PIMCOFUNDS > PIMCO Funds
PIMCO Long Duration Credit Bond Portfolio
$25.45B
Avg Monthly Net Assets
$38.56B
Total Assets
$13.42B
Total Liabilities
$25.14B
Net Assets
PIMCO Long Duration Credit Bond Portfolio is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $25.45B.
On August 28th, 2024 it reported 2,395 holdings, the largest
being UMBS PASS THRU POOLS (3.5%), UMBS PASS THRU POOLS (3.4%) and UNITED STATES GOVT (2.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO Long Duration Credit Bond Portfolio | C000071766 | None |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A D 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A F 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A G 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A H 144A (1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-59K | – | -0.00 | |
| 317U3R6A2 PIMCO SWAPTION 4.77625 PUT USD 20240 | Derivative-interest rate | US | $-215K | – | -0.00 | |
| 317U3R7A1 PIMCO SWAPTION 4.13 PUT USD 20240814 | Derivative-interest rate | US | $968K | – | 0.00 | |
| 317U3VDA5 PIMCO SWAPTION 3.83 PUT USD 20240830 | Derivative-interest rate | US | $2M | – | 0.01 | |
| 317U3VFA3 PIMCO SWAPTION 4.41 PUT USD 20240830 | Derivative-interest rate | US | $-796K | – | -0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 | Derivative-interest rate | US | $-1M | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 | Derivative-interest rate | US | $1M | – | 0.01 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-29K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $333K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-359K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $185K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-205K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $145K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-152K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $117K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-118K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $187K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-187K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $197K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-189K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-68K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $164K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-145K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $308K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-248K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $595K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-224K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-2.12 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-183K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-1.6 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-1.6 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-3.23 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-105K | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-321K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-557.08 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $271K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-233K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-56K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U66TA0 PIMCO SWAPTION 4.43 PUT USD 20250604 | Derivative-interest rate | US | $-2M | – | -0.01 | |
| 317U66UA8 PIMCO SWAPTION 4.07 PUT USD 20250604 | Derivative-interest rate | US | $2M | – | 0.01 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $332K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-280K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $385K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-299K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-92K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $433K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-370K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-58K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-120K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $399K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-325K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-48K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-132K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-105K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-139K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-39K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $239K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-205K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-59K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-267K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-47K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-108K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-39K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-120K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-41K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-54K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-75K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-76K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-276K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-53K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-73K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-42K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-126K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-60K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-97K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 7 ELEVEN INC SR UNSECURED 144A 02/41 2.5 (7-ELEVEN INC) | Long | Debt | US | $3M | – | 0.01 |
| 7 ELEVEN INC SR UNSECURED 144A 02/51 2.8 (7-ELEVEN INC) | Long | Debt | US | $11M | – | 0.04 |
| AASET 2018 1 TRUST AASET 2018 1A A 144A (APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| ABBVIE INC SR UNSECURED 03/34 5.05 | Long | Debt | US | $4M | – | 0.01 |
| ABBVIE INC SR UNSECURED 03/44 5.35 | Long | Debt | US | $5M | – | 0.02 |
| ABBVIE INC SR UNSECURED 03/54 5.4 | Long | Debt | US | $8M | – | 0.03 |
| ABBVIE INC SR UNSECURED 03/64 5.5 | Long | Debt | US | $8M | – | 0.03 |
| ABBVIE INC SR UNSECURED 05/35 4.5 | Long | Debt | US | $21M | – | 0.08 |
| ABBVIE INC SR UNSECURED 05/36 4.3 | Long | Debt | US | $21M | – | 0.08 |
| ABBVIE INC SR UNSECURED 05/45 4.7 | Long | Debt | US | $17M | – | 0.07 |
| ABBVIE INC SR UNSECURED 05/46 4.45 | Long | Debt | US | $29M | – | 0.12 |
| ABBVIE INC SR UNSECURED 06/44 4.85 | Long | Debt | US | $34M | – | 0.14 |
| ABBVIE INC SR UNSECURED 11/42 4.4 | Long | Debt | US | $39M | – | 0.15 |
| ABBVIE INC SR UNSECURED 11/49 4.25 | Long | Debt | US | $7M | – | 0.03 |
| ABU DHABI CRUDE OIL SR SECURED REGS 11/47 4.6 (ABU DHABI CRUDE OIL PIPELINE LLC) | Long | Debt | AE | $7M | – | 0.03 |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125 | Long | Debt | AE | $13M | – | 0.05 |
| ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7 | Long | Debt | AE | $21M | – | 0.08 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875 | Long | Debt | AE | $10M | – | 0.04 |
| ACCIDENT FUND INS CO AM SUBORDINATED 144A 08/32 8.5 (ACCIDENT FUND INSURANCE CO OF AMERICA) | Long | Debt | US | $101M | – | 0.40 |
| ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949 (ADANI ELECTRICITY MUMBAI LIMITED) | Long | Debt | IN | $4M | – | 0.01 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 (ADVOCATE HEALTH & HOSPITALS CORP) | Long | Debt | US | $10M | – | 0.04 |
| AEP TEXAS INC SR UNSECURED 02/33 6.65 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $1M | – | 0.00 |
| AEP TEXAS INC SR UNSECURED 05/49 4.15 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $11M | – | 0.04 |
| AEP TEXAS INC SR UNSECURED 05/51 3.45 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $7M | – | 0.03 |
| AEP TRANSMISSION CO LLC SR UNSECURED 03/53 5.4 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $11M | – | 0.04 |
| AEP TRANSMISSION CO LLC SR UNSECURED 04/50 3.65 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $2M | – | 0.01 |
| AEP TRANSMISSION CO LLC SR UNSECURED 09/48 4.25 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $1M | – | 0.00 |
| AEP TRANSMISSION CO LLC SR UNSECURED 09/49 3.15 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $142K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/27 4.625 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $16M | – | 0.06 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $20M | – | 0.08 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $626K | – | 0.00 |
| AEROPORTI DI ROMA SPA SR UNSECURED REGS 07/31 1.75 | Long | Debt | IT | $4M | – | 0.02 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 (AES CORPORATION) | Long | Debt | US | $6M | – | 0.03 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $2M | – | 0.01 | |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $776K | – | 0.00 | |
| AETNA INC SR UNSECURED 03/44 4.75 | Long | Debt | US | $42K | – | 0.00 |
| AGREE LP COMPANY GUAR 06/34 5.625 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $3M | – | 0.01 |
| AGREE LP COMPANY GUAR 10/32 4.8 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $5M | – | 0.02 |
| AIA GROUP LTD SR UNSECURED 144A 04/28 3.9 (AIA GROUP LIMITED) | Long | Debt | HK | $2M | – | 0.01 |
| AIA GROUP LTD SUBORDINATED 144A 09/40 3.2 (AIA GROUP LIMITED) | Long | Debt | HK | $3M | – | 0.01 |
| AIR CANADA 2013 1A PTT PASS THRU CE 144A 11/26 4.125 (AIR CANADA 2013-1 CLASS A PASS THROUGH CERTIFICATES) | Long | Debt | CA | $9M | – | 0.04 |
| AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 (AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $5M | – | 0.02 |
| AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85 (AIRCASTLE LIMITED) | Long | Debt | BM | $11M | – | 0.05 |
| AIRCASTLE LTD SR UNSECURED 144A 02/29 5.95 (AIRCASTLE LIMITED) | Long | Debt | BM | $2M | – | 0.01 |
| ALABAMA POWER CO SR UNSECURED 06/41 5.2 (ALABAMA POWER COMPANY) | Long | Debt | US | $186K | – | 0.00 |
| ALABAMA POWER CO SR UNSECURED 07/48 4.3 (ALABAMA POWER COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| ALABAMA POWER CO SR UNSECURED 07/51 3.125 (ALABAMA POWER COMPANY) | Long | Debt | US | $862K | – | 0.00 |
| ALABAMA POWER CO SR UNSECURED 09/32 3.94 (ALABAMA POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| ALABAMA POWER CO SR UNSECURED 10/49 3.45 (ALABAMA POWER COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| ALABAMA POWER CO SR UNSECURED 12/42 3.85 (ALABAMA POWER COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| ALABAMA POWER CO SR UNSECURED 12/47 3.7 (ALABAMA POWER COMPANY) | Long | Debt | US | $74K | – | 0.00 |
| ALAMEDA CNTY CA JT PWRS AUTH L ALAUTL 12/44 FIXED 7.046 (ALAMEDA COUNTY JOINT POWERS AUTHORITY) | Long | Debt | US | $8M | – | 0.03 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $14M | – | 0.06 |
| ALCON FINANCE CORP COMPANY GUAR 144A 09/29 3 (ALCON FINANCE CORPORATION) | Long | Debt | US | $453K | – | 0.00 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 02/50 4 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $6M | – | 0.02 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 03/52 3.55 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $2M | – | 0.01 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/25 3.45 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $687K | – | 0.00 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/49 4.85 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $761K | – | 0.00 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $9M | – | 0.04 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/51 3 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $3M | – | 0.01 |
| ALIBABA GROUP HOLDING LIMI SNR AS SP BRC | Derivative-credit | US | $11K | – | 0.00 | |
| ALLEGHANY CORP SR UNSECURED 09/44 4.9 (ALLEGHANY CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.00 |
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/32 3.6 (ALLIANT ENERGY FINANCE LLC) | Long | Debt | US | $12M | – | 0.05 |
| ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | Long | Debt | US | $18M | – | 0.07 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $8M | – | 0.03 |
| ALLY FINANCIAL INC SR UNSECURED 06/29 VAR | Long | Debt | US | $11M | – | 0.05 |
| ALLY FINANCIAL INC SR UNSECURED 11/28 2.2 | Long | Debt | US | $693K | – | 0.00 |
| ALLY FINANCIAL INC SR UNSECURED 11/31 8 | Long | Debt | US | $3M | – | 0.01 |
| ALLY FINANCIAL INC SUBORDINATED 02/33 6.7 | Long | Debt | US | $6M | – | 0.02 |
| ALTRIA GROUP INC COMPANY GUAR 02/49 5.95 | Long | Debt | US | $16M | – | 0.06 |
| ALTRIA GROUP INC COMPANY GUAR 02/59 6.2 | Long | Debt | US | $3M | – | 0.01 |
| ALTRIA GROUP INC COMPANY GUAR 09/46 3.875 | Long | Debt | US | $4M | – | 0.01 |
| AMAZON.COM INC SR UNSECURED 04/62 4.1 (AMAZONCOM INC) | Long | Debt | US | $9M | – | 0.04 |
| AMAZON.COM INC SR UNSECURED 05/51 3.1 (AMAZONCOM INC) | Long | Debt | US | $14M | – | 0.05 |
| AMAZON.COM INC SR UNSECURED 05/61 3.25 (AMAZONCOM INC) | Long | Debt | US | $29M | – | 0.12 |
| AMAZON.COM INC SR UNSECURED 06/60 2.7 (AMAZONCOM INC) | Long | Debt | US | $3M | – | 0.01 |
| AMAZON.COM INC SR UNSECURED 08/57 4.25 (AMAZONCOM INC) | Long | Debt | US | $17M | – | 0.07 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $6M | – | 0.02 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.02 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $418K | – | 0.00 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.01 |
| AMER AIRLINE 17 2 A PTT PASS THRU CE 04/31 3.6 (AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.01 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 (AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $6M | – | 0.02 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $17M | – | 0.07 |
| AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T (AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.02 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.02 |
| AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 (AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $6M | – | 0.02 |
| AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| AMEREN ILLINOIS CO 1ST MORTGAGE 06/51 2.9 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $20M | – | 0.08 |
| AMEREN ILLINOIS CO 1ST MORTGAGE 12/47 3.7 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| AMEREN ILLINOIS CO SR SECURED 03/46 4.15 (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $25M | – | 0.10 |
| AMERICAN ELECTRIC POWER JR SUBORDINA 02/62 VAR (AMERICAN ELECTRIC POWER COMPANY INC) | Long | Debt | US | $8M | – | 0.03 |
| AMERICAN ELECTRIC POWER SR UNSECURED 03/33 5.625 (AMERICAN ELECTRIC POWER COMPANY INC) | Long | Debt | US | $10M | – | 0.04 |
| AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR (AMERICAN EXPRESS COMPANY) | Long | Equity-preferred | US | $6M | 6M | 0.02 |
| AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5 (AMERICAN FINANCIAL GROUP INC) | Long | Debt | US | $35M | – | 0.14 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $7M | – | 0.03 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $11M | – | 0.04 |
| AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $20M | – | 0.08 |
| AMERICAN HOMES 4 RENT SR UNSECURED 04/52 4.3 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $8M | – | 0.03 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $569K | – | 0.00 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $7M | – | 0.03 |
| AMERICAN INTL GROUP SR UNSECURED 06/50 4.375 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $5M | – | 0.02 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/28 FIXED 7.334 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/33 FIXED OID 7.734 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $9M | – | 0.03 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/44 FIXED 6.449 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 8.084 (AMERICAN MUNICIPAL POWER INC) | Long | Debt | US | $53M | – | 0.21 |
| AMERICAN TOWER CORP SR UNSECURED 01/25 2.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $7M | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 3.125 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $15M | – | 0.06 |
| AMERICAN TOWER CORP SR UNSECURED 01/28 3.6 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 01/51 2.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $24M | – | 0.09 |
| AMERICAN TOWER CORP SR UNSECURED 02/26 4.4 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 02/34 5.45 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $992K | – | 0.00 |
| AMERICAN TOWER CORP SR UNSECURED 03/29 3.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $24M | – | 0.10 |
| AMERICAN TOWER CORP SR UNSECURED 03/32 4.05 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN TOWER CORP SR UNSECURED 03/33 5.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $13M | – | 0.05 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $14M | – | 0.06 |
| AMERICAN TOWER CORP SR UNSECURED 06/50 3.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $9M | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 07/28 5.25 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $4M | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 07/33 5.55 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $15M | – | 0.06 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $57M | – | 0.23 |
| AMERICAN TOWER CORP SR UNSECURED 10/26 3.375 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 10/30 0.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $4M | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 10/49 3.7 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $5M | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 11/33 5.9 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $23M | – | 0.09 |
| AMERICAN TRANSMISSION SY SR UNSECURED 144A 09/44 5 (AMERICAN TRANSMISSION SYSTEMS INCORPORATED) | Long | Debt | US | $12M | – | 0.05 |
| AMERICAN WATER CAPITAL C SR UNSECURED 03/54 5.45 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $11M | – | 0.04 |
| AMERICAN WATER CAPITAL C SR UNSECURED 09/47 3.75 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $4M | – | 0.02 |
| AMERICAN WATER CAPITAL C SR UNSECURED 10/37 6.593 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $167K | – | 0.00 |
| AMERICAN WATER CAPITAL C SR UNSECURED 12/42 4.3 (AMERICAN WATER CAPITAL CORP) | Long | Debt | US | $7M | – | 0.03 |
| AMFAM HOLDINGS INC SR UNSECURED 144A 03/31 2.805 | Long | Debt | US | $9M | – | 0.04 |
| AMFAM HOLDINGS INC SR UNSECURED 144A 03/51 3.833 | Long | Debt | US | $6M | – | 0.02 |
| AMGEN INC SR UNSECURED 02/50 3.375 | Long | Debt | US | $5M | – | 0.02 |
| AMGEN INC SR UNSECURED 03/33 5.25 | Long | Debt | US | $34M | – | 0.14 |
| AMGEN INC SR UNSECURED 03/53 5.65 | Long | Debt | US | $11M | – | 0.04 |
| AMGEN INC SR UNSECURED 03/63 5.75 | Long | Debt | US | $34M | – | 0.14 |
| AMGEN INC SR UNSECURED 06/51 4.663 | Long | Debt | US | $125M | – | 0.50 |
| AMGEN INC SR UNSECURED 08/41 2.8 | Long | Debt | US | $3M | – | 0.01 |
| AMGEN INC SR UNSECURED 10/41 4.95 | Long | Debt | US | $4M | – | 0.02 |
| ANALOG DEVICES INC SR UNSECURED 04/54 5.3 | Long | Debt | US | $7M | – | 0.03 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $5M | – | 0.02 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $8M | – | 0.03 |
| ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/36 4.7 (ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $90M | – | 0.36 |
| ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/46 4.9 (ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $110M | – | 0.44 |
| ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9 (ANHEUSER-BUSCH INBEV FINANCE INC) | Long | Debt | US | $293K | – | 0.00 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 5.45 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $7M | – | 0.03 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $3M | – | 0.01 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/59 5.8 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $40M | – | 0.16 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 04/38 4.375 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $10M | – | 0.04 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 06/40 4.35 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $18M | – | 0.07 |
| ANHEUSER BUSCH INBEV WOR COMPANY GUAR 10/48 4.439 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $772K | – | 0.00 |
| ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $7M | – | 0.03 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $10M | – | 0.04 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/26 3.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $4M | – | 0.02 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $17M | – | 0.07 |
| ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $6M | – | 0.02 |
| ANTHEM INC SR UNSECURED 03/48 4.55 (ELEVANCE HEALTH INC) | Long | Debt | US | $6M | – | 0.03 |
| ANTHEM INC SR UNSECURED 05/42 4.625 (ELEVANCE HEALTH INC) | Long | Debt | US | $7M | – | 0.03 |
| AON NORTH AMERICA INC COMPANY GUAR 03/54 5.75 | Long | Debt | US | $10M | – | 0.04 |
| APPALACHIAN POWER CO SR UNSECURED 04/36 6.375 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| APPALACHIAN POWER CO SR UNSECURED 04/38 7 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| APPALACHIAN POWER CO SR UNSECURED 05/44 4.4 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| APPALACHIAN POWER CO SR UNSECURED 08/32 4.5 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| APPALACHIAN POWER CO SR UNSECURED 08/37 6.7 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| APPALACHIAN POWER CO SR UNSECURED 10/35 5.8 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC SR UNSECURED 02/61 2.8 | Long | Debt | US | $5M | – | 0.02 |
| APPLE INC SR UNSECURED 05/53 4.85 | Long | Debt | US | $10M | – | 0.04 |
| APPLE INC SR UNSECURED 08/46 3.85 | Long | Debt | US | $44M | – | 0.17 |
| APPLE INC SR UNSECURED 08/51 2.7 | Long | Debt | US | $763K | – | 0.00 |
| APPLE INC SR UNSECURED 08/61 2.85 | Long | Debt | US | $5M | – | 0.02 |
| APPLE INC SR UNSECURED 08/62 4.1 | Long | Debt | US | $887K | – | 0.00 |
| APPLE INC SR UNSECURED 09/47 3.75 | Long | Debt | US | $17M | – | 0.07 |
| APPLE INC SR UNSECURED 09/49 2.95 | Long | Debt | US | $15M | – | 0.06 |
| APTIV PLC / APTIV CORP COMPANY GUAR 03/32 3.25 | Long | Debt | JE | $6M | – | 0.02 |
| APTIV PLC / APTIV CORP COMPANY GUAR 05/52 4.15 | Long | Debt | JE | $2M | – | 0.01 |
| APTIV PLC COMPANY GUAR 03/49 5.4 (APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC)) | Long | Debt | JE | $9M | – | 0.04 |
| APTIV PLC COMPANY GUAR 12/51 3.1 (APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC)) | Long | Debt | JE | $6M | – | 0.03 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.06 |
| ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/46 5.031 | Long | Debt | US | $4M | – | 0.01 |
| ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635 | Long | Debt | BM | $17M | – | 0.07 |
| ARES CAPITAL CORP SR UNSECURED 07/29 5.95 (ARES CAPITAL CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.07 |
| ARES FINANCE CO COMPANY GUAR 144A 06/51 VAR (ARES FINANCE CO III LLC) | Long | Debt | US | $12M | – | 0.05 |
| ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | US | $6M | – | 0.02 |
| ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65 | Long | Debt | US | $4M | – | 0.01 |
| ARES MANAGEMENT CORP COMPANY GUAR 11/28 6.375 (ARES MANAGEMENT CORPORATION) | Long | Debt | US | $40M | – | 0.16 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 04/42 4.5 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 12/49 3.5 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| ARROW ELECTRONICS INC SR UNSECURED 02/32 2.95 | Long | Debt | US | $502K | – | 0.00 |
| ARTHUR J GALLAGHER + CO SR UNSECURED 05/51 3.5 (ARTHUR J GALLAGHER & CO) | Long | Debt | US | $12M | – | 0.05 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 04/34 5.8 | Long | Debt | US | $10M | – | 0.04 |
| ASPLUNDH TREE EXPERT LLC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $1M | – | 0.00 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 09/28 6.125 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $9M | – | 0.03 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 09/51 3.6 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $7M | – | 0.03 |
| ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5 | Long | Debt | US | $27M | – | 0.11 |
| ASTRAZENECA PLC SR UNSECURED 11/45 4.375 | Long | Debt | GB | $1M | – | 0.00 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $1M | – | 0.01 | |
| AT+T INC SR UNSECURED 06/51 3.65 (AT&T INC) | Long | Debt | US | $9M | – | 0.04 |
| AT+T INC SR UNSECURED 06/60 3.85 (AT&T INC) | Long | Debt | US | $20M | – | 0.08 |
| AT+T INC SR UNSECURED 09/36 3.15 (AT&T INC) | Long | Debt | US | $3M | – | 0.01 |
| AT+T INC SR UNSECURED 09/53 3.5 (AT&T INC) | Long | Debt | US | $45M | – | 0.18 |
| AT+T INC SR UNSECURED 09/55 3.55 (AT&T INC) | Long | Debt | US | $86M | – | 0.34 |
| AT+T INC SR UNSECURED 09/59 3.65 (AT&T INC) | Long | Debt | US | $191M | – | 0.76 |
| AT+T INC SR UNSECURED 12/57 3.8 (AT&T INC) | Long | Debt | US | $152M | – | 0.60 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5 | Long | Debt | US | $3M | – | 0.01 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583 | Long | Debt | US | $10M | – | 0.04 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | Long | Debt | US | $11M | – | 0.05 |
| ATHENE HOLDING LTD SR UNSECURED 01/34 5.875 | Long | Debt | US | $7M | – | 0.03 |
| ATHENE HOLDING LTD SR UNSECURED 04/54 6.25 | Long | Debt | US | $15M | – | 0.06 |
| ATMOS ENERGY CORP SR UNSECURED 10/48 4.3 (ATMOS ENERGY CORPORATION) | Long | Debt | US | $13M | – | 0.05 |
| ATMOS ENERGY CORP SR UNSECURED 11/53 6.2 (ATMOS ENERGY CORPORATION) | Long | Debt | US | $11M | – | 0.04 |
| AUGUSTAR LIFE INSURANCE SUBORDINATED 144A 06/42 6.875 (OHIO NATIONAL LIFE INSURANCE CO) | Long | Debt | US | $357K | – | 0.00 |
| AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1 (AUSTRALIA GOVT) | Long | Debt | AU | $34M | – | 0.14 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 05/34 3.75 (AUSTRALIA GOVT) | Long | Debt | AU | $9M | – | 0.04 |
| AVALONBAY COMMUNITIES SR UNSECURED 06/34 5.35 (AVALONBAY COMMUNITIES INC) | Long | Debt | US | $8M | – | 0.03 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/28 6.25 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $7M | – | 0.03 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $2M | – | 0.01 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $8M | – | 0.03 |
| AVISTA CORP 1ST MORTGAGE 04/52 4 (AVISTA CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $6M | – | 0.02 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $37M | – | 0.15 |
| AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $15M | – | 0.06 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $4M | – | 0.01 |
| AXIS SPECIALTY FINANCE COMPANY GUAR 07/29 3.9 (AXIS SPECIALTY FINANCE LLC) | Long | Debt | US | $4M | – | 0.01 |
| BACARDI LTD COMPANY GUAR 144A 05/28 4.7 (BACARDI LIMITED) | Long | Debt | BM | $5M | – | 0.02 |
| BACARDI LTD COMPANY GUAR 144A 05/38 5.15 (BACARDI LIMITED) | Long | Debt | BM | $21M | – | 0.08 |
| BACARDI LTD COMPANY GUAR 144A 05/48 5.3 (BACARDI LIMITED) | Long | Debt | BM | $23M | – | 0.09 |
| BAE SYSTEMS PLC SR UNSECURED 144A 09/50 3 | Long | Debt | GB | $8M | – | 0.03 |
| BAIDU INC SNR AS SP BRC | Derivative-credit | US | $68K | – | 0.00 | |
| BALTIMORE GAS + ELECTRIC SR UNSECURED 06/50 2.9 (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.00 |
| BALTIMORE GAS + ELECTRIC SR UNSECURED 06/53 5.4 (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $7M | – | 0.03 |
| BALTIMORE GAS + ELECTRIC SR UNSECURED 09/49 3.2 (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.01 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $15M | – | 0.06 |
| BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $11M | – | 0.04 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $4M | – | 0.01 |
| BANCO INBURSA SR UNSECURED 144A 04/27 4.375 (BANCO INBURSA SA) | Long | Debt | MX | $5M | – | 0.02 |
| BANCO SANTANDER SA SR UNSECURED 05/30 3.49 | Long | Debt | ES | $5M | – | 0.02 |
| BANCO SANTANDER SA SR UNSECURED 06/29 3.306 | Long | Debt | ES | $3M | – | 0.01 |
| BANK BANK 2021 BN36 ASB (BANK 2021-BNK36) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| BANK LEUMI LE ISRAEL SUBORDINATED 144A REGS 07/33 V (BANK LEUMI LE-ISRAEL BM) | Long | Debt | IL | $7M | – | 0.03 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $118M | 119M | 0.47 |
| BANK OF AMERICA CORP SR UNSECURED 01/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $22M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 02/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $14M | – | 0.06 |
| BANK OF AMERICA CORP SR UNSECURED 03/51 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $9M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 04/32 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 04/33 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $83M | – | 0.33 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 04/42 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 07/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $13M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 07/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 07/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $28M | – | 0.11 |
| BANK OF AMERICA CORP SR UNSECURED 07/32 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 07/33 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 07/52 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 09/34 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 12/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $80M | – | 0.32 |
| BANK OF AMERICA NA SUBORDINATED 10/36 6 | Long | Debt | US | $10M | – | 0.04 |
| BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $6M | – | 0.03 |
| BAPTIST HEALTHCARE UNSECURED 08/50 3.54 (BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP) | Long | Debt | US | $11M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 03/55 VAR | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $28M | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $13M | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 09/34 VAR | Long | Debt | GB | $27M | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $9M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 11/42 VAR | Long | Debt | GB | $4M | – | 0.02 |
| BARCLAYS PLC SR UNSECURED REGS 03/35 VAR | Long | Debt | GB | $3M | – | 0.01 |
| BARCLAYS PLC SUBORDINATED 06/30 VAR | Long | Debt | GB | $2M | – | 0.01 |
| BARRICK NA FINANCE LLC COMPANY GUAR 05/41 5.7 (BARRICK NORTH AMERICA FINANCE LLC) | Long | Debt | US | $8M | – | 0.03 |
| BAT CAPITAL CORP COMPANY GUAR 08/47 4.54 (BAT CAPITAL CORPORATION) | Long | Debt | US | $113K | – | 0.00 |
| BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/49 FIXED 6.263 (BAY AREA TOLL AUTHORITY) | Long | Debt | US | $5M | – | 0.02 |
| BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/50 FIXED 7.043 (BAY AREA TOLL AUTHORITY) | Long | Debt | US | $19M | – | 0.07 |
| BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 10/50 FIXED 6.907 (BAY AREA TOLL AUTHORITY) | Long | Debt | US | $34M | – | 0.14 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 06/38 4.625 | Long | Debt | US | $757K | – | 0.00 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 06/48 4.875 | Long | Debt | US | $19M | – | 0.08 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 07/34 4.2 | Long | Debt | US | $12M | – | 0.05 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 07/44 4.4 | Long | Debt | US | $3M | – | 0.01 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $9M | – | 0.04 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25 | Long | Debt | US | $409K | – | 0.00 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $7M | – | 0.03 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $22M | – | 0.09 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $13M | – | 0.05 |
| BECTON DICKINSON + CO SR UNSECURED 02/34 5.11 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| BECTON DICKINSON + CO SR UNSECURED 05/50 3.794 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $13M | – | 0.05 |
| BECTON DICKINSON EURO COMPANY GUAR 06/36 4.029 (BECTON DICKINSON EURO FINANCE SARL) | Long | Debt | LU | $7M | – | 0.03 |
| BERKLEY (WR) CORPORATION SR UNSECURED 05/50 4 (WR BERKLEY CORP) | Long | Debt | US | $4M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 01/49 4.45 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $20M | – | 0.08 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 02/45 4.5 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $508K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $16M | – | 0.06 |
| BERKSHIRE HATHAWAY ENERG SR UNSECURED 10/50 4.25 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/51 2.5 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $717K | – | 0.00 |
| BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/32 2.875 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/52 3.85 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $11M | – | 0.04 |
| BERKSHIRE HATHAWAY FIN COMPANY GUAR 08/48 4.2 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $12M | – | 0.05 |
| BERKSHIRE HATHAWAY INC SR UNSECURED 02/43 4.5 | Long | Debt | US | $227K | – | 0.00 |
| BERRY GLOBAL INC SR SECURED 144A 01/34 5.65 | Long | Debt | US | $2M | – | 0.01 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08 (BETH ISRAEL LAHEY HEALTH INC) | Long | Debt | US | $9M | – | 0.04 |
| BG ENERGY CAPITAL PLC COMPANY GUAR 144A 10/41 5.125 | Long | Debt | GB | $28M | – | 0.11 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $6M | – | 0.02 |
| BGC GROUP INC SR UNSECURED 12/25 4.375 | Long | Debt | US | $6M | – | 0.02 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $4M | – | 0.02 |
| BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A (BIG COMMERCIAL MORTGAGE TRUST 2022-BIG) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BIO RAD LABS SR UNSECURED 03/32 3.7 (BIO-RAD LABORATORIES INC) | Long | Debt | US | $14M | – | 0.06 |
| BIOGEN INC SR UNSECURED 02/51 3.25 | Long | Debt | US | $5M | – | 0.02 |
| BLACK HILLS CORP SR UNSECURED 01/35 6 (BLACK HILLS CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| BLACK HILLS CORP SR UNSECURED 09/46 4.2 (BLACK HILLS CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/32 2 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $6M | – | 0.02 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $28M | – | 0.11 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/49 3.5 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $4M | – | 0.02 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $6M | – | 0.02 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 10/47 4 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $6M | – | 0.03 |
| BLACKSTONE PRIVATE CRE SR UNSECURED 03/25 4.7 (BLACKSTONE PRIVATE CREDIT FUND) | Long | Debt | US | $6M | – | 0.03 |
| BLACKSTONE SECURED LEND SR UNSECURED 09/26 2.75 (BLACKSTONE SECURED LENDING FUND) | Long | Debt | US | $8M | – | 0.03 |
| BLOCK FINANCIAL LLC COMPANY GUAR 07/28 2.5 (BLOCK FINANCIAL CORP) | Long | Debt | US | $6M | – | 0.02 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 09/29 6.6 (BLUE OWL CREDIT INCOME CORP) | Long | Debt | US | $2M | – | 0.01 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 02/32 4.375 | Long | Debt | US | $10M | – | 0.04 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 04/34 6.25 | Long | Debt | US | $13M | – | 0.05 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $24M | – | 0.10 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 10/51 4.125 | Long | Debt | US | $8M | – | 0.03 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.05 |
| BNP PARIBAS 144A 01/31 VAR | Long | Debt | FR | $9M | – | 0.04 |
| BNP PARIBAS 144A 01/33 VAR | Long | Debt | FR | $10M | – | 0.04 |
| BNP PARIBAS 144A 02/35 VAR | Long | Debt | FR | $20M | – | 0.08 |
| BNP PARIBAS BNP PARIBAS | Long | Debt | FR | $15M | – | 0.06 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $49M | – | 0.20 |
| BNP PARIBAS SR UNSECURED 144A 01/29 VAR | Long | Debt | FR | $10M | – | 0.04 |
| BOARDWALK PIPELINES LP COMPANY GUAR 09/32 3.6 | Long | Debt | US | $16M | – | 0.06 |
| BOEING CO SR UNSECURED 02/31 3.625 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO SR UNSECURED 02/35 3.25 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO SR UNSECURED 02/50 3.75 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO SR UNSECURED 03/29 3.2 (BOEING CO/THE) | Long | Debt | US | $510K | – | 0.00 |
| BOEING CO SR UNSECURED 03/47 3.65 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO SR UNSECURED 03/59 3.825 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.01 |
| BOEING CO SR UNSECURED 05/34 3.6 (BOEING CO/THE) | Long | Debt | US | $7M | – | 0.03 |
| BOEING CO SR UNSECURED 05/40 5.705 (BOEING CO/THE) | Long | Debt | US | $50M | – | 0.20 |
| BOEING CO SR UNSECURED 05/50 5.805 (BOEING CO/THE) | Long | Debt | US | $101M | – | 0.40 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $97M | – | 0.39 |
| BOEING CO SR UNSECURED 08/59 3.95 (BOEING CO/THE) | Long | Debt | US | $6M | – | 0.02 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $4M | – | 0.01 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $18M | – | 0.07 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $26M | – | 0.10 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $16M | – | 0.06 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-715.88 | – | -0.00 | |
| BON SECOURS MERCY SECURED 06/50 3.205 (BON SECOURS MERCY HEALTH INC) | Long | Debt | US | $8M | – | 0.03 |
| BONOS DE TESORERIA SR UNSECURED 08/34 5.4 (PERU GOVT) | Long | Debt | PE | $5M | – | 0.02 |
| BONOS DE TESORERIA SR UNSECURED 08/40 5.35 (PERU GOVT) | Long | Debt | PE | $1M | – | 0.01 |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 (PERU GOVT) | Long | Debt | PE | $2M | – | 0.01 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95 | Long | Debt | US | $6M | – | 0.02 |
| BOSTON GAS COMPANY SR UNSECURED 144A 02/42 4.487 | Long | Debt | US | $6M | – | 0.03 |
| BOSTON GAS COMPANY SR UNSECURED 144A 07/53 6.119 | Long | Debt | US | $17M | – | 0.07 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 01/40 7.375 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $49M | – | 0.20 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 11/35 6.5 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $49M | – | 0.19 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $42K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $21K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $11K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-45K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-678K | – | -0.00 | |
| BP CAP MARKETS AMERICA COMPANY GUAR 09/33 4.893 (BP CAPITAL MARKETS AMERICA INC) | Long | Debt | US | $72M | – | 0.29 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $4M | – | 0.02 |
| BPCE SA 144A 05/35 VAR | Long | Debt | FR | $4M | – | 0.02 |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $21M | – | 0.09 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $5M | – | 0.02 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $181K | – | 0.00 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 12/51 3.85 (BRIGHTHOUSE FINANCIAL INC) | Long | Debt | US | $8M | – | 0.03 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/44 5.5 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/54 5.55 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $20M | – | 0.08 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/64 5.65 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $28M | – | 0.11 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 03/52 3.7 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 11/47 4.35 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35 (BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.01 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $17M | – | 0.07 |
| BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25 (BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $25K | – | 0.00 | |
| BRIXMOR OPERATING PART SR UNSECURED 02/35 5.75 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $6M | – | 0.03 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $6M | – | 0.03 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | Long | Debt | US | $867K | – | 0.00 |
| BROADCOM INC COMPANY GUAR 11/32 4.3 | Long | Debt | US | $20M | – | 0.08 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $35M | – | 0.14 |
| BROADCOM INC COMPANY GUAR 144A 02/41 3.5 | Long | Debt | US | $17M | – | 0.07 |
| BROADCOM INC SR UNSECURED 144A 04/32 4.15 | Long | Debt | US | $41M | – | 0.16 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $20M | – | 0.08 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $58M | – | 0.23 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $46M | – | 0.18 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $2M | – | 0.01 |
| BROOKFIELD ASSET MANAGEMEN SNR S* SP MYC | Derivative-credit | US | $63K | – | 0.00 | |
| BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087 (BROOKFIELD CAPITAL FINANCE LLC) | Long | Debt | US | $10M | – | 0.04 |
| BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625 | Long | Debt | CA | $24M | – | 0.09 |
| BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5 | Long | Debt | CA | $10M | – | 0.04 |
| BROOKFIELD FINANCE INC COMPANY GUAR 03/54 5.968 | Long | Debt | CA | $40M | – | 0.16 |
| BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7 | Long | Debt | CA | $29M | – | 0.12 |
| BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45 (BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC) | Long | Debt | US | $13M | – | 0.05 |
| BROOKLYN UNION GAS CO SR UNSECURED 144A 03/49 4.487 (BROOKLYN UNION GAS CO/THE) | Long | Debt | US | $6M | – | 0.02 |
| BROOKLYN UNION GAS CO SR UNSECURED 144A 09/33 6.388 (BROOKLYN UNION GAS CO/THE) | Long | Debt | US | $9M | – | 0.04 |
| BROWN + BROWN INC SR UNSECURED 03/29 4.5 (BROWN & BROWN INC) | Long | Debt | US | $10M | – | 0.04 |
| BROWN + BROWN INC SR UNSECURED 03/52 4.95 (BROWN & BROWN INC) | Long | Debt | US | $13M | – | 0.05 |
| BUCKEYE PARTNERS LP SR UNSECURED 10/44 5.6 | Long | Debt | US | $2M | – | 0.01 |
| BURBANK CA WTR PWR WTR REVEN BURPWR 06/40 FIXED 5.797 (CITY OF BURBANK CA WATER REVENUE) | Long | Debt | US | $2M | – | 0.01 |
| BURLINGTN NORTH SANTA FE SR UNSECURED 01/53 4.45 (BURLINGTON NORTHERN SANTA FE LLC) | Long | Debt | US | $4M | – | 0.02 |
| BURLINGTN NORTH SANTA FE SR UNSECURED 03/43 4.45 (BURLINGTON NORTHERN SANTA FE LLC) | Long | Debt | US | $24M | – | 0.09 |
| BURLINGTN NORTH SANTA FE SR UNSECURED 03/55 5.5 (BURLINGTON NORTHERN SANTA FE LLC) | Long | Debt | US | $17M | – | 0.07 |
| BURLINGTN NORTH SANTA FE SR UNSECURED 04/54 5.2 (BURLINGTON NORTHERN SANTA FE LLC) | Long | Debt | US | $46M | – | 0.18 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| CADILLAC FAIRVIEW PRP TR SR UNSECURED 144A 03/27 3.875 (ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST) | Long | Debt | CA | $4M | – | 0.01 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $3M | – | 0.01 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $5M | – | 0.02 |
| CALIFORNIA ST CAS 03/40 FIXED 7.625 (CALIFORNIA STATE) | Long | Debt | US | $9M | – | 0.04 |
| CALIFORNIA ST CAS 04/34 FIXED 7.5 (CALIFORNIA STATE) | Long | Debt | US | $6M | – | 0.02 |
| CALIFORNIA ST CAS 04/39 FIXED 7.55 (CALIFORNIA STATE) | Long | Debt | US | $4M | – | 0.02 |
| CALIFORNIA ST CAS 11/26 FIXED OID 6.875 (CALIFORNIA STATE) | Long | Debt | US | $3M | – | 0.01 |
| CALIFORNIA ST INFRASTRUCTURE CASDEV 05/49 FIXED 6.486 (CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK) | Long | Debt | US | $5M | – | 0.02 |
| CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804 (CALIFORNIA STATE PUBLIC WORKS BOARD) | Long | Debt | US | $10M | – | 0.04 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484 (CALIFORNIA STATE UNIVERSITY) | Long | Debt | US | $2M | – | 0.01 |
| CAMERON LNG LLC SR SECURED 144A 01/38 3.402 | Long | Debt | US | $22M | – | 0.09 |
| CAMERON LNG LLC SR SECURED 144A 01/39 3.701 | Long | Debt | US | $1M | – | 0.00 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/43 4.3 | Long | Debt | CA | $4M | – | 0.02 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/48 4.7 | Long | Debt | CA | $15M | – | 0.06 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 08/45 4.95 | Long | Debt | CA | $23M | – | 0.09 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 09/15 6.125 | Long | Debt | CA | $52M | – | 0.21 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5 | Long | Debt | US | $14M | – | 0.06 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $15M | – | 0.06 |
| CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Equity-preferred | US | $15M | 16M | 0.06 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 05/33 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $14M | – | 0.06 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 06/34 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65 | Long | Debt | US | $5M | – | 0.02 |
| CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 (CARLYLE FINANCE SUBSIDIARY LLC) | Long | Debt | US | $3M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.03 |
| CARLYLE HOLDINGS II FIN COMPANY GUAR 144A 03/43 5.625 (CARLYLE HOLDINGS II FINANCE LLC) | Long | Debt | US | $12M | – | 0.05 |
| CARRIER GLOBAL CORP SR UNSECURED 03/54 6.2 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $6M | – | 0.03 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $12M | – | 0.05 |
| CASTLELAKE LP FIRST LIEN TERM LOAN (ALT-2 STRUCTURED TRUST) | Long | Loan | US | $33M | – | 0.13 |
| CBRE SERVICES INC COMPANY GUAR 04/29 5.5 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $302K | – | 0.00 |
| CBRE SERVICES INC COMPANY GUAR 08/34 5.95 (CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)) | Long | Debt | US | $10M | – | 0.04 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $11M | – | 0.04 |
| CDX EM32 ICE | Derivative-credit | US | $16K | – | 0.00 | |
| CDX EM34 ICE | Derivative-credit | US | $-337K | – | -0.00 | |
| CDX EM35 ICE | Derivative-credit | US | $-499 | – | -0.00 | |
| CDX EM36 ICE | Derivative-credit | US | $-143K | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-7K | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-163K | – | -0.00 | |
| CDX EM41 ICE | Derivative-credit | US | $-130K | – | -0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $2M | – | 0.01 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $10M | – | 0.04 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $202M | – | 0.80 | |
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $6M | – | 0.03 | ||
| CELEO REDES OPERACION CL SR SECURED 144A 06/47 5.2 (CELEO REDES OPERACION CHILE SA) | Long | Debt | CL | $501K | – | 0.00 |
| CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875 (CELLNEX FINANCE COMPANY SA) | Long | Debt | ES | $4M | – | 0.01 |
| CELLNEX TELECOM SA SNR SE ICE | Derivative-credit | ES | $2M | – | 0.01 | |
| CENTENE CORP SR UNSECURED 02/30 3.375 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| CENTENE CORP SR UNSECURED 03/31 2.5 (CENTENE CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| CENTENE CORP SR UNSECURED 07/28 2.45 (CENTENE CORPORATION) | Long | Debt | US | $23M | – | 0.09 |
| CENTENE CORP SR UNSECURED 08/31 2.625 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| CENTENE CORP SR UNSECURED 12/29 4.625 (CENTENE CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| CENTERPOINT ENER HOUSTON 1ST MORTGAGE 03/52 3.6 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $12M | – | 0.05 |
| CENTERPOINT ENER HOUSTON 1ST MORTGAGE 04/51 3.35 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $10M | – | 0.04 |
| CENTERPOINT ENER HOUSTON GENL REF MOR 04/33 4.95 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $7M | – | 0.03 |
| CENTERPOINT ENER HOUSTON GENL REF MOR 07/50 2.9 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $3M | – | 0.01 |
| CF INDUSTRIES INC COMPANY GUAR 03/34 5.15 | Long | Debt | US | $21M | – | 0.08 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $49M | 57M | 0.19 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $10M | 11M | 0.04 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $7M | 8M | 0.03 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/29 5.05 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $8K | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $9M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $27M | – | 0.11 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $5M | – | 0.02 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/53 5.25 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $29M | – | 0.12 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $55M | – | 0.22 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/34 6.55 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $3M | – | 0.01 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $11M | – | 0.04 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $14M | – | 0.06 |
| CHARTER COMM OPT LLC/CAP SR SECURED 07/49 5.125 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $30M | – | 0.12 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $17K | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $43M | – | 0.17 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $55M | – | 0.22 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $5M | – | 0.02 |
| CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $17M | – | 0.07 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $10M | – | 0.04 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $17M | – | 0.07 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 08/34 5.75 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $28M | – | 0.11 |
| CHICAGO IL CHI 01/42 FIXED 7.75 (CITY OF CHICAGO) | Long | Debt | US | $5M | – | 0.02 |
| CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.2 (CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND) | Long | Debt | US | $946K | – | 0.00 |
| CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.899 (CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE) | Long | Debt | US | $9M | – | 0.03 |
| CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.899 (CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE) | Long | Debt | US | $8M | – | 0.03 |
| CHOICE HOTELS INTL INC SR UNSECURED 08/34 5.85 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $4M | – | 0.02 |
| CHUBB INA HOLDINGS LLC COMPANY GUAR 12/51 2.85 (CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC)) | Long | Debt | US | $6M | – | 0.02 |
| CHUBB INA HOLDINGS LLC COMPANY GUAR 12/61 3.05 (CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC)) | Long | Debt | US | $11M | – | 0.04 |
| CI FINANCIAL CORP SR UNSECURED 06/51 4.1 | Long | Debt | CA | $25M | – | 0.10 |
| CI FINANCIAL CORP SR UNSECURED 12/30 3.2 | Long | Debt | CA | $2M | – | 0.01 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $18M | – | 0.07 |
| CIBANCO SA/PLA ADMIN SR UNSECURED 144A 07/29 4.962 (PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM) | Long | Debt | MX | $7M | – | 0.03 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| CIGNA GROUP/THE COMPANY GUAR 12/48 4.9 | Long | Debt | US | $1M | – | 0.00 |
| CIGNA GROUP/THE SR UNSECURED 02/54 5.6 | Long | Debt | US | $11M | – | 0.04 |
| CISCO SYSTEMS INC SR UNSECURED 02/54 5.3 | Long | Debt | US | $3M | – | 0.01 |
| CISCO SYSTEMS INC SR UNSECURED 02/64 5.35 | Long | Debt | US | $5M | – | 0.02 |
| CITIBANK NA SR UNSECURED 04/34 5.57 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $38M | 40M | 0.15 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $12M | 11M | 0.05 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $10M | 9M | 0.04 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $9M | 9M | 0.04 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $3M | 3M | 0.01 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $294K | 300K | 0.00 |
| CITIGROUP INC SNR S* ICE | Derivative-credit | US | $-113K | – | -0.00 | |
| CITIGROUP INC SR UNSECURED 01/33 VAR | Long | Debt | US | $6M | – | 0.03 |
| CITIGROUP INC SR UNSECURED 03/33 VAR | Long | Debt | US | $13M | – | 0.05 |
| CITIGROUP INC SR UNSECURED 04/29 VAR | Long | Debt | US | $46M | – | 0.18 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | Long | Debt | US | $6M | – | 0.02 |
| CITIGROUP INC SR UNSECURED 07/28 VAR | Long | Debt | US | $17M | – | 0.07 |
| CITIGROUP INC SR UNSECURED 10/26 3.2 | Long | Debt | US | $14M | – | 0.06 |
| CITIGROUP INC SUBORDINATED 02/35 VAR | Long | Debt | US | $25M | – | 0.10 |
| CLECO CORPORATE HOLDINGS SR SECURED 05/46 4.973 (CLECO CORPORATE HOLDINGS LLC) | Long | Debt | US | $329K | – | 0.00 |
| CLECO POWER LLC SR UNSECURED 12/40 6 | Long | Debt | US | $18M | – | 0.07 |
| CLEVELAND ELECTRIC ILLUM SR UNSECURED 12/36 5.95 (CLEVELAND ELECTRIC ILLUMINATING COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| CMBX.NA.AAA.10 SP GST | Derivative-credit | US | $-5K | – | -0.00 | |
| CMBX.NA.AAA.10 SP MYC | Derivative-credit | US | $-20K | – | -0.00 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-5K | – | -0.00 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-8K | – | -0.00 | |
| CMBX.NA.AAA.10 SP UAG | Derivative-credit | US | $-8K | – | -0.00 | |
| CMBX.NA.AAA.12 SP SAL | Derivative-credit | US | $-56K | – | -0.00 | |
| CMBX.NA.AAA.6 SP MEI | Derivative-credit | US | $0.04 | – | – | |
| CMBX.NA.AAA.9 SP GST | Derivative-credit | US | $-11K | – | -0.00 | |
| CMBX.NA.AAA.9 SP MYC | Derivative-credit | US | $-14K | – | -0.00 | |
| CME GROUP INC SR UNSECURED 06/48 4.15 | Long | Debt | US | $2M | – | 0.01 |
| CMS ENERGY CORP SR UNSECURED 03/43 4.7 (CMS ENERGY CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| CNA FINANCIAL CORP SR UNSECURED 02/34 5.125 (CNA FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| CNA FINANCIAL CORP SR UNSECURED 06/33 5.5 (CNA FINANCIAL CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $15M | 15M | 0.06 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $11M | 13M | 0.04 |
| COCA COLA CO/THE SR UNSECURED 03/51 2.5 (COCA COLA COMPANY) | Long | Debt | US | $12M | – | 0.05 |
| COCA COLA CO/THE SR UNSECURED 06/60 2.75 (COCA COLA COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| COLOMBIA LA SP BOA | Derivative-credit | US | $-1K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-992.52 | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-9K | – | -0.00 | |
| COLOMBIA LA SP BRC | Derivative-credit | US | $29K | – | 0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $4K | – | 0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-992.52 | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-1K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $29K | – | 0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-59K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-70K | – | -0.00 | |
| COLOMBIA LA SP JPM | Derivative-credit | US | $-959.18 | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-16K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-49K | – | -0.00 | |
| COLORADO INTERSTATE GAS COMPANY GUAR 06/37 6.85 (COLORADO INTERSTATE GAS COMPANY LLC) | Long | Debt | US | $11M | – | 0.05 |
| COLT FUNDING LLC COLT 2022 9 A1 144A (COLT 2022-9 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/43 6.497 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $13M | – | 0.05 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/63 6.714 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $10M | – | 0.04 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 11/53 6.544 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $21M | – | 0.08 |
| COMCAST CORP COMPANY GUAR 01/51 2.8 (COMCAST CORPORATION) | Long | Debt | US | $309K | – | 0.00 |
| COMCAST CORP COMPANY GUAR 02/50 3.45 (COMCAST CORPORATION) | Long | Debt | US | $20M | – | 0.08 |
| COMCAST CORP COMPANY GUAR 03/48 4 (COMCAST CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| COMCAST CORP COMPANY GUAR 05/64 5.5 (COMCAST CORPORATION) | Long | Debt | US | $163K | – | 0.00 |
| COMCAST CORP COMPANY GUAR 07/36 3.2 (COMCAST CORPORATION) | Long | Debt | US | $830K | – | 0.00 |
| COMCAST CORP COMPANY GUAR 08/62 2.65 (COMCAST CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| COMCAST CORP COMPANY GUAR 11/47 3.969 (COMCAST CORPORATION) | Long | Debt | US | $31M | – | 0.12 |
| COMCAST CORP COMPANY GUAR 11/49 3.999 (COMCAST CORPORATION) | Long | Debt | US | $81M | – | 0.32 |
| COMCAST CORP COMPANY GUAR 11/51 2.887 (COMCAST CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP COMPANY GUAR 11/56 2.937 (COMCAST CORPORATION) | Long | Debt | US | $85M | – | 0.34 |
| COMMONSPIRIT HEALTH SR SECURED 10/29 3.347 | Long | Debt | US | $9M | – | 0.04 |
| COMMONSPIRIT HEALTH SR SECURED 10/49 4.187 | Long | Debt | US | $2M | – | 0.01 |
| COMMONWEALTH BANK AUST SUBORDINATED 144A 03/32 3.784 (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $12M | – | 0.05 |
| COMMONWEALTH EDISON CO 1ST MORTGAGE 03/50 3 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| COMMONWEALTH EDISON CO 1ST MORTGAGE 03/51 3.125 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $11M | – | 0.05 |
| COMMONWEALTH EDISON CO 1ST MORTGAGE 03/52 3.85 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| CON EDISON CO OF NY INC SR UNSECURED 03/42 4.2 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $4M | – | 0.02 |
| CON EDISON CO OF NY INC SR UNSECURED 05/49 4.125 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $14M | – | 0.06 |
| CON EDISON CO OF NY INC SR UNSECURED 05/58 4.5 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $28M | – | 0.11 |
| CON EDISON CO OF NY INC SR UNSECURED 06/40 5.7 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $5M | – | 0.02 |
| CON EDISON CO OF NY INC SR UNSECURED 06/61 3.6 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $15M | – | 0.06 |
| CON EDISON CO OF NY INC SR UNSECURED 11/53 5.9 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $10M | – | 0.04 |
| CON EDISON CO OF NY INC SR UNSECURED 12/54 4.625 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.01 |
| CON EDISON CO OF NY INC SR UNSECURED 12/56 4.3 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.00 |
| CON EDISON CO OF NY INC SR UNSECURED 12/60 3 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $4M | – | 0.02 |
| CONAGRA BRANDS INC SR UNSECURED 11/25 4.6 | Long | Debt | US | $5M | – | 0.02 |
| CONAGRA BRANDS INC SR UNSECURED 11/48 5.4 | Long | Debt | US | $260K | – | 0.00 |
| CONCENTRIX CORP SR UNSECURED 08/33 6.85 (CONCENTRIX CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| CONNECTICUT LIGHT + PWR 1ST MORTGAGE 07/31 2.05 (CONNECTICUT LIGHT & POWER COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| CONNECTICUT LIGHT + PWR 1ST REF MORT 04/44 4.3 (CONNECTICUT LIGHT & POWER COMPANY) | Long | Debt | US | $11M | – | 0.04 |
| CONNECTICUT LIGHT + PWR 1ST REF MORT 04/48 4 (CONNECTICUT LIGHT & POWER COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| CONOCOPHILLIPS COMPANY COMPANY GUAR 03/54 5.55 | Long | Debt | US | $11M | – | 0.04 |
| CONOCOPHILLIPS COMPANY COMPANY GUAR 05/53 5.3 | Long | Debt | US | $5M | – | 0.02 |
| CONOCOPHILLIPS COMPANY COMPANY GUAR 09/63 5.7 | Long | Debt | US | $3M | – | 0.01 |
| CONSOLIDATED EDISON COMPAN SNR S* SP MYC | Derivative-credit | US | $83K | – | 0.00 | |
| CONSTELLATION BRANDS INC COMPANY GUAR 02/48 4.1 | Long | Debt | US | $10M | – | 0.04 |
| CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5 | Long | Debt | US | $7M | – | 0.03 |
| CONSTELLATION BRANDS INC SR UNSECURED 05/32 4.75 | Long | Debt | US | $7M | – | 0.03 |
| CONSTELLATION BRANDS INC SR UNSECURED 05/33 4.9 | Long | Debt | US | $3M | – | 0.01 |
| CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $12M | – | 0.05 |
| CONSTELLATION EN GEN LLC SR UNSECURED 03/54 5.75 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $10M | – | 0.04 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $21M | – | 0.08 |
| CONSTELLATION EN GEN LLC SR UNSECURED 10/39 6.25 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $14M | – | 0.05 |
| CONSTELLATION EN GEN LLC SR UNSECURED 10/53 6.5 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $8M | – | 0.03 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 04/49 4.35 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $12M | – | 0.05 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 05/48 4.05 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| CONSUMERS ENERGY CO 1ST MORTGAGE 11/45 4.1 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| CONTINENTAL RESOURCES COMPANY GUAR 06/44 4.9 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $17M | – | 0.07 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $8M | – | 0.03 |
| CONTL AIRLINES 2012 2 A PASS THRU CE 04/26 4 (CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES) | Long | Debt | US | $3M | – | 0.01 |
| COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $10M | – | 0.04 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $10M | – | 0.04 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 04/33 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $38M | – | 0.15 |
| COPT DEFENSE PROP LP COMPANY GUAR 03/26 2.25 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $3M | – | 0.01 |
| COPT DEFENSE PROP LP COMPANY GUAR 12/33 2.9 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $3M | – | 0.01 |
| COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR | Long | Debt | US | $13M | – | 0.05 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $19M | – | 0.08 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/42 4.35 | Long | Debt | US | $9M | – | 0.03 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/52 4.4 | Long | Debt | US | $36M | – | 0.14 |
| CORNING INC SR UNSECURED 11/79 5.45 (CORNING INCORPORATED) | Long | Debt | US | $5M | – | 0.02 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $10M | – | 0.04 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COX COMMUNICATIONS INC COMPANY GUAR 144A 10/50 2.95 | Long | Debt | US | $3M | – | 0.01 |
| COX COMMUNICATIONS INC COMPANY GUAR 144A 12/53 5.8 | Long | Debt | US | $7M | – | 0.03 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8 | Long | Debt | US | $12M | – | 0.05 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 06/43 4.5 | Long | Debt | US | $18M | – | 0.07 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 12/42 4.7 | Long | Debt | US | $3M | – | 0.01 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $9M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CROWN CASTLE INC SR UNSECURED 01/31 2.25 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $3M | – | 0.01 |
| CROWN CASTLE INC SR UNSECURED 01/51 3.25 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $18M | – | 0.07 |
| CROWN CASTLE INC SR UNSECURED 02/26 4.45 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $16M | – | 0.06 |
| CROWN CASTLE INC SR UNSECURED 02/28 3.8 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $14M | – | 0.06 |
| CROWN CASTLE INC SR UNSECURED 02/29 4.3 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $4M | – | 0.02 |
| CROWN CASTLE INC SR UNSECURED 02/49 5.2 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $17M | – | 0.07 |
| CROWN CASTLE INC SR UNSECURED 04/31 2.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $405K | – | 0.00 |
| CROWN CASTLE INC SR UNSECURED 05/47 4.75 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $14M | – | 0.06 |
| CROWN CASTLE INC SR UNSECURED 11/29 3.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $7M | – | 0.03 |
| CROWN CASTLE INC SR UNSECURED 11/49 4 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $30M | – | 0.12 |
| CSL FINANCE PLC COMPANY GUAR 144A 04/52 4.75 | Long | Debt | GB | $12M | – | 0.05 |
| CSL FINANCE PLC COMPANY GUAR 144A 04/62 4.95 | Long | Debt | GB | $8M | – | 0.03 |
| CVS HEALTH CORP SR UNSECURED 02/33 5.25 (CVS HEALTH CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 02/53 5.625 (CVS HEALTH CORPORATION) | Long | Debt | US | $21M | – | 0.08 |
| CVS HEALTH CORP SR UNSECURED 03/48 5.05 (CVS HEALTH CORPORATION) | Long | Debt | US | $32M | – | 0.13 |
| CVS HEALTH CORP SR UNSECURED 04/27 3.625 (CVS HEALTH CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP SR UNSECURED 04/30 3.75 (CVS HEALTH CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 04/40 4.125 (CVS HEALTH CORPORATION) | Long | Debt | US | $9M | – | 0.03 |
| CVS HEALTH CORP SR UNSECURED 06/53 5.875 (CVS HEALTH CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| CVS HEALTH CORP SR UNSECURED 06/63 6 (CVS HEALTH CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| CVS HEALTH CORP SR UNSECURED 07/45 5.125 (CVS HEALTH CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 12/43 5.3 (CVS HEALTH CORPORATION) | Long | Debt | US | $6M | – | 0.03 |
| CVS PASS THROUGH TR 2013 PASS THRU CE 144A 01/36 4.704 (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $1M | – | 0.00 |
| CVS PASS THROUGH TR 2014 PASS THRU CE 144A 08/36 4.163 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $6M | – | 0.03 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $2M | – | 0.01 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $18M | – | 0.07 |
| CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $790K | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $54M | – | 0.22 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/33 5.773 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $876K | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/34 5.926 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $21M | – | 0.08 |
| CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353 (CVS PASS-THROUGH TRUST SERIES 2009) | Long | Debt | US | $10M | – | 0.04 |
| DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 | Long | Debt | US | $7M | – | 0.03 |
| DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75 (DAE SUKUK (DIFC) LTD) | Long | Debt | AE | $5M | – | 0.02 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/28 2.375 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $10M | – | 0.04 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/31 2.5 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $7M | – | 0.03 |
| DALLAS TX CONVENTION CENTER HO DALFAC 01/42 FIXED 7.088 (DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION) | Long | Debt | US | $16M | – | 0.06 |
| DALLAS TX DAL 02/33 ZEROCPNOID 0 (CITY OF DALLAS TEXAS) | Long | Debt | US | $13M | – | 0.05 |
| DALLAS TX DAL 02/35 ZEROCPNOID 0 (CITY OF DALLAS TEXAS) | Long | Debt | US | $5M | – | 0.02 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $2M | – | 0.01 |
| DAYTON POWER + LIGHT CO/ 1ST MORTGAGE 06/49 3.95 (DAYTON POWER & LIGHT CO/THE) | Long | Debt | US | $8M | – | 0.03 |
| DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A (AIM AVIATION FINANCE LIMITED 2015-1A) | Long | ABS-other | KY | $5M | – | 0.02 |
| DCP MIDSTREAM OPERATING COMPANY GUAR 02/32 3.25 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $5M | – | 0.02 |
| DELL INT LLC / EMC CORP COMPANY GUAR 12/51 3.45 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $13M | – | 0.05 |
| DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $30M | – | 0.12 |
| DELL INT LLC / EMC CORP SR UNSECURED 07/36 8.1 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $154K | – | 0.00 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $19M | – | 0.08 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/29 5.3 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $27M | – | 0.11 |
| DELOS AIRCRAFT DAC TERM LOAN (DELOS AIRCRAFT DESIGNATED ACTIVITY COMPANY) | Long | Loan | IE | $10M | – | 0.04 |
| DELTA AIR LINES INC SR UNSECURED 01/26 7.375 | Long | Debt | US | $36M | – | 0.14 |
| DELTA AIR LINES INC SR UNSECURED 04/28 4.375 | Long | Debt | US | $4M | – | 0.02 |
| DELTA AIR LINES INC SR UNSECURED 10/24 2.9 | Long | Debt | US | $11M | – | 0.04 |
| DELTA AIR LINES INC SR UNSECURED 10/29 3.75 | Long | Debt | US | $42M | – | 0.17 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $2M | – | 0.01 |
| DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR (DEPOSITORY TRUST & CLEARING CORP (DTCC)) | Long | Equity-preferred | US | $8M | 9M | 0.03 |
| DEUTSCHE BANK AG REGS 12/24 2.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $15M | – | 0.06 |
| DEUTSCHE BANK NY 02/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.01 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $4M | – | 0.02 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $12M | – | 0.05 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $30M | – | 0.12 |
| DEUTSCHE BANK NY SUBORDINATED 01/33 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $15M | – | 0.06 |
| DEVON ENERGY CORPORATION SR UNSECURED 04/32 7.95 | Long | Debt | US | $6M | – | 0.03 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 03/52 4.25 | Long | Debt | US | $6M | – | 0.02 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 | Long | Debt | US | $8M | – | 0.03 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9 | Long | Debt | US | $4M | – | 0.02 |
| DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45 | Long | Debt | US | $11M | – | 0.04 |
| DIRECTV FINANCING LLC 2024 TERM LOAN | Long | Loan | US | $3M | – | 0.01 |
| DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875 | Long | Debt | US | $1M | – | 0.01 |
| DOC DR LLC COMPANY GUAR 01/28 3.95 | Long | Debt | US | $8M | – | 0.03 |
| DOC DR LLC COMPANY GUAR 03/27 4.3 | Long | Debt | US | $3M | – | 0.01 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $29M | – | 0.11 |
| DOMINION ENERGY INC SR UNSECURED 03/49 4.6 | Long | Debt | US | $3M | – | 0.01 |
| DOMINION ENERGY INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $13M | – | 0.05 |
| DOMINION ENERGY INC SR UNSECURED 08/52 4.85 | Long | Debt | US | $15M | – | 0.06 |
| DOMINION ENERGY INC SR UNSECURED 11/32 5.375 | Long | Debt | US | $7M | – | 0.03 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.04 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.04 |
| DT MIDSTREAM INC SR SECURED 144A 04/32 4.3 | Long | Debt | US | $16M | – | 0.06 |
| DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $3M | – | 0.01 |
| DTE ELECTRIC CO 1ST MORTGAGE 04/53 5.4 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $14M | – | 0.05 |
| DTE ELECTRIC CO GENL REF MOR 03/52 3.65 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $4M | – | 0.02 |
| DTE ELECTRIC CO GENL REF MOR 04/51 3.25 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $6M | – | 0.02 |
| DTE ELECTRIC CO GENL REF MOR 06/42 3.95 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $397K | – | 0.00 |
| DTE ELECTRIC CO GENL REF MOR 07/44 4.3 (DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)) | Long | Debt | US | $8M | – | 0.03 |
| DTE ENERGY CO SR UNSECURED 03/29 5.1 (DTE ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/53 5.35 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $11M | – | 0.04 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/32 2.85 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $5M | – | 0.02 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/48 3.95 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $8M | – | 0.03 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/52 3.55 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $6M | – | 0.02 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/51 3.45 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $4M | – | 0.02 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 08/49 3.2 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $11M | – | 0.04 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 12/41 4.25 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $14M | – | 0.05 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 12/47 3.7 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $11M | – | 0.04 |
| DUKE ENERGY CAROLINAS 1ST REF MORT 03/46 3.875 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY CAROLINAS 1ST REF MORT 06/45 3.75 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CAROLINAS 1ST REF MORT 09/42 4 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 06/41 3.3 (DUKE ENERGY CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| DUKE ENERGY CORP SR UNSECURED 06/49 4.2 (DUKE ENERGY CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| DUKE ENERGY CORP SR UNSECURED 06/51 3.5 (DUKE ENERGY CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 08/47 3.95 (DUKE ENERGY CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 09/46 3.75 (DUKE ENERGY CORPORATION) | Long | Debt | US | $13M | – | 0.05 |
| DUKE ENERGY CORP SR UNSECURED 09/53 6.1 (DUKE ENERGY CORPORATION) | Long | Debt | US | $16M | – | 0.06 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 04/40 5.65 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $6M | – | 0.02 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 07/48 4.2 (DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)) | Long | Debt | US | $6M | – | 0.02 |
| DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/53 5.4 | Long | Debt | US | $14M | – | 0.05 |
| DUKE ENERGY OHIO INC 1ST MORTGAGE 04/33 5.25 | Long | Debt | US | $794K | – | 0.00 |
| DUKE ENERGY OHIO INC 1ST MORTGAGE 04/53 5.65 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/33 5.25 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $10M | – | 0.04 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/43 4.1 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $5M | – | 0.02 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/53 5.35 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $9M | – | 0.03 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 04/52 4 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $14M | – | 0.06 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 09/47 3.6 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $33M | – | 0.13 |
| DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 10/30 2.532 (DUQUESNE LIGHT HOLDINGS INC) | Long | Debt | US | $3M | – | 0.01 |
| E.ON INTL FINANCE BV COMPANY GUAR 144A 04/38 6.65 (E.ON INTERNATIONAL FINANCE BV) | Long | Debt | NL | $2M | – | 0.01 |
| EASTERN GAS TRAN SR UNSECURED 11/43 4.8 (EASTERN GAS TRANSMISSION AND STORAGE INC) | Long | Debt | US | $705K | – | 0.00 |
| EASTERN GAS TRAN SR UNSECURED 12/44 4.6 (EASTERN GAS TRANSMISSION AND STORAGE INC) | Long | Debt | US | $3M | – | 0.01 |
| ECOPETROL SA SR UNSECURED 09/43 7.375 | Long | Debt | CO | $23M | – | 0.09 |
| EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR | Long | Debt | US | $7M | – | 0.03 |
| EL PASO NATURAL GAS COMPANY GUAR 06/32 8.375 (EL PASO NATURAL GAS CO.) | Long | Debt | US | $30M | – | 0.12 |
| EL PASO NATURAL GAS COMPANY GUAR 144A 02/32 3.5 (EL PASO NATURAL GAS CO.) | Long | Debt | US | $8M | – | 0.03 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $6M | – | 0.02 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 01/14 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $18M | – | 0.07 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $28M | – | 0.11 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/33 6.25 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $10M | – | 0.04 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $15M | – | 0.06 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/48 5 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $11M | – | 0.04 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $20M | – | 0.08 |
| ELEVANCE HEALTH INC SR UNSECURED 01/44 5.1 | Long | Debt | US | $12M | – | 0.05 |
| ELEVANCE HEALTH INC SR UNSECURED 02/53 5.125 | Long | Debt | US | $2M | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSECURED 03/51 3.6 | Long | Debt | US | $972K | – | 0.00 |
| ELEVANCE HEALTH INC SR UNSECURED 05/52 4.55 | Long | Debt | US | $10M | – | 0.04 |
| ELEVANCE HEALTH INC SR UNSECURED 06/54 5.65 | Long | Debt | US | $2M | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSECURED 09/49 3.7 | Long | Debt | US | $4M | – | 0.02 |
| ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1 | Long | Debt | US | $2M | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSECURED 12/47 4.375 | Long | Debt | US | $27M | – | 0.11 |
| ELI LILLY + CO SR UNSECURED 02/53 4.875 (ELI LILLY AND COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| ELI LILLY + CO SR UNSECURED 02/63 4.95 (ELI LILLY AND COMPANY) | Long | Debt | US | $651K | – | 0.00 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.03 |
| EMBOTELLADORA ANDINA SA SR UNSECURED 144A 01/50 3.95 | Long | Debt | CL | $3M | – | 0.01 |
| EMERA US FINANCE LP COMPANY GUAR 06/46 4.75 | Long | Debt | US | $9M | – | 0.04 |
| ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5 (ENBRIDGE ENERGY PARTNERS LP) | Long | Debt | US | $3M | – | 0.01 |
| ENBRIDGE ENERGY PARTNERS COMPANY GUAR 10/45 7.375 (ENBRIDGE ENERGY PARTNERS LP) | Long | Debt | US | $23M | – | 0.09 |
| ENBRIDGE INC COMPANY GUAR 03/33 5.7 | Long | Debt | CA | $36M | – | 0.14 |
| ENBRIDGE INC COMPANY GUAR 04/54 5.95 | Long | Debt | CA | $6M | – | 0.02 |
| ENBRIDGE INC COMPANY GUAR 06/44 4.5 | Long | Debt | CA | $9M | – | 0.04 |
| ENBRIDGE INC COMPANY GUAR 08/33 2.5 | Long | Debt | CA | $20M | – | 0.08 |
| ENBRIDGE INC COMPANY GUAR 08/51 3.4 | Long | Debt | CA | $20M | – | 0.08 |
| ENBRIDGE INC COMPANY GUAR 11/53 6.7 | Long | Debt | CA | $22M | – | 0.09 |
| ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 07/41 2.875 | Long | Debt | US | $12M | – | 0.05 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 05/47 4.75 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $37M | – | 0.15 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/34 5.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.01 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/52 7.75 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $16M | – | 0.06 |
| ENERGY TRANSFER LP COMPANY GUAR 05/44 5 | Long | Debt | US | $38M | – | 0.15 |
| ENERGY TRANSFER LP COMPANY GUAR 05/45 5.35 | Long | Debt | US | $18M | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 01/43 4.95 | Long | Debt | US | $24M | – | 0.10 |
| ENERGY TRANSFER LP SR UNSECURED 02/33 5.75 | Long | Debt | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSECURED 02/42 6.5 | Long | Debt | US | $5M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 02/43 5.15 | Long | Debt | US | $23M | – | 0.09 |
| ENERGY TRANSFER LP SR UNSECURED 03/35 4.9 | Long | Debt | US | $18M | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 03/45 5.15 | Long | Debt | US | $37M | – | 0.15 |
| ENERGY TRANSFER LP SR UNSECURED 04/44 5.3 | Long | Debt | US | $11M | – | 0.04 |
| ENERGY TRANSFER LP SR UNSECURED 04/47 5.3 | Long | Debt | US | $20M | – | 0.08 |
| ENERGY TRANSFER LP SR UNSECURED 04/49 6.25 | Long | Debt | US | $139K | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 05/34 5.55 | Long | Debt | US | $7M | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 05/50 5 | Long | Debt | US | $5M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 05/54 5.95 | Long | Debt | US | $14M | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 06/48 6 | Long | Debt | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSECURED 07/38 7.5 | Long | Debt | US | $1M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 09/54 6.05 | Long | Debt | US | $7M | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 10/36 6.625 | Long | Debt | US | $8M | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 10/47 5.4 | Long | Debt | US | $5M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 12/33 6.55 | Long | Debt | US | $17M | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 12/45 6.125 | Long | Debt | US | $23M | – | 0.09 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $3M | – | 0.01 |
| ENI SPA SR UNSECURED 144A 05/54 5.95 | Long | Debt | IT | $18M | – | 0.07 |
| ENLINK MIDSTREAM PARTNER SR UNSECURED 06/47 5.45 (ENLINK MIDSTREAM PARTNERS LP) | Long | Debt | US | $12M | – | 0.05 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 04/49 4.2 | Long | Debt | US | $5M | – | 0.02 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65 | Long | Debt | US | $3M | – | 0.01 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/52 3.35 | Long | Debt | US | $5M | – | 0.02 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/54 5.75 | Long | Debt | US | $10M | – | 0.04 |
| ENTERGY CORP JR SUBORDINA 12/54 VAR (ENTERGY CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| ENTERGY CORP SR UNSECURED 06/50 3.75 (ENTERGY CORPORATION) | Long | Debt | US | $9M | – | 0.04 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/51 2.9 | Long | Debt | US | $5M | – | 0.02 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/54 5.7 | Long | Debt | US | $4M | – | 0.02 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 06/41 3.1 | Long | Debt | US | $11M | – | 0.04 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 07/44 5 | Long | Debt | US | $4M | – | 0.02 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 09/52 4.75 | Long | Debt | US | $14M | – | 0.05 |
| ENTERGY LOUISIANA LLC COLLATERAL T 09/48 4.2 | Long | Debt | US | $1M | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 06/51 3.5 | Long | Debt | US | $1M | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 09/33 5 | Long | Debt | US | $7M | – | 0.03 |
| ENTERGY TEXAS INC 1ST MORTGAGE 03/39 4.5 | Long | Debt | US | $4M | – | 0.01 |
| ENTERGY TEXAS INC 1ST MORTGAGE 09/52 5 | Long | Debt | US | $11M | – | 0.04 |
| ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8 | Long | Debt | US | $2M | – | 0.01 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/50 4.2 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $8M | – | 0.03 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $67M | – | 0.27 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/45 5.1 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $29M | – | 0.12 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/49 4.8 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $3M | – | 0.01 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/52 3.2 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $578K | – | 0.00 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/35 5.75 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $14M | – | 0.06 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/44 4.85 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $29M | – | 0.12 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/42 4.85 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $10M | – | 0.04 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $8M | – | 0.03 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $5M | – | 0.02 |
| EPR PROPERTIES COMPANY GUAR 04/25 4.5 | Long | Debt | US | $198K | – | 0.00 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $14M | – | 0.05 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $9M | – | 0.04 |
| EPR PROPERTIES COMPANY GUAR 12/26 4.75 | Long | Debt | US | $97K | – | 0.00 |
| EPR PROPERTIES SR UNSECURED 08/29 3.75 | Long | Debt | US | $10M | – | 0.04 |
| EPR PROPERTIES SR UNSECURED 11/31 3.6 | Long | Debt | US | $417K | – | 0.00 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 08/24 4 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $2M | – | 0.01 |
| EQT CORP SR UNSECURED 02/30 7 (EQT CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| EQT CORP SR UNSECURED 02/34 5.75 (EQT CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| EQUINIX INC SNR S* SP GST | Derivative-credit | US | $1M | – | 0.00 | |
| EQUINIX INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $50M | – | 0.20 |
| EQUINIX INC SR UNSECURED 07/50 3 | Long | Debt | US | $11M | – | 0.04 |
| EQUINOR ASA COMPANY GUAR 11/49 3.25 | Long | Debt | NO | $4M | – | 0.01 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $12M | – | 0.05 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5 | Long | Debt | US | $23M | – | 0.09 |
| EQUITABLE HOLDINGS INC SR UNSECURED 144A 02/29 4.572 | Long | Debt | US | $6M | – | 0.02 |
| ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR | Long | Debt | AT | $8M | – | 0.03 |
| ESSENT GROUP LTD SR UNSECURED 07/29 6.25 | Long | Debt | BM | $3M | – | 0.01 |
| ESSENTIAL PROPER COMPANY GUAR 07/31 2.95 (ESSENTIAL PROPERTIES LP) | Long | Debt | US | $4M | – | 0.02 |
| ESSENTIAL UTILITIES INC SR UNSECURED 05/52 5.3 | Long | Debt | US | $11M | – | 0.04 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5 | Long | Debt | US | $4M | – | 0.02 |
| ESSEX PORTFOLIO LP COMPANY GUAR 05/27 3.625 | Long | Debt | US | $862K | – | 0.00 |
| ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55 | Long | Debt | US | $6M | – | 0.02 |
| ESSEX PORTFOLIO LP COMPANY GUAR 09/50 2.65 | Long | Debt | US | $7M | – | 0.03 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $3M | – | 0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $1M | – | 0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-1M | – | -0.01 | |
| EVEREST REINSURANCE HLDG SR UNSECURED 10/50 3.5 (EVEREST REINSURANCE HLDGS) | Long | Debt | US | $1M | – | 0.00 |
| EVEREST REINSURANCE HLDG SR UNSECURED 10/52 3.125 (EVEREST REINSURANCE HLDGS) | Long | Debt | US | $4M | – | 0.01 |
| EVERGY KANSAS CENTRAL 1ST MORTGAGE 03/53 5.7 (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $6M | – | 0.03 |
| EVERGY KANSAS CENTRAL 1ST MORTGAGE 04/50 3.45 (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $6M | – | 0.02 |
| EVERGY METRO GENL REF MOR 04/49 4.125 (EVERGY METRO INC) | Long | Debt | US | $12M | – | 0.05 |
| EVERGY METRO SR SECURED 06/47 4.2 (EVERGY METRO INC) | Long | Debt | US | $961K | – | 0.00 |
| EVERSOURCE ENERGY SR UNSECURED 03/26 3.35 | Long | Debt | US | $3M | – | 0.01 |
| EVERSOURCE ENERGY SR UNSECURED 05/33 5.125 | Long | Debt | US | $9M | – | 0.04 |
| EVERSOURCE ENERGY SR UNSECURED 07/34 5.95 | Long | Debt | US | $3M | – | 0.01 |
| EXELON CORP SR UNSECURED 03/53 5.6 (EXELON CORPORATION) | Long | Debt | US | $23M | – | 0.09 |
| EXELON CORP SR UNSECURED 06/35 5.625 (EXELON CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $1M | – | 0.00 |
| EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625 | Long | Debt | US | $4M | – | 0.02 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 02/34 5.4 | Long | Debt | US | $5M | – | 0.02 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35 | Long | Debt | US | $8M | – | 0.03 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 04/29 3.9 | Long | Debt | US | $3M | – | 0.01 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 12/27 3.875 | Long | Debt | US | $1M | – | 0.00 |
| FACTSET RESEARCH SYSTEMS SR UNSECURED 03/32 3.45 (FACTSET RESEARCH SYSTEMS INC) | Long | Debt | US | $4M | – | 0.02 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $9M | – | 0.04 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $7M | – | 0.03 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 08/32 5.625 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $7M | – | 0.03 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/54 6.35 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $12M | – | 0.05 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/55 6.1 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $19M | – | 0.08 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 12/33 6 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $15M | – | 0.06 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $4M | 4M | 0.02 |
| FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR (FARMERS INSURANCE EXCHANGE) | Long | Debt | US | $16M | – | 0.06 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/45 5 (BRAZIL GOVT) | Long | Debt | BR | $36M | – | 0.14 |
| FEDEX CORP COMPANY GUAR 01/44 5.1 (FEDEX CORPORATION) | Long | Debt | US | $14M | – | 0.05 |
| FEDEX CORP COMPANY GUAR 04/46 4.55 (FEDEX CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| FEDEX CORP COMPANY GUAR 08/42 3.875 (FEDEX CORPORATION) | Long | Debt | US | $599K | – | 0.00 |
| FEDEX CORP COMPANY GUAR 11/45 4.75 (FEDEX CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046 (FELLS POINT FUNDING TRUST) | Long | Debt | US | $19M | – | 0.07 |
| FHLMC STRUCTURED PASS THROUGH FSPC E3 A (FHLMC STRUCTURED P/T SECURITIES E3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FINANCE AMERICA MORTGAGE LOAN FINA 2004 3 M1 (FINANCE AMERICA MTGE LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 05/30 4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| FIRSTENERGY CORP SR UNSECURED 03/50 3.4 | Long | Debt | US | $6M | – | 0.02 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 10/38 6.15 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 01/25 4.35 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $11M | – | 0.04 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 04/49 4.55 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $2M | – | 0.01 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 07/44 5.45 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $9M | – | 0.04 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 09/28 2.866 (FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)) | Long | Debt | US | $2M | – | 0.01 |
| FISERV INC SR UNSECURED 07/49 4.4 | Long | Debt | US | $12M | – | 0.05 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $1M | – | 0.01 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $5M | – | 0.02 |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 (FLEX INTERMEDIATE HOLDCO LLC) | Long | Debt | US | $40M | – | 0.16 |
| FLEX LTD SR UNSECURED 05/30 4.875 (FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)) | Long | Debt | SG | $17M | – | 0.07 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 04/53 5.3 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 10/44 4.05 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/47 3.7 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $13M | – | 0.05 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/51 2.875 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| FMR LLC SR UNSECURED 144A 02/43 5.15 | Long | Debt | US | $235K | – | 0.00 |
| FMR LLC SR UNSECURED 144A 11/39 6.45 | Long | Debt | US | $545K | – | 0.00 |
| FMR LLC SR UNSECURED REGS 02/43 5.15 | Long | Debt | US | $1M | – | 0.00 |
| FNMA POOL 250653 FN 08/26 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58.39 | – | 0.00 |
| FNMA POOL 368032 FN 11/26 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $997.61 | – | 0.00 |
| FNMA POOL AL3000 FN 12/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AL9027 FN 09/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL AS5068 FN 06/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AZ7108 FN 07/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BD2450 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BD3666 FN 07/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA POOL BD6372 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BM3688 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BN6230 FN 04/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA POOL CA4574 FN 08/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA POOL FM1269 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL MA0533 FN 10/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL MA2864 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76M | – | 0.30 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $262M | – | 1.04 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $589M | – | 2.34 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179M | – | 0.71 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $572M | – | 2.28 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99M | – | 0.39 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $856M | – | 3.41 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183M | – | 0.73 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $891M | – | 3.54 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293M | – | 1.17 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $431M | – | 1.71 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91M | – | 0.36 |
| FORD FOUNDATION/THE UNSECURED 06/50 2.415 (THE FORD FOUNDATION) | Long | Debt | US | $2M | – | 0.01 |
| FORD FOUNDATION/THE UNSECURED 06/70 2.815 (THE FORD FOUNDATION) | Long | Debt | US | $4M | – | 0.02 |
| FORD HOLDINGS LLC COMPANY GUAR 03/30 9.3 | Long | Debt | US | $15M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.02 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $4M | 162K | 0.02 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $419K | 18K | 0.00 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $2M | – | 0.01 |
| FOX CORP SR UNSECURED 10/33 6.5 (FOX CORPORATION) | Long | Debt | US | $9M | – | 0.04 |
| FRANKLIN RESOURCES INC SR UNSECURED 08/51 2.95 | Long | Debt | US | $2M | – | 0.01 |
| FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A2 144A (FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1) | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| FREEPORT MCMORAN INC COMPANY GUAR 11/34 5.4 (FREEPORT-MCMORAN INC) | Long | Debt | US | $7M | – | 0.03 |
| FRESENIUS MED CARE III COMPANY GUAR 144A 12/31 3 (FRESENIUS MEDICAL CARE US FINANCE III INC) | Long | Debt | US | $20M | – | 0.08 |
| FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875 | Long | Debt | US | $15M | – | 0.06 |
| FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875 | Long | Debt | US | $10M | – | 0.04 |
| FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125 | Long | Debt | US | $15M | – | 0.06 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 | Long | Debt | US | $4M | – | 0.02 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $11M | – | 0.05 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 02/27 1.5 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $129K | – | 0.00 |
| GE CAPITAL FUNDING LLC COMPANY GUAR 05/32 4.55 | Long | Debt | US | $9M | – | 0.04 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $284K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $104K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $90K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $243K | – | 0.00 | |
| GEORGETOWN UNIVERSITY SR UNSECURED 04/53 5.115 (GEORGETOWN UNIVERSITY (THE)) | Long | Debt | US | $3M | – | 0.01 |
| GEORGIA POWER CO SR UNSECURED 03/51 3.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $17M | – | 0.07 |
| GEORGIA POWER CO SR UNSECURED 05/52 5.125 (GEORGIA POWER COMPANY) | Long | Debt | US | $32M | – | 0.13 |
| GEORGIA POWER CO SR UNSECURED 09/40 4.75 (GEORGIA POWER COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| GEORGIA POWER COMPANY SR UNSECURED 06/40 5.4 | Long | Debt | US | $9M | – | 0.03 |
| GLENCORE FINANCE (EUROPE) LIM SNR SE ICE | Derivative-credit | JE | $1M | – | 0.00 | |
| GLENCORE FINANCE CANADA COMPANY GUAR 144A 10/42 5.3 (GLENCORE FINANCE (CANADA) LIMITED) | Long | Debt | CA | $8M | – | 0.03 |
| GLENCORE FINANCE CANADA COMPANY GUAR REGS 11/37 6.9 (GLENCORE FINANCE (CANADA) LIMITED) | Long | Debt | CA | $107K | – | 0.00 |
| GLENCORE FINANCE EUROPE COMPANY GUAR REGS 03/26 3.125 (GLENCORE FINANCE (EUROPE) LIMITED) | Long | Debt | JE | $609K | – | 0.00 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/54 5.893 | Long | Debt | US | $2M | – | 0.01 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/33 7.95 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $27M | – | 0.11 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/29 3.2 | Long | Debt | US | $3M | – | 0.01 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15 | Long | Debt | US | $3M | – | 0.01 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/52 5.95 | Long | Debt | US | $20M | – | 0.08 |
| GLOBE LIFE INC SR UNSECURED 08/30 2.15 | Long | Debt | US | $563K | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $28M | – | 0.11 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $12M | – | 0.05 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $1M | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 12/33 6.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $5M | – | 0.02 |
| GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634 | Long | Debt | CL | $3M | – | 0.01 |
| GNMA POOL 434863 GN 09/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 621024 GN 09/33 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $11M | – | 0.04 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $712K | – | 0.00 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.04 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $20M | 22M | 0.08 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $10M | 10M | 0.04 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $4M | 4M | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/43 VAR | Long | Debt | US | $11M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/39 VAR | Long | Debt | US | $8M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | Long | Debt | US | $21M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/38 VAR | Long | Debt | US | $85K | – | 0.00 |
| GOLDMAN SACHS GROUP INC SUBORDINATED 10/37 6.75 | Long | Debt | US | $100M | – | 0.40 |
| GOLUB CAPITAL BDC SR UNSECURED 02/27 2.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $20M | – | 0.08 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $2M | – | 0.01 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $20M | – | 0.08 |
| GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $18M | – | 0.07 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $20M | – | 0.08 |
| GREAT WEST LIFECO FINANC COMPANY GUAR 144A 06/47 4.15 (GREAT-WEST LIFECO DELAWARE FINANCE LP) | Long | Debt | US | $3M | – | 0.01 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $3M | – | 0.01 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $11M | – | 0.04 |
| GTP ACQUISITION PARTNERS SR SECURED 144A 06/50 3.482 (AMERICAN TOWER (GTP ACQUISITION PARTNERS I LLC)) | Long | Debt | US | $7M | – | 0.03 |
| GUARDIAN LIFE INSURANCE SUBORDINATED 144A 01/77 4.85 (GUARDIAN LIFE INSURANCE COMPANY OF AMERICA) | Long | Debt | US | $7M | – | 0.03 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $3M | – | 0.01 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/52 4 | Long | Debt | US | $4M | – | 0.02 |
| HANNON ARMSTRONG SUSTAIN SR UNSECURED 144A 07/34 6.375 (HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC) | Long | Debt | US | $15M | – | 0.06 |
| HANOVER INSURANCE GROUP SR UNSECURED 04/26 4.5 (HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)) | Long | Debt | US | $6M | – | 0.03 |
| HARTFORD FINL SVCS GRP JR SUBORDINA 144A 02/67 VAR (HARTFORD FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $3M | – | 0.01 |
| HARTFORD FINL SVCS GRP SR UNSECURED 08/49 3.6 (HARTFORD FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $439K | – | 0.00 |
| HCA INC COMPANY GUAR 02/27 4.5 | Long | Debt | US | $7M | – | 0.03 |
| HCA INC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $16M | – | 0.06 |
| HCA INC COMPANY GUAR 03/52 4.625 | Long | Debt | US | $33M | – | 0.13 |
| HCA INC COMPANY GUAR 04/54 6 | Long | Debt | US | $10M | – | 0.04 |
| HCA INC COMPANY GUAR 04/64 6.1 | Long | Debt | US | $5M | – | 0.02 |
| HCA INC COMPANY GUAR 06/47 5.5 | Long | Debt | US | $24M | – | 0.10 |
| HCA INC COMPANY GUAR 06/49 5.25 | Long | Debt | US | $10M | – | 0.04 |
| HCA INC COMPANY GUAR 06/53 5.9 | Long | Debt | US | $5M | – | 0.02 |
| HCA INC COMPANY GUAR 07/51 3.5 | Long | Debt | US | $17M | – | 0.07 |
| HEALTHPEAK OP LLC COMPANY GUAR 02/41 6.75 | Long | Debt | US | $4M | – | 0.02 |
| HEINEKEN NV SR UNSECURED 144A 03/47 4.35 | Long | Debt | NL | $10M | – | 0.04 |
| HELMERICH + PAYNE INC SR UNSECURED 09/31 2.9 (HELMERICH & PAYNE INC) | Long | Debt | US | $6M | – | 0.02 |
| HIGH STREET FDG TRUST II SR UNSECURED 144A 02/48 4.682 (HIGH STREET FUNDING TRUST II) | Long | Debt | US | $7M | – | 0.03 |
| HIGHWOODS REALTY LP SR UNSECURED 02/31 2.6 | Long | Debt | US | $2M | – | 0.01 |
| HIGHWOODS REALTY LP SR UNSECURED 02/34 7.65 | Long | Debt | US | $2M | – | 0.01 |
| HIGHWOODS REALTY LP SR UNSECURED 04/29 4.2 | Long | Debt | US | $2M | – | 0.01 |
| HILL CITY FUNDING TRUST SR UNSECURED 144A 08/41 4.046 | Long | Debt | US | $11M | – | 0.04 |
| HOAG MEMORIAL HOSPITAL UNSECURED 07/52 3.803 (HOAG MEMORIAL HOSPITAL PRESBYTERIAN) | Long | Debt | US | $7M | – | 0.03 |
| HOLCIM FINANCE US LLC COMPANY GUAR 144A 09/46 4.75 | Long | Debt | US | $2M | – | 0.01 |
| HOLCIM STERLING FINANCE COMPANY GUAR REGS 04/34 2.25 (HOLCIM STERLING FINANCE(NETHERLANDS) BV) | Long | Debt | NL | $5M | – | 0.02 |
| HOME DEPOT INC SR UNSECURED 03/45 4.4 | Long | Debt | US | $8M | – | 0.03 |
| HOST HOTELS + RESORTS LP SR UNSECURED 07/34 5.7 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $3M | – | 0.01 |
| HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95 | Long | Debt | US | $772K | – | 0.00 |
| HPS CORPORATE LENDING FU SR UNSECURED 144A 01/29 6.75 (HPS CORPORATE LENDING FUND) | Long | Debt | US | $3M | – | 0.01 |
| HSBC BANK USA NA SUBORDINATED 01/39 7 | Long | Debt | US | $13M | – | 0.05 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $21M | – | 0.08 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $18M | – | 0.07 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $5M | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $25M | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $66M | – | 0.26 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $7M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $6M | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $8M | – | 0.03 |
| HSBC HOLDINGS PLC SUBORDINATED 05/32 7.625 | Long | Debt | GB | $13M | – | 0.05 |
| HSBC HOLDINGS PLC SUBORDINATED 06/38 6.8 | Long | Debt | GB | $5M | – | 0.02 |
| HSBC HOLDINGS PLC SUBORDINATED 09/37 6.5 | Long | Debt | GB | $19M | – | 0.07 |
| HSBC HOLDINGS PLC SUBORDINATED REGS 04/38 7 | Long | Debt | GB | $3M | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $5M | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $2M | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $6M | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $5M | – | 0.02 |
| HUMANA INC SR UNSECURED 03/33 5.875 | Long | Debt | US | $9M | – | 0.04 |
| HUMANA INC SR UNSECURED 03/53 5.5 | Long | Debt | US | $7M | – | 0.03 |
| HUMANA INC SR UNSECURED 04/54 5.75 | Long | Debt | US | $313K | – | 0.00 |
| HUMANA INC SR UNSECURED 06/38 8.15 | Long | Debt | US | $1M | – | 0.00 |
| HYATT HOTELS CORP SR UNSECURED 04/30 5.75 (HYATT HOTELS CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| HYATT HOTELS CORP SR UNSECURED 09/28 4.375 (HYATT HOTELS CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 2 | Long | Debt | US | $13M | – | 0.05 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/34 6 (ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $2M | – | 0.01 |
| IDAHO POWER CO 1ST MORTGAGE 03/53 5.5 (IDAHO POWER COMPANY) | Long | Debt | US | $24M | – | 0.09 |
| IDAHO POWER CO 1ST MORTGAGE 08/40 4.85 (IDAHO POWER COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832 (ILLINOIS MUNICIPAL ELECTRIC AGENCY) | Long | Debt | US | $3M | – | 0.01 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/25 4.25 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $19M | – | 0.08 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $7M | – | 0.03 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $10M | – | 0.04 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $4M | – | 0.02 |
| INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $421K | – | 0.00 |
| INDIANA MICHIGAN POWER SR UNSECURED 04/53 5.625 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $13M | – | 0.05 |
| INDIANA MICHIGAN POWER SR UNSECURED 05/51 3.25 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $13M | – | 0.05 |
| INDIANA MICHIGAN POWER SR UNSECURED 08/48 4.25 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| INDIANA ST FIN AUTH REVENUE INSFIN 02/39 FIXED 6.596 (INDIANA FINANCE AUTHORITY) | Long | Debt | US | $2M | – | 0.01 |
| INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 04/54 5.7 (INDIANAPOLIS POWER & LIGHT COMPANY) | Long | Debt | US | $4M | – | 0.01 |
| INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 12/32 5.65 (INDIANAPOLIS POWER & LIGHT COMPANY) | Long | Debt | US | $30M | – | 0.12 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $25M | – | 0.10 |
| INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 (INTEGRIS BAPTIST MEDICAL CENTER) | Long | Debt | US | $8M | – | 0.03 |
| INTEL CORP SR UNSECURED 02/53 5.7 (INTEL CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| INTEL CORP SR UNSECURED 02/63 5.9 (INTEL CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| INTEL CORP SR UNSECURED 12/47 3.734 (INTEL CORPORATION) | Long | Debt | US | $441K | – | 0.00 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 03/33 4.6 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $19M | – | 0.07 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/60 3 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $5M | – | 0.02 |
| INTERSTATE POWER + LIGHT SR UNSECURED 07/39 6.25 (INTERSTATE POWER AND LIGHT COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| INTESA SANPAOLO SPA 144A 11/53 7.8 | Long | Debt | IT | $38M | – | 0.15 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/33 6.625 | Long | Debt | IT | $15M | – | 0.06 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/54 VAR | Long | Debt | IT | $21M | – | 0.08 |
| INVITATION HOMES OP COMPANY GUAR 01/34 2.7 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $6M | – | 0.02 |
| INVITATION HOMES OP COMPANY GUAR 04/32 4.15 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $13M | – | 0.05 |
| INVITATION HOMES OP COMPANY GUAR 08/30 5.45 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $4M | – | 0.02 |
| INVITATION HOMES OP COMPANY GUAR 08/31 2 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.01 |
| INVITATION HOMES OP COMPANY GUAR 08/33 5.5 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.01 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $13M | – | 0.05 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $492K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $563K | – | 0.00 | |
| IRS EUR -0.05000 09/20/23-5Y LCH | Derivative-interest rate | $-22M | – | -0.09 | ||
| IRS EUR 0.00000 03/17/23-30Y LCH | Derivative-interest rate | $21M | – | 0.08 | ||
| IRS EUR 0.49500 09/20/23-30Y LCH | Derivative-interest rate | $22M | – | 0.09 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $176K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-164K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-636K | – | -0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-148K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-185K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-97K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-155K | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-101K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $62K | – | 0.00 | ||
| IRVINE RANCH CA WTR DIST IVRWTR 05/40 FIXED 6.622 (IRVINE RANCH WATER DISTRICT WATER SERVICE CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| ITALY GOVT SW SP BOA | Derivative-credit | US | $614K | – | 0.00 | |
| ITALY GOVT SW SP CBK | Derivative-credit | US | $186K | – | 0.00 | |
| JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75 | Long | Debt | NL | $3M | – | 0.01 |
| JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2 | Long | Debt | NL | $1M | – | 0.01 |
| JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5 | Long | Debt | NL | $45M | – | 0.18 |
| JABIL INC SR UNSECURED 02/29 5.45 | Long | Debt | US | $2M | – | 0.01 |
| JEFFERIES FIN GROUP INC SR UNSECURED 01/43 6.5 (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $23M | – | 0.09 |
| JERSEY CENTRAL PWR + LT SR UNSECURED 06/37 6.15 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $9M | – | 0.04 |
| JERSEY CENTRAL PWR + LT SR UNSECURED 144A 03/32 2.75 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.01 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $10M | – | 0.04 |
| JP MORGAN CHASE & CO SNR S* ICE | Derivative-credit | US | $-302K | – | -0.00 | |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $10M | – | 0.04 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-mortgage backed security | US | $933K | – | 0.00 |
| JPMORGAN CHASE + CO JR SUBORDINA 10/49 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $73M | 73M | 0.29 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $37M | 38M | 0.15 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $37M | 36M | 0.15 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $35M | 35M | 0.14 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $25M | 26M | 0.10 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $12M | 13M | 0.05 |
| JPMORGAN CHASE + CO PREFERRED STOCK 4.625 (JP MORGAN CHASE & CO) | Long | Equity-preferred | US | $17M | 829K | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $15M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $34M | – | 0.13 |
| JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $26M | – | 0.11 |
| JPMORGAN CHASE + CO SR UNSECURED 01/49 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $14M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 04/33 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $22M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 04/35 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $14M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 05/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $33M | – | 0.13 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $7M | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $6M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $12M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 11/32 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $10M | – | 0.04 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $209K | – | 0.00 | |
| JUNIPER NETWORKS INC SR UNSECURED 03/41 5.95 | Long | Debt | US | $43M | – | 0.17 |
| KAISER FOUNDATION HOSPIT COMPANY GUAR 05/47 4.15 (KAISER FOUNDATION HOSPITALS) | Long | Debt | US | $12M | – | 0.05 |
| KDAC AVIATION FINANCE LIMITED KDAC 2017 1A A 144A (KDAC AIRCRAFT FINANCE LTD 2017-1A) | Long | ABS-other | KY | $3M | – | 0.01 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 04/33 5.45 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $10M | – | 0.04 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $3M | – | 0.01 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 10/45 4.375 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $6M | – | 0.02 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 11/40 5.125 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $14M | – | 0.05 |
| KEURIG DR PEPPER INC COMPANY GUAR 04/52 4.5 | Long | Debt | US | $46M | – | 0.18 |
| KEYSPAN GAS EAST CORP SR UNSECURED 144A 01/52 3.586 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $9M | – | 0.04 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $3M | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $1M | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 08/29 4.25 | Long | Debt | US | $11M | – | 0.04 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $12M | – | 0.05 |
| KILROY REALTY LP COMPANY GUAR 12/28 4.75 | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN ENER PART COMPANY GUAR 01/38 6.95 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $868K | – | 0.00 |
| KINDER MORGAN ENER PART COMPANY GUAR 02/37 6.5 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $13M | – | 0.05 |
| KINDER MORGAN ENER PART COMPANY GUAR 03/31 7.4 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $6M | – | 0.02 |
| KINDER MORGAN ENER PART COMPANY GUAR 03/35 5.8 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $11M | – | 0.04 |
| KINDER MORGAN ENER PART COMPANY GUAR 03/41 6.375 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $11M | – | 0.04 |
| KINDER MORGAN ENER PART COMPANY GUAR 03/43 5 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $29M | – | 0.12 |
| KINDER MORGAN ENER PART COMPANY GUAR 03/44 5.5 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $5M | – | 0.02 |
| KINDER MORGAN ENER PART COMPANY GUAR 09/39 6.5 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $38M | – | 0.15 |
| KINDER MORGAN ENER PART COMPANY GUAR 09/40 6.55 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $31M | – | 0.12 |
| KINDER MORGAN ENER PART COMPANY GUAR 09/41 5.625 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN ENER PART COMPANY GUAR 09/44 5.4 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $275K | – | 0.00 |
| KINDER MORGAN ENER PART COMPANY GUAR 11/40 7.5 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $29M | – | 0.11 |
| KINDER MORGAN ENER PART COMPANY GUAR 11/42 4.7 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $5M | – | 0.02 |
| KINDER MORGAN INC COMPANY GUAR 08/31 7.8 | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN INC COMPANY GUAR 08/52 5.45 | Long | Debt | US | $6M | – | 0.03 |
| KINDER MORGAN INC COMPANY GUAR 12/34 5.3 | Long | Debt | US | $1M | – | 0.01 |
| KITE REALTY GROUP LP SR UNSECURED 03/34 5.5 | Long | Debt | US | $2M | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 11 AR 144A (KKR CLO 11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.02 |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 (KKR FINANCIAL HOLDINGS LLC) | Long | Debt | US | $15M | – | 0.06 |
| KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5 (KKR GROUP FINANCE CO VIII LLC) | Long | Debt | US | $24M | – | 0.09 |
| KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85 (KKR GROUP FINANCE CO XII LLC) | Long | Debt | US | $18M | – | 0.07 |
| KKR GROUP FINANCE CO VII COMPANY GUAR 144A 02/50 3.625 (KKR GROUP FINANCE CO VII LLC) | Long | Debt | US | $19M | – | 0.07 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 02/40 6.5 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $47M | – | 0.19 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $6M | – | 0.03 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $2M | – | 0.01 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $3M | – | 0.01 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $1M | – | 0.00 |
| KRAFT HEINZ FOODS CO COMPANY GUAR REGS 07/27 4.125 (KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)) | Long | Debt | US | $1M | – | 0.00 |
| L3HARRIS TECH INC SR UNSECURED 04/35 4.854 (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $2M | – | 0.01 |
| LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A (LABRADOR AVIATION FINANCE LTD 2016-1A) | Long | ABS-other | US | $11M | – | 0.05 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/25 2.9 | Long | Debt | US | $3M | – | 0.01 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5 | Long | Debt | US | $128M | – | 0.51 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 | Long | Debt | US | $32M | – | 0.13 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/34 6.2 | Long | Debt | US | $36M | – | 0.14 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $4M | – | 0.02 |
| LAZARD GROUP LLC SR UNSECURED 09/28 4.5 | Long | Debt | US | $387K | – | 0.00 |
| LCM LTD PARTNERSHIP LCM 18A A1R 144A (LCM XVIII LP 18A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.03 |
| LEGG MASON INC COMPANY GUAR 01/44 5.625 | Long | Debt | US | $18M | – | 0.07 |
| LEIDOS INC COMPANY GUAR 02/31 2.3 | Long | Debt | US | $7M | – | 0.03 |
| LEIDOS INC COMPANY GUAR 05/30 4.375 | Long | Debt | US | $2M | – | 0.01 |
| LENNAR CORPORATION SNR S* ICE | Derivative-credit | US | $339K | – | 0.00 | |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3 | Long | Debt | US | $9M | – | 0.04 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95 | Long | Debt | US | $14M | – | 0.06 |
| LIBERTY UTILITIES CO SR UNSECURED 144A 01/34 5.869 | Long | Debt | US | $10M | – | 0.04 |
| LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR | Long | Debt | GB | $8M | – | 0.03 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $1M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $12M | – | 0.05 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 4.375 | Long | Debt | GB | $291K | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55 | Long | Debt | GB | $24M | – | 0.09 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| LOCKHEED MARTIN CORP SR UNSECURED 02/55 5.2 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $27M | – | 0.11 |
| LOCKHEED MARTIN CORP SR UNSECURED 02/64 5.2 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $15M | – | 0.06 |
| LOCKHEED MARTIN CORP SR UNSECURED 03/35 3.6 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| LOCKHEED MARTIN CORP SR UNSECURED 06/62 4.3 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $19M | – | 0.07 |
| LOCKHEED MARTIN CORP SR UNSECURED 11/54 5.7 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $25M | – | 0.10 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-895K | – | -0.00 | |
| LOS ANGELES CA DEPT WTR PWR LOSUTL 07/27 FIXED 5.516 (LOS ANGELES DEPARTMENT OF WATER AND POWER) | Long | Debt | US | $2M | – | 0.01 |
| LOS ANGELES CA DEPT WTR PWR LOSUTL 07/50 FIXED 6.603 (LOS ANGELES DEPARTMENT OF WATER AND POWER) | Long | Debt | US | $450K | – | 0.00 |
| LOS ANGELES CA WSTWTR SYS REVE LOSUTL 06/39 FIXED 5.713 (CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE) | Long | Debt | US | $103K | – | 0.00 |
| LOS ANGELES CNTY CA PUBLIC WKS LOSFAC 08/33 FIXED 7.488 (LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY) | Long | Debt | US | $17M | – | 0.07 |
| LOS ANGELES CNTY CA PUBLIC WKS LOSFAC 08/40 FIXED 7.618 (LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY) | Long | Debt | US | $6M | – | 0.02 |
| LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/33 5.45 (LOUISVILLE GAS & ELECTRIC) | Long | Debt | US | $15M | – | 0.06 |
| LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/49 4.25 (LOUISVILLE GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.01 |
| LOWE S COS INC SR UNSECURED 04/62 4.45 (LOWE`S COMPANIES INC) | Long | Debt | US | $5M | – | 0.02 |
| LOWE S COS INC SR UNSECURED 04/63 5.85 (LOWE`S COMPANIES INC) | Long | Debt | US | $16M | – | 0.06 |
| LQD US TRS EQUITY FEDL01-85 JPM | Derivative-equity | US | $2M | – | 0.01 | |
| LSEGA FINANCING PLC COMPANY GUAR 144A 04/41 3.2 | Long | Debt | GB | $2M | – | 0.01 |
| M+G PLC SUBORDINATED REGS 07/55 VAR (M&G PLC) | Long | Debt | GB | $2M | – | 0.01 |
| MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A (MADISON PARK FUNDING XXXV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| MAPS LTD MAPSL 2018 1A A 144A (MERX AVIATION FINANCE LLC 2018-1A) | Long | ABS-other | BM | $2M | – | 0.01 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.08 |
| MARATHON PETROLEUM CORP SR UNSECURED 03/41 6.5 (MARATHON PETROLEUM CORPORATION) | Long | Debt | US | $4M | – | 0.01 |
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A (MARBLE POINT CLO XIV LTD 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.03 |
| MARRIOTT INTERNATIONAL SR UNSECURED 04/31 2.85 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $8M | – | 0.03 |
| MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $7M | – | 0.03 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $21M | – | 0.08 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/33 2.75 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $8M | – | 0.03 |
| MARSH + MCLENNAN COS INC SR UNSECURED 01/47 4.35 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $4M | – | 0.02 |
| MARSH + MCLENNAN COS INC SR UNSECURED 03/48 4.2 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $4M | – | 0.02 |
| MARSH + MCLENNAN COS INC SR UNSECURED 03/49 4.9 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $5M | – | 0.02 |
| MARSH + MCLENNAN COS INC SR UNSECURED 03/53 5.45 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $11M | – | 0.04 |
| MARSH + MCLENNAN COS INC SR UNSECURED 09/53 5.7 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $20M | – | 0.08 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95 | Long | Debt | US | $16M | – | 0.06 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875 | Long | Debt | US | $10M | – | 0.04 |
| MASCO CORP SR UNSECURED 05/47 4.5 (MASCO CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| MASS INSTITUTE OF TECH UNSECURED 12/99 5.6 (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) | Long | Debt | US | $2M | – | 0.01 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $24M | – | 0.10 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 04/77 4.9 (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 10/70 3.729 (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| MASSACHUSETTS ELECTRIC SR UNSECURED 144A 02/54 5.867 (MASSACHUSETTS ELECTRICAL CO) | Long | Debt | US | $9M | – | 0.04 |
| MASSACHUSETTS ST PORT AUTH SPL MASTRN 07/31 FIXED 6.202 (MASSACHUSETTS PORT AUTHORITY) | Long | Debt | US | $3M | – | 0.01 |
| MCDONALD S CORP SR UNSECURED 09/49 3.625 (MCDONALDS CORPORATION) | Long | Debt | US | $12M | – | 0.05 |
| MDC HOLDINGS INC COMPANY GUAR 08/61 3.966 | Long | Debt | US | $9M | – | 0.03 |
| MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 04/48 VAR (MEIJI YASUDA LIFE INSURANCE COMPANY) | Long | Debt | JP | $7M | – | 0.03 |
| MERCK + CO INC SR UNSECURED 12/51 2.75 (MERCK & CO INC) | Long | Debt | US | $7M | – | 0.03 |
| MERCK + CO INC SR UNSECURED 12/61 2.9 (MERCK & CO INC) | Long | Debt | US | $8M | – | 0.03 |
| META PLATFORMS INC SR UNSECURED 05/53 5.6 | Long | Debt | US | $461K | – | 0.00 |
| META PLATFORMS INC SR UNSECURED 05/63 5.75 | Long | Debt | US | $14M | – | 0.06 |
| META PLATFORMS INC SR UNSECURED 08/52 4.45 | Long | Debt | US | $3M | – | 0.01 |
| META PLATFORMS INC SR UNSECURED 08/62 4.65 | Long | Debt | US | $23M | – | 0.09 |
| METAL CAYMAN METAL 2017 1 A 144A (METAL CAYMAN 2017-1 LLC) | Long | ABS-other | KY | $7M | – | 0.03 |
| METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 | Long | Debt | US | $25M | – | 0.10 |
| METLIFE INC JR SUBORDINA 08/69 10.75 | Long | Debt | US | $7M | – | 0.03 |
| METLIFE INC JR SUBORDINA 144A 04/68 9.25 | Long | Debt | US | $59M | – | 0.24 |
| METLIFE INC SR UNSECURED 07/52 5 | Long | Debt | US | $821K | – | 0.00 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $8M | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $30M | – | 0.12 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $65M | – | 0.26 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $6M | – | 0.03 |
| MEXICO LA SP GST | Derivative-credit | US | $68K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-667.02 | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $90K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $216K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $151K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $56K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $31K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $12K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-4K | – | -0.00 | |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.05 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.00 |
| MICHIGAN ST UNIV REVENUES MISHGR 08/22 FIXED 4.165 (MICHIGAN STATE UNIVERSITY) | Long | Debt | US | $13M | – | 0.05 |
| MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3 | Long | Debt | US | $1M | – | 0.00 |
| MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327 | Long | Debt | US | $7M | – | 0.03 |
| MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75 | Long | Debt | US | $4M | – | 0.02 |
| MICROSOFT CORP SR UNSECURED 03/52 2.921 (MICROSOFT CORPORATION) | Long | Debt | US | $14M | – | 0.05 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 (MICROSOFT CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| MICROSOFT CORP SR UNSECURED 06/60 2.675 (MICROSOFT CORPORATION) | Long | Debt | US | $21M | – | 0.08 |
| MICROSOFT CORP SR UNSECURED 09/50 2.5 (MICROSOFT CORPORATION) | Long | Debt | US | $19M | – | 0.08 |
| MID AMERICA APARTMENTS SR UNSECURED 06/27 3.6 (MID-AMERICA APARTMENTS LP) | Long | Debt | US | $288K | – | 0.00 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 01/34 5.35 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 02/55 5.3 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $802K | – | 0.00 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/47 3.95 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $6M | – | 0.03 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/48 3.65 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $603K | – | 0.00 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 09/54 5.85 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $20M | – | 0.08 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/44 4.4 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $426K | – | 0.00 |
| MIDWEST CONNECTOR CAPIT COMPANY GUAR 144A 04/29 4.625 (MIDWEST CONNECTOR CAPITAL COMPANY LLC) | Long | Debt | US | $12M | – | 0.05 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $4M | – | 0.02 |
| MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/36 ZEROCPNOID 0 (MILWAUKEE WIS REDEV AUTH REV) | Long | Debt | US | $1M | – | 0.00 |
| MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/37 ZEROCPNOID 0 (MILWAUKEE WIS REDEV AUTH REV) | Long | Debt | US | $1M | – | 0.00 |
| MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/38 ZEROCPNOID 0 (MILWAUKEE WIS REDEV AUTH REV) | Long | Debt | US | $1M | – | 0.01 |
| MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/39 ZEROCPNOID 0 (MILWAUKEE WIS REDEV AUTH REV) | Long | Debt | US | $1M | – | 0.00 |
| MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $12M | – | 0.05 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/34 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $12M | – | 0.05 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 03/39 4.153 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/33 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $23M | – | 0.09 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $12M | – | 0.05 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/32 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $17M | – | 0.07 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/38 4.286 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/39 3.751 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $1M | – | 0.00 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/32 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $6M | – | 0.02 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/34 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $8M | – | 0.03 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $15M | – | 0.06 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/33 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.02 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 A 2A2 (MLCC MORTGAGE INVESTORS INC. 2003-A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 G A2 (MLCC MORTGAGE INVESTORS INC 2003-G) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4 (MONONGAHELA POWER COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| MOODY S CORPORATION SR UNSECURED 07/44 5.25 (MOODY'S CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| MOODY S CORPORATION SR UNSECURED 08/31 2 (MOODY'S CORPORATION) | Long | Debt | US | $451K | – | 0.00 |
| MOODY S CORPORATION SR UNSECURED 11/61 3.1 (MOODY'S CORPORATION) | Long | Debt | US | $4M | – | 0.01 |
| MOODY S CORPORATION SR UNSECURED 12/48 4.875 (MOODY'S CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE3 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY DIRECT SR UNSECURED 144A 05/29 6.15 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY PREFFERD STOCK | Long | Equity-preferred | US | $16M | 618K | 0.06 |
| MORGAN STANLEY SR UNSECURED 01/26 3.875 | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 01/33 VAR | Long | Debt | US | $4M | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 01/35 VAR | Long | Debt | US | $12M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $6M | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 04/34 VAR | Long | Debt | US | $6M | – | 0.03 |
| MORGAN STANLEY SR UNSECURED 04/35 VAR | Long | Debt | US | $10M | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 04/42 VAR | Long | Debt | US | $11M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 07/28 VAR | Long | Debt | US | $380K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 07/32 VAR | Long | Debt | US | $23M | – | 0.09 |
| MORGAN STANLEY SR UNSECURED 07/33 VAR | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 07/34 VAR | Long | Debt | US | $11M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 11/34 VAR | Long | Debt | US | $13M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $39M | – | 0.16 |
| MORGAN STANLEY SUBORDINATED 01/38 VAR | Long | Debt | US | $4M | – | 0.02 |
| MORGAN STANLEY SUBORDINATED 04/37 VAR | Long | Debt | US | $30M | – | 0.12 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 09/44 5.5 | Long | Debt | US | $6M | – | 0.02 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3 | Long | Debt | US | $3M | – | 0.01 |
| MPLX LP SR UNSECURED 02/49 5.5 | Long | Debt | US | $185K | – | 0.00 |
| MPLX LP SR UNSECURED 03/47 5.2 | Long | Debt | US | $4M | – | 0.02 |
| MPLX LP SR UNSECURED 03/52 4.95 | Long | Debt | US | $38M | – | 0.15 |
| MPLX LP SR UNSECURED 04/58 4.9 | Long | Debt | US | $16M | – | 0.06 |
| MPLX LP SR UNSECURED 12/47 5.2 | Long | Debt | US | $2M | – | 0.01 |
| MSCI INC COMPANY GUAR 144A 02/31 3.875 | Long | Debt | US | $541K | – | 0.00 |
| MSCI INC COMPANY GUAR 144A 08/33 3.25 | Long | Debt | US | $4M | – | 0.02 |
| MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA) | Long | Debt | US | $2M | – | 0.01 |
| MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA) | Long | Debt | US | $45M | – | 0.18 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $3M | – | 0.01 |
| MUTUAL OF OMAHA INS CO SUBORDINATED 144A 01/64 VAR (MUTUAL OF OMAHA INSURANCE COMPANY) | Long | Debt | US | $25M | – | 0.10 |
| MUTUAL OF OMAHA INS CO SUBORDINATED 144A 07/54 VAR (MUTUAL OF OMAHA INSURANCE COMPANY) | Long | Debt | US | $20M | – | 0.08 |
| MYLAN INC COMPANY GUAR 04/48 5.2 | Long | Debt | US | $14M | – | 0.06 |
| NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507 (NAPA VALLEY UNIFIED SCHOOL DISTRICT) | Long | Debt | US | $2M | – | 0.01 |
| NASDAQ INC SR UNSECURED 12/40 2.5 (NASDAQ INC (AKA: NASDAQ OMX GROUP INC)) | Long | Debt | US | $4M | – | 0.02 |
| NATIONAL FOOTBAL LEAGUE 11.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $5M | – | 0.02 |
| NATIONAL FOOTBAL LEAGUE 19.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $5M | – | 0.02 |
| NATIONAL FOOTBAL LEAGUE 9.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $10M | – | 0.04 |
| NATIONAL GRID PLC SR UNSECURED 06/33 5.809 | Long | Debt | GB | $18M | – | 0.07 |
| NATIONAL GRID PLC SR UNSECURED REGS 03/30 2.949 | Long | Debt | GB | $10M | – | 0.04 |
| NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 (NATIONAL HEALTH INVS INC) | Long | Debt | US | $9M | – | 0.03 |
| NATIONAL RURAL UTIL COOP COLLATERAL T 11/48 4.4 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $5M | – | 0.02 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $16M | – | 0.06 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $25M | – | 0.10 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $660K | 4K | 0.00 |
| NATIONWIDE CHILDREN HOSP UNSECURED 11/52 4.556 (NATIONWIDE CHILDRENS HOSPITAL INC) | Long | Debt | US | $2M | – | 0.01 |
| NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9 (NATIONWIDE FINANCIAL SERVICES INC) | Long | Debt | US | $8M | – | 0.03 |
| NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 04/50 4.35 (NATIONWIDE MUTUAL INSURANCE COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375 (NATIONWIDE MUTUAL INSURANCE COMPANY) | Long | Debt | US | $41M | – | 0.16 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 NEMA A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| NATL GRID ELECT TRANS SR UNSECURED REGS 04/40 2 (NATIONAL GRID ELECTRICITY TRANSMISSION PLC) | Long | Debt | GB | $3M | – | 0.01 |
| NATL GRID ELECT TRANS SR UNSECURED REGS 09/38 2 (NATIONAL GRID ELECTRICITY TRANSMISSION PLC) | Long | Debt | GB | $758K | – | 0.00 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $21M | – | 0.09 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $46M | – | 0.18 |
| NATWEST GROUP PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $945K | – | 0.00 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $25M | – | 0.10 |
| NATWEST GROUP PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $2M | – | 0.01 |
| NBCUNIVERSAL MEDIA LLC COMPANY GUAR 01/43 4.45 (NBCUNIVERSAL MEDIA LLC (AKA: NBC UNIVERSAL INC)) | Long | Debt | US | $16M | – | 0.07 |
| NETFLIX INC SR UNSECURED 04/28 4.875 | Long | Debt | US | $9M | – | 0.03 |
| NETFLIX INC SR UNSECURED 144A 06/30 4.875 | Long | Debt | US | $492K | – | 0.00 |
| NETFLIX INC SR UNSECURED 144A 11/29 5.375 | Long | Debt | US | $4M | – | 0.02 |
| NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5 (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $6M | – | 0.02 |
| NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 04/45 4.875 (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $11M | – | 0.04 |
| NEVADA POWER CO GENL REF MOR 03/54 6 (NEVADA POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| NEW JERSEY ST TURNPIKE AUTH TU NJSTRN 01/41 FIXED 7.102 (NEW JERSEY TURNPIKE AUTHORITY) | Long | Debt | US | $1M | – | 0.00 |
| NEW MEXICO ST HOSP EQUIPMENT L NMSMED 08/46 FIXED 4.406 | Long | Debt | US | $5M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| NEW YORK CITY NY INDL DEV AGY NYCDEV 01/46 FIXED 6.027 (NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY) | Long | Debt | US | $481K | – | 0.00 |
| NEW YORK CITY NY TRANSITIONAL NYCGEN 05/40 FIXED 5.467 (NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE) | Long | Debt | US | $7M | – | 0.03 |
| NEW YORK CITY NY TRANSITIONAL NYCGEN 08/37 FIXED 5.508 (NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE) | Long | Debt | US | $798K | – | 0.00 |
| NEW YORK CITY NY TRANSITIONAL NYCGEN 11/38 FIXED 5.572 (NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE) | Long | Debt | US | $9M | – | 0.04 |
| NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/69 4.45 (NEW YORK LIFE INSURANCE COMPANY) | Long | Debt | US | $13M | – | 0.05 |
| NEW YORK LIFE INSURANCE SUBORDINATED 144A 11/39 6.75 (NEW YORK LIFE INSURANCE COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/33 FIXED 5.289 (NEW YORK STATE DORMITORY AUTHORITY) | Long | Debt | US | $498K | – | 0.00 |
| NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/39 FIXED 5.427 (NEW YORK STATE DORMITORY AUTHORITY) | Long | Debt | US | $1M | – | 0.00 |
| NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/40 FIXED 5.389 (NEW YORK STATE DORMITORY AUTHORITY) | Long | Debt | US | $197K | – | 0.00 |
| NEW YORK ST DORM AUTH ST PERSO NYSHGR 09/27 FIXED 5.051 (NEW YORK STATE DORMITORY AUTHORITY) | Long | Debt | US | $3M | – | 0.01 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/39 FIXED 5.77 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $9M | – | 0.03 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $3M | – | 0.01 |
| NEWMONT / NEWCREST FIN COMPANY GUAR 144A 11/41 5.75 (NEWMONT CORP / NEWCREST FINANCE PTY LTD) | Long | Debt | US | $23M | – | 0.09 |
| NEWMONT CORP COMPANY GUAR 06/44 5.45 (NEWMONT CORPORATION) | Long | Debt | US | $30M | – | 0.12 |
| NEWMONT CORP COMPANY GUAR 10/39 6.25 (NEWMONT CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| NEWPORT BEACH CA COPS NPBCTF 07/40 FIXED 7.168 (CITY OF NEWPORT BEACH CA) | Long | Debt | US | $1M | – | 0.00 |
| NEXTERA ENERGY CAPITAL HOL SNR S* SP BRC | Derivative-credit | US | $88K | – | 0.00 | |
| NEXTERA ENERGY CAPITAL HOL SNR S* SP JPM | Derivative-credit | US | $41K | – | 0.00 | |
| NEXTERA ENERGY CAPITAL HOLDIN SNR S* ICE | Derivative-credit | US | $210K | – | 0.00 | |
| NGPL PIPECO LLC SR UNSECURED 144A 07/31 3.25 | Long | Debt | US | $10M | – | 0.04 |
| NGPL PIPECO LLC SR UNSECURED 144A 12/37 7.768 | Long | Debt | US | $1M | – | 0.01 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/54 5.664 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 09/52 5.783 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 11/42 4.119 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| NIPPON LIFE INSURANCE SUBORDINATED 144A 01/51 VAR (NIPPON LIFE INSURANCE COMPANY) | Long | Debt | JP | $31M | – | 0.12 |
| NIPPON LIFE INSURANCE SUBORDINATED 144A 10/44 VAR (NIPPON LIFE INSURANCE COMPANY) | Long | Debt | JP | $13M | – | 0.05 |
| NISOURCE INC SR UNSECURED 02/42 5.8 | Long | Debt | US | $7M | – | 0.03 |
| NISOURCE INC SR UNSECURED 02/45 5.65 | Long | Debt | US | $8M | – | 0.03 |
| NISOURCE INC SR UNSECURED 03/48 3.95 | Long | Debt | US | $5M | – | 0.02 |
| NISOURCE INC SR UNSECURED 05/47 4.375 | Long | Debt | US | $12M | – | 0.05 |
| NISSAN MOTOR ACCEPTANCE CO SNR S* SP JPM | Derivative-credit | US | $-506K | – | -0.00 | |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $37M | – | 0.15 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $4M | – | 0.02 |
| NNN REIT INC SR UNSECURED 04/30 2.5 | Long | Debt | US | $429K | – | 0.00 |
| NOMURA HOLDINGS INC NOMURA HOLDINGS INC | Long | Debt | JP | $7M | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842 | Long | Debt | JP | $13M | – | 0.05 |
| NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103 | Long | Debt | JP | $4M | – | 0.02 |
| NOMURA HOLDINGS INC SR UNSECURED 01/32 2.999 | Long | Debt | JP | $12M | – | 0.05 |
| NOMURA HOLDINGS INC SR UNSECURED 01/33 6.181 | Long | Debt | JP | $31M | – | 0.12 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594 | Long | Debt | JP | $2M | – | 0.01 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | Long | Debt | JP | $4M | – | 0.02 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $14M | – | 0.06 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $10M | – | 0.04 |
| NOMURA HOLDINGS INC SR UNSECURED 07/31 2.608 | Long | Debt | JP | $10M | – | 0.04 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $5M | – | 0.02 |
| NORFOLK SOUTHERN CORP SR UNSECURED 03/33 4.45 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| NORFOLK SOUTHERN CORP SR UNSECURED 05/21 4.1 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| NORFOLK SOUTHERN CORP SR UNSECURED 05/55 3.155 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| NORFOLK SOUTHERN CORP SR UNSECURED 06/53 4.55 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| NORFOLK SOUTHERN CORP SR UNSECURED 08/52 4.05 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| NORFOLK SOUTHERN CORP SR UNSECURED 08/54 5.35 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| NORFOLK SOUTHERN CORP SR UNSECURED 11/47 3.942 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3 (NORTHERN NATURAL GAS COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| NORTHERN NATURAL GAS CO SR UNSECURED 144A 02/54 5.625 (NORTHERN NATURAL GAS COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| NORTHERN NATURAL GAS CO SR UNSECURED 144A 09/42 4.1 (NORTHERN NATURAL GAS COMPANY) | Long | Debt | US | $11M | – | 0.04 |
| NORTHERN NATURAL GAS CO SR UNSECURED 144A 10/51 3.4 (NORTHERN NATURAL GAS COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125 (NORTHERN STAR RESOURCES LTD) | Long | Debt | AU | $8M | – | 0.03 |
| NORTHERN STATES PWR MINN 1ST MORTGAGE 03/54 5.4 (NORTHERN STATES POWER COMPANY OF MINNESOTA) | Long | Debt | US | $10M | – | 0.04 |
| NORTHERN STATES PWR MINN 1ST MORTGAGE 06/51 2.6 (NORTHERN STATES POWER COMPANY OF MINNESOTA) | Long | Debt | US | $179K | – | 0.00 |
| NORTHERN STATES PWR MINN 1ST MORTGAGE 06/52 4.5 (NORTHERN STATES POWER COMPANY OF MINNESOTA) | Long | Debt | US | $6M | – | 0.02 |
| NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85 (NORTHROP GRUMMAN CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| NORTHROP GRUMMAN CORP SR UNSECURED 06/54 5.2 (NORTHROP GRUMMAN CORPORATION) | Long | Debt | US | $9M | – | 0.04 |
| NORTHWELL HEALTHCARE INC SECURED 11/49 3.809 | Long | Debt | US | $11M | – | 0.04 |
| NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 03/40 6.063 (NORTHWESTERN MUTUAL LIFE INSURANCE CO) | Long | Debt | US | $1K | – | 0.00 |
| NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 03/51 3.45 (NORTHWESTERN MUTUAL LIFE INSURANCE CO) | Long | Debt | US | $22M | – | 0.09 |
| NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 09/47 3.85 (NORTHWESTERN MUTUAL LIFE INSURANCE CO) | Long | Debt | US | $8M | – | 0.03 |
| NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 09/59 3.625 (NORTHWESTERN MUTUAL LIFE INSURANCE CO) | Long | Debt | US | $43M | – | 0.17 |
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA A2 144A (NORTHWOODS CAPITAL XII-B LTD 2018-12BA) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| NOVARTIS CAPITAL CORP COMPANY GUAR 08/50 2.75 (NOVARTIS CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | Long | Debt | UA | $294K | – | 0.00 |
| NSTAR ELECTRIC CO SR UNSECURED 03/44 4.4 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| NSTAR ELECTRIC CO SR UNSECURED 06/52 4.55 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| NSTAR ELECTRIC CO SR UNSECURED 09/52 4.95 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| NTHRN CA PWR AGY REVENUE NORPWR 06/40 FIXED 7.311 (NORTHERN CALIFORNIA POWER AGENCY) | Long | Debt | US | $568K | – | 0.00 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $4M | – | 0.02 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $2M | – | 0.01 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/41 3.25 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $2M | – | 0.01 |
| NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35 | Long | Debt | NL | $10M | – | 0.04 |
| NXP BV/NXP FUNDING LLC COMPANY GUAR 12/28 5.55 | Long | Debt | NL | $2M | – | 0.01 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 09/49 3.3 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $6M | – | 0.02 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 03/46 6.6 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 05/31 7.5 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $134K | – | 0.00 |
| OCHSNER LSU HEALTH SYST SECURED 05/31 2.51 (OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA) | Long | Debt | US | $4M | – | 0.02 |
| OCI NV COMPANY GUAR 144A 03/33 6.7 | Long | Debt | NL | $11M | – | 0.05 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.04 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 04/47 4.5 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $29M | – | 0.11 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 08/50 3.75 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $8M | – | 0.03 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 09/50 5.25 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $23M | – | 0.09 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $25M | – | 0.10 |
| OGLETHORPE POWER CORP 1ST MORTGAGE 12/53 6.2 (OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)) | Long | Debt | US | $3M | – | 0.01 |
| OHIO EDISON CO 1ST MORTGAGE 10/38 8.25 (OHIO EDISON COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| OHIO EDISON CO SR UNSECURED 07/36 6.875 (OHIO EDISON COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| OHIO EDISON CO SR UNSECURED 144A 01/33 5.5 (OHIO EDISON COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| OHIO POWER COMPANY SR UNSECURED 06/33 5 | Long | Debt | US | $7M | – | 0.03 |
| OHIO POWER COMPANY SR UNSECURED 10/51 2.9 | Long | Debt | US | $3M | – | 0.01 |
| OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8 (OHIO STATE UNIVERSITY) | Long | Debt | US | $60K | – | 0.00 |
| OKLAHOMA G+E CO SR UNSECURED 06/40 5.85 (OKLAHOMA GAS AND ELECTRIC COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| OLD REPUBLIC INTL CORP SR UNSECURED 06/51 3.85 (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Debt | US | $27M | – | 0.11 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/26 5.25 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $15M | – | 0.06 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $7M | – | 0.03 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 02/31 3.375 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $427K | – | 0.00 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 10/29 3.625 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $4M | – | 0.01 |
| ONCOR ELECTRIC DELIVERY SR SECURED 01/33 7.25 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $2M | – | 0.01 |
| ONCOR ELECTRIC DELIVERY SR SECURED 06/42 5.3 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $580K | – | 0.00 |
| ONCOR ELECTRIC DELIVERY SR SECURED 06/52 4.6 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| ONCOR ELECTRIC DELIVERY SR SECURED 09/38 7.5 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| ONCOR ELECTRIC DELIVERY SR SECURED 09/40 5.25 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $15M | – | 0.06 |
| ONCOR ELECTRIC DELIVERY SR SECURED 09/49 3.1 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| ONCOR ELECTRIC DELIVERY SR SECURED 09/52 4.95 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $9M | – | 0.04 |
| ONCOR ELECTRIC DELIVERY SR SECURED 11/48 4.1 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $337K | – | 0.00 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| ONEAMERICA FINL PARTNERS SR UNSECURED 144A 10/50 4.25 (ONEAMERICA FINANCIAL PARTNERS INC) | Long | Debt | US | $4M | – | 0.01 |
| ONEOK INC COMPANY GUAR 01/51 7.15 | Long | Debt | US | $8M | – | 0.03 |
| ONEOK INC COMPANY GUAR 07/27 4 | Long | Debt | US | $3M | – | 0.01 |
| ONEOK INC COMPANY GUAR 07/47 4.95 | Long | Debt | US | $4M | – | 0.02 |
| ONEOK INC COMPANY GUAR 07/48 5.2 | Long | Debt | US | $60M | – | 0.24 |
| ONEOK INC COMPANY GUAR 09/33 6.05 | Long | Debt | US | $10M | – | 0.04 |
| ONEOK INC COMPANY GUAR 09/49 4.45 | Long | Debt | US | $5M | – | 0.02 |
| ONEOK INC COMPANY GUAR 09/53 6.625 | Long | Debt | US | $37M | – | 0.15 |
| ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125 | Long | Debt | US | $21M | – | 0.08 |
| ONEOK PARTNERS LP COMPANY GUAR 09/43 6.2 | Long | Debt | US | $48M | – | 0.19 |
| ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65 | Long | Debt | US | $5M | – | 0.02 |
| ONEOK PARTNERS LP COMPANY GUAR 10/37 6.85 | Long | Debt | US | $9M | – | 0.04 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| ORACLE CORP SR UNSECURED 02/33 4.9 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP SR UNSECURED 02/53 5.55 (ORACLE CORPORATION) | Long | Debt | US | $34M | – | 0.13 |
| ORACLE CORP SR UNSECURED 03/41 3.65 (ORACLE CORPORATION) | Long | Debt | US | $14M | – | 0.06 |
| ORACLE CORP SR UNSECURED 03/51 3.95 (ORACLE CORPORATION) | Long | Debt | US | $13M | – | 0.05 |
| ORACLE CORP SR UNSECURED 03/61 4.1 (ORACLE CORPORATION) | Long | Debt | US | $36M | – | 0.14 |
| ORACLE CORP SR UNSECURED 04/40 3.6 (ORACLE CORPORATION) | Long | Debt | US | $17M | – | 0.07 |
| ORACLE CORP SR UNSECURED 04/50 3.6 (ORACLE CORPORATION) | Long | Debt | US | $24M | – | 0.10 |
| ORACLE CORP SR UNSECURED 04/60 3.85 (ORACLE CORPORATION) | Long | Debt | US | $44M | – | 0.18 |
| ORACLE CORP SR UNSECURED 05/35 3.9 (ORACLE CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| ORACLE CORP SR UNSECURED 07/36 3.85 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| ORACLE CORP SR UNSECURED 07/44 4.5 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| ORACLE CORP SR UNSECURED 07/46 4 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP SR UNSECURED 11/37 3.8 (ORACLE CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| ORACLE CORP SR UNSECURED 11/47 4 (ORACLE CORPORATION) | Long | Debt | US | $49M | – | 0.19 |
| ORACLE CORP SR UNSECURED 11/52 6.9 (ORACLE CORPORATION) | Long | Debt | US | $9M | – | 0.03 |
| OREGON ST DEPT OF TRANSPRTN HI ORSTRN 11/34 FIXED 5.834 (STATE OF OREGON DEPARTMENT OF TRANSPORTATION) | Long | Debt | US | $9M | – | 0.04 |
| ORLANDO HEALTH OBL GRP SR UNSECURED 10/50 3.327 (ORLANDO HEALTH OBLIGATED GROUP) | Long | Debt | US | $6M | – | 0.02 |
| OVINTIV INC COMPANY GUAR 07/53 7.1 | Long | Debt | US | $8M | – | 0.03 |
| OVINTIV INC COMPANY GUAR 08/37 6.625 | Long | Debt | US | $3M | – | 0.01 |
| OWENS CORNING SR UNSECURED 01/48 4.4 (OWENS CORNING INC) | Long | Debt | US | $17M | – | 0.07 |
| OWENS CORNING SR UNSECURED 07/47 4.3 (OWENS CORNING INC) | Long | Debt | US | $7M | – | 0.03 |
| OWENS CORNING SR UNSECURED 12/36 7 (OWENS CORNING INC) | Long | Debt | US | $274K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $25M | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/53 6.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $19M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $19M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $12M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $7M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $20M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $43M | – | 0.17 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $915K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $16M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $21M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $35M | – | 0.14 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $997K | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $16M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $8M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $13M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $45M | – | 0.18 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $7M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $22M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $16M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $9M | – | 0.03 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $8M | – | 0.03 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25 (PACIFIC LIFE INSURANCE COMPANY) | Long | Debt | US | $84M | – | 0.34 |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | Long | Debt | US | $4M | – | 0.02 |
| PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 03/28 4.75 (PACIFIC NATIONAL FINANCE PTY LTD) | Long | Debt | AU | $14M | – | 0.06 |
| PACIFICORP 1ST MORTGAGE 01/49 4.125 | Long | Debt | US | $5M | – | 0.02 |
| PACIFICORP 1ST MORTGAGE 01/55 5.8 | Long | Debt | US | $29M | – | 0.11 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $4M | – | 0.02 |
| PACIFICORP 1ST MORTGAGE 02/34 5.45 | Long | Debt | US | $12M | – | 0.05 |
| PACIFICORP 1ST MORTGAGE 02/50 4.15 | Long | Debt | US | $4M | – | 0.02 |
| PACIFICORP 1ST MORTGAGE 03/51 3.3 | Long | Debt | US | $11M | – | 0.04 |
| PACIFICORP 1ST MORTGAGE 05/54 5.5 | Long | Debt | US | $19M | – | 0.08 |
| PACIFICORP 1ST MORTGAGE 06/52 2.9 | Long | Debt | US | $13M | – | 0.05 |
| PACIFICORP 1ST MORTGAGE 09/30 2.7 | Long | Debt | US | $1M | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 10/37 6.25 | Long | Debt | US | $10M | – | 0.04 |
| PACIFICORP 1ST MORTGAGE 12/53 5.35 | Long | Debt | US | $25M | – | 0.10 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $12M | – | 0.05 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | Long | Debt | US | $1M | – | 0.00 |
| PARAMOUNT GLOBAL SR UNSECURED 04/36 6.875 | Long | Debt | US | $937K | – | 0.00 |
| PASADENA CA PUBLIC FING AUTH L PASGEN 03/43 FIXED 7.148 (PASADENA PUBLIC FINANCING AUTHORITY) | Long | Debt | US | $12M | – | 0.05 |
| PAYPAL HOLDINGS INC SR UNSECURED 06/62 5.25 | Long | Debt | US | $4M | – | 0.01 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/48 4.787 (PEACEHEALTH OBLIGATED GROUP) | Long | Debt | US | $2M | – | 0.01 |
| PECO ENERGY CO 1ST MORTGAGE 05/52 4.6 (PECO ENERGY COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| PECO ENERGY CO 1ST MORTGAGE 06/50 2.8 (PECO ENERGY COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| PECO ENERGY CO 1ST REF MORT 10/43 4.8 (PECO ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| PECO ENERGY CO 1ST REF MORT 10/44 4.15 (PECO ENERGY COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| PENN MUTUAL LIFE INS CO SUBORDINATED 144A 04/61 3.8 (PENN MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $26M | – | 0.10 |
| PENN MUTUAL LIFE INS CO SUBORDINATED 144A 06/40 7.625 (PENN MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $36M | – | 0.14 |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 (PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY) | Long | Debt | US | $13M | – | 0.05 |
| PEPSICO INC SR UNSECURED 10/51 2.75 | Long | Debt | US | $1M | – | 0.00 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $12M | – | 0.05 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $10M | – | 0.04 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 07/49 4.875 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $9M | – | 0.04 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/49 6.25 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $1M | – | 0.00 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $5M | – | 0.02 |
| PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $26M | – | 0.10 |
| PFIZER INC SR UNSECURED 09/40 5.6 | Long | Debt | US | $17M | – | 0.07 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/43 5.11 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $16M | – | 0.06 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/63 5.34 (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $15M | – | 0.06 |
| PG+E RECOVERY FND LLC SR SECURED 01/40 5.256 (PG&E RECOVERY FUNDING LLC) | Long | Debt | US | $5M | – | 0.02 |
| PG+E RECOVERY FND LLC SR SECURED 07/49 5.536 (PG&E RECOVERY FUNDING LLC) | Long | Debt | US | $8M | – | 0.03 |
| PHILIP MORRIS INTL INC SR UNSECURED 03/43 4.125 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.01 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/41 4.375 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $9M | – | 0.04 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/43 4.875 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/44 4.25 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $20M | – | 0.08 |
| PHILLIPS EDISON GROCERY COMPANY GUAR 07/34 5.75 (PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP) | Long | Debt | US | $5M | – | 0.02 |
| PIEDMONT NATURAL GAS CO SR UNSECURED 05/52 5.05 (PIEDMONT NATURAL GAS COMPANY INC) | Long | Debt | US | $4M | – | 0.02 |
| PIEDMONT NATURAL GAS CO SR UNSECURED 06/50 3.35 (PIEDMONT NATURAL GAS COMPANY INC) | Long | Debt | US | $6M | – | 0.02 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/28 9.25 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $213K | – | 0.00 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $10M | – | 0.04 |
| PINE STREET TRUST II SR UNSECURED 144A 02/49 5.568 | Long | Debt | US | $22M | – | 0.09 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $9M | – | 0.03 |
| PINNACOL ASSURANCE SUBORDINATE 06/34 8.625 | Long | Debt | US | $26M | – | 0.10 |
| PIONEER NATURAL RESOURCE COMPANY GUAR 01/28 7.2 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $26M | – | 0.10 |
| PIONEER NATURAL RESOURCE SR UNSECURED 08/30 1.9 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $17M | – | 0.07 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 05/36 6.7 (PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP) | Long | Debt | US | $3M | – | 0.01 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 06/42 5.15 (PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP) | Long | Debt | US | $266K | – | 0.00 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 09/34 5.7 (PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP) | Long | Debt | US | $20M | – | 0.08 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5 (PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP) | Long | Debt | US | $538K | – | 0.00 |
| PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR (PNC FINANCIAL SERVICES GROUP INC) | Long | Equity-preferred | US | $2M | 3M | 0.01 |
| PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR (PNC FINANCIAL SERVICES GROUP INC) | Long | Equity-preferred | US | $1M | 1M | 0.00 |
| POPULAR INC SR UNSECURED 03/28 7.25 (POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)) | Long | Debt | PR | $15M | – | 0.06 |
| PORT AUTH OF NEW YORK NEW JE PORTRN 08/46 FIXED 5.31 (THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY) | Long | Debt | US | $3M | – | 0.01 |
| PORT AUTH OF NEW YORK NEW JE PORTRN 10/51 FIXED 4.926 (THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY) | Long | Debt | US | $191K | – | 0.00 |
| PORT AUTH OF NEW YORK NEW JE PORTRN 10/62 FIXED 4.458 (THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY) | Long | Debt | US | $73M | – | 0.29 |
| PORT AUTH OF NEW YORK NEW JE PORTRN 11/40 FIXED 5.647 (THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY) | Long | Debt | US | $519K | – | 0.00 |
| PPL ELECTRIC UTILITIES 1ST MORTGAGE 07/41 5.2 (PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC)) | Long | Debt | US | $5M | – | 0.02 |
| PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/49 3 (PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC)) | Long | Debt | US | $11M | – | 0.04 |
| PRKCM TRUST PRKCM 2023 AFC4 A1 144A (PRKCM 2023-AFC4 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| PROGRESS ENERGY INC SR UNSECURED 03/31 7.75 | Long | Debt | US | $6M | – | 0.02 |
| PROGRESSIVE CORP SR UNSECURED 03/52 3.7 (THE PROGRESSIVE CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| PROGRESSIVE CORP SR UNSECURED 04/47 4.125 (THE PROGRESSIVE CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| PROSUS NV SR UNSECURED 144A 01/30 3.68 | Long | Debt | NL | $1M | – | 0.01 |
| PROSUS NV SR UNSECURED 144A 02/51 3.832 | Long | Debt | NL | $12M | – | 0.05 |
| PROSUS NV SR UNSECURED 144A 08/50 4.027 | Long | Debt | NL | $3M | – | 0.01 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/28 5.467 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.01 |
| PRUDENTIAL FINANCIAL INC SNR S* ICE | Derivative-credit | US | $75K | – | 0.00 | |
| PT PERTA (PERSERO) SNR AS SP BRC | Derivative-credit | US | $3K | – | 0.00 | |
| PUB SVC NEW HAMP 1ST MORTGAGE 07/49 3.6 (PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE) | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 03/43 3.95 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $1M | – | 0.00 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 03/50 3.2 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $7M | – | 0.03 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 04/53 5.25 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $13M | – | 0.05 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/34 5.35 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $15M | – | 0.06 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/54 5.75 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $10M | – | 0.04 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/47 3.8 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $4M | – | 0.01 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/48 4.1 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/52 4.5 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $4M | – | 0.01 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 09/37 6.25 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $736K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC SR SECURED 03/51 3 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/51 3.15 (PUBLIC SERVICE COMPANY OF OKLAHOMA) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC SERVICE OKLAHOMA SR UNSECURED 11/37 6.625 (PUBLIC SERVICE COMPANY OF OKLAHOMA) | Long | Debt | US | $1M | – | 0.00 |
| PUGET ENERGY INC SR SECURED 06/30 4.1 | Long | Debt | US | $6M | – | 0.02 |
| PUGET SOUND ENERGY INC 1ST MORTGAGE 06/48 4.223 | Long | Debt | US | $3M | – | 0.01 |
| PUGET SOUND ENERGY INC 1ST MORTGAGE 06/53 5.448 | Long | Debt | US | $4M | – | 0.02 |
| PUGET SOUND ENERGY INC SR SECURED 06/54 5.685 | Long | Debt | US | $5M | – | 0.02 |
| PUGET SOUND ENERGY INC SR SECURED 07/40 5.764 | Long | Debt | US | $8M | – | 0.03 |
| QATAR ENERGY SR UNSECURED 144A 07/41 3.125 (QATARENERGY) | Long | Debt | QA | $149K | – | 0.00 |
| QATAR ENERGY SR UNSECURED 144A 07/51 3.3 (QATARENERGY) | Long | Debt | QA | $16M | – | 0.06 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.09 |
| RAS LAFFAN LNG 3 SR SECURED REGS 09/27 5.838 (RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III) | Long | Debt | QA | $3M | – | 0.01 |
| RAS LAFFAN LNG 3 SR SECURED REGS 09/27 6.332 (RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III) | Long | Debt | QA | $2M | – | 0.01 |
| RAYONIER LP COMPANY GUAR 05/31 2.75 | Long | Debt | US | $6M | – | 0.02 |
| RBSSP RESECURITIZATION TRUST RBSSP 2014 1 1A2 144A (RBSSP RESECURITIZATION TRUST 2014-1) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| REALTY INCOME CORP COMPANY GUAR 01/30 3.4 (REALTY INCOME CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| REALTY INCOME CORP COMPANY GUAR 07/29 4 (REALTY INCOME CORPORATION) | Long | Debt | US | $189K | – | 0.00 |
| REALTY INCOME CORP SR UNSECURED 01/28 3.4 (REALTY INCOME CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| REALTY INCOME CORP SR UNSECURED 02/31 3.2 (REALTY INCOME CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| REALTY INCOME CORP SR UNSECURED 02/32 2.7 (REALTY INCOME CORPORATION) | Long | Debt | US | $9M | – | 0.04 |
| REALTY INCOME CORP SR UNSECURED 08/27 3.95 (REALTY INCOME CORPORATION) | Long | Debt | US | $11M | – | 0.05 |
| REALTY INCOME CORP SR UNSECURED 09/26 4.45 (REALTY INCOME CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| REGENCY CENTERS LP COMPANY GUAR 02/47 4.4 | Long | Debt | US | $3M | – | 0.01 |
| REGENCY CENTERS LP COMPANY GUAR 03/28 4.125 | Long | Debt | US | $1M | – | 0.00 |
| REGENCY CENTERS LP COMPANY GUAR 03/49 4.65 | Long | Debt | US | $1M | – | 0.00 |
| REGENCY CENTERS LP COMPANY GUAR 09/29 2.95 | Long | Debt | US | $899K | – | 0.00 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $2M | – | 0.01 |
| RELIANCE INDUSTRIES LTD SR UNSECURED 144A 01/62 3.75 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $6M | – | 0.03 |
| RENO NV CAPITAL IMPT REVENUE RENGEN 06/36 ZEROCPNOID 0 (CITY OF RENO NV) | Long | Debt | US | $2M | – | 0.01 |
| RENO NV CAPITAL IMPT REVENUE RENGEN 06/36 ZEROCPNOID 0 (CITY OF RENO NV) | Long | Debt | US | $2M | – | 0.01 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-1B | – | -4.04 |
| REPUBLIC OF CHILE SR UNSECURED 01/52 4 (CHILEAN GOVT) | Long | Debt | CL | $2M | – | 0.01 |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125 (COLOMBIAN GOVT) | Long | Debt | CO | $168K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $129K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $4M | – | 0.01 |
| REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT) | Long | Debt | PL | $12M | – | 0.05 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $7M | – | 0.03 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $29M | – | 0.12 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.01 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-7M | – | -0.03 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-16M | – | -0.06 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-18M | – | -0.07 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-252M | – | -1.00 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-255M | – | -1.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-277M | – | -1.10 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-38M | – | -0.15 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-1M | – | -0.01 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.01 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.01 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-9M | – | -0.04 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-33M | – | -0.13 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.01 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-12M | – | -0.05 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-83M | – | -0.33 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-2M | – | -0.01 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-15M | – | -0.06 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-74M | – | -0.30 |
| REVERSE REPO NATEXIS BANQUE REVERSE REPO | Short | Repurchase agreement | US | $-71M | – | -0.28 |
| REVERSE REPO NATEXIS BANQUE REVERSE REPO | Short | Repurchase agreement | US | $-863M | – | -3.43 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-4M | – | -0.01 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-59M | – | -0.23 |
| REVERSE REPO PARIBAS | Short | Repurchase agreement | US | $-744K | – | -0.00 |
| REVERSE REPO ROYAL BANK OF CAN | Short | Repurchase agreement | US | $-14M | – | -0.05 |
| REVERSE REPO THE BANK OF NOVA REVERSE REPO | Short | Repurchase agreement | US | $-53M | – | -0.21 |
| REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125 (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $10M | – | 0.04 |
| REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85 | Long | Debt | US | $6M | – | 0.02 |
| REYNOLDS AMERICAN INC COMPANY GUAR 09/43 6.15 | Long | Debt | US | $7M | – | 0.03 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $109K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $22K | – | 0.00 | |
| RFR JPY MUTK/0.00000 09/15/21-3Y LCH | Derivative-interest rate | JP | $50K | – | 0.00 | |
| RFR USD SOFR/1.00000 06/15/22-5Y CME | Derivative-interest rate | US | $73M | – | 0.29 | |
| RFR USD SOFR/1.00000 12/15/21-5Y LCH | Derivative-interest rate | US | $29M | – | 0.11 | |
| RFR USD SOFR/1.75000 06/15/22-5Y LCH | Derivative-interest rate | US | $42M | – | 0.17 | |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | Derivative-interest rate | US | $6M | – | 0.02 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $9M | – | 0.04 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $29M | – | 0.12 | |
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 | Long | Debt | US | $4M | – | 0.02 |
| RGA GLOBAL FUNDING SECURED 144A 11/28 6 | Long | Debt | US | $3M | – | 0.01 |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $4M | – | 0.02 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/38 FIXED 3.818 (RIVERSIDE CNTY CA CTFS PARTN) | Long | Debt | US | $2M | – | 0.01 |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/38 7.5 (ROCKIES EXPRESS PIPELINE LLC) | Long | Debt | US | $26M | – | 0.10 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $10M | – | 0.04 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/52 4.55 (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $19M | – | 0.07 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $246K | – | 0.00 | |
| ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT) | Long | Debt | RO | $3M | – | 0.01 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $5M | – | 0.02 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $9M | – | 0.04 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $10M | – | 0.04 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $6M | – | 0.03 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $8M | – | 0.03 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | Long | Debt | GB | $10M | – | 0.04 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55 | Long | Debt | GB | $15M | – | 0.06 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/51 3.35 | Long | Debt | GB | $320K | – | 0.00 |
| RTX CORP SR UNSECURED 02/53 5.375 (RTX CORPORATION) | Long | Debt | US | $18M | – | 0.07 |
| RTX CORP SR UNSECURED 03/34 6.1 (RTX CORPORATION) | Long | Debt | US | $40M | – | 0.16 |
| RTX CORP SR UNSECURED 03/54 6.4 (RTX CORPORATION) | Long | Debt | US | $17M | – | 0.07 |
| RTX CORP SR UNSECURED 11/38 4.45 (RTX CORPORATION) | Long | Debt | US | $5M | – | 0.02 |
| S+P GLOBAL INC COMPANY GUAR 03/32 2.9 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $398K | – | 0.00 |
| S+P GLOBAL INC COMPANY GUAR 03/52 3.7 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $11M | – | 0.04 |
| S+P GLOBAL INC COMPANY GUAR 03/62 3.9 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $2M | – | 0.01 |
| S+P GLOBAL INC COMPANY GUAR 05/29 4.25 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $7M | – | 0.03 |
| S+P GLOBAL INC COMPANY GUAR 12/49 3.25 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $1M | – | 0.00 |
| SABINE PASS LIQUEFACTION SR SECURED 03/25 5.625 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $120K | – | 0.00 |
| SABINE PASS LIQUEFACTION SR SECURED 03/27 5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $35M | – | 0.14 |
| SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $23M | – | 0.09 |
| SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $24M | – | 0.10 |
| SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $7M | – | 0.03 |
| SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9 | Long | Debt | US | $3M | – | 0.01 |
| SABRA HEALTH CARE LP COMPANY GUAR 12/31 3.2 | Long | Debt | US | $12M | – | 0.05 |
| SAFEHOLD GL HOLDINGS LLC COMPANY GUAR 04/34 6.1 | Long | Debt | US | $5M | – | 0.02 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $15M | – | 0.06 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $7M | – | 0.03 |
| SAN DIEGO CNTY CA WTR AUTH FIN SDGWTR 05/49 FIXED 6.138 (SAN DIEGO COUNTY WATER AUTHORITY) | Long | Debt | US | $2M | – | 0.01 |
| SAN DIEGO G + E 1ST MORTGAGE 03/52 3.7 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $11M | – | 0.04 |
| SAN DIEGO G + E 1ST MORTGAGE 04/50 3.32 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| SAN DIEGO G + E 1ST MORTGAGE 04/53 5.35 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $22M | – | 0.09 |
| SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| SAN DIEGO G + E 1ST MORTGAGE 06/47 3.75 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| SAN DIEGO G + E 1ST MORTGAGE 08/40 4.5 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| SAN DIEGO G + E 1ST MORTGAGE 11/41 3.95 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SANDS CHINA LTD SR UNSECURED 06/30 4.625 | Long | Debt | KY | $1M | – | 0.00 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $31M | – | 0.12 |
| SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $2M | – | 0.01 |
| SANTANDER HOLDINGS USA SR UNSECURED 07/27 4.4 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $5M | – | 0.02 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $14M | – | 0.06 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $53M | – | 0.21 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649 | Long | Debt | AU | $31M | – | 0.12 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875 | Long | Debt | AU | $26M | – | 0.11 |
| SAPPHIRE AVIATION FINANCE I LI SAPA 2018 1A A 144A (SAPPHIRE AVIATION FINANCE I LIMITED 2018-1A) | Long | ABS-other | KY | $3M | – | 0.01 |
| SARANAC CLO LTD SRANC 2014 2A A1AR 144A (SARANAC CLO II LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | JE | $857K | – | 0.00 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/50 3.25 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $10M | – | 0.04 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $13M | – | 0.05 |
| SAUDI ELEC GLOBAL SUKUK SR UNSECURED 144A 04/44 5.5 (SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3) | Long | Debt | KY | $37M | – | 0.15 |
| SAUDI ELECTRICITY GLOBAL SR UNSECURED 144A 04/43 5.06 (SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 2) | Long | Debt | KY | $31M | – | 0.12 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $22M | – | 0.09 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/54 5.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $34M | – | 0.13 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45 (SAUDI ARABIA GOVT) | Long | Debt | SA | $9M | – | 0.03 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4 (SAUDI ARABIA GOVT) | Long | Debt | SA | $494K | – | 0.00 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/49 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $13M | – | 0.05 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $40M | – | 0.16 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/47 4.625 (SAUDI ARABIA GOVT) | Long | Debt | SA | $13M | – | 0.05 |
| SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 | Long | Debt | US | $9M | – | 0.04 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $11M | – | 0.05 |
| SCE RECOVERY FUNDING LLC SR SECURED 12/49 5.112 | Long | Debt | US | $3M | – | 0.01 |
| SEAGATE HDD CAYMAN COMPANY GUAR 01/31 4.125 | Long | Debt | KY | $1M | – | 0.00 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/32 9.625 | Long | Debt | KY | $2M | – | 0.01 |
| SELECTIVE INSURANCE GROU SR UNSECURED 03/49 5.375 (SELECTIVE INSURANCE GROUP INC) | Long | Debt | US | $8M | – | 0.03 |
| SEMPRA JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $7M | 7M | 0.03 |
| SEMPRA SR UNSECURED 06/27 3.25 | Long | Debt | US | $3M | – | 0.01 |
| SEMPRA SR UNSECURED 10/39 6 | Long | Debt | US | $15M | – | 0.06 |
| SETANTA AIRCRAFT LEASING DAC 2024 TERM LOAN B (AERCAP (SETANTA AIRCRAFT LEASING DESIGNATED ACTIVITY COMPANY)) | Long | Loan | IE | $13M | – | 0.05 |
| SIERRA PACIFIC POWER CO GENL REF MOR 03/54 5.9 (SIERRA PACIFIC POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B | Long | Loan | US | $10M | – | 0.04 |
| SKYWORKS SOLUTIONS INC SR UNSECURED 06/31 3 | Long | Debt | US | $17M | – | 0.07 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 06/28 2.3 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $4M | – | 0.01 |
| SOCIETE GENERALE 144A 01/33 VAR | Long | Debt | FR | $23M | – | 0.09 |
| SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR | Long | Debt | FR | $18M | – | 0.07 |
| SOCIETE GENERALE SUBORDINATED 144A 06/33 VAR | Long | Debt | FR | $10M | – | 0.04 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-29K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-47K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-42K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $200K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $124K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $33K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $47K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2M | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $39K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $28K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $18K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $675K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2.95 | – | – | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-583K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240717 | Derivative-foreign exchange | MX | $-419K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-43K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-93K | – | -0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $148K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $20K | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT4 2A4 (SOUNDVIEW HOME EQUITY LOAN TRUST 2006-OPT4) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| SOUTH AFRICA EM SP GST | Derivative-credit | US | $43K | – | 0.00 | |
| SOUTH JERSEY INDUSTRIES JR SUBORDINA 04/31 5.02 (SOUTH JERSEY INDUSTRIES INC) | Long | Debt | US | $22M | – | 0.09 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $9M | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/53 5.7 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/34 5.2 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $22M | – | 0.09 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/52 5.45 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $17M | – | 0.07 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 08/25 3.7 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 12/53 5.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST REF MORT 01/34 6 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/39 6.05 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $17M | – | 0.07 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/42 4.05 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $21M | – | 0.08 |
| SOUTHERN CAL EDISON 1ST REF MORT 04/35 5.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST REF MORT 04/47 4 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $81M | – | 0.32 |
| SOUTHERN CAL EDISON 1ST REF MORT 09/40 4.5 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $384K | – | 0.00 |
| SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $35M | – | 0.14 |
| SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $34M | – | 0.13 |
| SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 01/49 4.3 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $6M | – | 0.02 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/42 3.75 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 11/40 5.125 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN CO GAS CAPITAL COMPANY GUAR 03/41 5.875 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| SOUTHERN CO GAS CAPITAL COMPANY GUAR 05/47 4.4 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $13M | – | 0.05 |
| SOUTHERN CO JR SUBORDINA 09/51 VAR | Long | Debt | US | $13M | – | 0.05 |
| SOUTHERN CO SR UNSECURED 06/33 5.2 | Long | Debt | US | $4M | – | 0.02 |
| SOUTHERN CO SR UNSECURED 07/36 4.25 | Long | Debt | US | $8M | – | 0.03 |
| SOUTHERN CO SR UNSECURED 07/46 4.4 | Long | Debt | US | $16M | – | 0.07 |
| SOUTHERN NATURAL GAS SR UNSECURED 03/32 8 (SOUTHERN NATURAL GAS COMPANY) | Long | Debt | US | $10M | – | 0.04 |
| SOUTHERN POWER CO SR UNSECURED 07/43 5.25 (SOUTHERN POWER COMPANY) | Long | Debt | US | $932K | – | 0.00 |
| SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05 (SOUTHWEST GAS CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 02/48 3.85 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $14M | – | 0.06 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 04/33 5.3 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $850K | – | 0.00 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $348K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $12M | – | 0.05 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/49 3.75 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/52 5.15 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $11M | – | 0.05 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/54 6 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $13M | – | 0.05 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 08/47 3.7 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWESTERN PUBLIC SERV SR UNSECURED 10/36 6 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 | Long | Debt | US | $750K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85 | Long | Debt | US | $2M | – | 0.01 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $4M | – | 0.02 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 09/29 5.152 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $17M | – | 0.07 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 01/33 VAR | Long | Debt | GB | $3M | – | 0.01 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 02/36 VAR | Long | Debt | GB | $13M | – | 0.05 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 01/28 4.75 | Long | Debt | US | $16M | – | 0.06 |
| STANFORD UNIVERSITY UNSECURED 06/50 2.413 | Long | Debt | US | $8M | – | 0.03 |
| STARBUCKS CORP SR UNSECURED 11/50 3.5 (STARBUCKS CORPORATION) | Long | Debt | US | $10M | – | 0.04 |
| START LTD. STARR 2019 1 A 144A (START IRELAND 2019-1) | Long | ABS-other | BM | $3M | – | 0.01 |
| STATE AGE ROADS GOVT GUARANT REGS 06/30 6.25 (STATE AGENCY OF ROADS OF UKRAINE) | Long | Debt | UA | $280K | – | 0.00 |
| STATE OF ISRAEL SR UNSECURED 01/48 4.125 (ISRAEL GOVT) | Long | Debt | IL | $10M | – | 0.04 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $5M | – | 0.02 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $5M | – | 0.02 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $18M | – | 0.07 |
| STATE OF ISRAEL SR UNSECURED 07/50 3.875 (ISRAEL GOVT) | Long | Debt | IL | $13M | – | 0.05 |
| STATE OF ISRAEL SR UNSECURED 12/99 4.5 (ISRAEL GOVT) | Long | Debt | IL | $3M | – | 0.01 |
| STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8 (ISRAEL GOVT) | Long | Debt | IL | $1M | – | 0.01 |
| STATE OF QATAR SR UNSECURED 144A 04/50 4.4 (QATAR GOVT) | Long | Debt | QA | $6M | – | 0.02 |
| STATE OF QATAR SR UNSECURED REGS 03/49 4.817 (QATAR GOVT) | Long | Debt | QA | $4M | – | 0.01 |
| STATE OF QATAR SR UNSECURED REGS 04/48 5.103 (QATAR GOVT) | Long | Debt | QA | $28M | – | 0.11 |
| STATE STREET CORP JR SUBORDINA 12/99 VAR (STATE STREET CORPORATION) | Long | Equity-preferred | US | $12M | 12M | 0.05 |
| STELLANTIS FIN US INC COMPANY GUAR 144A 09/32 6.375 (STELLANTIS FINANCE US INC) | Long | Debt | US | $732K | – | 0.00 |
| STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 | Long | Debt | US | $5M | – | 0.02 |
| STORE CAPITAL LLC SR UNSECURED 11/30 2.75 | Long | Debt | US | $2M | – | 0.01 |
| STRIPS 02/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.03 |
| STRIPS 05/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.04 |
| STRIPS 11/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.06 |
| STRIPS 11/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.04 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 3A1 (STRUCTURED ARM LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| STRYKER CORP SR UNSECURED 12/28 4.85 (STRYKER CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| SUMITOMO LIFE INSUR SUBORDINATED 144A 04/81 VAR (SUMITOMO LIFE INSURANCE COMPANY) | Long | Debt | JP | $14M | – | 0.06 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/30 2.75 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/30 5.71 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $19M | – | 0.07 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $10M | – | 0.04 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/30 2.13 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $31M | – | 0.12 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/33 5.808 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $18M | – | 0.07 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 01/33 5.7 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $8M | – | 0.03 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 07/31 2.7 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $6M | – | 0.02 |
| SUNCOR ENERGY INC SR UNSECURED 11/28 7 | Long | Debt | CA | $19M | – | 0.08 |
| SUTTER HEALTH UNSECURED 08/33 5.164 | Long | Debt | US | $4M | – | 0.01 |
| SUTTER HEALTH UNSECURED 08/40 3.161 | Long | Debt | US | $1M | – | 0.01 |
| SUTTER HEALTH UNSECURED 08/50 3.361 | Long | Debt | US | $2M | – | 0.01 |
| SUTTER HEALTH UNSECURED 08/53 5.547 | Long | Debt | US | $3M | – | 0.01 |
| SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $99K | 13M | 0.00 |
| SVB FINANCIAL GROUP SR UNSECURED 04/33 VAR | Long | Debt | US | $10M | – | 0.04 |
| SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR | Long | Debt | SE | $5M | – | 0.02 |
| SYMPHONY CLO LTD SYMP 2020 24A AR 144A (SYMPHONY CLO XXIV LTD 2020-24A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $15M | – | 0.06 |
| SYNCHRONY FINANCIAL SR UNSECURED 07/25 4.5 | Long | Debt | US | $590K | – | 0.00 |
| SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875 | Long | Debt | US | $14M | – | 0.06 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 04/28 6 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $5M | – | 0.02 |
| T MOBILE USA INC COMPANY GUAR 01/53 5.65 (T-MOBILE USA INC) | Long | Debt | US | $29M | – | 0.11 |
| T MOBILE USA INC COMPANY GUAR 01/54 5.75 (T-MOBILE USA INC) | Long | Debt | US | $11M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 01/55 5.5 (T-MOBILE USA INC) | Long | Debt | US | $3M | – | 0.01 |
| T MOBILE USA INC COMPANY GUAR 02/28 2.05 (T-MOBILE USA INC) | Long | Debt | US | $10M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 02/31 2.55 (T-MOBILE USA INC) | Long | Debt | US | $9M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 02/51 3.3 (T-MOBILE USA INC) | Long | Debt | US | $28M | – | 0.11 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $9M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 04/27 3.75 (T-MOBILE USA INC) | Long | Debt | US | $14M | – | 0.06 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $4M | – | 0.02 |
| T MOBILE USA INC COMPANY GUAR 04/31 3.5 (T-MOBILE USA INC) | Long | Debt | US | $990K | – | 0.00 |
| T MOBILE USA INC COMPANY GUAR 04/40 4.375 (T-MOBILE USA INC) | Long | Debt | US | $16M | – | 0.06 |
| T MOBILE USA INC COMPANY GUAR 04/50 4.5 (T-MOBILE USA INC) | Long | Debt | US | $44M | – | 0.17 |
| T MOBILE USA INC COMPANY GUAR 06/54 6 (T-MOBILE USA INC) | Long | Debt | US | $5M | – | 0.02 |
| T MOBILE USA INC COMPANY GUAR 07/33 5.05 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.01 |
| T MOBILE USA INC COMPANY GUAR 09/62 5.8 (T-MOBILE USA INC) | Long | Debt | US | $9M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 10/52 3.4 (T-MOBILE USA INC) | Long | Debt | US | $22M | – | 0.09 |
| T MOBILE USA INC COMPANY GUAR 11/60 3.6 (T-MOBILE USA INC) | Long | Debt | US | $32M | – | 0.13 |
| TAMPA ELECTRIC CO SR UNSECURED 06/49 4.45 (TAMPA ELECTRIC COMPANY) | Long | Debt | US | $16M | – | 0.06 |
| TAPESTRY INC SR UNSECURED 11/30 7.7 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $685K | – | 0.00 |
| TAPESTRY INC SR UNSECURED 11/33 7.85 (TAPESTRY INC (AKA COACH INC)) | Long | Debt | US | $9M | – | 0.04 |
| TARGA RESOURCES CORP COMPANY GUAR 02/53 6.5 | Long | Debt | US | $3M | – | 0.01 |
| TARGA RESOURCES CORP COMPANY GUAR 03/33 6.125 | Long | Debt | US | $118K | – | 0.00 |
| TARGA RESOURCES CORP COMPANY GUAR 03/34 6.5 | Long | Debt | US | $5M | – | 0.02 |
| TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95 | Long | Debt | US | $5M | – | 0.02 |
| TARGA RESOURCES CORP COMPANY GUAR 07/52 6.25 | Long | Debt | US | $14M | – | 0.06 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 02/31 4.875 (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $12M | – | 0.05 |
| TD SYNNEX CORP SR UNSECURED 04/34 6.1 (TD SYNNEX CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| TD SYNNEX CORP SR UNSECURED 08/28 2.375 (TD SYNNEX CORPORATION) | Long | Debt | US | $8M | – | 0.03 |
| TD SYNNEX CORP SR UNSECURED 08/31 2.65 (TD SYNNEX CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $9M | – | 0.04 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/50 3.3 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $20M | – | 0.08 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $16M | – | 0.06 |
| TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85 (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)) | Long | Debt | US | $6M | – | 0.02 |
| TECK RESOURCES LIMITED SNR S* ICE | Derivative-credit | US | $969K | – | 0.00 | |
| TELEFONICA EMISIONES SAU COMPANY GUAR 03/47 5.213 | Long | Debt | ES | $14M | – | 0.06 |
| TELEFONICA EMISIONES SAU COMPANY GUAR 03/48 4.895 | Long | Debt | ES | $12M | – | 0.05 |
| TELEFONICA EMISIONES SAU COMPANY GUAR 03/49 5.52 | Long | Debt | ES | $2M | – | 0.01 |
| TELEFONICA EMISIONES SAU COMPANY GUAR 06/36 7.045 | Long | Debt | ES | $13M | – | 0.05 |
| TELEFONICA EMISIONES SAU SNR SE ICE | Derivative-credit | ES | $96K | – | 0.00 | |
| TELEFONICA EMISIONES SAU SNR SE ICE | Derivative-credit | ES | $-96K | – | -0.00 | |
| TENCENT HOLDINGS LIMITED SNR AS SP BPS | Derivative-credit | US | $34K | – | 0.00 | |
| TENCENT HOLDINGS LIMITED SNR AS SP BRC | Derivative-credit | US | $5K | – | 0.00 | |
| TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $367K | – | 0.00 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| TESCO PLC SNR SE ICE | Derivative-credit | GB | $174K | – | 0.00 | |
| TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517 | Long | Debt | GB | $378K | – | 0.00 |
| TEXAS EASTERN TRANSMISSI SR UNSECURED 144A 01/48 4.15 (TEXAS EASTERN TRANSMISSION LP) | Long | Debt | US | $307K | – | 0.00 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $24M | – | 0.10 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $25M | – | 0.10 |
| TEXAS TRANSPRTN COMMISSION ST TXSTRN 04/30 FIXED 5.178 (TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND) | Long | Debt | US | $16M | – | 0.06 |
| THAMES WATER UTIL FIN SR SECURED 02/32 6.5 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $2M | – | 0.01 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/31 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $20M | – | 0.08 |
| THAMES WATER UTIL FIN SR SECURED REGS 04/31 7.125 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $1M | – | 0.00 |
| THAMES WATER UTIL FIN SR SECURED REGS 09/37 5.125 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $2M | – | 0.01 |
| THOMAS JEFFERSON UNIV SECURED 11/57 3.847 (THOMAS JEFFERSON UNIVERSITY) | Long | Debt | US | $5M | – | 0.02 |
| THOMSON REUTERS CORP SR UNSECURED 11/43 5.65 (THOMSON REUTERS CORPORATION) | Long | Debt | CA | $11M | – | 0.04 |
| TIME WARNER CABLE ENTRMN SR SECURED 07/33 8.375 (TIME WARNER CABLE ENTERPRISES LLC) | Long | Debt | US | $20M | – | 0.08 |
| TIME WARNER CABLE LLC SR SECURED 05/37 6.55 | Long | Debt | US | $7M | – | 0.03 |
| TIME WARNER CABLE LLC SR SECURED 06/39 6.75 | Long | Debt | US | $51M | – | 0.20 |
| TIME WARNER CABLE LLC SR SECURED 07/38 7.3 | Long | Debt | US | $2M | – | 0.01 |
| TIME WARNER CABLE LLC SR SECURED 09/41 5.5 | Long | Debt | US | $12M | – | 0.05 |
| TIME WARNER CABLE LLC SR SECURED 09/42 4.5 | Long | Debt | US | $14M | – | 0.05 |
| TIME WARNER CABLE LLC SR SECURED 11/40 5.875 | Long | Debt | US | $5M | – | 0.02 |
| TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65 | Long | Debt | US | $15M | – | 0.06 |
| TOLEDO EDISON COMPANY SR SECURED 05/37 6.15 | Long | Debt | US | $5M | – | 0.02 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 | Long | Debt | US | $4M | – | 0.02 |
| TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR (TORONTO-DOMINION BANK) | Long | Debt | CA | $21M | – | 0.08 |
| TOTALENERGIES CAP INTL COMPANY GUAR 06/60 3.386 (TOTALENERGIES CAPITAL INTERNATIONAL) | Long | Debt | FR | $4M | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| TRANSATLANTIC HOLDINGS SR UNSECURED 11/39 8 (TRANSATLANTIC HOLDINGS INC) | Long | Debt | US | $10M | – | 0.04 |
| TRANSCANADA PIPELINES SR UNSECURED 03/34 4.625 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $750K | – | 0.00 |
| TRANSCANADA PIPELINES SR UNSECURED 05/48 4.875 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $23M | – | 0.09 |
| TRANSCONT GAS PIPE LINE SR UNSECURED 05/50 3.95 (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $18M | – | 0.07 |
| TRANSCONT GAS PIPE LINE SR UNSECURED 08/41 5.4 (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| TRAVELERS COS INC SR UNSECURED 03/48 4.05 (TRAVELERS COMPANIES INC) | Long | Debt | US | $3M | – | 0.01 |
| TRAVELERS COS INC SR UNSECURED 05/53 5.45 (TRAVELERS COMPANIES INC) | Long | Debt | US | $4M | – | 0.02 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $708K | – | 0.00 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $557K | – | 0.00 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $273K | – | 0.00 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $226K | – | 0.00 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $540K | – | 0.00 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $406K | – | 0.00 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.01 |
| TRIMBLE INC SR UNSECURED 03/33 6.1 | Long | Debt | US | $3M | – | 0.01 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR (TRUIST FINANCIAL CORPORATION) | Long | Debt | US | $15M | – | 0.06 |
| TRUST F/1401 SR UNSECURED 144A 01/44 6.95 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $18M | – | 0.07 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $19M | – | 0.07 |
| TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $3M | – | 0.01 |
| TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $5M | – | 0.02 |
| TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625 (TRUSTAGE FINANCIAL GROUP INC) | Long | Debt | US | $48M | – | 0.19 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $53M | – | 0.21 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $243M | – | 0.97 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $276M | – | 1.10 |
| TTX CO SR UNSECURED 144A 02/49 4.6 (TTX COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| TUFTS UNIVERSITY UNSECURED 04/12 5.017 (TRUSTEES OF TUFTS COLLEGE) | Long | Debt | US | $3M | – | 0.01 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $37M | – | 0.15 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $13M | – | 0.05 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $10M | – | 0.04 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $5M | – | 0.02 |
| UBS GROUP AG JR SUBORDINA REGS 12/99 VAR | Long | Debt | CH | $9M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $26M | – | 0.10 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $13M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 01/28 4.282 | Long | Debt | CH | $14M | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $10M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 01/34 VAR | Long | Debt | CH | $41M | – | 0.16 |
| UBS GROUP AG SR UNSECURED 144A 02/33 VAR | Long | Debt | CH | $9M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $11M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 02/43 VAR | Long | Debt | CH | $785K | – | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 04/26 4.125 | Long | Debt | CH | $34M | – | 0.13 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $2M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $49M | – | 0.20 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $3M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 08/33 4.988 | Long | Debt | CH | $5M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $41M | – | 0.16 |
| UBS GROUP AG SR UNSECURED 144A 09/25 4.125 | Long | Debt | CH | $392K | – | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 09/25 VAR | Long | Debt | CH | $4M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $5M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $13M | – | 0.05 |
| UBS GROUP AG SR UNSECURED REGS 01/28 4.282 | Long | Debt | CH | $3M | – | 0.01 |
| UDR INC COMPANY GUAR 07/27 3.5 | Long | Debt | US | $3M | – | 0.01 |
| UMASS MEM HEALTH CARE UNSECURED 07/52 5.363 (UMASS MEMORIAL HEALTH CARE OBLIGATED GROUP) | Long | Debt | US | $2M | – | 0.01 |
| UNION ELECTRIC CO 1ST MORTGAGE 03/53 5.45 (UNION ELECTRIC COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| UNION ELECTRIC CO 1ST MORTGAGE 04/52 3.9 (UNION ELECTRIC COMPANY) | Long | Debt | US | $24M | – | 0.09 |
| UNION PACIFIC CORP SR UNSECURED 02/70 3.75 (UNION PACIFIC CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| UNION PACIFIC CORP SR UNSECURED 04/71 3.799 (UNION PACIFIC CORPORATION) | Long | Debt | US | $9M | – | 0.04 |
| UNION PACIFIC CORP SR UNSECURED 05/61 3.55 (UNION PACIFIC CORPORATION) | Long | Debt | US | $16M | – | 0.06 |
| UNION PACIFIC CORP SR UNSECURED 08/39 3.55 (UNION PACIFIC CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| UNION PACIFIC CORP SR UNSECURED 08/59 3.95 (UNION PACIFIC CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| UNION PACIFIC CORP SR UNSECURED 09/62 2.973 (UNION PACIFIC CORPORATION) | Long | Debt | US | $474K | – | 0.00 |
| UNITED AIR 2013 1 A PTT PASS THRU CE 02/27 4.3 (UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $9M | – | 0.04 |
| UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4 (UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $9M | – | 0.03 |
| UNITED AIR 2014 2 A PTT PASS THRU CE 03/28 3.75 (UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.02 |
| UNITED AIR 2015 1 AA PTT PASS THRU CE 06/29 3.45 (UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.01 |
| UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45 (UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $641K | – | 0.00 |
| UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1 (UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $21M | – | 0.08 |
| UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1 (UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55 (UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $11M | – | 0.04 |
| UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15 (UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $7M | – | 0.03 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $26M | – | 0.10 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $160M | – | 0.64 |
| UNITED MEXICAN STATES SR UNSECURED 05/53 6.338 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.01 |
| UNITED MEXICAN STATES SR UNSECURED 05/54 6.4 (MEXICO GOVT) | Long | Debt | MX | $24M | – | 0.09 |
| UNITED MEXICAN STATES SR UNSECURED 05/61 3.771 (MEXICO GOVT) | Long | Debt | MX | $37M | – | 0.15 |
| UNITEDHEALTH GROUP INC SR UNSECURED 01/47 4.2 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $235K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/54 5.375 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $15M | – | 0.06 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $62M | – | 0.25 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/64 5.5 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $16M | – | 0.07 |
| UNITEDHEALTH GROUP INC SR UNSECURED 05/51 3.25 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $14M | – | 0.05 |
| UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $4M | – | 0.02 |
| UNITEDHEALTH GROUP INC SR UNSECURED 08/49 3.7 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $4M | – | 0.02 |
| UNITEDHEALTH GROUP INC SR UNSECURED 08/59 3.875 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $518K | – | 0.00 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $24M | – | 0.10 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/41 FIXED 4.053 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $4M | – | 0.02 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 12/99 FIXED 4.767 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $7M | – | 0.03 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/48 FIXED 6.548 (REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE) | Long | Debt | US | $28M | – | 0.11 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/49 FIXED 6.583 (REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE) | Long | Debt | US | $5M | – | 0.02 |
| UNIV OF MICHIGAN MI UNVHGR 04/40 FIXED 2.437 (UNIVERSITY OF MICHIGAN) | Long | Debt | US | $11M | – | 0.04 |
| UNIV OF MICHIGAN MI UNVHGR 04/50 FIXED 2.562 (UNIVERSITY OF MICHIGAN) | Long | Debt | US | $5M | – | 0.02 |
| UNIV OF MICHIGAN MI UNVHGR 12/99 FIXED 4.454 (UNIVERSITY OF MICHIGAN) | Long | Debt | US | $6M | – | 0.02 |
| UNIV OF TEXAS TX UNIV REVENUES UNIHGR 08/49 FIXED 2.439 (BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM) | Long | Debt | US | $5M | – | 0.02 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/39 FIXED OID 6.2 (UNIVERSITY OF VIRGINIA) | Long | Debt | US | $1M | – | 0.01 |
| UNIVERSITY OF PENNSYLVAN SR UNSECURED 09/12 4.674 (THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA) | Long | Debt | US | $2M | – | 0.01 |
| UNUM GROUP SR UNSECURED 06/54 6 | Long | Debt | US | $4M | – | 0.01 |
| UPMC SECURED 05/43 5.377 (UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)) | Long | Debt | US | $3M | – | 0.01 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-45K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-563K | – | -0.00 | |
| US AIRWAYS 2012 2A PTT PASS THRU CE 12/26 4.625 (US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.01 |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| US BANCORP JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $13M | 14M | 0.05 |
| US BANCORP SR UNSECURED 02/34 VAR | Long | Debt | US | $664K | – | 0.00 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $715M | – | 2.85 |
| US TREASURY N/B 02/42 2.375 (UNITED STATES GOVT) | Long | Debt | US | $490M | – | 1.95 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $261M | – | 1.04 |
| US TREASURY N/B 02/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $148M | – | 0.59 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $356M | – | 1.42 |
| US TREASURY N/B 02/46 2.5 (UNITED STATES GOVT) | Long | Debt | US | $131M | – | 0.52 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $246M | – | 0.98 |
| US TREASURY N/B 04/29 4.625 (UNITED STATES GOVT) | Long | Debt | US | $104M | – | 0.41 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $192M | – | 0.76 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $298M | – | 1.19 |
| US TREASURY N/B 05/46 2.5 (UNITED STATES GOVT) | Long | Debt | US | $133M | – | 0.53 |
| US TREASURY N/B 05/48 3.125 (UNITED STATES GOVT) | Long | Debt | US | $71M | – | 0.28 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $441M | – | 1.75 |
| US TREASURY N/B 05/52 2.875 (UNITED STATES GOVT) | Long | Debt | US | $35M | – | 0.14 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 0.14 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $128M | – | 0.51 |
| US TREASURY N/B 08/45 2.875 (UNITED STATES GOVT) | Long | Debt | US | $129M | – | 0.51 |
| US TREASURY N/B 08/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $158M | – | 0.63 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $110M | – | 0.44 |
| US TREASURY N/B 11/41 2 (UNITED STATES GOVT) | Long | Debt | US | $57M | – | 0.23 |
| US TREASURY N/B 11/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $77M | – | 0.30 |
| US TREASURY N/B 11/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $73M | – | 0.29 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $192M | – | 0.76 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $5M | – | 0.02 | |
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 (VALE OVERSEAS LTD) | Long | Debt | KY | $4M | – | 0.01 |
| VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75 (VALE OVERSEAS LTD) | Long | Debt | KY | $3M | – | 0.01 |
| VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875 (VALE OVERSEAS LTD) | Long | Debt | KY | $31M | – | 0.12 |
| VALERO ENERGY CORP SR UNSECURED 12/51 3.65 (VALERO ENERGY CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| VAR ENERGI ASA SR UNSECURED 144A 11/32 8 | Long | Debt | NO | $11M | – | 0.04 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A (VB-S1 ISSUER LLC - VBTEL 2022-1A) | Long | ABS-other | US | $6M | – | 0.02 |
| VB S1 ISSUER LLC VBTOW 2020 2A A 144A (VERTICAL BRIDGE HOLDINGS LLC 2020-2A) | Long | ABS-other | US | $24M | – | 0.10 |
| VENTAS REALTY LP COMPANY GUAR 01/26 4.125 | Long | Debt | US | $587K | – | 0.00 |
| VENTAS REALTY LP COMPANY GUAR 01/29 4.4 | Long | Debt | US | $1M | – | 0.00 |
| VENTURE CDO LTD VENTR 2014 19A ARR 144A (VENTURE XIX CLO LTD 2014-19A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.03 |
| VERISIGN INC SR UNSECURED 06/31 2.7 | Long | Debt | US | $13M | – | 0.05 |
| VERISK ANALYTICS INC SR UNSECURED 05/50 3.625 | Long | Debt | US | $9M | – | 0.03 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $797K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $167K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $143K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 02/54 5.5 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $3M | – | 0.01 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/41 3.4 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $8M | – | 0.03 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/52 3.875 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $22M | – | 0.09 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/61 3.7 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $989K | – | 0.00 |
| VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.05 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $261K | – | 0.00 |
| VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.862 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $5M | – | 0.02 |
| VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $19M | – | 0.08 |
| VERIZON COMMUNICATIONS SR UNSECURED 11/42 3.85 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $12M | – | 0.05 |
| VERIZON COMMUNICATIONS SR UNSECURED 11/60 3 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $299K | – | 0.00 |
| VF CORP SR UNSECURED 04/30 2.95 (VF CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP SR UNSECURED 04/54 6.125 | Long | Debt | US | $4M | – | 0.02 |
| VICI PROPERTIES LP SR UNSECURED 05/32 5.125 | Long | Debt | US | $11M | – | 0.04 |
| VICI PROPERTIES LP SR UNSECURED 05/52 5.625 | Long | Debt | US | $22M | – | 0.09 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 01/54 5.35 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $9M | – | 0.04 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 04/53 5.45 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $14M | – | 0.06 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 05/37 6 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $413K | – | 0.00 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 09/47 3.8 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $9M | – | 0.04 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 11/46 4 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 12/48 4.6 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $14M | – | 0.06 |
| VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B (VISTRA ZERO OPERATING COMPANY LLC) | Long | Loan | US | $5M | – | 0.02 |
| VMWARE LLC SR UNSECURED 05/25 4.5 | Long | Debt | US | $3M | – | 0.01 |
| VMWARE LLC SR UNSECURED 05/30 4.7 | Long | Debt | US | $25M | – | 0.10 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $3M | – | 0.01 |
| VMWARE LLC SR UNSECURED 08/28 1.8 | Long | Debt | US | $5M | – | 0.02 |
| VMWARE LLC SR UNSECURED 08/31 2.2 | Long | Debt | US | $7M | – | 0.03 |
| VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR | Long | Debt | GB | $6M | – | 0.02 |
| VODAFONE GROUP PLC SR UNSECURED 02/63 5.75 | Long | Debt | GB | $4M | – | 0.01 |
| VODAFONE GROUP PLC SR UNSECURED 06/49 4.875 | Long | Debt | GB | $22M | – | 0.09 |
| VODAFONE GROUP PLC SR UNSECURED 06/54 5.75 | Long | Debt | GB | $19M | – | 0.08 |
| VODAFONE GROUP PLC SR UNSECURED 06/59 5.125 | Long | Debt | GB | $19M | – | 0.08 |
| VODAFONE GROUP PLC SR UNSECURED 06/64 5.875 | Long | Debt | GB | $17M | – | 0.07 |
| VODAFONE GROUP PLC SR UNSECURED 11/32 6.25 | Long | Debt | GB | $3M | – | 0.01 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/25 3.35 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $2M | – | 0.01 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $79K | – | 0.00 | |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $74K | – | 0.00 | |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| VOYA CLO LTD VOYA 2019 3A AR 144A (VOYA CLO LTD 2019 3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| VOYA FINANCIAL INC COMPANY GUAR 01/48 VAR | Long | Debt | US | $6M | – | 0.02 |
| WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25 (WABTEC TRANSPORTATION NETHERLANDS BV) | Long | Debt | NL | $2M | – | 0.01 |
| WALMART INC SR UNSECURED 09/51 2.65 | Long | Debt | US | $502K | – | 0.00 |
| WALT DISNEY COMPANY/THE COMPANY GUAR 01/51 3.6 | Long | Debt | US | $2M | – | 0.01 |
| WALT DISNEY COMPANY/THE COMPANY GUAR 05/60 3.8 | Long | Debt | US | $14M | – | 0.05 |
| WALT DISNEY COMPANY/THE COMPANY GUAR 09/44 4.75 | Long | Debt | US | $1M | – | 0.01 |
| WALT DISNEY COMPANY/THE COMPANY GUAR 09/49 2.75 | Long | Debt | US | $15M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05 | Long | Debt | US | $8M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141 | Long | Debt | US | $8M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/62 5.391 | Long | Debt | US | $33M | – | 0.13 |
| WASHINGTON GAS LIGHT CO SR UNSECURED 09/49 3.65 (WASHINGTON GAS LIGHT COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| WASTE CONNECTIONS INC SR UNSECURED 01/52 2.95 (WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)) | Long | Debt | CA | $2M | – | 0.01 |
| WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $35M | 37M | 0.14 |
| WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $6M | 6M | 0.02 |
| WELLS FARGO + COMPANY PREFERRED STOCK 7.5 (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $24M | 20K | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $18M | – | 0.07 |
| WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $14M | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 04/53 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $55M | – | 0.22 |
| WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $30M | – | 0.12 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $68M | – | 0.27 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $39M | – | 0.15 |
| WELLS FARGO BANK NA SUBORDINATED 01/38 6.6 | Long | Debt | US | $25M | – | 0.10 |
| WELLS FARGO BANK NA SUBORDINATED 02/37 5.85 | Long | Debt | US | $6M | – | 0.02 |
| WELLS FARGO BANK NA SUBORDINATED 08/36 5.95 | Long | Debt | US | $832K | – | 0.00 |
| WELLTOWER OP LLC COMPANY GUAR 03/41 6.5 | Long | Debt | US | $32M | – | 0.13 |
| WEST VA HEALTH SYS OBL SECURED 06/50 3.129 (WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP) | Long | Debt | US | $3M | – | 0.01 |
| WESTERN + SOUTHERN LIFE SUB NOTES 144A 04/61 3.75 (WESTERN & SOUTHERN LIFE INSURANCE CO) | Long | Debt | US | $16M | – | 0.06 |
| WESTERN + SOUTHERN LIFE SUBORDINATED 144A 01/49 5.15 (WESTERN & SOUTHERN LIFE INSURANCE CO) | Long | Debt | US | $14M | – | 0.06 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $5M | – | 0.02 |
| WEYERHAEUSER CO SR UNSECURED 02/26 7.7 (MACMILLAN BLOEDEL PEMBROKE LP (AKA: MACMILLAN BLOEDEL LTD)) | Long | Debt | CA | $9M | – | 0.04 |
| WEYERHAEUSER CO SR UNSECURED 03/32 7.375 (WEYERHAEUSER COMPANY) | Long | Debt | US | $44M | – | 0.18 |
| WEYERHAEUSER CO SR UNSECURED 03/33 3.375 (WEYERHAEUSER COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $934K | – | 0.00 |
| WEYERHAEUSER CO SR UNSECURED 10/27 6.95 (WEYERHAEUSER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| WEYERHAEUSER CO SR UNSECURED 12/33 6.875 (WEYERHAEUSER COMPANY) | Long | Debt | US | $16M | – | 0.06 |
| WHEATON IL CLG WTNHGR 10/34 FIXED 6.09 (WHEATON COLLEGE IL) | Long | Debt | US | $5M | – | 0.02 |
| WHIRLPOOL CORP SR UNSECURED 03/43 5.15 (WHIRLPOOL CORPORATION) | Long | Debt | US | $6M | – | 0.02 |
| WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75 (WILLIAMS COS INC) | Long | Debt | US | $2M | – | 0.01 |
| WILLIAMS COMPANIES INC SR UNSECURED 08/52 5.3 (WILLIAMS COS INC) | Long | Debt | US | $9M | – | 0.04 |
| WILLIAMS COS INC SNR S* ICE | Derivative-credit | US | $179K | – | 0.00 | |
| WILLIS NORTH AMERICA INC COMPANY GUAR 05/33 5.35 | Long | Debt | US | $12M | – | 0.05 |
| WILLIS NORTH AMERICA INC COMPANY GUAR 09/49 3.875 | Long | Debt | US | $10M | – | 0.04 |
| WIND RIVER CLO LTD WINDR 2013 2A AR2 144A (WIND RIVER CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| WISCONSIN ELECTRIC POWER SR UNSECURED 12/36 5.7 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $230K | – | 0.00 |
| WISCONSIN PUBLIC SERVICE SR UNSECURED 09/49 3.3 (WISCONSIN PUBLIC SERVICE CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| WISCONSIN PUBLIC SERVICE SR UNSECURED 12/51 2.85 (WISCONSIN PUBLIC SERVICE CORPORATION) | Long | Debt | US | $13M | – | 0.05 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $6M | – | 0.03 |
| WORKDAY INC SR UNSECURED 04/32 3.8 | Long | Debt | US | $28M | – | 0.11 |
| WP CAREY INC SR UNSECURED 02/25 4 | Long | Debt | US | $791K | – | 0.00 |
| XCEL ENERGY INC SR UNSECURED 06/32 4.6 | Long | Debt | US | $9M | – | 0.04 |
| XCEL ENERGY INC SR UNSECURED 07/36 6.5 | Long | Debt | US | $7M | – | 0.03 |
| XCEL ENERGY INC SR UNSECURED 08/33 5.45 | Long | Debt | US | $10M | – | 0.04 |
| YALE UNIVERSITY UNSECURED 04/50 2.402 | Long | Debt | US | $4M | – | 0.02 |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/28 4.75 | Long | Debt | NO | $4M | – | 0.02 |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/30 3.148 | Long | Debt | NO | $4M | – | 0.02 |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $4M | – | 0.01 |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 08/35 4.25 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $1M | – | 0.01 |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 11/27 1.164 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $3M | – | 0.01 |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 12/28 5.35 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $2M | – | 0.01 |
| ZOETIS INC SR UNSECURED 02/43 4.7 | Long | Debt | US | $4M | – | 0.01 |
| ZOETIS INC SR UNSECURED 08/48 4.45 | Long | Debt | US | $6M | – | 0.03 |
| ZOETIS INC SR UNSECURED 09/47 3.95 | Long | Debt | US | $7M | – | 0.03 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.