA (BANK 2019-BNK18) Long ABS-other US $34K 974K 0.01
BANK 2019-BN20 XA (BANK 2019-BNK20) Long ABS-other US $39K 1M 0.01
BANK 2019-BN22 XA (BANK 2019-BNK22) Long ABS-other US $47K 2M 0.01
BANK 2019-BN23 XA (BANK 2019-BNK23) Long ABS-other US $88K 3M 0.02
BANK 2019-BN24 XA (Bank 2017-Bnk4) Long ABS-other US $29K 979K 0.01
BANK 2020-BN26 XA (BANK 2020-BNK26) Long ABS-other US $52K 1M 0.01
BANK 2020-BN28 XA (BANK 2020-BNK28) Long ABS-other US $196K 2M 0.04
BANK 2020-BN29 XA (BANK 2020-BNK29) Long ABS-other US $179K 3M 0.04
BANK 2021-BN32 A5 (BANK 2021-BNK32) Long ABS-other US $1M 2M 0.26
BANK 2023-BNK45 ASB Long ABS-other US $505K 500K 0.10
BANK 2023-BNK45 XA Long ABS-other US $60K 994K 0.01
BANK 2024-BNK47 A5 Long ABS-other US $603K 585K 0.12
BANK OF AMERICA Long Derivative-interest rate $6K – 0.00
BANK OF AMERICA Long Derivative-interest rate $-899.98 – -0.00
BANK OF AMERICA Long Derivative-interest rate $-2K – -0.00
BANK5 2024-5YR7 A3 Long ABS-other US $482K 475K 0.10
BARCLAYS BANK INTL Long Derivative-interest rate $46K – 0.01
BARCLAYS BANK INTL Long Derivative-interest rate $21K – 0.00
BARCLAYS BANK INTL Long Derivative-interest rate $2K – 0.00
BARCLAYS BANK INTL Long Derivative-interest rate $-31.2 – -0.00
BARCLAYS BANK INTL Long Derivative-interest rate $-5K – -0.00
BARCLAYS BANK INTL Long Derivative-interest rate $-34K – -0.01
BARCLAYS BANK INTL Long Derivative-interest rate $-40K – -0.01
BATLN 2024-25A B (BATTALION CLO XXV LTD) Long ABS-collateralized bond/debt obligation KY $458K 455K 0.09
BATSLN 4.54 08/15/47 (B.A.T. Capital Corporation) Long Debt US $11K 14K 0.00
BATSLN 5.834 02/20/31 (B.A.T. Capital Corporation) Long Debt US $127K 125K 0.03
BATSLN 6 02/20/34 (B.A.T. Capital Corporation) Long Debt US $434K 429K 0.09
BBCMS 2020-C6 A4 (Bbcms Mortgage Trust) Long ABS-other US $1M 2M 0.26
BBCMS 2022-C15 A5 (BBCMS MORTGAGE TRUST 2022-C15) Long ABS-other US $94K 105K 0.02
BBCMS 2024-C24 A5 (BBCMS MORTGAGE TRUST 2024-C24) Long ABS-other US $327K 325K 0.07
BBCMS 2024-C24 XA (BBCMS MORTGAGE TRUST 2024-C24) Long ABS-other US $118K 1M 0.02
BBCMS 2024-C26 A5 (BBCMS MORTGAGE TRUST 2024-C26) Long ABS-other US $411K 395K 0.08
BBCMS 2024-C26 B (BBCMS MORTGAGE TRUST 2024-C26) Long ABS-other US $480K 475K 0.10
BCC 2020-1A A1R (BAIN CAPITAL CREDIT CLO 2020-1, LIMITED) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.21
BDX 4.669 06/06/47 (Becton, Dickinson and Company) Long Debt US $87K 100K 0.02
BELL 2021-1A A23 (Taco Bell Funding Llc) Long ABS-other US $358K 437K 0.07
BERMUD 2.375 08/20/30 REGS (Bermuda (Government of)) Long Debt BM $168K 200K 0.03
BERMUD 5 07/15/32 144A (Bermuda (Government of)) Long Debt BM $193K 200K 0.04
BERMUD 5 07/15/32 REGS (Bermuda (Government of)) Long Debt BM $193K 200K 0.04
BHG 2021-B A (BHG SECURITIZATION TRUST 2021-B) Long ABS-other US $20K 21K 0.00
BHLD 2020-1 A1 (BUNKER HILL LOAN DEPOSITARY TRUST) Long ABS-other US $54K 56K 0.01
BHP 4.9 02/28/33 (BHP Billiton Finance (USA) Ltd.) Long Debt AU $137K 140K 0.03
BHP 5.25 09/08/33 (BHP Billiton Finance (USA) Ltd.) Long Debt AU $185K 185K 0.04
BINOM 2021-INV1 A1 (BINOM SECURITIZATION TRUST 2021-INV1) Long ABS-other US $129K 149K 0.03
BK V4.596 07/26/30 (The Bank of New York Mellon Corp.) Long Debt US $39K 40K 0.01
BK V4.975 03/14/30 MTN (The Bank of New York Mellon Corp.) Long Debt US $104K 105K 0.02
BK V5.188 03/14/35 MTN (The Bank of New York Mellon Corp.) Long Debt US $138K 140K 0.03
BK V6.317 10/25/29 MTN (The Bank of New York Mellon Corp.) Long Debt US $256K 245K 0.05
BLP 2024-IND2 A (BLP COMMERCIAL MORTGAGE TRUST 2024-IND2) Long ABS-other US $471K 475K 0.09
BLUEM 2019-24A AR (BLUEMOUNTAIN CLO XXIV LTD) Long ABS-collateralized bond/debt obligation KY $410K 410K 0.08
BLUEM 2021-33A A (BLUEMOUNTAIN CLO XXXIII LTD) Long ABS-collateralized bond/debt obligation KY $502K 500K 0.10
BMARK 2018-B1 A5 (Benchmark Mortgage Trust) Long ABS-other US $375K 400K 0.08
BMARK 2019-B10 XA (Benchmark 2019-B10 Mtg Tr) Long ABS-other US $94K 2M 0.02
BMARK 2019-B11 A2 (Benchmark Mortgage Trust) Long ABS-other US $161K 161K 0.03
BMARK 2019-B11 A5 (Benchmark Mortgage Trust) Long ABS-other US $412K 456K 0.08
BMARK 2019-B12 A5 (BENCHMARK MORTGAGE TRUST) Long ABS-other US $1M 1M 0.27
BMARK 2019-B12 XA (BENCHMARK MORTGAGE TRUST) Long ABS-other US $30K 952K 0.01
BMARK 2019-B9 A5 (BENCHMARK MORTGAGE TRUST) Long ABS-other US $511K 550K 0.10
BMARK 2020-B18 XA (BENCHMARK MORTGAGE TRUST) Long ABS-other US $36K 610K 0.01
BMARK 2020-B22 XA (BENCHMARK MORTGAGE TRUST) Long ABS-other US $82K 1M 0.02
BMARK 2023-B39 XA (BENCHMARK 2023-B39 MORTGAGE TRUST) Long ABS-other US $93K 2M 0.02
BMARK 2023-B40 XA (BENCHMARK 2023-B40 MORTGAGE TRUST) Long ABS-other US $64K 970K 0.01
BMO 5.511 06/04/31 (Bank of Montreal) Long Debt CA $162K 160K 0.03
BMY 2.95 03/15/32 (Bristol-Myers Squibb Company) Long Debt US $130K 150K 0.03
BMY 5.2 02/22/34 (Bristol-Myers Squibb Company) Long Debt US $443K 444K 0.09
BMY 5.55 02/22/54 (Bristol-Myers Squibb Company) Long Debt US $108K 110K 0.02
BMY 6.25 11/15/53 (Bristol-Myers Squibb Company) Long Debt US $209K 195K 0.04
BNP PARIBAS Long Derivative-interest rate $213K – 0.04
BNP PARIBAS Long Derivative-interest rate $144K – 0.03
BNP PARIBAS Long Derivative-interest rate $32K – 0.01
BNP PARIBAS Long Derivative-interest rate $27K – 0.01
BNP PARIBAS Long Derivative-interest rate $9K – 0.00
BNP PARIBAS Long Derivative-interest rate $-4K – -0.00
BNP PARIBAS Long Derivative-interest rate $-5K – -0.00
BNP PARIBAS Long Derivative-interest rate $-11K – -0.00
BNP PARIBAS Long Derivative-interest rate $-18K – -0.00
BNP PARIBAS Long Derivative-interest rate $-19K – -0.00
BNP PARIBAS Long Derivative-interest rate $-22K – -0.00
BNP PARIBAS Long Derivative-interest rate $-59K – -0.01
BNP PARIBAS Long Derivative-interest rate $-97K – -0.02
BNP V2.219 06/09/26 144A (BNP Paribas SA) Long Debt FR $1M 1M 0.24
BNP V5.894 12/05/34 144A (BNP Paribas SA) Long Debt FR $297K 290K 0.06
BNSF 4.05 06/15/48 (Burlington Northern Santa Fe LLC) Long Debt US $161K 200K 0.03
BPCEGP V2.045 10/19/27 144A (BPCE SA) Long Debt FR $239K 260K 0.05
BPCEGP V3.116 10/19/32 144A (BPCE SA) Long Debt FR $346K 425K 0.07
BPCEGP V6.508 01/18/35 144A (BPCE SA) Long Debt FR $501K 500K 0.10
BPCEGP V6.714 10/19/29 144A (BPCE SA) Long Debt FR $259K 250K 0.05
BPLN 1.749 08/10/30 (BP Capital Markets America, Inc.) Long Debt US $95K 115K 0.02
BPLN 3.379 02/08/61 (BP Capital Markets America, Inc.) Long Debt US $102K 155K 0.02
BPLN 4.812 02/13/33 (BP Capital Markets America, Inc.) Long Debt US $170K 175K 0.03
BPLN 4.893 09/11/33 (BP Capital Markets America, Inc.) Long Debt US $92K 95K 0.02
BPLN 5.227 11/17/34 (BP Capital Markets America, Inc.) Long Debt US $119K 120K 0.02
BRAVO 2021-NQM2 A1 (Bravo Residential Funding Trust 2021-NMQ2) Long ABS-other US $56K 59K 0.01
BRAVO 2024-NQM1 A1 (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1) Long ABS-other US $689K 690K 0.14
BRITEL 9.625 12/15/30 (British Telecommunications PLC) Long Debt GB $513K 420K 0.10
BRKHEC 2.6 05/01/26 (Sierra Pacific Power Company) Long Debt US $95K 100K 0.02
BRKHEC 3.7 07/15/30 (Berkshire Hathaway Energy Company) Long Debt US $325K 350K 0.07
BRKHEC 5.8 01/15/55 (PacifiCorp.) Long Debt US $387K 400K 0.08
BSP 2023-31A B1 (BENEFIT STREET PARTNERS CLO XXXI LTD) Long ABS-collateralized bond/debt obligation US $277K 275K 0.06
BX 2021-ARIA A (BX TRUST) Long ABS-other US $543K 550K 0.11
BX 2024-BIO A (BX TRUST 2024-BIO) Long ABS-other US $772K 775K 0.16
BX 2024-PAT A (BX TRUST 2024-PAT) Long ABS-other US $300K 300K 0.06
BX 2024-XL4 A (BX COMMERCIAL MORTGAGE TRUST 2024-XL4) Long ABS-other US $294K 295K 0.06
BX 2024-XL5 A (BX COMMERCIAL MORTGAGE TRUST 2024-XL5) Long ABS-other US $429K 432K 0.09
C 3.7 01/12/26 (Citigroup Inc.) Long Debt US $419K 430K 0.08
C V2.572 06/03/31 (Citigroup Inc.) Long Debt US $283K 330K 0.06
C V3.057 01/25/33 (Citigroup Inc.) Long Debt US $446K 525K 0.09
C V3.887 01/10/28 (Citigroup Inc.) Long Debt US $676K 700K 0.14
C V4.91 05/24/33 (Citigroup Inc.) Long Debt US $346K 360K 0.07
C V5.174 02/13/30 (Citigroup Inc.) Long Debt US $94K 95K 0.02
CA CAS 7.3 10/01/2039 (CALIFORNIA ST) Long Debt US $97K 85K 0.02
CA CAS 7.55 04/01/2039 (CALIFORNIA ST) Long Debt US $155K 130K 0.03
CA CAS 7.62 03/01/2040 (CALIFORNIA ST) Long Debt US $18K 15K 0.00
CA RIV 2.96 02/15/2027 (RIVERSIDE CNTY CALIF) Long Debt US $397K 420K 0.08
CA RIV 3.07 02/15/2028 (RIVERSIDE CNTY CALIF) Long Debt US $393K 420K 0.08
CA UNVHGR 6.55 05/15/2048 (UNIV CALIF REGTS MED CTR) Long Debt US $88K 80K 0.02
CAALT 2021-3A A (CREDIT ACCEPTANCE AUTO LOAN TRUST) Long ABS-other US $6K 6K 0.00
CAALT 2024-1A A (CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1) Long ABS-other US $216K 215K 0.04
CAALT 2024-2A B (CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2) Long ABS-other US $427K 425K 0.09
CAG 4.85 11/01/28 (Conagra Brands Inc) Long Debt US $299K 304K 0.06
CAG 5.3 10/01/26 (Conagra Brands Inc) Long Debt US $225K 225K 0.05
CAMB 2019-LIFE C (CAMB Commercial Mortgage Trust 2019-LIFE) Long ABS-other US $100K 100K 0.02
CARGIL 2.125 11/10/31 144A (Cargill Inc.) Long Debt US $164K 200K 0.03
CARGIL 4 06/22/32 144A (Cargill Inc.) Long Debt US $83K 90K 0.02
CARGIL 4.75 04/24/33 144A (Cargill Inc.) Long Debt US $112K 115K 0.02
CARR 5.9 03/15/34 (Carrier Global Corporation) Long Debt US $913K 875K 0.18
CAS 2021-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST) Long ABS-other US $127K 127K 0.03
CAS 2021-R03 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) Long ABS-other US $122K 121K 0.02
CAS 2023-R03 2M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R03) Long ABS-other US $118K 110K 0.02
CAS 2023-R06 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) Long ABS-other US $84K 80K 0.02
CAS 2023-R08 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R08) Long ABS-other US $222K 215K 0.04
CAS 2024-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R01) Long ABS-other US $177K 175K 0.04
CAS 2024-R02 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) Long ABS-other US $663K 657K 0.13
CAS 2024-R03 2M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) Long ABS-other US $201K 200K 0.04
CATMED 2.76 10/01/24 (CommonSpirit Health) Long Debt US $15K 15K 0.00
CATMED 5.205 12/01/31 (CommonSpirit Health) Long Debt US $163K 165K 0.03
CATMED 6.461 11/01/52 (CommonSpirit Health) Long Debt US $486K 440K 0.10
CCCIT 2023-A1 A1 (Citibank Credit Card Issuance Trust) Long ABS-other US $500K 500K 0.10
CCI 3.1 11/15/29 (Crown Castle Inc.) Long Debt US $141K 158K 0.03
CCI 4.8 09/01/28 (Crown Castle Inc.) Long Debt US $299K 305K 0.06
CCI 5.6 06/01/29 (Crown Castle Inc.) Long Debt US $197K 195K 0.04
CD 2017-CD3 AAB (Cd Mtg Tr 2017-Cd3) Long ABS-other US $147K 152K 0.03
CDW 2.67 12/01/26 (CDW LLC / CDW Finance Corp) Long Debt US $84K 90K 0.02
CE 6.165 07/15/27 (Celanese US Holdings Llc) Long Debt US $279K 275K 0.06
CE 6.55 11/15/30 (Celanese US Holdings Llc) Long Debt US $157K 150K 0.03
CEDF 2018-9A A1 (Cedar Funding IX CLO) Long ABS-collateralized bond/debt obligation KY $331K 330K 0.07
CEFI 2024-1A A (COMMERCIAL EQUIPMENT FINANANCE 2024-1 LLC) Long ABS-other US $255K 255K 0.05
CFCRE 2016-C3 A3 (CFCRE Commercial Mortgage Trust) Long ABS-other US $241K 248K 0.05
CFG V5.841 01/23/30 (Citizens Financial Group Inc) Long Debt US $174K 175K 0.04
CFG V6.645 04/25/35 (Citizens Financial Group Inc) Long Debt US $93K 90K 0.02
CFII 2023-1A A1 (Chesapeake Funding II Llc) Long ABS-other US $224K 224K 0.05
CGCMT 2015-GC33 A4 (Citigroup Commercial Mortgage Trust) Long ABS-other US $390K 403K 0.08
CGMS 2021-2A A1 (CARLYLE US CLO 2021-2 LTD) Long ABS-collateralized bond/debt obligation KY $285K 285K 0.06
CGMS 2024-2A A (CARLYLE US CLO 2024-2 LTD) Long ABS-collateralized bond/debt obligation KY $251K 250K 0.05
CGMS 2024-2A B (CARLYLE US CLO 2024-2 LTD) Long ABS-collateralized bond/debt obligation KY $701K 700K 0.14
CHAUNI 2.067 04/01/31 2021 (Chapman University) Long Debt US $162K 200K 0.03
CHENIERE ENERGY PARTNERS LPCOMPANY GUARNT (Cheniere Energy Partners L P) Long Debt US $137K 135K 0.03
CHH 5.85 08/01/34 (Choice Hotels International, Inc.) Long Debt US $190K 193K 0.04
CHILE 4.95 01/05/36 (Chile (Republic of)) Long Debt CL $192K 200K 0.04
CHTR 3.5 03/01/42 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $23K 35K 0.00
CHTR 3.7 04/01/51 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $49K 80K 0.01
CHTR 3.75 02/15/28 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $2M 2M 0.32
CHTR 3.85 04/01/61 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $239K 410K 0.05
CHTR 3.9 06/01/52 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $147K 235K 0.03
CHTR 4.4 12/01/61 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $55K 85K 0.01
CHTR 4.908 07/23/25 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $35K 35K 0.01
CHTR 6.55 06/01/34 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) Long Debt US $505K 505K 0.10
CI 1.25 03/15/26 (The Cigna Group) Long Debt US $336K 360K 0.07
CI 4.8 08/15/38 (The Cigna Group) Long Debt US $299K 325K 0.06
CI 5 05/15/29 (The Cigna Group) Long Debt US $344K 345K 0.07
CI 5.125 05/15/31 (The Cigna Group) Long Debt US $149K 150K 0.03
CIFC 2018-2A A1 (CIFC Funding 2018) Long ABS-collateralized bond/debt obligation KY $371K 371K 0.07
CIFC 2019-FAL A (EAST WEST INVESTMENT MANAGEMENT CLO 2019-1 LTD) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.26
CITADEL SECURITIES Long Derivative-interest rate $3K – 0.00
CKHH 4.75 04/21/28 144A (CK Hutchison International 2023 Ltd.) Long Debt KY $197K 200K 0.04
CMCSA 2.8 01/15/51 (Comcast Corporation) Long Debt US $65K 105K 0.01
CMCSA 2.887 11/01/51 (Comcast Corporation) Long Debt US $125K 200K 0.03
CMCSA 2.937 11/01/56 (Comcast Corporation) Long Debt US $133K 221K 0.03
CMCSA 3.3 02/01/27 (Comcast Corporation) Long Debt US $1M 1M 0.25
CMCSA 3.4 07/15/46 (Comcast Corporation) Long Debt US $40K 55K 0.01
CMCSA 5.3 06/01/34 (Comcast Corporation) Long Debt US $419K 418K 0.08
CMCSA 5.65 06/01/54 (Comcast Corporation) Long Debt US $85K 85K 0.02
CMHAT 2021-MH1 A1 (CASCADE MH ASSET TRUST) Long ABS-other US $73K 85K 0.01
CMLTI 2018-RP1 A1 (Citigroup Mortgage Loan Trust) Long ABS-other US $18K 18K 0.00
CNC 4.25 12/15/27 (Centene Corporation) Long Debt US $100K 105K 0.02
CNH 2023-A A4 (CNH EQUIPMENT TRUST 2023-A) Long ABS-other US $79K 80K 0.02
CNL 3.375 09/15/29 (Cleco Corporate Holdings LLC) Long Debt US $70K 80K 0.01
CNP 5.4 06/01/29 (Centerpoint Energy Inc) Long Debt US $211K 210K 0.04
COF V3.273 03/01/30 (Capital One Financial Corp.) Long Debt US $126K 140K 0.03
COF V5.247 07/26/30 (Capital One Financial Corp.) Long Debt US $138K 140K 0.03
COF V5.468 02/01/29 (Capital One Financial Corp.) Long Debt US $40K 40K 0.01
COF V6.312 06/08/29 (Capital One Financial Corp.) Long Debt US $200K 195K 0.04
COF V7.624 10/30/31 . (Capital One Financial Corp.) Long Debt US $165K 150K 0.03
COKE 5.45 06/01/34 (Coca-Cola Consolidated Inc) Long Debt US $171K 169K 0.03
COLT 2020-2R A1 (COLT 2020-2R MORTGAGE LOAN TRUST) Long ABS-other US $81K 91K 0.02
COLT 2021-2 A1 (COLT 2021-2 MORTGAGE LOAN TRUST) Long ABS-other US $435K 538K 0.09
COLT 2021-3 A1 (COLT MORTGAGE LOAN TRUST) Long ABS-other US $304K 379K 0.06
COLT 2021-HX1 A1 (COLT 2021-HX1 MORTGAGE LOAN TRUST) Long ABS-other US $395K 478K 0.08
COLT 2022-4 A1 (COLT 2022-4 MORTGAGE LOAN TRUST) Long ABS-other US $78K 80K 0.02
COMCAST CORPCOMPANY GUARNT (Comcast Corporation) Long Debt US $180K 185K 0.04
COMET 2022-A3 A (Capital One Multi Asset Execution Trust) Long ABS-other US $398K 400K 0.08
COMM 2020-CX A (COMM MORTGAGE TRUST) Long ABS-other US $121K 150K 0.02
COMM 2022-HC A (COMM 2022-HC MORTGAGE TRUST) Long ABS-other US $91K 100K 0.02
COMM 2022-HC C (COMM 2022-HC MORTGAGE TRUST) Long ABS-other US $106K 120K 0.02
COMMON STOCK (SUPERIOR ENERGY SERVICES LLC) Long Equity-common US $24K 761 0.00
COMMONWEALTH BANK OF AUSTRALIA Long Derivative-interest rate $13K – 0.00
COMMONWEALTH BANK OF AUSTRALIA Long Derivative-interest rate $-13K – -0.00
COP 3.8 03/15/52 (ConocoPhillips Co.) Long Debt US $69K 93K 0.01
COP 4.025 03/15/62 (ConocoPhillips Co.) Long Debt US $86K 115K 0.02
COP 5.05 09/15/33 (ConocoPhillips Co.) Long Debt US $129K 130K 0.03
COP 5.3 05/15/53 (ConocoPhillips Co.) Long Debt US $47K 50K 0.01
COP 5.55 03/15/54 (ConocoPhillips Co.) Long Debt US $30K 30K 0.01
COP 5.7 09/15/63 (ConocoPhillips Co.) Long Debt US $129K 130K 0.03
COR 3.45 12/15/27 (Cencora Inc) Long Debt US $166K 175K 0.03
COXENT 2.6 06/15/31 144A (Cox Communications, Inc.) Long Debt US $136K 165K 0.03
COXENT 3.15 08/15/24 144A (Cox Communications, Inc.) Long Debt US $19K 19K 0.00
CP 2.05 03/05/30 (Canadian Pacific Railway Company) Long Debt CA $341K 400K 0.07
CPB 5.4 03/21/34 (Campbell Soup Company) Long Debt US $508K 511K 0.10
CPGX 5.681 01/15/34 144A (Columbia Pipelines Holding Co. LLC) Long Debt US $192K 195K 0.04
CPGX 5.927 08/15/30 144A (Columbia Pipelines Operating Co. LLC) Long Debt US $281K 275K 0.06
CPGX 6.036 11/15/33 144A (Columbia Pipelines Operating Co. LLC) Long Debt US $485K 475K 0.10
CPGX 6.042 08/15/28 144A (Columbia Pipelines Holding Co. LLC) Long Debt US $87K 85K 0.02
CPGX 6.544 11/15/53 144A (Columbia Pipelines Operating Co. LLC) Long Debt US $84K 80K 0.02
CPS 2023-B A (CPS AUTO RECEIVABLES TRUST 2023-B) Long ABS-other US $203K 203K 0.04
CQP 4.5 10/01/29 (Cheniere Energy Partners L P) Long Debt US $86K 90K 0.02
CRBG 3.85 04/05/29 (Corebridge Financial Inc.) Long Debt US $94K 100K 0.02
CRBG 5.2 06/24/29 144A (AIG Global Funding) Long Debt US $219K 220K 0.04
CRBG 5.75 01/15/34 (Corebridge Financial Inc.) Long Debt US $221K 220K 0.04
CREDIT AGRICOLE Long Derivative-interest rate $5K – 0.00
CREDIT AGRICOLE Long Derivative-interest rate $2K – 0.00
CSAIL 2016-C6 ASB (Csail 2016-C6 Commercial Mortg) Long ABS-other US $98K 101K 0.02
CSCO 4.95 02/26/31 (Cisco Systems, Inc.) Long Debt US $145K 145K 0.03
CSCO 5.35 02/26/64 (Cisco Systems, Inc.) Long Debt US $92K 95K 0.02
CSLAU 3.85 04/27/27 144A (CSL Finance PLC) Long Debt GB $48K 50K 0.01
CSLAU 4.05 04/27/29 144A (CSL Finance PLC) Long Debt GB $67K 70K 0.01
CSLAU 4.25 04/27/32 144A (CSL Finance PLC) Long Debt GB $99K 105K 0.02
CSMC 2017-FHA1 A1 (Csmc Trust 2017) Long ABS-other US $26K 29K 0.01
CSMC 2018-RPL9 A (CSMC TRUST) Long ABS-other US $107K 114K 0.02
CSMC 2020-NET A Long ABS-other US $83K 88K 0.02
CSMC 2020-NQM1 A1 Long ABS-other US $116K 127K 0.02
CSMC 2020-RPL4 A1 Long ABS-other US $234K 268K 0.05
CSMC 2021-NQM2 A1 (CSMC 2021-NQM2 TRUST) Long ABS-other US $214K 248K 0.04
CSMC 2021-NQM5 A1 (CSMC TRUST) Long ABS-other US $149K 185K 0.03
CSMC 2021-NQM6 A1 (CSMC TRUST) Long ABS-other US $375K 455K 0.08
CSMC 2021-NQM8 A1 (CSMC 2021-NQM8 TRUST) Long ABS-other US $209K 241K 0.04
CSMC 2021-RPL4 A1 (CSMC Trust) Long ABS-other US $250K 255K 0.05
CSMC 2022-NQM1 A1 (CSMC 2022-NQM1 TRUST) Long ABS-other US $502K 572K 0.10
CSUCN 5.461 02/16/34 144A (Constellation Software Inc.) Long Debt CA $279K 279K 0.06
CSX 3.8 03/01/28 (CSX Corporation) Long Debt US $385K 400K 0.08
CT CTSGEN 5.46 11/01/2030 (CONNECTICUT ST) Long Debt US $296K 295K 0.06
CVECN 2.65 01/15/32 (Cenovus Energy Inc) Long Debt CA $25K 30K 0.00
CVS 2.7 08/21/40 (CVS Health Corp) Long Debt US $83K 125K 0.02
CVS 4.125 04/01/40 (CVS Health Corp) Long Debt US $230K 285K 0.05
CVS 4.78 03/25/38 (CVS Health Corp) Long Debt US $522K 585K 0.11
CVS 5.05 03/25/48 (CVS Health Corp) Long Debt US $99K 115K 0.02
D 3.071 08/15/24 (Dominion Energy Inc) Long Debt US $194K 195K 0.04
D 3.375 04/01/30 C (Dominion Energy Inc) Long Debt US $209K 231K 0.04
D 5 01/15/34 (Virginia Electric and Power Company) Long Debt US $262K 270K 0.05
D 5 04/01/33 (Virginia Electric and Power Company) Long Debt US $253K 260K 0.05
D 5.35 01/15/54 (Virginia Electric and Power Company) Long Debt US $42K 45K 0.01
D 5.375 11/15/32 (Dominion Energy Inc) Long Debt US $267K 269K 0.05
D 6.3 03/15/33 E (Dominion Energy Inc) Long Debt US $10K 10K 0.00
DANBNK V5.705 03/01/30 144A (Danske Bank A/S) Long Debt DK $201K 200K 0.04
DB 5.414 05/10/29 (Deutsche Bank AG New York Branch) Long Debt DE $150K 150K 0.03
DB V6.819 11/20/29 (Deutsche Bank AG New York Branch) Long Debt DE $156K 150K 0.03
DBGS 2018-C1 XA (DBGS MORTGAGE TRUST) Long ABS-other US $76K 11M 0.02
DBJPM 2020-C9 XA Long ABS-other US $24K 479K 0.00
DC 2024-HLTN A (DC TRUST 2024-HLTN) Long ABS-other US $385K 390K 0.08
DC DISREV 3.43 04/01/2042 (DISTRICT COLUMBIA) Long Debt US $161K 200K 0.03
DCENT 2023-A1 A (Discover Card Execution Note Trust) Long ABS-other US $492K 500K 0.10
DELL 8.1 07/15/36 (Dell International L.L.C. and EMC Corporation) Long Debt US $306K 257K 0.06
DEUTSCHE BANK Long Derivative-interest rate $90K – 0.02
DEUTSCHE BANK Long Derivative-interest rate $7K – 0.00
DEUTSCHE BANK Long Derivative-interest rate $-50K – -0.01
DFS V7.964 11/02/34 (Discover Financial Services) Long Debt US $67K 60K 0.01
DLLAA 2023-1A A3 (DLLAA 2023-1 LLC) Long ABS-other US $141K 140K 0.03
DNKN 2021-1A A23 (DB Master Finance LLC) Long ABS-other US $430K 520K 0.09
DPABS 2017-1A A23 (Dominos Pizza Inc.) Long ABS-other US $585K 611K 0.12
DPABS 2018-1A A2I (Dominos Pizza Inc.) Long ABS-other US $180K 185K 0.04
DPABS 2019-1A A2 (Dominos Pizza Inc.) Long ABS-other US $92K 101K 0.02
DPABS 2021-1A A2I (Dominos Pizza Inc.) Long ABS-other US $457K 515K 0.09
DREYFUS INSTL PREFER GOVT-IS #6546 (DREY INST PREF GOV MM-M) Long Short-term investment vehicle US $7M – 1.32
DROCK 2023-1 A (Barclays Dryrock Issuance Trust) Long ABS-other US $1M 1M 0.22
DROCK 2023-2 A (Barclays Dryrock Issuance Trust) Long ABS-other US $553K 550K 0.11
DTAOT 2023-2A B (DT AUTO OWNER TRUST 2023-2) Long ABS-other US $129K 130K 0.03
DUBAEE 1.55 08/01/24 144A (DAE Funding LLC) Long Debt US $433K 435K 0.09
DUK 2.45 06/01/30 (Duke Energy Corp) Long Debt US $52K 60K 0.01
DUK 2.55 06/15/31 (Duke Energy Corp) Long Debt US $316K 377K 0.06
DUK 3.15 08/15/27 (Duke Energy Corp) Long Debt US $448K 475K 0.09
DUK 3.65 02/01/29 (Duke Energy Ohio) Long Debt US $137K 145K 0.03
DUK 5 08/15/52 (Duke Energy Corp) Long Debt US $96K 110K 0.02
DUK 5.25 04/01/33 (Duke Energy Ohio) Long Debt US $114K 115K 0.02
DUK 5.3 02/15/40 (Duke Energy Carolinas LLC) Long Debt US $322K 333K 0.06
DUK 5.45 06/15/34 (Duke Energy Corp) Long Debt US $183K 185K 0.04
DUK 5.55 03/15/54 (Duke Energy Ohio) Long Debt US $82K 85K 0.02
DUK 5.8 06/15/54 (Duke Energy Corp) Long Debt US $49K 50K 0.01
DUK 5.875 11/15/33 (Duke Energy Florida LLC) Long Debt US $151K 145K 0.03
EART 2019-4A D (EXETER AUTOMOBILE RECEIVABLES TRUST) Long ABS-other US $30K 30K 0.01
EART 2020-1A D (EXETER AUTOMOBILE RECEIVABLES TRUST) Long ABS-other US $22K 22K 0.00
EART 2023-3A B (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3) Long ABS-other US $76K 76K 0.02
ED 3.2 12/01/51 (Consolidated Edison Company of New York, Inc.) Long Debt US $96K 145K 0.02
ED 5.375 05/15/34 (Consolidated Edison Company of New York, Inc.) Long Debt US $45K 45K 0.01
ED 5.5 03/15/34 (Consolidated Edison Company of New York, Inc.) Long Debt US $76K 75K 0.02
ED 5.7 05/15/54 (Consolidated Edison Company of New York, Inc.) Long Debt US $74K 75K 0.01
EFF 2023-1 A3 (ENTERPRISE FLEET FINANCING 2023-1 LLC) Long ABS-other US $190K 190K 0.04
EFF 2024-1 A3 (ENTERPRISE FLEET FINANCING 2024-1 LLC) Long ABS-other US $90K 90K 0.02
EFMT 2020-2 A1 (ELLINGTON FINANCIAL MORTGAGE TRUST) Long ABS-other US $35K 39K 0.01
EFMT 2021-1 A1 (ELLINGTON FINANCIAL MORTGAGE TRUST) Long ABS-other US $25K 29K 0.00
EFMT 2021-2 A1 (ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2) Long ABS-other US $136K 167K 0.03
EIX 2.25 06/01/30 (Southern California Edison Company) Long Debt US $293K 345K 0.06
EIX 2.75 02/01/32 (Southern California Edison Company) Long Debt US $186K 220K 0.04
EIX 3.65 02/01/50 (Southern California Edison Company) Long Debt US $14K 20K 0.00
EIX 4 04/01/47 (Southern California Edison Company) Long Debt US $2K 2K 0.00
EIX 4.125 03/15/28 (Edison International) Long Debt US $172K 180K 0.03
EIX 4.9 06/01/26 (Southern California Edison Company) Long Debt US $69K 70K 0.01
EIX 5.15 06/01/29 (Southern California Edison Company) Long Debt US $150K 150K 0.03
EIX 5.2 06/01/34 (Southern California Edison Company) Long Debt US $356K 365K 0.07
EIX 5.25 11/15/28 (Edison International) Long Debt US $50K 50K 0.01
EIX 5.45 06/01/31 (Southern California Edison Company) Long Debt US $60K 60K 0.01
EIX 5.75 04/15/54 (Southern California Edison Company) Long Debt US $49K 50K 0.01
EIX 5.95 11/01/32 (Southern California Edison Company) Long Debt US $67K 65K 0.01
ELM19 2022-6A BR (ELMWOOD CLO 19 LTD) Long ABS-collateralized bond/debt obligation KY $376K 370K 0.08
ELM23 2023-2A B (ELMWOOD CLO 23 LTD) Long ABS-collateralized bond/debt obligation KY $256K 255K 0.05
ELV 5.375 06/15/34 (Elevance Health Inc.) Long Debt US $246K 245K 0.05
ENBCN 2.5 08/01/33 (Enbridge Inc.) Long Debt CA $95K 120K 0.02
ENBCN 5.3 04/05/29 (Enbridge Inc.) Long Debt CA $80K 80K 0.02
ENBCN 5.625 04/05/34 (Enbridge Inc.) Long Debt CA $250K 250K 0.05
ENBCN 5.7 03/08/33 (Enbridge Inc.) Long Debt CA $567K 563K 0.11
ENBCN 6 11/15/28 (Enbridge Inc.) Long Debt CA $36K 35K 0.01
ENIIM 5.5 05/15/34 144A (Eni SpA) Long Debt IT $253K 255K 0.05
EQH 1.8 03/08/28 144A (Equitable Financial Life Global Funding) Long Debt US $66K 75K 0.01
EQH 4.35 04/20/28 (Equitable Holdings Inc) Long Debt US $164K 170K 0.03
EQNR 3.625 04/06/40 (Equinor ASA) Long Debt NO $154K 190K 0.03
ES 5.125 05/15/33 (Eversource Energy) Long Debt US $341K 355K 0.07
ES 5.4 06/01/34 (NSTAR Electric Company) Long Debt US $160K 160K 0.03
ES 5.5 01/01/34 (Eversource Energy) Long Debt US $113K 115K 0.02
ESS 3 01/15/30 (Essex Portfolio Lp) Long Debt US $533K 600K 0.11
ET 5 05/15/50 (Energy Transfer LP) Long Debt US $72K 85K 0.01
ET 5.25 07/01/29 (Energy Transfer LP) Long Debt US $80K 80K 0.02
ET 5.55 05/15/34 (Energy Transfer LP) Long Debt US $69K 70K 0.01
ET 6.4 12/01/30 (Energy Transfer LP) Long Debt US $221K 210K 0.04
ETR 2.95 09/01/26 (Entergy Corporation) Long Debt US $925K 975K 0.19
EVRG 4.2 03/15/48 (Evergy Metro Inc.) Long Debt US $91K 115K 0.02
EXC 4.05 04/15/30 (Exelon Corporation) Long Debt US $422K 450K 0.08
EXC 5.65 06/01/54 . (Baltimore Gas & Electric Company) Long Debt US $138K 140K 0.03
F 5.85 05/17/27 (Ford Motor Credit Company LLC) Long Debt US $372K 372K 0.07
FABSJV 6.15 01/25/32 (Foundry JV Holdco LLC.) Long Debt US $204K 200K 0.04
FANG 5.4 04/18/34 (Diamondback Energy Inc) Long Debt US $64K 65K 0.01
FANG 5.9 04/18/64 (Diamondback Energy Inc) Long Debt US $29K 30K 0.01
FANG 6.25 03/15/33 (Diamondback Energy Inc) Long Debt US $152K 145K 0.03
FCAT 2022-3 B (FLAGSHIP CREDIT AUTO TRUST 2022-3) Long ABS-other US $237K 240K 0.05
FCAT 2023-1 B (FLAGSHIP CREDIT AUTO TRUST 2023-1) Long ABS-other US $66K 67K 0.01
FCAT 2023-2 B (FLAGSHIP CREDIT AUTO TRUST 2023-2) Long ABS-other US $165K 167K 0.03
FE 3.9 07/15/27 B (FirstEnergy Corp.) Long Debt US $53K 55K 0.01
FE 4.15 04/15/25 144A (Pennsylvania Electric Company) Long Debt US $44K 45K 0.01
FE 5.5 01/15/33 144A (Ohio Edison Company) Long Debt US $75K 75K 0.01
FE 5.85 02/15/34 144A (Monongahela Power Company) Long Debt US $76K 75K 0.02
FFCB 2.85 03/28/34 (Federal Farm Credit Banks) Long Debt US $652K 760K 0.13
FFCB 2.9 04/12/32 (Federal Farm Credit Banks) Long Debt US $2M 2M 0.37
FG G05447 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $49K 50K 0.01
FG G08583 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $125K 129K 0.03
FGBL Sep 2024 (EUREX DEUTSCHLAND) Short Derivative-interest rate DE $-1K – -0.00
FHLB 3.375 09/10/32 (Federal Home Loan Banks) Long Debt US $513K 560K 0.10
FHLB 4.75 12/10/32 (Federal Home Loan Banks) Long Debt US $605K 600K 0.12
FHMS K-152 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) Long ABS-other US $465K 500K 0.09
FHMS K-161 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) Long ABS-other US $503K 500K 0.10
FHMS K068 A2 (Federal Home Loan Mortgage Corp.) Long ABS-other US $181K 190K 0.04
FHMS K104 X1 (Federal Home Loan Mortgage Corp.) Long ABS-other US $49K 981K 0.01
FHMS K111 X1 (Federal Home Loan Mortgage Corp.) Long ABS-other US $42K 572K 0.01
FHMS K112 X1 (Federal Home Loan Mortgage Corp.) Long ABS-other US $76K 1M 0.02
FHMS K114 X1 (Federal Home Loan Mortgage Corp.) Long ABS-other US $79K 1M 0.02
FHMS K122 X1 (Federal Home Loan Mortgage Corp.) Long ABS-other US $19K 445K 0.00
FHMS K510 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) Long ABS-other US $176K 175K 0.04
FHMS KF153 AS (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) Long ABS-other US $277K 276K 0.06
FHR 3883 PB (Federal Home Loan Mortgage Corp.) Long ABS-other US $15K 16K 0.00
FHR 4097 KA (Federal Home Loan Mortgage Corp.) Long ABS-other US $36K 37K 0.01
FHR 4142 PT (Federal Home Loan Mortgage Corp.) Long ABS-other US $30K 31K 0.01
FHR 4146 AB (Federal Home Loan Mortgage Corp.) Long ABS-other US $25K 26K 0.01
FHR 4216 KQ (Federal Home Loan Mortgage Corp.) Long ABS-other US $7K 8K 0.00
FHR 4961 JB (Federal Home Loan Mortgage Corp.) Long ABS-other US $113K 127K 0.02
FHR 5170 DP (Federal Home Loan Mortgage Corp.) Long ABS-other US $326K 386K 0.07
FIBER 2020-1A A2 (SUMMIT ISSUER LLC) Long ABS-other US $137K 145K 0.03
FITB 2.375 01/28/25 (Fifth Third Bancorp) Long Debt US $118K 120K 0.02
FKH 2022-SFR1 A (FIRSTKEY HOMES 2022-SFR1 TRUST) Long ABS-other US $138K 144K 0.03
FKH 2022-SFR2 A (FIRSTKEY HOMES 2022-SFR2 TRUST) Long ABS-other US $561K 581K 0.11
FL FLSGEN 1.26 07/01/2025 (FLORIDA ST BRD ADMIN FIN CORP) Long Debt US $379K 395K 0.08
FL FLSGEN 2.15 07/01/2030 (FLORIDA ST BRD ADMIN FIN CORP) Long Debt US $487K 575K 0.10
FN 256845 (Federal National Mortgage Association) Long ABS-mortgage backed security US $11K 11K 0.00
FN 310229 (Federal National Mortgage Association) Long ABS-mortgage backed security US $418K 454K 0.08
FN 745044 (Federal National Mortgage Association) Long ABS-mortgage backed security US $4K 5K 0.00
FN 867553 (Federal National Mortgage Association) Long ABS-mortgage backed security US $3K 3K 0.00
FN 867613 (Federal National Mortgage Association) Long ABS-mortgage backed security US $19K 19K 0.00
FN 899685 (Federal National Mortgage Association) Long ABS-mortgage backed security US $40K 39K 0.01
FN 910358 (Federal National Mortgage Association) Long ABS-mortgage backed security US $23K 23K 0.00
FN AB3744 (Federal National Mortgage Association) Long ABS-mortgage backed security US $117K 125K 0.02
FN AI6588 (Federal National Mortgage Association) Long ABS-mortgage backed security US $63K 64K 0.01
FN AS8142 (Federal National Mortgage Association) Long ABS-mortgage backed security US $299K 320K 0.06
FN AS8583 (Federal National Mortgage Association) Long ABS-mortgage backed security US $303K 335K 0.06
FN AX7549 (Federal National Mortgage Association) Long ABS-mortgage backed security US $230K 246K 0.05
FN AZ7821 (Federal National Mortgage Association) Long ABS-mortgage backed security US $133K 147K 0.03
FN BH5768 (Federal National Mortgage Association) Long ABS-mortgage backed security US $815K 849K 0.16
FN BN5279 (Federal National Mortgage Association) Long ABS-mortgage backed security US $132K 142K 0.03
FN BQ6999 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $1M 1M 0.21
FN BR6352 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $60K 72K 0.01
FN BT1318 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $940K 1M 0.19
FN BT4443 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $742K 946K 0.15
FN BU1340 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $25K 32K 0.01
FN BU8224 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $35K 45K 0.01
FN BV4692 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $1M 1M 0.22
FN BV7783 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $653K 833K 0.13
FN BV8155 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $32K 40K 0.01
FN BV9699 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $2M 3M 0.45
FN BW1796 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $278K 355K 0.06
FN CA0983 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $23K 24K 0.00
FN CA1564 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $332K 346K 0.07
FN CA3861 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $392K 435K 0.08
FN CA3967 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $279K 311K 0.06
FN CA4864 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $671K 778K 0.14
FN CA5519 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $596K 691K 0.12
FN CA6032 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $603K 724K 0.12
FN CA6412 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $178K 216K 0.04
FN CA6988 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $710K 850K 0.14
FN CB0090 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $171K 217K 0.03
FN CB1787 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $737K 940K 0.15
FN CB1805 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $296K 356K 0.06
FN CB2045 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $175K 211K 0.04
FN CB2764 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $720K 917K 0.14
FN CB2801 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $679K 866K 0.14
FN CB4693 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $884K 887K 0.18
FN CB6080 (Federal National Mortgage Association) Long ABS-mortgage backed security US $846K 855K 0.17
FN CB6431 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $3M 3M 0.61
FN CB7603 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $3M 3M 0.60
FN CB7867 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $6M 6M 1.22
FN FM2971 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $730K 779K 0.15
FN FM3136 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $830K 961K 0.17
FN FM5525 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $775K 943K 0.16
FN FM8779 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $75K 90K 0.02
FN FM9492 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $136K 164K 0.03
FN FS1571 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $247K 315K 0.05
FN FS1629 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $4M 4M 0.73
FN FS2772 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $39K 47K 0.01
FN FS6482 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $1M 1M 0.20
FN FS7078 (Fnma Pass-Thru I) Long ABS-mortgage backed security US $1M 1M 0.26
FN MA0625 (Federal National Mortgage Association) Long ABS-mortgage backed security US $236K 245K 0.05
FN MA3694 (Federal National Mortgage Association) Long ABS-mortgage backed security US $405K 425K 0.08
FN MA4021 (Federal National Mortgage Association) Long ABS-mortgage backed security US $419K 469K 0.08
FN MA4158 (Federal National Mortgage Association) Long ABS-mortgage backed security US $2M 3M 0.44
FN MA4182 (Federal National Mortgage Association) Long ABS-mortgage backed security US $1M 2M 0.29
FN MA4325 (Federal National Mortgage Association) Long ABS-mortgage backed security US $748K 951K 0.15
FN MA4356 (Federal National Mortgage Association) Long ABS-mortgage backed security US $9M 11M 1.81
FN MA4387 (Federal National Mortgage Association) Long ABS-mortgage backed security US $18K 21K 0.00
FN MA4577 (Federal National Mortgage Association) Long ABS-mortgage backed security US $1M 2M 0.26
FN MA4750 (Federal National Mortgage Association) Long ABS-mortgage backed security US $50K 64K 0.01
FN MA4761 (Federal National Mortgage Association) Long ABS-mortgage backed security US $2M 2M 0.36
FNA 2019-M21 X3 (Federal National Mortgage Association) Long ABS-other US $124K 2M 0.02
FNA 2020-M2 X (Federal National Mortgage Association) Long ABS-other US $50K 5M 0.01
FNMA 0.875 08/05/30 (Federal National Mortgage Association) Long Debt US $2M 2M 0.34
FNMA-15YR (Federal National Mortgage Association) Long ABS-mortgage backed security US $2M 2M 0.33
FNMA-15YR (Federal National Mortgage Association) Long ABS-mortgage backed security US $527K 600K 0.11
FNMA-30YR (Federal National Mortgage Association) Long ABS-mortgage backed security US $5M 6M 1.10
FNMA-30YR (Federal National Mortgage Association) Long ABS-mortgage backed security US $5M 6M 0.96
FNMA-30YR (Federal National Mortgage Association) Long ABS-mortgage backed security US $3M 3M 0.64
FNMA-30YR (Federal National Mortgage Association) Long ABS-mortgage backed security US $3M 3M 0.52
FNR 2012-103 HB (Federal National Mortgage Association) Long ABS-other US $27K 28K 0.01
FNR 2012-18 GA (Federal National Mortgage Association) Long ABS-other US $23K 26K 0.00
FNR 2012-21 PQ (Federal National Mortgage Association) Long ABS-other US $13K 14K 0.00
FNR 2012-52 PA (Federal National Mortgage Association) Long ABS-other US $22K 23K 0.00
FNR 2013-16 A (Federal National Mortgage Association) Long ABS-other US $19K 20K 0.00
FNR 2013-77 BP (Federal National Mortgage Association) Long ABS-other US $20K 20K 0.00
FNR 2013-9 PT (Federal National Mortgage Association) Long ABS-other US $26K 28K 0.01
FNR 2015-48 QB (Federal National Mortgage Association) Long ABS-other US $18K 18K 0.00
FNR 2015-5 EP (Federal National Mortgage Association) Long ABS-other US $66K 71K 0.01
FNR 2016-11 GA (Federal National Mortgage Association) Long ABS-other US $34K 38K 0.01
FNR 2016-38 NA (Federal National Mortgage Association) Long ABS-other US $17K 19K 0.00
FNR 2017-16 PB (Federal National Mortgage Association) Long ABS-other US $244K 288K 0.05
FNR 2017-26 CG (Federal National Mortgage Association) Long ABS-other US $18K 18K 0.00
FNR 2017-34 JK (Federal National Mortgage Association) Long ABS-other US $13K 14K 0.00
FNR 2017-35 AH (Federal National Mortgage Association) Long ABS-other US $24K 24K 0.00
FNR 2017-49 JA (Federal National Mortgage Association) Long ABS-other US $25K 25K 0.01
FNR 2017-84 KA (Federal National Mortgage Association) Long ABS-other US $28K 29K 0.01
FNR 2018-23 LA (Federal National Mortgage Association) Long ABS-other US $34K 36K 0.01
FNR 2018-70 HA (Federal National Mortgage Association) Long ABS-other US $36K 38K 0.01
FNR 2019-12 HA (Federal National Mortgage Association) Long ABS-other US $61K 66K 0.01
FNR 2019-14 CA (Federal National Mortgage Association) Long ABS-other US $61K 65K 0.01
FNR 2019-21 BD (Federal National Mortgage Association) Long ABS-other US $57K 63K 0.01
FNR 2019-45 PT (Federal National Mortgage Association) Long ABS-other US $53K 60K 0.01
FNR 2020-1 AC (Federal National Mortgage Association) Long ABS-other US $217K 236K 0.04
FNR 2022-90 AY (Federal National Mortgage Association) Long ABS-other US $637K 680K 0.13
FNS 415 A3 (Federal National Mortgage Association) Long ABS-mortgage backed security US $45K 50K 0.01
FORDL 2024-A A2A (FORD CREDIT AUTO LEASE TRUST 2024-A) Long ABS-other US $1M 1M 0.27
FORDO 2023-C A2A (FORD CREDIT AUTO OWNER TRUST 2023-C) Long ABS-other US $777K 777K 0.16
FORDR 2024-1 A (FORD CREDIT AUTO OWNER TRUST 2024-REV1) Long ABS-other US $620K 625K 0.12
FR QA1023 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $41K 46K 0.01
FR QB6287 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $874K 923K 0.18
FR QC7473 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $24K 31K 0.00
FR QD4104 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $721K 919K 0.14
FR QD5035 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 2M 0.35
FR QD7087 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $404K 517K 0.08
FR QD7534 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $716K 912K 0.14
FR QD8229 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $24K 30K 0.00
FR QE0827 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $796K 1M 0.16
FR QE0913 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $769K 815K 0.15
FR QE3246 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $275K 348K 0.06
FR QE3454 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $49K 63K 0.01
FR QE5482 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $636K 811K 0.13
FR RA5276 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $1M 2M 0.28
FR RA5801 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $654K 791K 0.13
FR RA8213 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $342K 337K 0.07
FR RA8417 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $913K 898K 0.18
FR SD0294 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 2M 0.36
FR SD0295 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $711K 811K 0.14
FR SD0296 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $1M 1M 0.22
FR SD1384 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $91K 109K 0.02
FR SD2903 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $1M 1M 0.22
FR SD7540 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $710K 854K 0.14
FR SD7543 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 3M 0.48
FR SD7555 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 3M 0.46
FR SD7563 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 2M 0.36
FR SD8053 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $91K 95K 0.02
FR SD8063 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $330K 368K 0.07
FR SD8129 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $744K 903K 0.15
FR SD8146 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 2M 0.39
FR SD8238 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $699K 742K 0.14
FR SD8246 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2M 2M 0.36
FR ZI1003 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $2K 2K 0.00
FR ZI3211 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $7K 7K 0.00
FR ZI3411 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $21K 21K 0.00
FR ZI3851 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $11K 12K 0.00
FR ZI4161 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $3K 3K 0.00
FR ZI4948 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $12K 12K 0.00
FR ZI5097 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $11K 11K 0.00
FR ZI6359 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $892.35 882.98 0.00
FR ZI6453 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $7K 7K 0.00
FR ZI7399 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $35K 36K 0.01
FR ZI8648 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $47K 49K 0.01
FR ZJ0477 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $51K 54K 0.01
FR ZK4456 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $102K 106K 0.02
FR ZL7115 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $14K 15K 0.00
FR ZS1047 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $6K 6K 0.00
FR ZS1138 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $5K 5K 0.00
FR ZS2089 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $74K 74K 0.01
FR ZS3030 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $138K 139K 0.03
FR ZS4232 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $7K 6K 0.00
FR ZS4597 (Federal Home Loan Mortgage Corp.) Long ABS-mortgage backed security US $301K 312K 0.06
FREMF 2015-K45 B (FREMF 2015-K45 Mortgage Trust) Long ABS-other US $551K 560K 0.11
FTAB 2021-NPL2 A1 (510 ASSET BACKED 2021-NPL2 TRUST) Long ABS-other US $228K 233K 0.05
G2 785622 (Government National Mortgage Association) Long ABS-mortgage backed security US $180K 217K 0.04
G2 785764 (Government National Mortgage Association) Long ABS-mortgage backed security US $448K 538K 0.09
G2 785788 (Government National Mortgage Association) Long ABS-mortgage backed security US $255K 307K 0.05
G2 MA2602 (Gnma Pass-Thru M Single Family) Long ABS-mortgage backed security US $139K 146K 0.03
G2 MA3309 (Government National Mortgage Association) Long ABS-mortgage backed security US $28K 32K 0.01
G2 MA3378 (Government National Mortgage Association) Long ABS-mortgage backed security US $72K 75K 0.01
G2 MA5265 (Government National Mortgage Association) Long ABS-mortgage backed security US $122K 127K 0.02
G2 MA5331 (Government National Mortgage Association) Long ABS-mortgage backed security US $124K 129K 0.02
G2 MA5467 (Government National Mortgage Association) Long ABS-mortgage backed security US $131K 136K 0.03
G2 MA5529 (Government National Mortgage Association) Long ABS-mortgage backed security US $132K 137K 0.03
G2 MA5711 (Government National Mortgage Association) Long ABS-mortgage backed security US $110K 115K 0.02
G2 MA5764 (Government National Mortgage Association) Long ABS-mortgage backed security US $124K 129K 0.03
G2 MA6339 (Government National Mortgage Association) Long ABS-mortgage backed security US $255K 282K 0.05
G2 MA6410 (Government National Mortgage Association) Long ABS-mortgage backed security US $244K 269K 0.05
G2 MA6541 (Government National Mortgage Association) Long ABS-mortgage backed security US $1M 1M 0.23
G2 MA6933 (Government National Mortgage Association) Long ABS-mortgage backed security US $547K 603K 0.11
G2 MA7051 (Government National Mortgage Association) Long ABS-mortgage backed security US $1M 2M 0.28
G2 MA7255 (Government National Mortgage Association) Long ABS-mortgage backed security US $2M 3M 0.48
G2 MA7256 (Government National Mortgage Association) Long ABS-mortgage backed security US $66K 75K 0.01
G2 MA7419 (Government National Mortgage Association) Long ABS-mortgage backed security US $59K 67K 0.01
G2 MA7534 (Government National Mortgage Association) Long ABS-mortgage backed security US $3M 3M 0.50
G2 MA7650 (Government National Mortgage Association) Long ABS-mortgage backed security US $2M 3M 0.49
G2 MA7766 (Government National Mortgage Association) Long ABS-mortgage backed security US $2M 2M 0.32
G2 MA8043 (Government National Mortgage Association) Long ABS-mortgage backed security US $864K 992K 0.17
G2 MA8268 (Government National Mortgage Association) Long ABS-mortgage backed security US $2M 2M 0.45
G2 MA8427 (Government National Mortgage Association) Long ABS-mortgage backed security US $944K 992K 0.19
G2 MA8644 (Government National Mortgage Association) Long ABS-mortgage backed security US $809K 897K 0.16
G2 MA9668 (Government National Mortgage Association) Long ABS-mortgage backed security US $12M 12M 2.39
G2-30YR-Multi (Government National Mortgage Association) Long ABS-mortgage backed security US $3M 4M 0.69
G2-30YR-Multi (Government National Mortgage Association) Long ABS-mortgage backed security US $3M 3M 0.59
G2-30YR-Multi (Government National Mortgage Association) Long ABS-mortgage backed security US $3M 3M 0.52
GALC 2024-1 B (GreatAmerica Leasing Receivables Funding LLC) Long ABS-other US $80K 80K 0.02
GASBCM 6.129 02/23/38 144A (Greensaif Pipelines Bidco S.a r.l.) Long Debt LU $203K 200K 0.04
GCAT 2020-NQM2 A1 (GCAT 2020-NQM2 TRUST) Long ABS-other US $24K 25K 0.00
GCAT 2021-NQM1 A1 (GCAT TRUST) Long ABS-other US $122K 144K 0.02
GCAT 2021-NQM4 A1 (GCAT 2021-NQM4 TRUST) Long ABS-other US $260K 321K 0.05
GCAT 2021-NQM7 A1 (GCAT 2021-NQM7 TRUST) Long ABS-other US $147K 163K 0.03
GCBSL 2024-74A A (GOLUB CAPITAL PARTNERS CLO 74B LTD) Long ABS-collateralized bond/debt obligation JE $526K 525K 0.11
GE 4.418 11/15/35 (GE Capital International Funding Company Unlimited Company) Long Debt IE $185K 200K 0.04
GE 5.875 01/14/38 MTN (GE Aerospace) Long Debt US $128K 125K 0.03
GEHC 6.377 11/22/52 (GE Healthcare Technologies Inc.) Long Debt US $184K 170K 0.04
GFORT 2023-1 A1 (Gmf Floorplan Owner Revolving Trust) Long ABS-other US $501K 500K 0.10
GILD 5.25 10/15/33 (Gilead Sciences, Inc.) Long Debt US $121K 120K 0.02
GIS 4.2 04/17/28 (General Mills, Inc.) Long Debt US $170K 175K 0.03
GLENLN 2.625 09/23/31 144A (Glencore Funding LLC) Long Debt US $349K 425K 0.07
GLENLN 2.85 04/27/31 144A (Glencore Funding LLC) Long Debt US $34K 40K 0.01
GLENLN 5.371 04/04/29 144A (Glencore Funding LLC) Long Debt US $373K 375K 0.08
GLENLN 5.634 04/04/34 144A (Glencore Funding LLC) Long Debt US $276K 280K 0.06
GLENLN 6.375 10/06/30 144A (Glencore Funding LLC) Long Debt US $125K 120K 0.03
GLPI 5.3 01/15/29 (GLP Capital L.P. and GLP Financing II, Inc.) Long Debt US $133K 135K 0.03
GM 2.7 08/20/27 (General Motors Financial Company Inc) Long Debt US $115K 125K 0.02
GM 4 04/01/25 (General Motors Company) Long Debt US $296K 300K 0.06
GM 4.3 07/13/25 (General Motors Financial Company Inc) Long Debt US $247K 250K 0.05
GM 5.2 04/01/45 (General Motors Company) Long Debt US $176K 200K 0.04
GM 6.75 04/01/46 (General Motors Company) Long Debt US $78K 75K 0.02
GMCAR 2023-4 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) Long ABS-other US $453K 452K 0.09
GMREV 2024-1 B (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1) Long ABS-other US $129K 130K 0.03
GNR 2013-37 LG (Government National Mortgage Association) Long ABS-other US $22K 23K 0.00
GNR 2021-135 A (Government National Mortgage Association) Long ABS-other US $1M 2M 0.26
GOLDMAN SACHS GROUP INC Long Derivative-interest rate $163K – 0.03
GOLDMAN SACHS GROUP INC Long Derivative-interest rate $65K – 0.01
GOLDMAN SACHS GROUP INC Long Derivative-interest rate $30K – 0.01
GOLDMAN SACHS GROUP INC Long Derivative-interest rate $24K – 0.00
GS V2.383 07/21/32 (Goldman Sachs Group, Inc.) Long Debt US $127K 155K 0.03
GS V2.615 04/22/32 (Goldman Sachs Group, Inc.) Long Debt US $534K 635K 0.11
GS V5.727 04/25/30 (Goldman Sachs Group, Inc.) Long Debt US $214K 210K 0.04
GSMS 2020-GC45 XA (GS MORTGAGE SECURITIES TRUST) Long ABS-other US $54K 2M 0.01
GSMS 2024-70P A (GS MORTGAGE SECURITIES CORPORATION TRUST 2024-70P) Long ABS-other US $611K 625K 0.12
H 1.8 10/01/24 (Hyatt Hotels Corporation) Long Debt US $247K 250K 0.05
H 5.5 06/30/34 (Hyatt Hotels Corporation) Long Debt US $613K 630K 0.12
HALST 2024-A A2A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A) Long ABS-other US $972K 975K 0.20
HAROT 2023-4 A3 (HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST) Long ABS-other US $958K 950K 0.19
HART 2023-A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) Long ABS-other US $107K 107K 0.02
HAYFN 2018-8A A (Hayfin Kingsland VIII Ltd.) Long ABS-collateralized bond/debt obligation KY $262K 262K 0.05
HCA 3.5 09/01/30 (HCA Inc.) Long Debt US $198K 220K 0.04
HCA 5.45 04/01/31 (HCA Inc.) Long Debt US $350K 350K 0.07
HCA 5.6 04/01/34 (HCA Inc.) Long Debt US $204K 205K 0.04
HD 3.25 04/15/32 (Home Depot Inc) Long Debt US $89K 100K 0.02
HD 5.3 06/25/54 (Home Depot Inc) Long Debt US $34K 35K 0.01
HERTZ 2023-3A A (HERTZ VEHICLE FINANCING III LLC) Long ABS-other US $487K 485K 0.10
HES 7.125 03/15/33 (Hess Corporation) Long Debt US $134K 119K 0.03
HES 7.3 08/15/31 (Hess Corporation) Long Debt US $206K 185K 0.04
HLNLN 3.375 03/24/27 (Haleon US Capital LLC.) Long Debt US $740K 775K 0.15
HLSY 2023-7A A (Halseypoint CLO 7 Ltd / LLC) Long ABS-collateralized bond/debt obligation JE $606K 600K 0.12
HOWUNI 2.801 10/01/30 2020 (Howard University) Long Debt US $86K 100K 0.02
HOWUNI 3.476 10/01/41 2020 (Howard University) Long Debt US $114K 160K 0.02
HPE 6.35 10/15/45 (Hewlett Packard Enterprise Company) Long Debt US $53K 50K 0.01
HR 2.05 03/15/31 (Healthcare Realty Holdings L.P) Long Debt US $406K 525K 0.08
HRL 4.8 03/30/27 (Hormel Foods Corp) Long Debt US $219K 220K 0.04
HSBC SECURITIES INC Long Derivative-interest rate $-1K – -0.00
HSBC V2.206 08/17/29 (HSBC Holdings PLC) Long Debt GB $352K 400K 0.07
HSBC V5.402 08/11/33 (HSBC Holdings PLC) Long Debt GB $312K 315K 0.06
HSBC V5.733 05/17/32 (HSBC Holdings PLC) Long Debt GB $281K 280K 0.06
HSBC V6.161 03/09/29 (HSBC Holdings PLC) Long Debt GB $205K 200K 0.04
HST 2.9 12/15/31 J (Host Hotels & Resorts, L.P.) Long Debt US $105K 126K 0.02
HTL 2024-T53 A (HTL COMMERCIAL MORTGAGE TRUST 2024-T53) Long ABS-other US $150K 150K 0.03
HUM 5.375 04/15/31 (Humana Inc.) Long Debt US $99K 100K 0.02
HUM 5.5 03/15/53 (Humana Inc.) Long Debt US $32K 35K 0.01
HUM 5.875 03/01/33 (Humana Inc.) Long Debt US $71K 70K 0.01
HUM 5.95 03/15/34 (Humana Inc.) Long Debt US $102K 100K 0.02
HYUNDAI CAPITAL AMERICA 144ASR UNSECURED 144A Long Debt US $556K 535K 0.11
ICE 3.625 09/01/28 144A (Intercontinental Exchange Inc) Long Debt US $132K 140K 0.03
ICE 5.25 06/15/31 (Intercontinental Exchange Inc) Long Debt US $75K 75K 0.02
IL CHITRN 3.91 12/01/2040 (CHICAGO ILL TRAN AUTH) Long Debt US $55K 65K 0.01
IMPRL 2021-NQM2 A1 (IMPERIAL FUND MORTGAGE TRUST) Long ABS-other US $146K 179K 0.03
IMPRL 2022-NQM2 A1 (IMPERIAL FUND MORTGAGE TRUST 2022-NQM2) Long ABS-other US $493K 537K 0.10
INTC 3.05 08/12/51 (Intel Corporation) Long Debt US $159K 250K 0.03
INTC 4.75 03/25/50 (Intel Corporation) Long Debt US $60K 70K 0.01
INTC 5.05 08/05/62 (Intel Corporation) Long Debt US $119K 135K 0.02
INTC 5.15 02/21/34 (Intel Corporation) Long Debt US $252K 255K 0.05
INTEL CORPSR UNSECURED (Intel Corporation) Long Debt US $349K 350K 0.07
INTU 1.35 07/15/27 (Intuit Inc) Long Debt US $451K 500K 0.09
INVCO 2021-2A A (Invesco Clo 2021-2 Ltd/ Invesco Clo 2021-2 Llc) Long ABS-collateralized bond/debt obligation KY $701K 700K 0.14
INVCO 2023-2A B (INVESCO U.S. CLO 2023-2, LTD) Long ABS-collateralized bond/debt obligation JE $251K 250K 0.05
INVH 2.3 11/15/28 (Invitation Homes Operating Partnership Lp) Long Debt US $155K 175K 0.03
IR 5.7 08/14/33 (Ingersoll Rand Inc) Long Debt US $158K 155K 0.03
ISPIM 7.8 11/28/53 144A (Intesa Sanpaolo S.p.A.) Long Debt IT $220K 200K 0.04
ISRAEL 5.75 03/12/54 (Israel (State Of)) Long Debt IL $180K 200K 0.04
JDEPNA 1.375 01/15/27 144A (JDE Peets N.V) Long Debt NL $204K 225K 0.04
JP MORGAN SECURITIES INC Long Derivative-interest rate $76K – 0.02
JP MORGAN SECURITIES INC Long Derivative-interest rate $52K – 0.01
JP MORGAN SECURITIES INC Long Derivative-interest rate $20K – 0.00
JP MORGAN SECURITIES INC Long Derivative-interest rate $16K – 0.00
JP MORGAN SECURITIES INC Long Derivative-interest rate $5K – 0.00
JP MORGAN SECURITIES INC Long Derivative-interest rate $533.49 – 0.00
JP MORGAN SECURITIES INC Long Derivative-interest rate $-42K – -0.01
JP MORGAN SECURITIES INC Long Derivative-interest rate $-62K – -0.01
JPM 2.95 10/01/26 (JPMorgan Chase & Co.) Long Debt US $162K 170K 0.03
JPM V1.764 11/19/31 (JPMorgan Chase & Co.) Long Debt US $334K 410K 0.07
JPM V1.953 02/04/32 (JPMorgan Chase & Co.) Long Debt US $134K 165K 0.03
JPM V2.522 04/22/31 (JPMorgan Chase & Co.) Long Debt US $117K 135K 0.02
JPM V2.58 04/22/32 (JPMorgan Chase & Co.) Long Debt US $169K 200K 0.03
JPM V2.739 10/15/30 (JPMorgan Chase & Co.) Long Debt US $22K 25K 0.00
JPM V2.963 01/25/33 (JPMorgan Chase & Co.) Long Debt US $405K 475K 0.08
JPM V3.509 01/23/29 (JPMorgan Chase & Co.) Long Debt US $530K 560K 0.11
JPM V3.702 05/06/30 (JPMorgan Chase & Co.) Long Debt US $164K 175K 0.03
JPM V4.586 04/26/33 (JPMorgan Chase & Co.) Long Debt US $512K 537K 0.10
JPM V4.851 07/25/28 (JPMorgan Chase & Co.) Long Debt US $148K 150K 0.03
JPM V4.912 07/25/33 (JPMorgan Chase & Co.) Long Debt US $350K 360K 0.07
JPM V5.299 07/24/29 (JPMorgan Chase & Co.) Long Debt US $95K 95K 0.02
JPM V5.336 01/23/35 (JPMorgan Chase & Co.) Long Debt US $477K 480K 0.10
JPM V5.581 04/22/30 (JPMorgan Chase & Co.) Long Debt US $284K 280K 0.06
JPM V6.07 10/22/27 (JPMorgan Chase & Co.) Long Debt US $270K 265K 0.05
JPM V6.087 10/23/29 (JPMorgan Chase & Co.) Long Debt US $93K 90K 0.02
JPMBB 2015-C32 A5 (JPMBB Commercial Mortgage Securities Trust 2015-C32) Long ABS-other US $251K 261K 0.05
JPMCC 2020-NNN AFX (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) Long ABS-other US $106K 120K 0.02
JPMCC 2022-OPO A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO) Long ABS-other US $357K 400K 0.07
JPMDB 2016-C2 A4 (Jpmdb Commercial Mortgage Secu) Long ABS-other US $515K 545K 0.10
JPMDB 2016-C4 ASB (Jpmdb Coml Mtg Sec Tr 2016-C4) Long ABS-other US $150K 155K 0.03
JPMMT 2022-DSC1 A3 (J.P.MORGAN MORTGAGE TRUST 2022-DSC1) Long ABS-other US $294K 312K 0.06
JPMMT 2023-DSC1 A1 (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) Long ABS-other US $558K 585K 0.11
JPMMT 2023-HE3 A1 (J.P.MORGAN MORTGAGE TRUST 2023-HE3) Long ABS-other US $217K 215K 0.04
JPMMT 2024-1 A2 (J.P.MORGAN MORTGAGE TRUST 2024-1) Long ABS-other US $731K 736K 0.15
JPMMT 2024-4 A5A (J P MORGAN MORTGAGE TRUST 2024--4) Long ABS-other US $246K 250K 0.05
JTWN 2019-1A A2BR (Jamestown Clo Xii Ltd) Long ABS-collateralized bond/debt obligation KY $652K 650K 0.13
KDP 4.5 04/15/52 (Keurig Dr Pepper Inc) Long Debt US $98K 117K 0.02
KDP 4.597 05/25/28 (Keurig Dr Pepper Inc) Long Debt US $416K 425K 0.08
KHC 3.75 04/01/30 (Kraft Heinz Foods Company) Long Debt US $238K 255K 0.05
KPERM 2.81 06/01/41 2021 (Kaiser Foundation Hospitals/Health Plan, Inc.) Long Debt US $145K 200K 0.03
KPERM 3.002 06/01/51 2021 (Kaiser Foundation Hospitals/Health Plan, Inc.) Long Debt US $123K 185K 0.02
LA LASGOV 4.28 02/01/2036 (LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH) Long Debt US $321K 345K 0.06
LEN 4.75 11/29/27 (Lennar Corp.) Long Debt US $168K 170K 0.03
LHX 5.05 06/01/29 (L3 Harris Technologies Inc) Long Debt US $184K 185K 0.04
LHX 5.35 06/01/34 (L3 Harris Technologies Inc) Long Debt US $213K 215K 0.04
LLOYDS BANK PLC Long Derivative-interest rate $19K – 0.00
LLOYDS BANK PLC Long Derivative-interest rate $2K – 0.00
LMAT 2021-GS2 A1 (LEGACY MORTGAGE ASSET TRUST 2021-GS2) Long ABS-other US $241K 245K 0.05
LMAT 2021-GS4 A1 (LEGACY MORTGAGE ASSET TRUST) Long ABS-other US $85K 88K 0.02
LNT 4.25 06/15/28 144A (Alliant Energy Finance LLC) Long Debt US $408K 425K 0.08
LNT 5.375 03/30/34 (Wisconsin Power and Light Company) Long Debt US $144K 145K 0.03
LOW 1.7 09/15/28 (Lowes Companies, Inc.) Long Debt US $218K 250K 0.04
LOW 3.1 05/03/27 (Lowes Companies, Inc.) Long Debt US $71K 75K 0.01
LOW 4.25 04/01/52 (Lowes Companies, Inc.) Long Debt US $314K 400K 0.06
MA 3.3 03/26/27 (MasterCard Incorporated) Long Debt US $600K 625K 0.12
MA MASOBL 4.11 07/15/2031 (MASSACHUSETTS ST) Long Debt US $204K 208K 0.04
MAR 2.85 04/15/31 HH (Marriott International, Inc.) Long Debt US $300K 350K 0.06
MAR 5 10/15/27 (Marriott International, Inc.) Long Debt US $274K 275K 0.06
MARRIOTT INTERNATIONAL INC/MDSR UNSECURED (Marriott International, Inc.) Long Debt US $165K 167K 0.03
MBART 2023-2 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2) Long ABS-other US $106K 106K 0.02
MCAIRH 6.4 03/26/29 144A (Macquarie Airfinance Holdings Ltd) Long Debt GB $56K 55K 0.01
MCMLT 2017-3 A1 (Mill City Mortgage Loan Trust) Long ABS-other US $19K 19K 0.00
MCMLT 2018-1 A1 (MILL CITY MORTGAGE LOAN TRUST) Long ABS-other US $46K 47K 0.01
MCMLT 2018-2 A1 (Mill City Mortgage Loan Trust 2018-2) Long ABS-other US $19K 19K 0.00
MCMLT 2019-GS1 A1 (MILL CITY MORTGAGE LOAN TRUST) Long ABS-other US $177K 185K 0.04
MERRILL LYNCH Long Derivative-interest rate $6K – 0.00
MET 2.4 01/11/32 144A (Metropolitan Life Global Funding I) Long Debt US $428K 520K 0.09
META PLATFORMS INCSR UNSECURED Long Debt US $552K 575K 0.11
MEX 3.5 02/12/34 (Mexico (United Mexican States)) Long Debt MX $440K 541K 0.09
MEX 4.28 08/14/41 (Mexico (United Mexican States)) Long Debt MX $530K 685K 0.11
MEX 4.75 03/08/44 MTN (Mexico (United Mexican States)) Long Debt MX $61K 76K 0.01
MEX 6 05/07/36 (Mexico (United Mexican States)) Long Debt MX $774K 795K 0.16
MEX 6.338 05/04/53 (Mexico (United Mexican States)) Long Debt MX $189K 200K 0.04
MEX 6.4 05/07/54 (Mexico (United Mexican States)) Long Debt MX $190K 200K 0.04
MF1 2022-FL8 AS (MF1 2022-FL8 LTD) Long ABS-collateralized bond/debt obligation KY $338K 345K 0.07
MFRA 2020-NQM3 A1 (MFA 2020-NQM3 TRUST) Long ABS-other US $18K 19K 0.00
MFRA 2021-NQM1 A1 (MFA 2021-NQM1 TRUST) Long ABS-other US $159K 173K 0.03
MFRA 2021-NQM2 A1 (MFA 2021-NQM2 TRUST) Long ABS-other US $112K 131K 0.02
MLM 3.2 07/15/51 (Martin Marietta Materials Inc) Long Debt US $216K 325K 0.04
MMC 4.75 03/15/39 (Marsh & McLennan Companies, Inc.) Long Debt US $74K 80K 0.01
MORGAN STANLEY Long Derivative-interest rate $206K – 0.04
MORGAN STANLEY Long Derivative-interest rate $113K – 0.02
MORGAN STANLEY Long Derivative-interest rate $33K – 0.01
MORGAN STANLEY Long Derivative-interest rate $6K – 0.00
MORGAN STANLEY Long Derivative-interest rate $5K – 0.00
MORGAN STANLEY Long Derivative-interest rate $3K – 0.00
MORGAN STANLEY Long Derivative-interest rate $3K – 0.00
MORGAN STANLEY Long Derivative-interest rate $3K – 0.00
MORGAN STANLEY Long Derivative-interest rate $373.35 – 0.00
MORGAN STANLEY Long Derivative-interest rate $-2K – -0.00
MORGAN STANLEY Long Derivative-interest rate $-2K – -0.00
MORGAN STANLEY Long Derivative-interest rate $-152K – -0.03
MORGAN STANLEY Long Derivative-interest rate $-223K – -0.04
MPLX 1.75 03/01/26 (MPLX LP) Long Debt US $66K 70K 0.01
MPLX 2.65 08/15/30 (MPLX LP) Long Debt US $164K 190K 0.03
MPLX 4 02/15/25 (MPLX LP) Long Debt US $297K 300K 0.06
MPLX 4.125 03/01/27 (MPLX LP) Long Debt US $34K 35K 0.01
MPLX 4.25 12/01/27 (MPLX LP) Long Debt US $73K 75K 0.01
MPLX 4.5 04/15/38 (MPLX LP) Long Debt US $414K 475K 0.08
MPLX 4.9 04/15/58 (MPLX LP) Long Debt US $74K 90K 0.01
MPLX 5.5 06/01/34 (MPLX LP) Long Debt US $59K 60K 0.01
MQGAU V1.34 01/12/27 144A (Macquarie Group Ltd.) Long Debt AU $515K 550K 0.10
MS 3.625 01/20/27 (Morgan Stanley) Long Debt US $371K 385K 0.07
MS 3.95 04/23/27 (Morgan Stanley) Long Debt US $728K 754K 0.15
MS V1.794 02/13/32 MTN (Morgan Stanley) Long Debt US $321K 400K 0.06
MS V1.928 04/28/32 MTN (Morgan Stanley) Long Debt US $366K 455K 0.07
MS V2.484 09/16/36 (Morgan Stanley) Long Debt US $336K 425K 0.07
MS V2.699 01/22/31 GMTN (Morgan Stanley) Long Debt US $307K 350K 0.06
MS V3.772 01/24/29 GMTN (Morgan Stanley) Long Debt US $571K 600K 0.11
MS V4.431 01/23/30 GMTN (Morgan Stanley) Long Debt US $97K 100K 0.02
MS V4.889 07/20/33 (Morgan Stanley) Long Debt US $342K 355K 0.07
MS V5.164 04/20/29 MTN (Morgan Stanley) Long Debt US $543K 545K 0.11
MS V5.449 07/20/29 (Morgan Stanley) Long Debt US $70K 70K 0.01
MS V5.466 01/18/35 (Morgan Stanley) Long Debt US $120K 120K 0.02
MS V5.656 04/18/30 (Morgan Stanley) Long Debt US $41K 40K 0.01
MS V6.407 11/01/29 (Morgan Stanley) Long Debt US $516K 495K 0.10
MSCI 4 11/15/29 144A (MSCI Inc.) Long Debt US $313K 335K 0.06
MST 2017-1A A (Metlife Sec Trust) Long ABS-other US $19K 20K 0.00
MST 2018-1A A (Metlife Sec Trust) Long ABS-other US $49K 52K 0.01
MSWF 2023-2 XA (MSWF COMMERCIAL MORTGAGE TRUST 2023-2) Long ABS-other US $22K 346K 0.00
MTB 4.7 01/27/28 (Manufacturers & Traders Trust Co.) Long Debt US $482K 500K 0.10
MTB V5.053 01/27/34 (M&T Bank Corporation) Long Debt US $273K 295K 0.05
MTB V7.413 10/30/29 (M&T Bank Corporation) Long Debt US $831K 790K 0.17
MVEW 2019-2A A1R (MOUNTIAN VIEW CLO XV LTD) Long ABS-collateralized bond/debt obligation KY $477K 475K 0.10
NALT 2024-A A2A (NISSAN AUTO LEASE TRUST 2024-A) Long ABS-other US $1M 1M 0.26
NAROT 2023-A A2A (NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST) Long ABS-other US $254K 254K 0.05
NAROT 2023-B A3 (NISSAN AUTO LEASE TRUST 2023-B) Long ABS-other US $177K 175K 0.04
NATIONAL RURAL UTILITIES COOPESECURED (National Rural Utilities Cooperative Finance Corp.) Long Debt US $184K 200K 0.04
NAVSL 2021-EA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E) Long ABS-other US $128K 148K 0.03
NAVSL 2021-FA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F) Long ABS-other US $168K 197K 0.03
NAVSL 2023-A A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-A) Long ABS-other US $249K 248K 0.05
NEE 2.25 06/01/30 (NextEra Energy Capital Holdings Inc) Long Debt US $324K 380K 0.07
NEE 4.55 10/01/44 (Gulf Power Company) Long Debt US $437K 515K 0.09
NEE 4.625 07/15/27 (NextEra Energy Capital Holdings Inc) Long Debt US $128K 130K 0.03
NFLX 4.875 06/15/30 144A (Netflix, Inc.) Long Debt US $714K 725K 0.14
NFLX 5.375 11/15/29 144A (Netflix, Inc.) Long Debt US $813K 805K 0.16
NFLX 5.875 11/15/28 (Netflix, Inc.) Long Debt US $402K 390K 0.08
NFMOT 2021-1A A (Nextgear Floorplan Master Owner Trust) Long ABS-other US $1M 2M 0.30
NGGLN 3.757 03/16/32 144A (Boston Gas Company) Long Debt US $57K 65K 0.01
NGGLN 4.866 08/05/32 144A (The Brooklyn Union Gas Company) Long Debt US $264K 285K 0.05
NGGLN 5.602 06/12/28 (National Grid PLC) Long Debt GB $50K 50K 0.01
NGGLN 5.994 03/06/33 144A (KeySpan Gas East Corporation) Long Debt US $70K 70K 0.01
NI 1.7 02/15/31 (NiSource Inc.) Long Debt US $44K 55K 0.01
NI 3.49 05/15/27 (NiSource Inc.) Long Debt US $143K 150K 0.03
NI 5.35 04/01/34 (NiSource Inc.) Long Debt US $181K 185K 0.04
NI 5.4 06/30/33 (NiSource Inc.) Long Debt US $188K 190K 0.04
NJ 2023-GSP A (NJ TRUST 2023-GSP) Long ABS-other US $263K 255K 0.05
NLT 2021-INV1 A1 (NMLT 2021-INV1 TRUST) Long ABS-other US $595K 712K 0.12
NNN 5.5 06/15/34 (NNN REIT Inc) Long Debt US $30K 30K 0.01
NOC 5.15 05/01/40 (Northrop Grumman Corporation) Long Debt US $205K 215K 0.04
NOMURA Long Derivative-interest rate $5K – 0.00
NOMURA 2.608 07/14/31 (Nomura Holdings Inc.) Long Debt JP $412K 500K 0.08
Nomura Holdings Inc. 5.783% UNSUB NTS 03/07/2034 USD (SEC REGD) Long Debt JP $199K 200K 0.04
NRUC 5.8 01/15/33 (National Rural Utilities Cooperative Finance Corp.) Long Debt US $36K 35K 0.01
NRZT 2015-1A A3 (New Residential Mortgage Loan) Long ABS-other US $17K 18K 0.00
NRZT 2017-4A A1 (Mortgage Loan Trust 2017-4) Long ABS-other US $30K 31K 0.01
NRZT 2017-5A A1 (New Resi Mtg Tr 2017-5) Long ABS-other US $28K 28K 0.01
NRZT 2018-1A A1A (New Residential Mortgage Loan Trust) Long ABS-other US $264K 280K 0.05
NRZT 2019-3A A1A (New Residential Mortgage Loan Trust 2019-3) Long ABS-other US $95K 102K 0.02
NRZT 2019-5A A1B (NEW RESIDENTIAL MORTGAGE LOAN TRUST) Long ABS-other US $89K 97K 0.02
NRZT 2019-NQM4 A1 (New Residential Mortgage Loan Trust 2019-NQM1) Long ABS-other US $19K 20K 0.00
NRZT 2020-1A A1B (New Residential Mortgage Loan Trust 2020-1) Long ABS-other US $61K 66K 0.01
NRZT 2021-NQ1R A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST) Long ABS-other US $96K 109K 0.02
NRZT 2021-NQ2R A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST) Long ABS-other US $126K 137K 0.03
NVDA 3.5 04/01/40 (NVIDIA Corp.) Long Debt US $50K 60K 0.01
NWMEDI 1.774 07/15/31 2021 (Northwestern Memorial HealthCare) Long Debt US $253K 315K 0.05
NXPI 2.65 02/15/32 (NXP B V / NXP Funding LLC & NXP USA Inc) Long Debt NL $270K 325K 0.05
NXPI 4.3 06/18/29 (NXP B V / NXP Funding LLC & NXP USA Inc) Long Debt NL $85K 89K 0.02
NXPI 5.35 03/01/26 (NXP BV/NXP Funding LLC) Long Debt NL $71K 71K 0.01
NY MTATRN 4.75 11/15/2045 (METROPOLITAN TRANSN AUTH N Y) Long Debt US $118K 115K 0.02
NY MTATRN 5.17 11/15/2049 (METROPOLITAN TRANSN AUTH N Y) Long Debt US $18K 20K 0.00
NY NYSTRN 2.9 01/01/2035 (NEW YORK ST TWY AUTH) Long Debt US $42K 50K 0.01
NY NYTTRN 4.25 09/01/2035 (NEW YORK TRANSN DEV CORP) Long Debt US $307K 320K 0.06
OAKCL 2024-25A A (OAKTREE CLO 2024-25 LTD) Long ABS-collateralized bond/debt obligation KY $881K 875K 0.18
OBX 2021-NQM1 A1 (OBX TRUST) Long ABS-other US $193K 224K 0.04
OBX 2021-NQM3 A1 (OBX TRUST) Long ABS-other US $180K 230K 0.04
OBX 2022-NQM1 A1 (OBX 2022-NQM1 TRUST) Long ABS-other US $397K 458K 0.08
OBX 2024-NQM1 A1 (OBX 2024-NQM1 TRUST) Long ABS-other US $738K 737K 0.15
OBX 2024-NQM2 A1 (OBX 2024-NQM2 TRUST) Long ABS-other US $1M 1M 0.24
OBX 2024-NQM6 A1 (OBX 2024-NQM6 TRUST) Long ABS-other US $689K 685K 0.14
OCP 2016-11A A1R2 (Ocp Clo 2016-11 Ltd) Long ABS-collateralized bond/debt obligation KY $875K 875K 0.18
OCT61 2023-2A B (OCTAGON 61 LTD) Long ABS-collateralized bond/debt obligation KY $362K 360K 0.07
OGLETH 5.05 10/01/48 (Oglethorpe Power Corp.) Long Debt US $136K 155K 0.03
OGLETH 5.8 06/01/54 144A (Oglethorpe Power Corp.) Long Debt US $24K 25K 0.00
OKE 3.1 03/15/30 (Oneok Inc.) Long Debt US $98K 110K 0.02
OKE 6.1 11/15/32 (Oneok Inc.) Long Debt US $47K 45K 0.01
ONCRTX 5.65 11/15/33 (Oncor Electric Delivery Company LLC) Long Debt US $169K 165K 0.03
ONYP 2020-1NYP A (ONE NEW YORK PLAZA TRUST 2020-1NYP) Long ABS-other US $341K 350K 0.07
ORCL 2.3 03/25/28 (Oracle Corp.) Long Debt US $149K 165K 0.03
ORCL 2.875 03/25/31 (Oracle Corp.) Long Debt US $281K 325K 0.06
ORCL 2.95 04/01/30 (Oracle Corp.) Long Debt US $58K 65K 0.01
ORCL 3.6 04/01/40 (Oracle Corp.) Long Debt US $269K 350K 0.05
ORCL 3.6 04/01/50 (Oracle Corp.) Long Debt US $519K 741K 0.10
ORCL 4.5 05/06/28 (Oracle Corp.) Long Debt US $270K 275K 0.05
ORCL 4.65 05/06/30 (Oracle Corp.) Long Debt US $343K 350K 0.07
ORCL 4.9 02/06/33 (Oracle Corp.) Long Debt US $292K 301K 0.06
ORCL 6.15 11/09/29 (Oracle Corp.) Long Debt US $99K 95K 0.02
ORCL 6.9 11/09/52 (Oracle Corp.) Long Debt US $588K 525K 0.12
ORLY 4.7 06/15/32 (O'Reilly Automotive Inc.) Long Debt US $125K 130K 0.03
ORLY 5.75 11/20/26 (O'Reilly Automotive Inc.) Long Debt US $116K 115K 0.02
OTIS 2.565 02/15/30 (Otis Worldwide Corp.) Long Debt US $101K 115K 0.02
OTIS 3.112 02/15/40 (Otis Worldwide Corp.) Long Debt US $82K 110K 0.02
OVV 7.375 11/01/31 (Ovintiv Inc) Long Debt US $60K 55K 0.01
OXY 7.875 09/15/31 (Occidental Petroleum Corporation) Long Debt US $136K 121K 0.03
PA PHIDEV 6.55 10/15/2028 (PHILADELPHIA PA AUTH FOR INDL DEV) Long Debt US $379K 355K 0.08
PAA 3.8 09/15/30 (Plains All American Pipeline L.P.) Long Debt US $502K 550K 0.10
PANAMA 3.16 01/23/30 (Panama (Republic of)) Long Debt PA $168K 200K 0.03
PANAMA 6.853 03/28/54 (Panama (Republic of)) Long Debt PA $192K 210K 0.04
PARA 4.375 03/15/43 (Paramount Global) Long Debt US $113K 170K 0.02
PARA 5.85 09/01/43 (Paramount Global) Long Debt US $20K 26K 0.00
PART 2020-1A D (PRESTIGE AUTO RECEIVABLES TRUST) Long ABS-other US $71K 72K 0.01
PCG 2.1 08/01/27 (Pacific Gas and Electric Company) Long Debt US $564K 625K 0.11
PCG 2.5 02/01/31 (Pacific Gas and Electric Company) Long Debt US $350K 425K 0.07
PCG 3.25 06/01/31 (Pacific Gas and Electric Company) Long Debt US $159K 185K 0.03
PCG 4.55 07/01/30 (Pacific Gas and Electric Company) Long Debt US $223K 235K 0.04
PCG 5.45 06/15/27 (Pacific Gas and Electric Company) Long Debt US $385K 385K 0.08
PCG 6.1 01/15/29 (Pacific Gas and Electric Company) Long Debt US $72K 70K 0.01
PCG 6.15 01/15/33 (Pacific Gas and Electric Company) Long Debt US $183K 180K 0.04
PCG 6.4 06/15/33 (Pacific Gas and Electric Company) Long Debt US $558K 540K 0.11
PEG 5.2 04/01/29 (Public Service Enterprise Group Incorporated) Long Debt US $75K 75K 0.02
PEG 5.45 03/01/54 MTN (Public Service Electric & Gas Co.) Long Debt US $113K 115K 0.02
PEG 5.45 04/01/34 (Public Service Enterprise Group Incorporated) Long Debt US $45K 45K 0.01
PEG 6.125 10/15/33 (Public Service Enterprise Group Incorporated) Long Debt US $130K 125K 0.03
PENSKE 4.4 07/01/27 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) Long Debt US $63K 65K 0.01
PENSKE 5.25 07/01/29 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) Long Debt US $205K 207K 0.04
PENSKE 5.35 03/30/29 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) Long Debt US $55K 55K 0.01
PENSKE 6.05 08/01/28 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) Long Debt US $67K 65K 0.01
PERTIJ 3.1 01/21/30 REGS (PT Pertamina (Persero)) Long Debt ID $178K 200K 0.04
PERU 3 01/15/34 (Peru (Republic of)) Long Debt PE $49K 60K 0.01
PERU 3.3 03/11/41 (Peru (Republic of)) Long Debt PE $281K 380K 0.06
PFG 5.1 01/25/29 144A (Principal Life Global Funding II) Long Debt US $94K 95K 0.02
PFG 5.375 03/15/33 (Principal Financial Group) Long Debt US $165K 165K 0.03
PIPK 2023-12A A (PIKES PEAK CLO 12 LTD) Long ABS-collateralized bond/debt obligation JE $705K 700K 0.14
PL 5.215 06/12/29 144A (Protective Life Global Funding) Long Debt US $150K 150K 0.03
PLD 1.75 07/01/30 (Prologis, L.P.) Long Debt US $517K 625K 0.10
PLD 4.625 01/15/33 (Prologis, L.P.) Long Debt US $287K 300K 0.06
PM 4.875 02/15/28 (Philip Morris International Inc.) Long Debt US $45K 45K 0.01
PM 5.125 02/13/31 (Philip Morris International Inc.) Long Debt US $129K 130K 0.03
PM 5.125 02/15/30 (Philip Morris International Inc.) Long Debt US $269K 270K 0.05
PM 5.125 11/17/27 (Philip Morris International Inc.) Long Debt US $130K 130K 0.03
PM 5.375 02/15/33 (Philip Morris International Inc.) Long Debt US $169K 170K 0.03
PM 5.625 09/07/33 (Philip Morris International Inc.) Long Debt US $171K 170K 0.03
PNC V5.3 01/21/28 (PNC Financial Services Group Inc.) Long Debt US $145K 145K 0.03
PNC V6.037 10/28/33 (PNC Financial Services Group Inc.) Long Debt US $62K 60K 0.01
PNW 5.55 08/01/33 (Arizona Public Service Company) Long Debt US $74K 75K 0.01
PNW 6.35 12/15/32 (Arizona Public Service Company) Long Debt US $63K 60K 0.01
POHANG 5.75 01/17/28 REGS (Posco) Long Debt KR $223K 220K 0.04
POLAND 5.125 09/18/34 (Poland (Republic of)) Long Debt PL $216K 220K 0.04
POLAND 5.5 03/18/54 (Poland (Republic of)) Long Debt PL $262K 270K 0.05
PRET 2021-RN2 A1 (PRET 2021-RN2, LLC) Long ABS-other US $152K 156K 0.03
PROG 2021-SFR8 A (PROGRESS RESIDENTIAL TRUST) Long ABS-other US $364K 397K 0.07
PROG 2022-SFR3 A (PROGRESS RESIDENTIAL 2022-SFR3 TRUST) Long ABS-other US $130K 138K 0.03
PROG 2022-SFR4 A (PROGRESS RESIDENTIAL 2022-SFR4 TRUST) Long ABS-other US $365K 378K 0.07
PROG 2022-SFR5 A (PROGRESS RESIDENTIAL 2022-SFR5 TRUST) Long ABS-other US $102K 105K 0.02
PROG 2022-SFR7 A (PROGRESS RESIDENTIAL 2022-SFR7 TRUST) Long ABS-other US $165K 169K 0.03
PROG 2023-SFR1 A (PROGRESS RESIDENTIAL 2023-SFR1 TRUST) Long ABS-other US $206K 215K 0.04
PROG 2024-SFR2 A (PROGRESS RESIDENTIAL 2024-SFR2 TRUST) Long ABS-other US $201K 220K 0.04
PROTAR 5.25 04/01/29 144A (Prologis Targeted US Logistics Fund LP) Long Debt US $45K 45K 0.01
PRPM 2020-6 A1 (PRPM 2020-6 LLC) Long ABS-other US $52K 52K 0.01
PRPM 2021-3 A1 (PRPM LLC) Long ABS-other US $241K 244K 0.05
PRPM 2021-4 A1 (PRPM LLC) Long ABS-other US $443K 444K 0.09
PRPM 2021-6 A1 (PRPM LLC) Long ABS-other US $182K 186K 0.04
PRPM 2021-7 A1 (PRPM LLC) Long ABS-other US $302K 309K 0.06
PRPM 2021-9 A1 (PRPM LLC) Long ABS-other US $394K 401K 0.08
PRPM 2021-RPL1 A1 (PRPM LLC) Long ABS-other US $75K 84K 0.02
PRXNA 3.257 01/19/27 144A (Prosus NV) Long Debt NL $187K 200K 0.04
PSD 3.65 05/15/25 (Puget Energy Inc) Long Debt US $181K 185K 0.04
PSD 4.1 06/15/30 (Puget Energy Inc) Long Debt US $128K 139K 0.03
PSD 4.224 03/15/32 (Puget Energy Inc) Long Debt US $28K 31K 0.01
PSX 5.3 06/30/33 (Phillips 66 Co.) Long Debt US $257K 260K 0.05
PUTNM 2021-1A A (37 CAPITAL CLO I LTD) Long ABS-collateralized bond/debt obligation KY $600K 600K 0.12
RCICN 3.2 03/15/27 (Rogers Communications Inc.) Long Debt CA $868K 915K 0.17
RCV 1.00 PAY 100.00 06/20/2029 (BARCLAYS BANK PLC) Long Derivative-credit US $225K – 0.05
RCV 1.00 PAY 100.00 12/20/2024 (JP MORGAN CHASE BANK NA) Long Derivative-credit US $786.17 – 0.00
RDSALN 3 11/26/51 (Shell International Finance B.V.) Long Debt NL $95K 145K 0.02
RDSALN 3.25 04/06/50 (Shell International Finance B.V.) Long Debt NL $97K 140K 0.02
REALTY INCOME CORPSR UNSECURED (Realty Income Corporation) Long Debt US $191K 200K 0.04
REGT6 2016-1A AR2 (Regatta Funding Limited/Corp) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.24
REPHUN 5.5 03/26/36 144A (Hungary (Republic Of)) Long Debt HU $264K 275K 0.05
REPHUN 6.125 05/22/28 144A (Hungary (Republic Of)) Long Debt HU $244K 240K 0.05
RGA 5.75 09/15/34 (Reinsurance Group of America, Incorporated) Long Debt US $149K 150K 0.03
RIOLN 6.125 12/15/33 (Rio Tinto Alcan Inc.) Long Debt CA $207K 195K 0.04
RMLT 2021-1R A1 (RESIDENTIAL MORTGAGE LOAN TRUST 2021 -1R) Long ABS-other US $50K 54K 0.01
ROIC 6.75 10/15/28 (Retail Opportunity Investments Partnership LP) Long Debt US $352K 340K 0.07
ROMANI 3 02/27/27 144A (Romania (Republic Of)) Long Debt RO $37K 40K 0.01
ROMANI 5.875 01/30/29 144A (Romania (Republic Of)) Long Debt RO $544K 548K 0.11
ROMANIAN GOVERNMENT INTER REGSSR UNSECURED REGS (Romania (Republic Of)) Long Debt RO $889K 1M 0.18
ROYAL BANK OF CANADA Long Derivative-interest rate $5K – 0.00
ROYAL BANK OF CANADA Long Derivative-interest rate $-14K – -0.00
RPRX 1.75 09/02/27 (Royalty Pharma PLC) Long Debt GB $148K 165K 0.03
RPRX 2.15 09/02/31 (Royalty Pharma PLC) Long Debt GB $56K 70K 0.01
RPRX 2.2 09/02/30 (Royalty Pharma PLC) Long Debt GB $150K 180K 0.03
RPRX 3.35 09/02/51 (Royalty Pharma PLC) Long Debt GB $22K 35K 0.00
RPRX 5.15 09/02/29 (Royalty Pharma PLC) Long Debt GB $94K 95K 0.02
RPRX 5.4 09/02/34 (Royalty Pharma PLC) Long Debt GB $381K 391K 0.08
RRAM 2021-16A A1 (RR 16 LTD) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.23
RRAM 2022-23A A2R (RR 23 Ltd / RR 23 LLC) Long ABS-collateralized bond/debt obligation BM $545K 540K 0.11
RRAM 2023-26A A1 (RR 26 LTD) Long ABS-collateralized bond/debt obligation KY $502K 500K 0.10
RRAM 2023-26A A2 (RR 26 LTD) Long ABS-collateralized bond/debt obligation KY $251K 250K 0.05
RRX 6.05 04/15/28 (Regal Rexnord Corporation) Long Debt US $400K 395K 0.08
RRX 6.3 02/15/30 * (Regal Rexnord Corporation) Long Debt US $36K 35K 0.01
RSG 1.45 02/15/31 (Republic Services, Inc.) Long Debt US $56K 70K 0.01
RSG 5.2 11/15/34 (Republic Services, Inc.) Long Debt US $204K 205K 0.04
RTX 5.75 11/08/26 (RTX Corp.) Long Debt US $76K 75K 0.02
RTX 6.1 03/15/34 (RTX Corp.) Long Debt US $1M 1M 0.22
SANTAN 4.25 04/11/27 (Banco Santander, S.A.) Long Debt ES $968K 1M 0.19
SBALT 2024-A A4 (SBNA AUTO LEASE TRUST 2024-A) Long ABS-other US $100K 100K 0.02
SBATOW 2.836 01/15/25 144A (SBA Tower Trust) Long ABS-other US $152K 155K 0.03
SBUX 4 11/15/28 (Starbucks Corporation) Long Debt US $217K 225K 0.04
SCFET 2023-1A A2 (SCF EQUIPMENT LEASING 2023-1 LLC) Long ABS-other US $312K 310K 0.06
SCFET 2024-1A A3 (SCF EQUIPMENT LEASING 2024-1 LLC) Long ABS-other US $126K 125K 0.03
SCRT 2019-3 MV (Freddie Mac Seasoned Credit Risk Transfer Trust) Long ABS-other US $54K 61K 0.01
SDART 2023-1 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1) Long ABS-other US $149K 150K 0.03
SDART 2023-3 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) Long ABS-other US $240K 240K 0.05
SDART 2023-6 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) Long ABS-other US $429K 428K 0.09
SDART 2024-1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) Long ABS-other US $440K 440K 0.09
SDCP 2024-1 A2 (Sabey Data Center Issuer Llc) Long ABS-other US $75K 75K 0.02
SFAST 2023-1A A4 (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1) Long ABS-other US $196K 195K 0.04
SGCMS 2020-COVE A (SG COMMERCIAL MORTGAGE SECURITIES TRUST) Long ABS-other US $443K 490K 0.09
SHW 2.3 05/15/30 (The Sherwin-Williams Company) Long Debt US $206K 240K 0.04
SIDC 2023-2A A2 (Stack Infrastructure Issuer Llc) Long ABS-other US $258K 260K 0.05
SIDC 2024-1A A2 (Stack Infrastructure Issuer Llc) Long ABS-other US $151K 150K 0.03
SJM 5.9 11/15/28 (The J M Smucker Company) Long Debt US $331K 321K 0.07
SJM 6.2 11/15/33 (The J M Smucker Company) Long Debt US $578K 550K 0.12
SLB 5 06/01/34 (Schlumberger Investment SA) Long Debt LU $157K 160K 0.03
SNDPT 2021-1A A (SOUND POINT CLO XXIX LTD) Long ABS-collateralized bond/debt obligation KY $645K 645K 0.13
SNLN 5.4 03/20/34 (Smith & Nephew PLC) Long Debt GB $84K 85K 0.02
SNVA 2023-GRID1 1A (SUNNOVA HESTIA I ISSUER, LLC) Long ABS-other US $96K 96K 0.02
SO 3.45 10/01/49 (Alabama Power Company) Long Debt US $239K 335K 0.05
SO 4.7 05/15/32 (Georgia Power Company) Long Debt US $68K 70K 0.01
SO 4.75 09/01/40 10-C (Georgia Power Company) Long Debt US $27K 30K 0.01
SO 4.85 06/15/28 (Southern Co.) Long Debt US $188K 190K 0.04
SO 4.95 05/17/33 (Georgia Power Company) Long Debt US $112K 115K 0.02
SO 5.2 06/15/33 (Southern Co.) Long Debt US $34K 35K 0.01
SO 5.25 03/15/34 (Georgia Power Company) Long Debt US $65K 65K 0.01
SO 5.7 03/15/34 (Southern Co.) Long Debt US $224K 220K 0.04
SO 5.75 09/15/33 (Southern Company Gas Capital Corporation) Long Debt US $46K 45K 0.01
SOCGEN V6.066 01/19/35 144A (Societe Generale S.A.) Long Debt FR $243K 245K 0.05
Societe Generale SA Long Derivative-interest rate $14K – 0.00
SOCIETE GENERALE SA 144ASUBORDINATED 144A (Societe Generale S.A.) Long Debt FR $281K 285K 0.06
SOLV 5.4 03/01/29 144A (Solventum Corp.) Long Debt US $753K 755K 0.15
SOLV 5.45 03/13/31 144A (Solventum Corp.) Long Debt US $420K 425K 0.08
SOLV 5.6 03/23/34 144A (Solventum Corp.) Long Debt US $255K 260K 0.05
SORT 2020-1 A1 (CF HIPPOLYTA ISSUER LLC) Long ABS-other US $103K 109K 0.02
SORT 2020-1 A2 (CF HIPPOLYTA ISSUER LLC) Long ABS-other US $76K 87K 0.02
SORT 2021-1A A1 (CF HIPPOLYTA ISSUER LLC) Long ABS-other US $86K 94K 0.02
SORT 2022-1A A1 (CF HIPPOLYTA ISSUER LLC) Long ABS-other US $96K 98K 0.02
SPLLLC 4.2 03/15/28 (Sabine Pass Liquefaction, LLC) Long Debt US $58K 60K 0.01
SRE 3.4 02/01/28 (Sempra) Long Debt US $113K 120K 0.02
SRE 5.2 06/01/33 (Southern California Gas Co.) Long Debt US $375K 380K 0.08
SRE 5.6 04/01/54 (Southern California Gas Co.) Long Debt US $206K 210K 0.04
SRE 5.75 06/01/53 (Southern California Gas Co.) Long Debt US $64K 65K 0.01
STACR 2021-DNA5 M2 (Freddie Mac Stacr Remic Trust) Long ABS-other US $54K 53K 0.01
STACR 2022-DNA2 M2 (Freddie Mac Stacr Remic Trust) Long ABS-other US $415K 395K 0.08
STACR 2022-DNA4 M1B (Freddie Mac Stacr Remic Trust) Long ABS-other US $262K 250K 0.05
STACR 2022-DNA7 M1B (Freddie Mac Stacr Remic Trust) Long ABS-other US $127K 115K 0.03
STACR 2022-HQA1 M1B (Freddie Mac Stacr Remic Trust) Long ABS-other US $176K 167K 0.04
STACR 2022-HQA3 M1B (Freddie Mac Stacr Remic Trust) Long ABS-other US $116K 110K 0.02
STACR 2023-HQA3 A1 (Freddie Mac Stacr Remic Trust) Long ABS-other US $99K 97K 0.02
STACR 2024-HQA1 A1 (Freddie Mac Stacr Remic Trust) Long ABS-other US $785K 783K 0.16
STACR 2024-HQA1 M1 (Freddie Mac Stacr Remic Trust) Long ABS-other US $528K 526K 0.11
STACR 2024-HQA1 M2 (Freddie Mac Stacr Remic Trust) Long ABS-other US $201K 200K 0.04
STANLN V5.905 05/14/35 144A (Standard Chartered PLC) Long Debt GB $198K 200K 0.04
STANLN V7.018 02/08/30 144A (Standard Chartered PLC) Long Debt GB $211K 200K 0.04
STANLN V7.767 11/16/28 144A (Standard Chartered PLC) Long Debt GB $213K 200K 0.04
STAR 2020-3 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) Long ABS-other US $20K 21K 0.00
STAR 2021-1 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) Long ABS-other US $149K 168K 0.03
STAR 2021-2 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) Long ABS-other US $107K 118K 0.02
STAR 2021-6 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6) Long ABS-other US $310K 364K 0.06
STHWK 2019-4A A1R (Southwick Park Collateralized Loan Obligation Limited/ Limited Liability Company) Long ABS-collateralized bond/debt obligation KY $401K 400K 0.08
STZ 2.25 08/01/31 (Constellation Brands, Inc.) Long Debt US $205K 250K 0.04
STZ 3.6 02/15/28 (Constellation Brands, Inc.) Long Debt US $133K 140K 0.03
SUBWAY 2024-1A A2I (SUBWAY FUNDING LLC) Long ABS-other US $393K 390K 0.08
SWX 2.2 06/15/30 (Southwest Gas Corp) Long Debt US $156K 184K 0.03
SYMP 2021-25A A (Symphony CLO XXV LTD/LLC) Long ABS-collateralized bond/debt obligation KY $701K 700K 0.14
SYY 4.45 03/15/48 (Sysco Corporation) Long Debt US $42K 50K 0.01
SYY 6.6 04/01/50 (Sysco Corporation) Long Debt US $250K 225K 0.05
T 0.375 09/30/27 (United States Treasury Notes) Long Debt US $377K 430K 0.08
T 0.5 10/31/27 (United States Treasury Notes) Long Debt US $110K 125K 0.02
T 1.125 02/28/27 (United States Treasury Notes) Long Debt US $242K 265K 0.05
T 1.25 05/15/50 (United States Treasury Bonds) Long Debt US $3M 5M 0.51
T 1.25 08/15/31 (United States Treasury Notes) Long Debt US $2M 2M 0.35
T 1.375 08/31/26 (United States Treasury Notes) Long Debt US $5M 5M 1.00
T 1.375 11/15/31 (United States Treasury Notes) Long Debt US $3M 4M 0.60
T 1.625 11/15/50 (United States Treasury Bonds) Long Debt US $1M 3M 0.30
T 2.25 02/15/52 (United States Treasury Bonds) Long Debt US $870K 1M 0.17
T 2.25 08/15/46 (United States Treasury Bonds) Long Debt US $1M 2M 0.22
T 2.3 06/01/27 (AT&T Inc) Long Debt US $1M 1M 0.21
T 2.375 11/15/49 (United States Treasury Bonds) Long Debt US $604K 910K 0.12
T 2.5 02/15/45 (United States Treasury Bonds) Long Debt US $3M 4M 0.55
T 2.5 02/15/46 (United States Treasury Bonds) Long Debt US $3M 5M 0.64
T 2.5 05/15/46 (United States Treasury Bonds) Long Debt US $183K 260K 0.04
T 2.75 08/15/32 (United States Treasury Notes) Long Debt US $3M 4M 0.65
T 2.875 05/15/52 (United States Treasury Bonds) Long Debt US $638K 870K 0.13
T 2.875 11/15/46 (United States Treasury Bonds) Long Debt US $1M 2M 0.23
T 3 02/15/47 (United States Treasury Bonds) Long Debt US $1M 2M 0.23
T 3 02/15/48 (United States Treasury Bonds) Long Debt US $890K 1M 0.18
T 3 05/15/47 (United States Treasury Bonds) Long Debt US $7M 9M 1.31
T 3 08/15/52 (United States Treasury Bonds) Long Debt US $3M 3M 0.53
T 3 11/15/45 (United States Treasury Bonds) Long Debt US $3M 4M 0.64
T 3.125 02/15/43 (United States Treasury Bonds) Long Debt US $2M 2M 0.39
T 3.125 05/15/48 (United States Treasury Bonds) Long Debt US $233K 300K 0.05
T 3.125 08/15/44 (United States Treasury Bonds) Long Debt US $487K 610K 0.10
T 3.375 11/15/48 (United States Treasury Bonds) Long Debt US $556K 685K 0.11
T 3.625 02/15/44 (United States Treasury Bonds) Long Debt US $5M 6M 0.97
T 3.625 05/15/53 (United States Treasury Bonds) Long Debt US $3M 3M 0.51
T 3.65 09/15/59 (AT&T Inc) Long Debt US $19K 28K 0.00
T 3.8 12/01/57 (AT&T Inc) Long Debt US $249K 357K 0.05
T 3.875 05/15/43 (United States Treasury Bonds) Long Debt US $1M 1M 0.22
T 4 11/15/42 (United States Treasury Bonds) Long Debt US $2M 2M 0.35
T 4 11/15/52 (United States Treasury Bonds) Long Debt US $3M 4M 0.68
T 4.25 03/15/27 (United States Treasury Notes) Long Debt US $7M 7M 1.31
T 4.25 06/30/29 (United States Treasury Notes) Long Debt US $2M 2M 0.43
T 4.35 03/01/29 (AT&T Inc) Long Debt US $669K 690K 0.13
T 4.85 03/01/39 (AT&T Inc) Long Debt US $710K 775K 0.14
TAST 2023-1A A (TRICOLOR AUTO SECURITIZATION TRUST 2023-1) Long ABS-other US $23K 23K 0.00
TAST 2024-1A A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) Long ABS-other US $165K 165K 0.03
TCIFC 2023-1A B (TEXAS DEBT CAPITAL CLO 2023-I, LTD) Long ABS-collateralized bond/debt obligation KY $311K 310K 0.06
TCKBCN 3.9 07/15/30 (Teck Resources Limited) Long Debt CA $354K 382K 0.07
TCN 2024-SFR1 A (TRICON RESIDENTIAL 2024-SFR1 TRUST) Long ABS-other US $116K 120K 0.02
TD SECURITIES USA LLC Long Derivative-interest rate $1K – 0.00
TFC 2.25 03/11/30 BKNT (Truist Bank (North Carolina)) Long Debt US $417K 500K 0.08
TFC V6.047 06/08/27 MTN (Truist Financial Corp.) Long Debt US $91K 90K 0.02
TII 0.125 02/15/52 (United States Treasury Bonds) Long Debt US $153K 240K 0.03
TII 0.25 02/15/50 (United States Treasury Bonds) Long Debt US $1M 2M 0.24
TII 0.625 02/15/43 (United States Treasury Bonds) Long Debt US $10K 10K 0.00
TII 0.75 02/15/45 (United States Treasury Bonds) Long Debt US $444K 445K 0.09
TII 1.375 02/15/44 (United States Treasury Bonds) Long Debt US $282K 245K 0.06
TII 1.5 02/15/53 (United States Treasury Bonds) Long Debt US $629K 710K 0.13
TII 1.75 01/15/34 (United States Treasury Notes) Long Debt US $5M 5M 0.98
TII 2.125 02/15/54 (United States Treasury Bonds) Long Debt US $169K 170K 0.03
TMO 1.75 10/15/28 (Thermo Fisher Scientific Inc) Long Debt US $44K 50K 0.01
TMUS 2.05 02/15/28 (T-Mobile USA, Inc.) Long Debt US $90K 100K 0.02
TMUS 2.4 03/15/29 (T-Mobile USA, Inc.) Long Debt US $141K 160K 0.03
TMUS 2.875 02/15/31 (T-Mobile USA, Inc.) Long Debt US $260K 300K 0.05
TMUS 3 02/15/41 (T-Mobile USA, Inc.) Long Debt US $39K 55K 0.01
TMUS 3.5 04/15/31 (T-Mobile USA, Inc.) Long Debt US $270K 300K 0.05
TMUS 3.875 04/15/30 (T-Mobile USA, Inc.) Long Debt US $1M 1M 0.21
TMUS 5.05 07/15/33 (T-Mobile USA, Inc.) Long Debt US $88K 90K 0.02
TMUS 5.2 01/15/33 (T-Mobile USA, Inc.) Long Debt US $544K 550K 0.11
TMUS 5.75 01/15/34 (T-Mobile USA, Inc.) Long Debt US $134K 130K 0.03
TORONTO DOMINION BANK Long Derivative-interest rate $-2K – -0.00
TPMT 2018-1 A1 (Towd Pt Mtg Tr 2017-2) Long ABS-other US $11K 12K 0.00
TPMT 2018-2 A1 (Towd Point Mortgage Trust 2015-3) Long ABS-other US $56K 57K 0.01
TPMT 2018-3 A1 (TOWD POINT MORTGAGE TRUST) Long ABS-other US $62K 64K 0.01
TPMT 2018-5 A1A (Towd Pt Mtg Tr 2018-5) Long ABS-other US $117K 120K 0.02
TPMT 2019-1 A1 (TOWD POINT MORTGAGE TRUST) Long ABS-other US $256K 269K 0.05
TPMT 2020-1 A2A (TOWD POINT MORTGAGE TRUST) Long ABS-other US $166K 190K 0.03
TPMT 2021-R1 A1 (TOWD POINT MORTGAGE TRUST) Long ABS-other US $980K 1M 0.20
TPR 7.05 11/27/25 (Tapestry Inc) Long Debt US $61K 60K 0.01
TPR 7.7 11/27/30 (Tapestry Inc) Long Debt US $41K 39K 0.01
TPRK 2021-1A A1 (THOMPSON PARK CLO LTD) Long ABS-collateralized bond/debt obligation KY $646K 645K 0.13
TRGP 4 01/15/32 (Targa Resources Partners LP/Targa Resources Finance Corp.) Long Debt US $203K 225K 0.04
TRGP 4.2 02/01/33 (Targa Resources Corp.) Long Debt US $139K 155K 0.03
TRGP 6.15 03/01/29 (Targa Resources Corp.) Long Debt US $77K 75K 0.02
TRK 2021-INV1 A1 (TRK 2021-INV1 TRUST) Long ABS-other US $122K 142K 0.02
TSN 5.4 03/15/29 (Tyson Foods, Inc.) Long Debt US $30K 30K 0.01
TSN 5.7 03/15/34 (Tyson Foods, Inc.) Long Debt US $105K 105K 0.02
TT 5.1 06/13/34 (Trane Technologies Financing Ltd.) Long Debt IE $45K 45K 0.01
TTEFP 5.638 04/05/64 (TotalEnergies Capital S.A.) Long Debt FR $188K 190K 0.04
TTWO 3.7 04/14/27 (Take-Two Interactive Software Inc.) Long Debt US $216K 225K 0.04
TWC 4.5 09/15/42 (Spectrum Management Holding Company LLC) Long Debt US $48K 65K 0.01
TWC 6.55 05/01/37 (Spectrum Management Holding Company LLC) Long Debt US $104K 110K 0.02
TX DALAPT 4.51 11/01/2051 (DALLAS-FORT WORTH TEX INTL ARPT) Long Debt US $44K 50K 0.01
TX TNGUTL 5.1 04/01/2035 (TEXAS NAT GAS SECURITIZATION FIN CORP) Long Debt US $276K 276K 0.06
TYSN 2023-CRNR A (TYSN 2023-CRNR MORTGAGE TRUST) Long ABS-other US $1M 980K 0.20
UBS 4.282 01/09/28 144A (UBS Group AG) Long Debt CH $1M 1M 0.24
UBS INVESTMENT BANK Long Derivative-interest rate $2K – 0.00
UBS INVESTMENT BANK Long Derivative-interest rate $-2K – -0.00
UBS INVESTMENT BANK Long Derivative-interest rate $-5K – -0.00
UBS V2.746 02/11/33 144A (UBS Group AG) Long Debt CH $196K 240K 0.04
UBS V4.751 05/12/28 144A (UBS Group AG) Long Debt CH $196K 200K 0.04
UBS V6.442 08/11/28 144A (UBS Group AG) Long Debt CH $256K 250K 0.05
UBS V6.537 08/12/33 144A (UBS Group AG) Long Debt CH $283K 270K 0.06
UBS V9.016 11/15/33 144A (UBS Group AG) Long Debt CH $301K 250K 0.06
UNH 3.75 10/15/47 (UnitedHealth Group Inc.) Long Debt US $49K 65K 0.01
UNH 4 05/15/29 (UnitedHealth Group Inc.) Long Debt US $96K 100K 0.02
UNH 4.2 05/15/32 (UnitedHealth Group Inc.) Long Debt US $118K 125K 0.02
UNH 4.95 05/15/62 (UnitedHealth Group Inc.) Long Debt US $36K 40K 0.01
UNH 5.05 04/15/53 (UnitedHealth Group Inc.) Long Debt US $242K 261K 0.05
UNH 5.3 02/15/30 (UnitedHealth Group Inc.) Long Debt US $636K 625K 0.13
UNH 5.35 02/15/33 (UnitedHealth Group Inc.) Long Debt US $532K 525K 0.11
UNH 5.375 04/15/54 (UnitedHealth Group Inc.) Long Debt US $238K 245K 0.05
UNH 5.875 02/15/53 (UnitedHealth Group Inc.) Long Debt US $291K 280K 0.06
UNH 6.05 02/15/63 (UnitedHealth Group Inc.) Long Debt US $32K 30K 0.01
UNITED STATES TREASURY BILLDTD 03/19/2024 0.000% 07/16/2024 (United States Treasury Bills) Long Debt US $4M 4M 0.84
UNP 2.8 02/14/32 (Union Pacific Corporation) Long Debt US $280K 325K 0.06
US T-BOND 30YR (Chicago Board of Trade) Short Derivative-interest rate US $-16K – -0.00
US T-BOND 30YR (Chicago Board of Trade) Long Derivative-interest rate US $-49K – -0.01
US T-BOND ULTRA (Chicago Board of Trade) Long Derivative-interest rate US $4K – 0.00
US T-BOND ULTRA (Chicago Board of Trade) Long Derivative-interest rate US $2K – 0.00
US T-BOND ULTRA (Chicago Board of Trade) Short Derivative-interest rate US $-92K – -0.02
US T-NOTE 10YR (Chicago Board of Trade) Long Derivative-interest rate US $82K – 0.02
US T-NOTE 10YR (Chicago Board of Trade) Long Derivative-interest rate US $-1K – -0.00
US T-NOTE 10YR (Chicago Board of Trade) Long Derivative-interest rate US $-7K – -0.00
US T-NOTE 10YR (Chicago Board of Trade) Long Derivative-interest rate US $-10K – -0.00
US T-NOTE 2YR (Chicago Board of Trade) Long Derivative-interest rate US $24K – 0.00
US T-NOTE 2YR (Chicago Board of Trade) Long Derivative-interest rate US $11K – 0.00
US T-NOTE 2YR (Chicago Board of Trade) Long Derivative-interest rate US $10K – 0.00
US T-NOTE 2YR (Chicago Board of Trade) Long Derivative-interest rate US $-2K – -0.00
US T-NOTE 2YR (Chicago Board of Trade) Long Derivative-interest rate US $-2K – -0.00
US T-NOTE 5YR (Chicago Board of Trade) Long Derivative-interest rate US $136K – 0.03
US T-NOTE 5YR (Chicago Board of Trade) Long Derivative-interest rate US $26K – 0.01
US T-NOTE ULTRA 10Y (Chicago Board of Trade) Long Derivative-interest rate US $24K – 0.00
US T-NOTE ULTRA 10Y (Chicago Board of Trade) Long Derivative-interest rate US $15K – 0.00
USRE 2021-1 A1 (NEW ECONOMY ASSETS - PHASE 1 ISSUER, LLC) Long ABS-other US $396K 445K 0.08
VBTEL 2024-1A C2 (Vb-S1 Issuer Llc 2016-1) Long ABS-other US $301K 300K 0.06
VCAT 2021-NPL2 A1 (VCAT LLC) Long ABS-other US $42K 42K 0.01
VCAT 2021-NPL4 A1 (VCAT LLC) Long ABS-other US $213K 215K 0.04
VCAT 2021-NPL5 A1 (VCAT LLC) Long ABS-other US $312K 317K 0.06
VCAT 2021-NPL6 A1 (VCAT 2021-NPL6 LLC) Long ABS-other US $418K 427K 0.08
VDCR 2023-1A A2A (Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.) Long ABS-other US $438K 455K 0.09
VENTR 2014-17A ARR (Venture XVII CLO Ltd/Llc) Long ABS-collateralized bond/debt obligation KY $3K 3K 0.00
VENTR 2021-42A A1A (VENTURE 42 CLO LTD) Long ABS-collateralized bond/debt obligation KY $645K 645K 0.13
VERUS 2019-INV3 A1 (Verus Securitization Trust) Long ABS-other US $41K 42K 0.01
VERUS 2020-4 A1 (VERUS SECURITIZATION TRUST) Long ABS-other US $38K 40K 0.01
VERUS 2020-5 A1 (VERUS SECURITIZATION TRUST) Long ABS-other US $67K 71K 0.01
VERUS 2021-2 A1 (VERUS SECURITIZATION TRUST) Long ABS-other US $155K 179K 0.03
VERUS 2021-4 A1 (VERUS SECURITIZATION TRUST) Long ABS-other US $129K 159K 0.03
VERUS 2021-5 A1 (VERUS SECURITIZATION TRUST) Long ABS-other US $518K 624K 0.10
VERUS 2021-8 A1 (VERUS SECURITIZATION TRUST 2021-8) Long ABS-other US $220K 251K 0.04
VERUS 2021-R2 A1 (VERUS SECURITIZATION TRUST) Long ABS-other US $90K 102K 0.02
VICI 4.95 02/15/30 (VICI Properties LP) Long Debt US $130K 135K 0.03
VLTO 5.45 09/18/33 144A (Veralto Corp.) Long Debt US $729K 730K 0.15
VMW 1.8 08/15/28 (VMware Inc) Long Debt US $88K 100K 0.02
VMW 2.2 08/15/31 (VMware Inc) Long Debt US $244K 300K 0.05
VOLT 2021-CF1 A1 (VOLT CIII LLC) Long ABS-other US $206K 212K 0.04
VOLT 2021-NP11 A1 (VOLT CII LLC) Long ABS-other US $277K 284K 0.06
VOLT 2021-NPL2 A1 (VOLT XCIII LLC) Long ABS-other US $165K 168K 0.03
VZ 2.55 03/21/31 (Verizon Communications Inc.) Long Debt US $297K 350K 0.06
VZ 4.329 09/21/28 (Verizon Communications Inc.) Long Debt US $865K 890K 0.17
WBD 4.054 03/15/29 (WarnerMedia Holdings Inc.) Long Debt US $416K 450K 0.08
WBD 4.125 05/15/29 (Discovery Communications, LLC) Long Debt US $20K 22K 0.00
WBD 4.279 03/15/32 (WarnerMedia Holdings Inc.) Long Debt US $738K 845K 0.15
WBD 5.05 03/15/42 (WarnerMedia Holdings Inc.) Long Debt US $69K 85K 0.01
WBD 5.141 03/15/52 (WarnerMedia Holdings Inc.) Long Debt US $31K 40K 0.01
WBD 6.412 03/15/26 (WarnerMedia Holdings Inc.) Long Debt US $550K 550K 0.11
WDAY 3.5 04/01/27 (Workday Inc) Long Debt US $120K 125K 0.02
WDAY 3.8 04/01/32 (Workday Inc) Long Debt US $90K 100K 0.02
WELF 2019-XA A1R (Wellfleet Clo X Ltd / Llc) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.21
WEN 2018-1A A2II (Wendys Funding Llc) Long ABS-other US $53K 56K 0.01
WESTPAC BANKING CORP Long Derivative-interest rate $8K – 0.00
WESTPAC BANKING CORP Long Derivative-interest rate $-396.95 – -0.00
WFC 4.3 07/22/27 GMTN (Wells Fargo & Co.) Long Debt US $730K 750K 0.15
WFC V2.393 06/02/28 MTN (Wells Fargo & Co.) Long Debt US $221K 240K 0.04
WFC V2.406 10/30/25 MTN (Wells Fargo & Co.) Long Debt US $218K 220K 0.04
WFC V2.572 02/11/31 MTN (Wells Fargo & Co.) Long Debt US $95K 110K 0.02
WFC V2.879 10/30/30 MTN (Wells Fargo & Co.) Long Debt US $368K 415K 0.07
WFC V3.35 03/02/33 MTN (Wells Fargo & Co.) Long Debt US $516K 595K 0.10
WFC V4.897 07/25/33 MTN (Wells Fargo & Co.) Long Debt US $893K 928K 0.18
WFC V5.389 04/24/34 (Wells Fargo & Co.) Long Debt US $54K 55K 0.01
WFC V5.499 01/23/35 (Wells Fargo & Co.) Long Debt US $130K 130K 0.03
WFC V5.574 07/25/29 MTN (Wells Fargo & Co.) Long Debt US $96K 95K 0.02
WFC V6.303 10/23/29 (Wells Fargo & Co.) Long Debt US $62K 60K 0.01
WFC V6.491 10/23/34 (Wells Fargo & Co.) Long Debt US $80K 75K 0.02
WFCM 2015-C31 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST) Long ABS-other US $139K 143K 0.03
WFCM 2015-NXS1 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST) Long ABS-other US $318K 325K 0.06
WLAKE 2020-3A D (WESTLAKE AUTOMOBILE RECEIVABLES TRUST) Long ABS-other US $67K 67K 0.01
WLAKE 2023-1A B (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1) Long ABS-other US $80K 80K 0.02
WM 1.15 03/15/28 (Waste Management, Inc.) Long Debt US $524K 600K 0.11
WM 3.15 11/15/27 (Waste Management, Inc.) Long Debt US $165K 175K 0.03
WM 4.95 07/03/31 (Waste Management, Inc.) Long Debt US $223K 225K 0.04
WMB 3.25 05/15/30 (Transcontinental Gas Pipe Line Company, LLC) Long Debt US $81K 90K 0.02
WMB 5.65 03/15/33 (The Williams Companies, Inc.) Long Debt US $383K 380K 0.08
WOART 2023-A B (WORLD OMNI AUTO RECEIVABLES TRUST 2023-A) Long ABS-other US $129K 130K 0.03
WOART 2023-B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-B) Long ABS-other US $228K 228K 0.05
WOODS 2017-15A A1R (Northwoods Capital Limited XV) Long ABS-collateralized bond/debt obligation US $255K 255K 0.05
WSTOP 2020-1A A2 (Wingstop Funding LLC) Long ABS-other US $372K 409K 0.07
WSTP V4.11 07/24/34 (Westpac Banking Corp.) Long Debt AU $439K 475K 0.09
WTW 2.95 09/15/29 (Willis North American Inc.) Long Debt US $685K 765K 0.14
WV MARHGR 3.13 05/01/2028 (MARSHALL UNIV W VA) Long Debt US $94K 100K 0.02
WV MARHGR 3.38 05/01/2031 (MARSHALL UNIV W VA) Long Debt US $91K 100K 0.02
XCAP 2024-1A A3 (AUXILIOR TERM FUNDING 2024-1 LLC) Long ABS-other US $195K 195K 0.04
XEL 3.35 12/01/26 (Xcel Energy Inc) Long Debt US $501K 525K 0.10
XEL 4.6 06/01/32 (Xcel Energy Inc) Long Debt US $94K 100K 0.02
XIB 0 07/30/24 (United States Treasury Bills) Long Debt US $9M 9M 1.72
ZAIS 2020-15A A1R (ZAIS CLO 15 LTD) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.29

Address

EMPOWER FUNDS, INC.
8515 E. ORCHARD ROAD
GREENWOOD VILLAGE
Colorado
80111
United States of America

Websites

Directors

Gail H. Klapper
James A. Hillary
R. Timothy Hudner
Steven A. Lake
Stephen G. McConahey
Jonathan D. Kreider

Transfer Agents

SS&C GIDS, Inc.

Pricing Services

ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
LSEG Pricing Service
BLOOMBERG FINANCE LP

Custodians

BNY Mellon

Shareholder Servicing Agents

Empower Annuity Insurance Company of America

Admins

Empower Annuity Insurance Company of America

Brokers

N/A