MASSMUTUAL FUNDS > MASSMUTUAL SELECT FUNDS
MassMutual Total Return Bond Fund
$739.73M
Avg Monthly Net Assets
$1.02B
Total Assets
$304.84M
Total Liabilities
$713.86M
Net Assets
MassMutual Total Return Bond Fund is a Mutual Fund in MASSMUTUAL SELECT FUNDS
from MASSMUTUAL FUNDS,
based in Massachusetts,
United States of America.
The fund has eight share classes
and monthly net assets of $739.73M.
On August 29th, 2024 it reported 541 holdings, the largest
being Repurchase Agreement (20.2%), US TREASURY N/B (6.5%) and US TREASURY N/B (6.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative Class | C000090286 | MSPLX | |
| Class A | C000140415 | MPTRX | |
| Class I | C000090289 | MSPZX | |
| Class R3 | C000090288 | MSPNX | |
| Class R4 | C000090287 | MSPGX | |
| Class R5 | C000090284 | MSPSX | |
| Class Y | C000240800 | MMNNX | |
| Service Class | C000090285 | MSPHX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 02/44 4.5 (US TREASURY N/B) | Long | Debt | US | $7M | – | 1.02 |
| 05/29 4.5 (US TREASURY N/B) | Long | Debt | US | $15M | – | 2.03 |
| 05/34 4.375 (US TREASURY N/B) | Long | Debt | US | $46M | – | 6.48 |
| 05/44 4.625 (US TREASURY N/B) | Long | Debt | US | $42M | – | 5.83 |
| 05/54 4.625 (US TREASURY N/B) | Long | Debt | US | $32M | – | 4.44 |
| 06/26 4.625 (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.85 |
| 06/27 4.625 (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.40 |
| 06/29 4.25 (US TREASURY N/B) | Long | Debt | US | $45M | – | 6.34 |
| 07/28 1 (CRSO TR 2023 BRND) | Long | ABS-other | US | $3M | – | 0.39 |
| 1% 20 Dec 2053 (BWFCME046 IRS USD R V 12MSOFR) | Derivative-interest rate | US | $202K | – | 0.03 | |
| 144A 02/28 VAR (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $675K | – | 0.09 |
| 1ST MORTGAGE 03/33 5.25 (DUKE ENERGY PROGRESS LLC) | Long | Debt | US | $872K | – | 0.12 |
| 1ST MORTGAGE 03/34 5.1 (DUKE ENERGY PROGRESS LLC) | Long | Debt | US | $491K | – | 0.07 |
| 1ST MORTGAGE 04/25 3.78 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $1M | – | 0.17 |
| 1ST MORTGAGE 04/53 5.25 (PUBLIC SERVICE COLORADO) | Long | Debt | US | $704K | – | 0.10 |
| 1ST MORTGAGE 10/44 4.4 (MIDAMERICAN ENERGY CO) | Long | Debt | US | $850K | – | 0.12 |
| 1ST MORTGAGE 11/33 5.875 (DUKE ENERGY FLORIDA LLC) | Long | Debt | US | $203K | – | 0.03 |
| 1ST MORTGAGE 12/47 3.7 (DUKE ENERGY CAROLINAS) | Long | Debt | US | $542K | – | 0.08 |
| 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATI) | Long | Loan | US | $95K | – | 0.01 |
| 2019 TERM LOAN B5 (CSC HOLDINGS, LLC) | Long | Loan | US | $93K | – | 0.01 |
| 2020 TERM LOAN (TRUGREEN LIMITED PARTNERSHIP) | Long | Loan | US | $54K | – | 0.01 |
| 2020 TERM LOAN A (INVITATN HOMS OPRTNG PRTNRSHP) | Long | Loan | US | $83K | – | 0.01 |
| 2020 TERM LOAN B (MATCH GROUP, INC) | Long | Loan | US | $27K | – | 0.00 |
| 2020 TERM LOAN B8 (ASURION LLC) | Long | Loan | US | $283K | – | 0.04 |
| 2020 USD TERM LOAN (FRONERI INTERNATIONAL PLC) | Long | Loan | GB | $81K | – | 0.01 |
| 2020 USD TERM LOAN AR (TELENET FINANCING USD LLC) | Long | Loan | US | $62K | – | 0.01 |
| 2020 USD TERM LOAN B (DEERFIELD DAKOTA HOLDING LLC) | Long | Loan | US | $139K | – | 0.02 |
| 2021 1ST LIEN TERM LOAN (FRONTIER COMMUNICATIONS CORP) | Long | Loan | US | $156K | – | 0.02 |
| 2021 1ST LIEN TERM LOAN B (AI AQUA MERGER SUB INC) | Long | Loan | US | $97K | – | 0.01 |
| 2021 TERM LOAN (SPIN HOLDCO INC) | Long | Loan | US | $193K | – | 0.03 |
| 2021 TERM LOAN (PRE PAID LEGAL SRVS INC) | Long | Loan | US | $102K | – | 0.01 |
| 2021 TERM LOAN (CARESTREAM DENTAL EQUIPMENT) | Long | Loan | US | $34K | – | 0.00 |
| 2021 TERM LOAN A (GEN DIGITAL INC.) | Long | Loan | US | $184K | – | 0.03 |
| 2021 TERM LOAN B (YUM BRANDS TERM LOAN B 03/15/) | Long | Loan | US | $100K | – | 0.01 |
| 2021 TERM LOAN B (ARCHES BUYER INC) | Long | Loan | US | $61K | – | 0.01 |
| 2021 TERM LOAN B1 (CHURCHILL DOWNS INCORPORATED) | Long | Loan | US | $99K | – | 0.01 |
| 2021 TERM LOAN B5 (PRESTIGE BRANDS, INC.) | Long | Loan | US | $80K | – | 0.01 |
| 2022 TERM LOAN (DTI HOLDCO, INC.) | Long | Loan | US | $23K | – | 0.00 |
| 2022 TERM LOAN B (PENN ENTERTAINMENT, INC.) | Long | Loan | US | $52K | – | 0.01 |
| 2022 TERM LOAN B (ATHENAHEALTH INC) | Long | Loan | US | $38K | – | 0.01 |
| 2022 TERM LOAN B10 (ASURION LLC) | Long | Loan | US | $129K | – | 0.02 |
| 2022 USD DDTL B (ELEMNT MAT TECH GRP US HOL INC) | Long | Loan | US | $22K | – | 0.00 |
| 2022 USD TERM LOAN (ELEMENT MAT TEC GR US HLD INC) | Long | Loan | US | $48K | – | 0.01 |
| 2023 TERM LOAN (CLEAN HARBORS INC.) | Long | Loan | US | $162K | – | 0.02 |
| 2023 TERM LOAN (MH SUB I LLC) | Long | Loan | US | $44K | – | 0.01 |
| 2023 TERM LOAN AA (BERRY GLOBAL INC) | Long | Loan | US | $569K | – | 0.08 |
| 2023 TERM LOAN B (CHEMOURS COMPANY THE) | Long | Loan | US | $166K | – | 0.02 |
| 2023 TERM LOAN B (IRON MOUNTAIN, INC.) | Long | Loan | US | $68K | – | 0.01 |
| 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 US LLC) | Long | Loan | US | $147K | – | 0.02 |
| 2023 USD TERM LOAN B14 (ALTICE FRANCE SA) | Long | Loan | FR | $62K | – | 0.01 |
| 2024 1ST LIEN 2ND OUT PIK TL (CITY BREWING COMPANY LLC) | Long | Loan | US | $33K | – | 0.00 |
| 2024 TERM LOAN (UNITED NATURAL FOODS INC) | Long | Loan | US | $141K | – | 0.02 |
| 2024 TERM LOAN (ARTERA SERVICES LLC) | Long | Loan | US | $93K | – | 0.01 |
| 2024 TERM LOAN (RENAISSANCE HOLDING CORP) | Long | Loan | US | $81K | – | 0.01 |
| 2024 TERM LOAN B (JAZZ FINANCING LUX SARLL) | Long | Loan | LU | $302K | – | 0.04 |
| 2024 TERM LOAN B (SBA SENIOR FINANCE II LLC) | Long | Loan | US | $231K | – | 0.03 |
| 2024 TERM LOAN B (JANE STREET GROUP LLC) | Long | Loan | US | $134K | – | 0.02 |
| 2024 TERM LOAN B (CENTRAL PARENT INC) | Long | Loan | US | $98K | – | 0.01 |
| 2024 TERM LOAN B (MEDLINE BORROWER LP) | Long | Loan | US | $94K | – | 0.01 |
| 2024 TERM LOAN B (WHATABRANDS LLC) | Long | Loan | US | $65K | – | 0.01 |
| 2024 TERM LOAN B (MAGNITE INC) | Long | Loan | US | $37K | – | 0.01 |
| 2024 TERM LOAN B1 (CAESARS ENTERTAINMENT INC.) | Long | Loan | US | $163K | – | 0.02 |
| 2024 TERM LOAN B6 (1011778 BC UNLIMITED LBLTY CO) | Long | Loan | CA | $140K | – | 0.02 |
| 2024 TERM LOAN B7 (TRANSUNION LLC) | Long | Loan | US | $81K | – | 0.01 |
| 2024 TERM LOAN B8 (TRANS UNION LLC) | Long | Loan | US | $24K | – | 0.00 |
| 2024 TERM LOAN I (TRANSDIGM INC) | Long | Loan | US | $205K | – | 0.03 |
| 2ND LIEN TERM LOAN (NAKED JUICE LLC) | Long | Loan | US | $55K | – | 0.01 |
| AHM 2006 1 12A1 (AMERICAN HOME MORTGAGE INVESTM) | Long | ABS-other | US | $1M | – | 0.16 |
| AIMCO 2020 11A AR 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.24 |
| AJAXM 2019 F A1 144A (AJAX MORTGAGE LOAN TRUST) | Long | ABS-other | US | $1M | – | 0.18 |
| AJAXM 2022 B A1 144A (AJAX MORTGAGE LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.32 |
| AMMC 2014 15A AR3 144A (AMERICAN MONEY MANAGEMENT CORP) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.24 |
| AMMC 2024 30A A1 144A (AMERICAN MONEY MANAGEMENT CORP) | Long | ABS-other | KY | $2M | – | 0.34 |
| AMWINS GROUP INC TERM LOAN B | Long | Loan | US | $433K | – | 0.06 |
| APID 2016 25A A1R2 144A (APIDOS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.30 |
| ARCLO 2021 FL3 A 144A (ARBOR REALTY COLLATERALIZED LO) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| ARSI 2005 W2 M1 (ARGENT SECURITIES INC.) | Long | ABS-other | US | $1M | – | 0.14 |
| BABSN 2018 4A A1R 144A (BABSON CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.30 |
| BALTA 2005 4 25A1 (BEAR STEARNS ALT A TRUST) | Long | ABS-other | US | $554K | – | 0.08 |
| BAMLL 2018 PARK A 144A (BANC OF AMERICA MERRILL LYNCH) | Long | ABS-other | US | $1M | – | 0.17 |
| BAMLL 2019 BPR AMP 144A (BANC OF AMERICA MERRILL LYNCH) | Long | ABS-other | US | $2M | – | 0.26 |
| BINOM 2022 RPL1 A1 144A (BINOM SECURITIZATION TRUST) | Long | ABS-other | US | $2M | – | 0.29 |
| BX 2019 OC11 A 144A (BX TRUST 2019 OC11) | Long | ABS-other | US | $374K | – | 0.05 |
| BX 2019 OC11 B 144A (BX TRUST 2019 OC11) | Long | ABS-other | US | $988K | – | 0.14 |
| BX 2019 OC11 E 144A (BX TRUST 2019 OC11) | Long | ABS-other | US | $593K | – | 0.08 |
| BX 2020 VIV4 A 144A (BX TRUST) | Long | ABS-other | US | $2M | – | 0.35 |
| BX 2022 PSB D 144A (BX TRUST) | Long | ABS-other | US | $1M | – | 0.15 |
| BX 2022 VAMF C 144A (BX TRUST) | Long | ABS-other | US | $1M | – | 0.15 |
| BX 2024 KING B 144A (BX TRUST) | Long | ABS-other | US | $1M | – | 0.17 |
| CAS 2022 R03 1M2 144A (FANNIE MAE CAS) | Long | ABS-other | US | $3M | – | 0.35 |
| CGCMT 2020 420K D 144A (CITIGROUP COMMERCIAL MORTGAGE) | Long | ABS-other | US | $582K | – | 0.08 |
| CIM 2021 J3 A1 144A (CIM TRUST) | Long | ABS-other | US | $4M | – | 0.55 |
| CIM 2023 NR1 A1 144A (CIM TRUST) | Long | ABS-other | US | $3M | – | 0.40 |
| CLOSING DATE TERM LOAN (CITY BREWING COMPANY, LLC) | Long | Loan | US | $162K | – | 0.02 |
| CLVR 2019 2A BR 144A (CLOVER CLO) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.34 |
| COLT 2023 1 A1 144A (COLT FUNDING LLC) | Long | ABS-other | US | $2M | – | 0.33 |
| COMMON STOCK (INTELSAT EMERGENCE SA) | Long | Equity-common | LU | $617K | 17K | 0.09 |
| COMPANY GUAR 01/28 3.625 (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $145K | – | 0.02 |
| COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIE) | Long | Debt | US | $166K | – | 0.02 |
| COMPANY GUAR 01/31 4 (GLP CAPITAL LP / FIN II) | Long | Debt | US | $341K | – | 0.05 |
| COMPANY GUAR 01/32 3.25 (GLP CAPITAL LP / FIN II) | Long | Debt | US | $491K | – | 0.07 |
| COMPANY GUAR 01/43 4.25 (PROLOGIS EURO FINANCE) | Long | Debt | US | $745K | – | 0.10 |
| COMPANY GUAR 02/28 5.125 (CENTRAL GARDEN + PET CO) | Long | Debt | US | $21K | – | 0.00 |
| COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIE) | Long | Debt | US | $13K | – | 0.00 |
| COMPANY GUAR 02/30 3.1 (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $612K | – | 0.09 |
| COMPANY GUAR 02/31 3.375 (AMERICAN ASSETS TRUST LP) | Long | Debt | US | $709K | – | 0.10 |
| COMPANY GUAR 03/27 4.3 (DOC DR LLC) | Long | Debt | US | $103K | – | 0.01 |
| COMPANY GUAR 03/30 2.4 (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $507K | – | 0.07 |
| COMPANY GUAR 03/31 2.05 (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $82K | – | 0.01 |
| COMPANY GUAR 03/32 3.5 (PILGRIM S PRIDE CORP) | Long | Debt | US | $425K | – | 0.06 |
| COMPANY GUAR 03/42 5.05 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $1M | – | 0.20 |
| COMPANY GUAR 03/52 5.141 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $2M | – | 0.33 |
| COMPANY GUAR 03/52 5.65 (BAT CAPITAL CORP) | Long | Debt | US | $442K | – | 0.06 |
| COMPANY GUAR 04/25 5.25 (HCA INC) | Long | Debt | US | $641K | – | 0.09 |
| COMPANY GUAR 04/26 5.375 (GLP CAPITAL LP / FIN II) | Long | Debt | US | $709K | – | 0.10 |
| COMPANY GUAR 04/29 3.9 (EXTRA SPACE STORAGE LP) | Long | Debt | US | $631K | – | 0.09 |
| COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIE) | Long | Debt | US | $997K | – | 0.14 |
| COMPANY GUAR 04/32 4.15 (INVITATION HOMES OP) | Long | Debt | US | $114K | – | 0.02 |
| COMPANY GUAR 05/44 3.7 (MSD NETHERLANDS CAPITAL) | Long | Debt | NL | $439K | – | 0.06 |
| COMPANY GUAR 06/35 6.625 (PETROLEOS MEXICANOS) | Long | Debt | MX | $532K | – | 0.07 |
| COMPANY GUAR 06/39 5.125 (HCA INC) | Long | Debt | US | $602K | – | 0.08 |
| COMPANY GUAR 08/31 2 (INVITATION HOMES OP) | Long | Debt | US | $861K | – | 0.12 |
| COMPANY GUAR 08/33 5.5 (INVITATION HOMES OP) | Long | Debt | US | $218K | – | 0.03 |
| COMPANY GUAR 08/45 5.85 (REYNOLDS AMERICAN INC) | Long | Debt | US | $1M | – | 0.15 |
| COMPANY GUAR 09/26 5.375 (HCA INC) | Long | Debt | US | $589K | – | 0.08 |
| COMPANY GUAR 10/28 3 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $582K | – | 0.08 |
| COMPANY GUAR 10/31 2.4 (EXTRA SPACE STORAGE LP) | Long | Debt | US | $854K | – | 0.12 |
| COMPANY GUAR 10/34 3.375 (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $315K | – | 0.04 |
| COMPANY GUAR 12/52 6.5 (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $902K | – | 0.13 |
| COMPANY GUAR 144A 01/28 4.5 (VICI PROPERTIES / NOTE) | Long | Debt | US | $130K | – | 0.02 |
| COMPANY GUAR 144A 01/29 11.75 (CSC HOLDINGS LLC) | Long | Debt | US | $181K | – | 0.03 |
| COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $44K | – | 0.01 |
| COMPANY GUAR 144A 02/27 5.75 (VICI PROPERTIES / NOTE) | Long | Debt | US | $10K | – | 0.00 |
| COMPANY GUAR 144A 02/28 5.375 (CSC HOLDINGS LLC) | Long | Debt | US | $76K | – | 0.01 |
| COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES / NOTE) | Long | Debt | US | $176K | – | 0.02 |
| COMPANY GUAR 144A 02/29 6.5 (CSC HOLDINGS LLC) | Long | Debt | US | $779K | – | 0.11 |
| COMPANY GUAR 144A 03/31 3.875 (SPECTRUM BRANDS INC) | Long | Debt | US | $51K | – | 0.01 |
| COMPANY GUAR 144A 03/34 6.75 (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.16 |
| COMPANY GUAR 144A 04/30 3.5 (CATALENT PHARMA SOLUTION) | Long | Debt | US | $364K | – | 0.05 |
| COMPANY GUAR 144A 05/26 4.375 (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $793K | – | 0.11 |
| COMPANY GUAR 144A 05/28 11.25 (CSC HOLDINGS LLC) | Long | Debt | US | $174K | – | 0.02 |
| COMPANY GUAR 144A 06/25 4.625 (VICI PROPERTIES / NOTE) | Long | Debt | US | $39K | – | 0.01 |
| COMPANY GUAR 144A 06/30 9 (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $617K | – | 0.09 |
| COMPANY GUAR 144A 06/38 4.625 (BAYER US FINANCE II LLC) | Long | Debt | US | $1M | – | 0.15 |
| COMPANY GUAR 144A 07/27 6.125 (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $702K | – | 0.10 |
| COMPANY GUAR 144A 07/29 3.875 (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $46K | – | 0.01 |
| COMPANY GUAR 144A 07/29 5 (EVERI HOLDINGS INC) | Long | Debt | US | $84K | – | 0.01 |
| COMPANY GUAR 144A 08/27 5.25 (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | NA | $558K | – | 0.08 |
| COMPANY GUAR 144A 08/30 4.125 (VICI PROPERTIES / NOTE) | Long | Debt | US | $45K | – | 0.01 |
| COMPANY GUAR 144A 11/25 5.875 (MODIVCARE INC) | Long | Debt | US | $152K | – | 0.02 |
| COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $773K | – | 0.11 |
| COMPANY GUAR 144A 11/30 4 (CABLE ONE INC) | Long | Debt | US | $810K | – | 0.11 |
| COMPANY GUAR 144A 11/53 6.875 (BAYER US FINANCE LLC) | Long | Debt | US | $889K | – | 0.12 |
| COMPANY GUAR 144A 12/28 4.375 (BAYER US FINANCE II LLC) | Long | Debt | US | $2M | – | 0.32 |
| COMPANY GUAR REGS 03/29 1.75 (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $330K | – | 0.05 |
| COMPANY GUAR REGS 07/29 3.184 (ANNINGTON FUNDING PLC) | Long | Debt | GB | $224K | – | 0.03 |
| COMPANY GUAR REGS 07/31 0.625 (DIGITAL INTREPID HOLDING) | Long | Debt | NL | $884K | – | 0.12 |
| COMPANY GUAR REGS 07/34 3.685 (ANNINGTON FUNDING PLC) | Long | Debt | GB | $209K | – | 0.03 |
| COMPANY GUAR REGS 10/28 3.875 (GRIFOLS SA) | Long | Debt | ES | $553K | – | 0.08 |
| COMPANY GUAR REGS 10/32 2.308 (ANNINGTON FUNDING PLC) | Long | Debt | GB | $214K | – | 0.03 |
| CPTS 2019 CPT A 144A (CPT MORTGAGE TRUST) | Long | ABS-other | US | $680K | – | 0.10 |
| CPTS 2019 CPT B 144A (CPT MORTGAGE TRUST) | Long | ABS-other | US | $816K | – | 0.11 |
| CSMC 2018 RPL9 A 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.18 |
| CSMC 2021 NQM6 A1 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.31 |
| CWL 2004 5 M1 (COUNTRYWIDE ASSET BACKED CERTI) | Long | ABS-other | US | $67K | – | 0.01 |
| CWL 2007 7 1A (COUNTRYWIDE ASSET BACKED CERTI) | Long | ABS-other | US | $2M | – | 0.32 |
| CYRUS 2024 1A A2 144A (CYRUSONE DATA CENTERS ISSUER I) | Long | ABS-other | US | $2M | – | 0.30 |
| DBALT 2007 OA3 A2 (DEUTSCHE ALT A SECURITIES INC) | Long | ABS-other | US | $2M | – | 0.32 |
| DCOT 2019 MTC A 144A (DC OFFICE TRUST) | Long | ABS-other | US | $721K | – | 0.10 |
| DELAYED DRAW TERM LOAN A (MATIV HOLDINGS INC) | Long | Loan | US | $44K | – | 0.01 |
| FG 01/44 FIXED 3.5 (FED HM LN PC POOL G60038) | Long | ABS-mortgage backed security | US | $437K | – | 0.06 |
| FG 01/45 FIXED 3.5 (FED HM LN PC POOL G07924) | Long | ABS-mortgage backed security | US | $907K | – | 0.13 |
| FG 01/47 FIXED 3 (FED HM LN PC POOL G08741) | Long | ABS-mortgage backed security | US | $820K | – | 0.11 |
| FG 01/48 FIXED 3.5 (FED HM LN PC POOL G67707) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FG 03/48 FIXED 4 (FED HM LN PC POOL G67711) | Long | ABS-mortgage backed security | US | $349K | – | 0.05 |
| FG 04/44 FIXED 3.5 (FED HM LN PC POOL G07848) | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| FG 06/46 FIXED 3 (FED HM LN PC POOL G08710) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FG 06/46 FIXED 3.5 (FED HM LN PC POOL G08711) | Long | ABS-mortgage backed security | US | $743K | – | 0.10 |
| FG 06/48 FIXED 4 (FED HM LN PC POOL G67713) | Long | ABS-mortgage backed security | US | $913K | – | 0.13 |
| FG 06/48 FIXED 5 (FED HM LN PC POOL G08826) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| FG 07/48 FIXED 4 (FED HM LN PC POOL G67714) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FG 08/45 FIXED 3.5 (FED HM LN PC POOL G60138) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FG 08/46 FIXED 3 (FED HM LN PC POOL G08715) | Long | ABS-mortgage backed security | US | $944K | – | 0.13 |
| FG 08/46 FIXED 3.5 (FED HM LN PC POOL G08716) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| FG 09/46 FIXED 3 (FED HM LN PC POOL G08721) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| FG 10/46 FIXED 3 (FED HM LN PC POOL G08726) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FG 10/48 FIXED 4.5 (FED HM LN PC POOL G08843) | Long | ABS-mortgage backed security | US | $419K | – | 0.06 |
| FG 10/48 FIXED 5 (FED HM LN PC POOL G08844) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FG 11/46 FIXED 3 (FED HM LN PC POOL G08732) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FG 11/48 FIXED 4 (FED HM LN PC POOL G67717) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FG 12/47 FIXED 3.5 (FED HM LN PC POOL G08792) | Long | ABS-mortgage backed security | US | $903K | – | 0.13 |
| FHAMS 2005 AA9 2A1 (FIRST HORIZON ALTERNATIVE MORT) | Long | ABS-other | US | $852K | – | 0.12 |
| FHMS K155 A3 (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-other | US | $2M | – | 0.27 |
| FIRST LIEN (RESEARCH NOW GROUP INC) | Long | Loan | US | $54K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO (Repurchase Agreement) | Long | Repurchase agreement | US | $144M | – | 20.19 |
| FLAT 2021 1A B 144A (FLATIRON CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.34 |
| FN 01/32 FIXED 3.5 (FNMA POOL AB4262) | Long | ABS-mortgage backed security | US | $892K | – | 0.12 |
| FN 01/48 FIXED 3.5 (FNMA POOL CA0996) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FN 01/52 FIXED 2 (FNMA POOL CB2767) | Long | ABS-mortgage backed security | US | $3M | – | 0.43 |
| FN 02/46 FIXED VAR (FNMA POOL AL9106) | Long | ABS-mortgage backed security | US | $188K | – | 0.03 |
| FN 02/48 FIXED 3.5 (FNMA POOL MA3276) | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| FN 02/52 FIXED 2 (FNMA POOL CB2766) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FN 02/52 FIXED 2.5 (FNMA POOL MA4548) | Long | ABS-mortgage backed security | US | $3M | – | 0.41 |
| FN 02/53 FIXED 4.5 (FNMA POOL MA4917) | Long | ABS-mortgage backed security | US | $5M | – | 0.63 |
| FN 03/48 FIXED 3.5 (FNMA POOL MA3305) | Long | ABS-mortgage backed security | US | $473K | – | 0.07 |
| FN 03/52 FIXED 2.5 (FNMA POOL MA4563) | Long | ABS-mortgage backed security | US | $7M | – | 0.97 |
| FN 04/40 FIXED 2.455 (FNMA POOL BL6060) | Long | ABS-mortgage backed security | US | $898K | – | 0.13 |
| FN 04/48 FIXED 3.5 (FNMA POOL MA3332) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN 04/52 FIXED 2 (FNMA POOL MA4577) | Long | ABS-mortgage backed security | US | $6M | – | 0.85 |
| FN 04/52 FIXED 3 (FNMA POOL MA4579) | Long | ABS-mortgage backed security | US | $3M | – | 0.43 |
| FN 04/52 FIXED VAR (FNMA POOL FS1598) | Long | ABS-mortgage backed security | US | $3M | – | 0.43 |
| FN 04/53 FIXED VAR (FNMA POOL FS4701) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FN 05/41 FIXED 2 (FNMA POOL MA4333) | Long | ABS-mortgage backed security | US | $507K | – | 0.07 |
| FN 05/47 FIXED 4 (FNMA POOL MA2995) | Long | ABS-mortgage backed security | US | $396K | – | 0.06 |
| FN 05/48 FIXED 4.5 (FNMA POOL CA1710) | Long | ABS-mortgage backed security | US | $742K | – | 0.10 |
| FN 05/48 FIXED 4.5 (FNMA POOL CA1711) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 05/52 FIXED 3 (FNMA POOL BV8526) | Long | ABS-mortgage backed security | US | $4M | – | 0.49 |
| FN 05/53 FIXED 5 (FNMA POOL BY0545) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FN 06/47 FIXED 4 (FNMA POOL MA3027) | Long | ABS-mortgage backed security | US | $372K | – | 0.05 |
| FN 06/47 FIXED 4 (FNMA POOL AS9830) | Long | ABS-mortgage backed security | US | $229K | – | 0.03 |
| FN 06/49 FIXED 3.5 (FNMA POOL CA3633) | Long | ABS-mortgage backed security | US | $537K | – | 0.08 |
| FN 07/47 FIXED 4 (FNMA POOL AS9972) | Long | ABS-mortgage backed security | US | $208K | – | 0.03 |
| FN 07/52 FIXED 4 (FNMA POOL CB4121) | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| FN 08/40 FIXED 2 (FNMA POOL MA4093) | Long | ABS-mortgage backed security | US | $623K | – | 0.09 |
| FN 08/42 FIXED 3.5 (FNMA POOL MA1148) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FN 08/48 FIXED 4.5 (FNMA POOL CA2208) | Long | ABS-mortgage backed security | US | $519K | – | 0.07 |
| FN 08/53 FIXED 4.5 (FNMA POOL CB6854) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FN 09/49 FIXED 3 (FNMA POOL BN7755) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FN 10/33 FIXED 3 (FNMA POOL MA1607) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FN 10/49 FIXED 3 (FNMA POOL BO2259) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FN 10/49 FIXED 3 (FNMA POOL MA3811) | Long | ABS-mortgage backed security | US | $372K | – | 0.05 |
| FN 10/50 FIXED 2 (FNMA POOL MA4158) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FN 10/51 FIXED 2 (FNMA POOL BT9728) | Long | ABS-mortgage backed security | US | $4M | – | 0.52 |
| FN 10/52 FIXED 4 (FNMA POOL CB4818) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| FN 10/52 FIXED 4.5 (FNMA POOL BW9897) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FN 11/40 FIXED 2 (FNMA POOL MA4176) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| FN 11/53 FIXED VAR (FNMA POOL FS7252) | Long | ABS-mortgage backed security | US | $3M | – | 0.46 |
| FN 12/51 FIXED 2 (FNMA POOL BQ6913) | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FN 12/51 FIXED VAR (FNMA POOL FS6925) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| FN 12/52 FIXED 4.5 (FNMA POOL MA4840) | Long | ABS-mortgage backed security | US | $6M | – | 0.80 |
| FN 12/52 FIXED VAR (FNMA POOL FS4233) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FNR 2018 38 PA (FANNIE MAE) | Long | ABS-other | US | $485K | – | 0.07 |
| FNR 2018 43 CT (FANNIE MAE) | Long | ABS-other | US | $421K | – | 0.06 |
| FNR 2018 54 KA (FANNIE MAE) | Long | ABS-other | US | $278K | – | 0.04 |
| FR 01/52 FIXED 2.5 (FED HM LN PC POOL SD8189) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| FR 02/52 FIXED 2 (FED HM LN PC POOL SD8193) | Long | ABS-mortgage backed security | US | $3M | – | 0.42 |
| FR 02/52 FIXED 2.5 (FED HM LN PC POOL SD8194) | Long | ABS-mortgage backed security | US | $3M | – | 0.41 |
| FR 03/52 FIXED 2 (FED HM LN PC POOL SD8199) | Long | ABS-mortgage backed security | US | $7M | – | 1.02 |
| FR 03/52 FIXED 2.5 (FED HM LN PC POOL SD8200) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FR 04/52 FIXED 2 (FED HM LN PC POOL SD8204) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FR 04/52 FIXED 2 (FED HM LN PC POOL QE0312) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FR 05/51 FIXED 2.5 (FED HM LN PC POOL SD8147) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FR 05/52 FIXED 2.5 (FED HM LN PC POOL SD8212) | Long | ABS-mortgage backed security | US | $3M | – | 0.43 |
| FR 05/52 FIXED 3 (FED HM LN PC POOL SD8213) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FR 06/52 FIXED 3 (FED HM LN PC POOL SD3016) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FR 10/52 FIXED 4 (FED HM LN PC POOL SD5202) | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| FR 12/50 FIXED 2.5 (FED HM LN PC POOL RA4179) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $199K | – | 0.03 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $109.82 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-128.93 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| G2 01/48 FIXED 3.5 (GNMA II POOL MA4962) | Long | ABS-mortgage backed security | US | $389K | – | 0.05 |
| G2 02/47 FIXED 4.5 (GNMA II POOL MA4264) | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| G2 02/48 FIXED 3.5 (GNMA II POOL MA5019) | Long | ABS-mortgage backed security | US | $534K | – | 0.07 |
| G2 03/48 FIXED 4 (GNMA II POOL MA5078) | Long | ABS-mortgage backed security | US | $224K | – | 0.03 |
| G2 04/47 FIXED 3.5 (GNMA II POOL MA4382) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| G2 05/46 FIXED 5 (GNMA II POOL MA3666) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| G2 05/47 FIXED 5 (GNMA II POOL MA4454) | Long | ABS-mortgage backed security | US | $587K | – | 0.08 |
| G2 06/47 FIXED 4.5 (GNMA II POOL MA4512) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| G2 07/46 FIXED 5 (GNMA II POOL MA3806) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| G2 09/47 FIXED 3.5 (GNMA II POOL MA4719) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| G2 09/48 FIXED 4 (GNMA II POOL MA5466) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| G2 10/48 FIXED 4 (GNMA II POOL MA5528) | Long | ABS-mortgage backed security | US | $624K | – | 0.09 |
| G2 10/49 FIXED 3 (GNMA II POOL MA6209) | Long | ABS-mortgage backed security | US | $326K | – | 0.05 |
| G2 10/52 FIXED 4.5 (GNMA II POOL MA8347) | Long | ABS-mortgage backed security | US | $4M | – | 0.59 |
| G2 11/46 FIXED 5 (GNMA II POOL MA4072) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| G2 11/47 FIXED 3 (GNMA II POOL MA4836) | Long | ABS-mortgage backed security | US | $776K | – | 0.11 |
| G2 11/47 FIXED 3.5 (GNMA II POOL MA4837) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| G2 11/47 FIXED 4 (GNMA II POOL MA4838) | Long | ABS-mortgage backed security | US | $334K | – | 0.05 |
| G2 12/46 FIXED 3 (GNMA II POOL MA4126) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| G2 12/46 FIXED 3.5 (GNMA II POOL MA4127) | Long | ABS-mortgage backed security | US | $771K | – | 0.11 |
| G2 12/47 FIXED 4 (GNMA II POOL MA4901) | Long | ABS-mortgage backed security | US | $277K | – | 0.04 |
| GNR 2018 124 NW (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $395K | – | 0.06 |
| GNR 2019 15 GT (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $436K | – | 0.06 |
| GWT 2024 WLF2 B 144A (GREAT WOLF TRUST) | Long | ABS-other | US | $2M | – | 0.21 |
| HMBT 2005 5 A1 (HOMEBANC MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.18 |
| HVMLT 2006 10 1A1A (HARBORVIEW MORTGAGE LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.26 |
| HVMLT 2007 3 2A1A (HARBORVIEW MORTGAGE LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.33 |
| HVMLT 2007 6 1A1A (HARBORVIEW MORTGAGE LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.24 |
| HY 2019 30HY A 144A (HUDSON YARDS) | Long | ABS-other | US | $782K | – | 0.11 |
| HY 2019 55HY A 144A (HUDSON YARDS) | Long | ABS-other | US | $746K | – | 0.10 |
| IFLL 20240926 (LONG GILT FUTURE SEP24) | Derivative-interest rate | GB | $0 | – | – | |
| JPMCC 2019 OSB A 144A (JP MORGAN CHASE COMMERCIAL MOR) | Long | ABS-other | US | $794K | – | 0.11 |
| JPMMT 2005 A5 1A2 (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $66K | – | 0.01 |
| JPMMT 2021 13 A3 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $3M | – | 0.39 |
| JUMBOS (GNMA II TBA 30 YR 2.5) | Long | ABS-mortgage backed security | US | $10M | – | 1.38 |
| JUMBOS (GNMA II TBA 30 YR 5) | Long | ABS-mortgage backed security | US | $10M | – | 1.36 |
| JUMBOS (GNMA II TBA 30 YR 4.5) | Long | ABS-mortgage backed security | US | $7M | – | 0.97 |
| JUMBOS (GNMA II TBA 30 YR 5.5) | Long | ABS-mortgage backed security | US | $5M | – | 0.71 |
| MARM 2004 3 4A1 (MASTR ADJUSTABLE RATE MORTGAGE) | Long | ABS-other | US | $391K | – | 0.05 |
| MIATRN 10/33 FIXED 2.707 (MIAMI DADE CNTY FL AVIATION RE) | Long | Debt | US | $307K | – | 0.04 |
| MKT 2020 525M A 144A (MKT 2020 525M MORTGAGE TRUST) | Long | ABS-other | US | $460K | – | 0.06 |
| MSAC 2006 HE1 A4 (MORGAN STANLEY CAPITAL INC) | Long | ABS-other | US | $1M | – | 0.21 |
| MSAC 2006 NC2 A2D (MORGAN STANLEY CAPITAL INC) | Long | ABS-other | US | $862K | – | 0.12 |
| NSLT 2005 4 A4 (NELNET STUDENT LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.21 |
| NYC 08/34 FIXED 3 (NEW YORK NY) | Long | Debt | US | $790K | – | 0.11 |
| NYCGEN 02/35 FIXED 5.13 (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.14 |
| NYCGEN 02/36 FIXED OID 5.15 (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.14 |
| NYCGEN 05/31 FIXED 4.6 (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $520K | – | 0.07 |
| NYSHGR 03/39 FIXED 5.628 (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $872K | – | 0.12 |
| OBP 2019 OBP A 144A (ONE BRYANT PARK TRUST) | Long | ABS-other | US | $919K | – | 0.13 |
| OBX 2021 J3 A1 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $3M | – | 0.44 |
| OBX 2021 NQM4 A1 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $3M | – | 0.41 |
| OCP 2014 6A A1R2 144A (OCP CLO LTD) | Long | Debt | KY | $2M | – | 0.29 |
| OOMLT 2006 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.28 |
| Prime Portfolio (State Street Navigator Securities Lending Trust) | Long | Short-term investment vehicle | US | $43M | 43M | 6.08 |
| PROG 2020 SFR3 F 144A (PROGRESS RESIDENTIAL TRUST) | Long | ABS-other | US | $822K | – | 0.12 |
| PROG 2021 SFR10 F 144A (PROGRESS RESIDENTIAL TRUST) | Long | ABS-other | US | $998K | – | 0.14 |
| PROG 2021 SFR8 C 144A (PROGRESS RESIDENTIAL TRUST) | Long | ABS-other | US | $2M | – | 0.32 |
| PRPM 2021 5 A1 144A (PRP ADVISORS, LLC) | Long | ABS-other | US | $3M | – | 0.42 |
| PRPM 2021 6 A1 144A (PRP ADVISORS, LLC) | Long | ABS-other | US | $1M | – | 0.16 |
| PRPM 2022 1 A1 144A (PRP ADVISORS, LLC) | Long | ABS-other | US | $3M | – | 0.42 |
| PRPM 2022 4 A1 144A (PRP ADVISORS, LLC) | Long | ABS-other | US | $735K | – | 0.10 |
| RAD 2019 4A AR 144A (RAD CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.28 |
| RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS, IN) | Long | ABS-other | US | $388K | – | 0.05 |
| RAST 2006 A14C 1A1 (RESIDENTIAL ASSET SECURITIZATI) | Long | ABS-other | US | $1M | – | 0.17 |
| ROCKT 2019 1A AR 144A (ROCKFORD TOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.34 |
| SAMI 2006 AR1 3A1 (STRUCTURED ASSET MORTGAGE INVE) | Long | ABS-other | US | $1M | – | 0.15 |
| SBAT 2024 A A3 144A (SBNA AUTO RECEIVABLES TRUST) | Long | ABS-other | US | $2M | – | 0.28 |
| SECURED 144A 08/28 1.985 (ATHENE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.14 |
| SFAVE 2015 5AVE A2B 144A (SFAVE COMMERCIAL MORTGAGE SECU) | Long | ABS-other | US | $42K | – | 0.01 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 4) | Long | ABS-mortgage backed security | US | $18M | – | 2.49 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 4.5) | Long | ABS-mortgage backed security | US | $13M | – | 1.86 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5.5) | Long | ABS-mortgage backed security | US | $11M | – | 1.49 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3.5) | Long | ABS-mortgage backed security | US | $10M | – | 1.36 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5) | Long | ABS-mortgage backed security | US | $9M | – | 1.29 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2) | Long | ABS-mortgage backed security | US | $7M | – | 1.03 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3) | Long | ABS-mortgage backed security | US | $7M | – | 1.03 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2.5) | Long | ABS-mortgage backed security | US | $3M | – | 0.37 |
| SLMA 2008 5 B (SLM STUDENT LOAN TRUST) | Long | ABS-other | US | $4M | – | 0.52 |
| SR SECURED 01/27 1.65 (BERRY GLOBAL INC) | Long | Debt | US | $77K | – | 0.01 |
| SR SECURED 02/28 3.75 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $465K | – | 0.07 |
| SR SECURED 03/50 4.8 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $275K | – | 0.04 |
| SR SECURED 04/28 5.5 (BERRY GLOBAL INC) | Long | Debt | US | $309K | – | 0.04 |
| SR SECURED 04/38 5.375 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4K | – | 0.00 |
| SR SECURED 04/48 5.75 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $910K | – | 0.13 |
| SR SECURED 04/51 3.7 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $812K | – | 0.11 |
| SR SECURED 05/47 5.375 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $144K | – | 0.02 |
| SR SECURED 06/52 3.9 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $808K | – | 0.11 |
| SR SECURED 07/25 4.908 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $253K | – | 0.04 |
| SR SECURED 09/41 5.5 (TIME WARNER CABLE LLC) | Long | Debt | US | $729K | – | 0.10 |
| SR SECURED 10/29 3.347 (COMMONSPIRIT HEALTH) | Long | Debt | US | $60K | – | 0.01 |
| SR SECURED 11/40 5.875 (TIME WARNER CABLE LLC) | Long | Debt | US | $312K | – | 0.04 |
| SR SECURED 144A 01/28 9 (1375209 BC LTD) | Long | Debt | CA | $520K | – | 0.07 |
| SR SECURED 144A 01/32 5 (VZ SECURED FINANCING BV) | Long | Debt | NL | $827K | – | 0.12 |
| SR SECURED 144A 01/34 5.65 (BERRY GLOBAL INC) | Long | Debt | US | $557K | – | 0.08 |
| SR SECURED 144A 02/30 5 (EMBECTA CORP) | Long | Debt | US | $53K | – | 0.01 |
| SR SECURED 144A 02/31 8.5 (ARTERA SERVICES LLC) | Long | Debt | US | $201K | – | 0.03 |
| SR SECURED 144A 03/25 4.738 (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $148K | – | 0.02 |
| SR SECURED 144A 03/27 3.205 (ATHENE GLOBAL FUNDING) | Long | Debt | US | $415K | – | 0.06 |
| SR SECURED 144A 03/28 5.5 (ADTALEM GLOBAL EDUCATION) | Long | Debt | US | $178K | – | 0.02 |
| SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HLDG) | Long | Debt | LU | $391K | – | 0.05 |
| SR SECURED 144A 03/31 8.625 (FRONTIER COMMUNICATIONS) | Long | Debt | US | $520K | – | 0.07 |
| SR SECURED 144A 03/33 5.15 (MET LIFE GLOB FUNDING I) | Long | Debt | US | $474K | – | 0.07 |
| SR SECURED 144A 03/34 2.16 (GALAXY PIPELINE ASSETS) | Long | Debt | JE | $278K | – | 0.04 |
| SR SECURED 144A 05/28 5.25 (MICHAELS COS INC/THE) | Long | Debt | US | $445K | – | 0.06 |
| SR SECURED 144A 07/26 4.875 (BERRY GLOBAL INC) | Long | Debt | US | $268K | – | 0.04 |
| SR SECURED 144A 08/26 4.125 (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | IE | $104K | – | 0.01 |
| SR SECURED 144A 09/29 4.75 (COMMSCOPE INC) | Long | Debt | US | $242K | – | 0.03 |
| SR SECURED 144A 09/29 5.152 (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $2M | – | 0.21 |
| SR SECURED 144A 09/29 6.5 (KEDRION SPA) | Long | Debt | IT | $517K | – | 0.07 |
| SR SECURED 144A 10/26 1.573 (SEALED AIR CORP) | Long | Debt | US | $1M | – | 0.15 |
| SR SECURED 144A 12/27 6.9 (OPEN TEXT CORP) | Long | Debt | CA | $130K | – | 0.02 |
| SR SECURED REGS 01/31 4.375 (THAMES WATER UTIL FIN) | Long | Debt | GB | $373K | – | 0.05 |
| SR UNSECURED 01/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.35 |
| SR UNSECURED 01/28 VAR (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $263K | – | 0.04 |
| SR UNSECURED 01/30 3.16 (REPUBLIC OF PANAMA) | Long | Debt | PA | $358K | – | 0.05 |
| SR UNSECURED 01/30 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $313K | – | 0.04 |
| SR UNSECURED 01/32 1 (AMERICAN TOWER CORP) | Long | Debt | US | $86K | – | 0.01 |
| SR UNSECURED 01/33 8.875 (ECOPETROL SA) | Long | Debt | CO | $103K | – | 0.01 |
| SR UNSECURED 01/33 VAR (CITIGROUP INC) | Long | Debt | US | $399K | – | 0.06 |
| SR UNSECURED 01/35 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $131K | – | 0.02 |
| SR UNSECURED 02/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.30 |
| SR UNSECURED 02/29 5.95 (EVERSOURCE ENERGY) | Long | Debt | US | $853K | – | 0.12 |
| SR UNSECURED 02/30 4.95 (VICI PROPERTIES LP) | Long | Debt | US | $130K | – | 0.02 |
| SR UNSECURED 02/34 VAR (US BANCORP) | Long | Debt | US | $886K | – | 0.12 |
| SR UNSECURED 03/25 3.25 (AIR LEASE CORP) | Long | Debt | US | $933K | – | 0.13 |
| SR UNSECURED 03/27 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $2M | – | 0.30 |
| SR UNSECURED 03/28 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $1M | – | 0.14 |
| SR UNSECURED 03/29 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $880K | – | 0.12 |
| SR UNSECURED 03/31 4.875 (GLOBAL PAYMENTS INC) | Long | Debt | US | $409K | – | 0.06 |
| SR UNSECURED 03/33 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $1M | – | 0.17 |
| SR UNSECURED 03/34 6.125 (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $702K | – | 0.10 |
| SR UNSECURED 03/36 3.75 (HONEYWELL INTERNATIONAL) | Long | Debt | US | $574K | – | 0.08 |
| SR UNSECURED 03/36 5.85 (TRANSCANADA PIPELINES) | Long | Debt | CA | $50K | – | 0.01 |
| SR UNSECURED 04/27 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $1M | – | 0.17 |
| SR UNSECURED 04/29 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $392K | – | 0.05 |
| SR UNSECURED 04/31 2.1 (CROWN CASTLE INC) | Long | Debt | US | $1M | – | 0.14 |
| SR UNSECURED 04/31 2.7 (AMERICAN TOWER CORP) | Long | Debt | US | $165K | – | 0.02 |
| SR UNSECURED 04/31 3.125 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $157K | – | 0.02 |
| SR UNSECURED 04/31 3.75 (DUKE ENERGY CORP) | Long | Debt | US | $745K | – | 0.10 |
| SR UNSECURED 04/31 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $251K | – | 0.04 |
| SR UNSECURED 04/32 3.625 (AMERICAN HOMES 4 RENT) | Long | Debt | US | $754K | – | 0.11 |
| SR UNSECURED 04/32 4.75 (UNITED MEXICAN STATES) | Long | Debt | MX | $185K | – | 0.03 |
| SR UNSECURED 04/32 5.875 (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $186K | – | 0.03 |
| SR UNSECURED 04/32 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $443K | – | 0.06 |
| SR UNSECURED 04/33 4.95 (WISCONSIN POWER + LIGHT) | Long | Debt | US | $1M | – | 0.21 |
| SR UNSECURED 04/33 5.3 (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $1M | – | 0.19 |
| SR UNSECURED 04/52 4.3 (AMERICAN HOMES 4 RENT) | Long | Debt | US | $271K | – | 0.04 |
| SR UNSECURED 05/27 VAR (MORGAN STANLEY) | Long | Debt | US | $848K | – | 0.12 |
| SR UNSECURED 05/27 VAR (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $293K | – | 0.04 |
| SR UNSECURED 05/31 2.659 (UNITED MEXICAN STATES) | Long | Debt | MX | $339K | – | 0.05 |
| SR UNSECURED 05/32 5.125 (VICI PROPERTIES LP) | Long | Debt | US | $289K | – | 0.04 |
| SR UNSECURED 05/32 VAR (CITIGROUP INC) | Long | Debt | US | $271K | – | 0.04 |
| SR UNSECURED 05/50 5.805 (BOEING CO) | Long | Debt | US | $775K | – | 0.11 |
| SR UNSECURED 05/52 5.625 (VICI PROPERTIES LP) | Long | Debt | US | $66K | – | 0.01 |
| SR UNSECURED 06/26 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.20 |
| SR UNSECURED 06/27 VAR (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $314K | – | 0.04 |
| SR UNSECURED 06/27 VAR (CITIGROUP INC) | Long | Debt | US | $46K | – | 0.01 |
| SR UNSECURED 06/28 4.95 (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.16 |
| SR UNSECURED 06/28 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $1M | – | 0.17 |
| SR UNSECURED 06/29 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.28 |
| SR UNSECURED 06/29 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $787K | – | 0.11 |
| SR UNSECURED 06/34 VAR (US BANCORP) | Long | Debt | US | $81K | – | 0.01 |
| SR UNSECURED 06/44 3.55 (JOHNSON + JOHNSON) | Long | Debt | US | $213K | – | 0.03 |
| SR UNSECURED 06/47 4.375 (INTL FLAVOR + FRAGRANCES) | Long | Debt | US | $177K | – | 0.02 |
| SR UNSECURED 07/25 VAR (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $415K | – | 0.06 |
| SR UNSECURED 07/27 4.6 (EVERSOURCE ENERGY) | Long | Debt | US | $720K | – | 0.10 |
| SR UNSECURED 07/29 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $1M | – | 0.15 |
| SR UNSECURED 07/32 VAR (MORGAN STANLEY) | Long | Debt | US | $237K | – | 0.03 |
| SR UNSECURED 07/33 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $765K | – | 0.11 |
| SR UNSECURED 07/34 5.125 (REALTY INCOME CORP) | Long | Debt | US | $790K | – | 0.11 |
| SR UNSECURED 07/44 4.5 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $307K | – | 0.04 |
| SR UNSECURED 08/26 VAR (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $281K | – | 0.04 |
| SR UNSECURED 08/29 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $233K | – | 0.03 |
| SR UNSECURED 08/39 1.45 (PHILIP MORRIS INTL INC) | Long | Debt | US | $182K | – | 0.03 |
| SR UNSECURED 09/27 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $445K | – | 0.06 |
| SR UNSECURED 09/28 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $139K | – | 0.02 |
| SR UNSECURED 09/31 2.3 (AMERICAN TOWER CORP) | Long | Debt | US | $857K | – | 0.12 |
| SR UNSECURED 10/24 1.8 (HYATT HOTELS CORP) | Long | Debt | US | $920K | – | 0.13 |
| SR UNSECURED 10/24 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $895K | – | 0.13 |
| SR UNSECURED 10/25 VAR (MORGAN STANLEY) | Long | Debt | US | $3M | – | 0.40 |
| SR UNSECURED 10/27 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $1M | – | 0.20 |
| SR UNSECURED 10/30 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $478K | – | 0.07 |
| SR UNSECURED 10/31 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $98K | – | 0.01 |
| SR UNSECURED 10/33 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $881K | – | 0.12 |
| SR UNSECURED 10/33 VAR (US BANCORP) | Long | Debt | US | $594K | – | 0.08 |
| SR UNSECURED 10/34 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $142K | – | 0.02 |
| SR UNSECURED 10/36 0.00000 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $62K | – | 0.01 |
| SR UNSECURED 11/24 3.5 (AETNA INC) | Long | Debt | US | $496K | – | 0.07 |
| SR UNSECURED 11/24 3.95 (DISCOVER FINANCIAL SVS) | Long | Debt | US | $149K | – | 0.02 |
| SR UNSECURED 11/28 6.75 (LXP INDUSTRIAL TRUST) | Long | Debt | US | $239K | – | 0.03 |
| SR UNSECURED 11/28 VAR (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $24K | – | 0.00 |
| SR UNSECURED 11/30 VAR (CITIGROUP INC) | Long | Debt | US | $445K | – | 0.06 |
| SR UNSECURED 11/32 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $158K | – | 0.02 |
| SR UNSECURED 11/34 4.125 (HONEYWELL INTERNATIONAL) | Long | Debt | US | $224K | – | 0.03 |
| SR UNSECURED 11/51 3.25 (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $267K | – | 0.04 |
| SR UNSECURED 12/25 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $2M | – | 0.26 |
| SR UNSECURED 12/27 5.85 (AIR LEASE CORP) | Long | Debt | US | $511K | – | 0.07 |
| SR UNSECURED 144A 01/30 4.5 (DOMINICAN REPUBLIC) | Long | Debt | DO | $399K | – | 0.06 |
| SR UNSECURED 144A 01/30 5.75 (CSC HOLDINGS LLC) | Long | Debt | US | $47K | – | 0.01 |
| SR UNSECURED 144A 02/26 5.5 (WASTE PRO USA INC) | Long | Debt | US | $170K | – | 0.02 |
| SR UNSECURED 144A 03/30 4.75 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $69K | – | 0.01 |
| SR UNSECURED 144A 04/25 4 (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $969K | – | 0.14 |
| SR UNSECURED 144A 04/28 7.5 (CSC HOLDINGS LLC) | Long | Debt | US | $42K | – | 0.01 |
| SR UNSECURED 144A 04/29 5.875 (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $419K | – | 0.06 |
| SR UNSECURED 144A 04/41 5.819 (KEYSPAN GAS EAST CORP) | Long | Debt | US | $1M | – | 0.18 |
| SR UNSECURED 144A 05/29 7.875 (MICHAELS COS INC/THE) | Long | Debt | US | $218K | – | 0.03 |
| SR UNSECURED 144A 05/34 6.528 (BOEING CO) | Long | Debt | US | $415K | – | 0.06 |
| SR UNSECURED 144A 06/30 2 (EAST OHIO GAS CO/THE) | Long | Debt | US | $824K | – | 0.12 |
| SR UNSECURED 144A 08/30 3.1 (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $595K | – | 0.08 |
| SR UNSECURED 144A 09/28 2.866 (FIRSTENERGY TRANSMISSION) | Long | Debt | US | $1M | – | 0.18 |
| SR UNSECURED 144A 10/27 1.832 (INTL FLAVOR + FRAGRANCES) | Long | Debt | US | $76K | – | 0.01 |
| SR UNSECURED 144A 10/29 5 (MODIVCARE ESCROW ISSUER) | Long | Debt | US | $601K | – | 0.08 |
| SR UNSECURED 144A 10/29 7.875 (OT MERGER CORP) | Long | Debt | US | $113K | – | 0.02 |
| SR UNSECURED 144A 11/30 2.3 (INTL FLAVOR + FRAGRANCES) | Long | Debt | US | $2M | – | 0.22 |
| SR UNSECURED 144A 11/33 6.036 (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $66K | – | 0.01 |
| SR UNSECURED 144A 11/40 3.268 (INTL FLAVOR + FRAGRANCES) | Long | Debt | US | $247K | – | 0.03 |
| SR UNSECURED REGS 01/34 1.5 (LEG IMMOBILIEN SE) | Long | Debt | DE | $84K | – | 0.01 |
| SR UNSECURED REGS 02/31 3 (ROMANIA) | Long | Debt | RO | $224K | – | 0.03 |
| SR UNSECURED REGS 02/33 5.125 (CODELCO INC) | Long | Debt | CL | $190K | – | 0.03 |
| SR UNSECURED REGS 03/29 6 (ELO SACA) | Long | Debt | FR | $631K | – | 0.09 |
| SR UNSECURED REGS 03/31 6.5 (MVM ENERGETIKA ZRT) | Long | Debt | HU | $251K | – | 0.04 |
| SR UNSECURED REGS 04/27 4.75 (KAZMUNAYGAS NATIONAL CO) | Long | Debt | KZ | $193K | – | 0.03 |
| SR UNSECURED REGS 04/30 1.625 (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $456K | – | 0.06 |
| SR UNSECURED REGS 04/30 2.25 (VONOVIA SE) | Long | Debt | DE | $97K | – | 0.01 |
| SR UNSECURED REGS 04/30 4.25 (NATL GAS TRANSMISSION) | Long | Debt | GB | $408K | – | 0.06 |
| SR UNSECURED REGS 04/31 4.95 (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $191K | – | 0.03 |
| SR UNSECURED REGS 04/34 6.55 (COSTA RICA GOVERNMENT) | Long | Debt | CR | $309K | – | 0.04 |
| SR UNSECURED REGS 05/28 1 (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $212K | – | 0.03 |
| SR UNSECURED REGS 05/42 2.75 (TENNET HOLDING BV) | Long | Debt | NL | $479K | – | 0.07 |
| SR UNSECURED REGS 06/30 2.8 (PERUSAHAAN PENERBIT SBSN) | Long | Debt | ID | $175K | – | 0.02 |
| SR UNSECURED REGS 09/28 4.125 (WORLDLINE SA/FRANCE) | Long | Debt | FR | $425K | – | 0.06 |
| SR UNSECURED REGS 09/32 0.75 (VONOVIA SE) | Long | Debt | DE | $330K | – | 0.05 |
| SR UNSECURED REGS 09/33 0.625 (AMPRION GMBH) | Long | Debt | DE | $81K | – | 0.01 |
| SR UNSECURED REGS 10/27 6.75 (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $206K | – | 0.03 |
| SR UNSECURED REGS 10/33 3.7 (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $245K | – | 0.03 |
| SR UNSECURED REGS 10/34 4.5 (TENNET HOLDING BV) | Long | Debt | NL | $371K | – | 0.05 |
| SR UNSECURED REGS 10/42 4.75 (TENNET HOLDING BV) | Long | Debt | NL | $215K | – | 0.03 |
| SUBORDINATED 144A 09/54 VAR (TEACHERS INSUR + ANNUITY) | Long | Debt | US | $4M | – | 0.56 |
| SUBORDINATED 144A 10/54 VAR (FARMERS EXCHANGE CAP III) | Long | Debt | US | $3M | – | 0.39 |
| SUBORDINATED 144A 11/53 VAR (FARMERS EXCHANGE CAP II) | Long | Debt | US | $315K | – | 0.04 |
| TERM LOAN (NAKED JUICE LLC) | Long | Loan | US | $358K | – | 0.05 |
| TERM LOAN (BAUSCH + LOMB CORPORATION) | Long | Loan | CA | $152K | – | 0.02 |
| TERM LOAN (CARESTREAM DENTAL EQUIP INC) | Long | Loan | US | $116K | – | 0.02 |
| TERM LOAN (CCI BUYER INC) | Long | Loan | US | $74K | – | 0.01 |
| TERM LOAN (TRITON WATER HOLDINGS, INC.) | Long | Loan | US | $67K | – | 0.01 |
| TERM LOAN (HPCC MERGER SUB INC) | Long | Loan | US | $33K | – | 0.00 |
| TERM LOAN (8TH AVE FOOD PROVISIONS INC) | Long | Loan | US | $16K | – | 0.00 |
| TERM LOAN B (PERATON CORP) | Long | Loan | US | $218K | – | 0.03 |
| TERM LOAN B (GAINWELL ACQUISITION CORP.) | Long | Loan | US | $212K | – | 0.03 |
| TERM LOAN B (STAR PARENT, INC.) | Long | Loan | US | $85K | – | 0.01 |
| TERM LOAN B (AMENTUM GOVT SERVI HOLDGS LLC) | Long | Loan | US | $68K | – | 0.01 |
| TERM LOAN B (BUZZ FINCO LLC) | Long | Loan | US | $62K | – | 0.01 |
| TERM LOAN B 1 (WILLIAM MORRIS ENDEAVOR ENTMT) | Long | Loan | US | $216K | – | 0.03 |
| TERM LOAN B 1 (EAGLEVIEW TECHNOLOGY CORP) | Long | Loan | US | $196K | – | 0.03 |
| TERM LOAN N (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $124K | – | 0.02 |
| TTN 2021 MHC E 144A (TTAN) | Long | ABS-other | US | $1M | – | 0.14 |
| USD TERM LOAN (ZAYO GROUP HOLDINGS INC) | Long | Loan | US | $246K | – | 0.03 |
| USD TERM LOAN B (GTCR W MERGER SUB LLC) | Long | Loan | US | $166K | – | 0.02 |
| VDC 2020 1A A2 144A (VANTAGE DATA CENTERS LLC) | Long | ABS-other | US | $1M | – | 0.14 |
| VOLT 2021 CF1 A1 144A (VERICREST OPPORTUNITY LOAN TRA) | Long | ABS-other | US | $2M | – | 0.25 |
| WAMU 2005 AR2 2A1A (WAMU MORTGAGE PASS THROUGH CER) | Long | ABS-other | US | $381K | – | 0.05 |
| WAMU 2006 AR12 1A4 (WAMU MORTGAGE PASS THROUGH CER) | Long | ABS-other | US | $3M | – | 0.43 |
| WFMBS 2007 AR3 A4 (WELLS FARGO MORTGAGE BACKED SE) | Long | ABS-other | US | $547K | – | 0.08 |
| WMALT 2005 7 4CB (WASHINGTON MUTUAL MORTGAGE PAS) | Long | ABS-other | US | $2M | – | 0.22 |
| XCBT 20240919 (US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XEUR 20240906 (EURO-BOBL FUTURE SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XEUR 20240906 (EURO-BUND FUTURE SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XEUR 20240906 (EURO-BUXL 30Y BND SEP24) | Derivative-interest rate | DE | $0 | – | – |
Address
MASSMUTUAL SELECT FUNDS
1295 State Street
Springfield
Massachusetts
01111-0001
United States of America
Websites
Directors
Susan B. Sweeney
Maria D. Furman
Allan W. Blair
Nabil N. El-Hage
C. Ann Merrifield
Clifford M. Noreen
Michael R. Fanning
R. Bradford Malt
Cynthia R. Plouche
Jason J. Price
Paul LaPiana
Transfer Agents
State Street Bank and Trust Company
Pricing Services
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
PricingDirect Inc.
StatPro Canada Inc.
S&P Global, Inc.
Refinitiv US LLC
Virtu Financial, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
MML Investment Advisers, LLC
Admins
MML Investment Advisers, LLC
State Street Bank and Trust Company
Massachusetts Mutual Life Insurance Company
Brokers
N/A