Mutual Fund Database

Fidelity Group of Funds > Fidelity Merrimack Street Trust

Fidelity Total Bond ETF

Exchange-Traded Fund
Series ID: S000042567
LEI: 549300VK0I6RC7ZFUM07
SEC CIK: 1562565
$3.29B Avg Monthly Net Assets
$12.71B Total Assets
$3.26B Total Liabilities
$9.45B Net Assets
Fidelity Total Bond ETF is an Exchange-Traded Fund in Fidelity Merrimack Street Trust from Fidelity Group of Funds, based in Massachusetts, United States of America. The fund has one share class and monthly net assets of $3.29B. On July 26th, 2024 it reported 3,853 holdings, the largest being Fidelity Revere Street Trust (4.7%), FNMA/FHLG TBA ISSUER (3.7%) and UNITED STATES TREASURY BOND (3.5%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Exchange Ticker Monthly Returns (2 years)
Fidelity Total Bond ETF C000131659 ARCX FBND May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 244.63% (Max)-4.41% (Min)

Holdings

From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
1-800 CONTACTS TERM B 1LN 11/08/2027 (CNT HOLDINGS I CORP) Long Loan US $944K – 0.01
1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $535K – 0.01
1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $562K – 0.01
1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $2M – 0.02
1011778 BC ULC/NEW RED FIN INC 5.75% 04/15/2025 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) Long Debt CA $129K – 0.00
1375209 BC LTD 9% 01/30/2028 144A Long Debt CA $926K – 0.01
180 MEDICAL INC 3.875% 10/15/2029 144A Long Debt US $562K – 0.01
A-GAS TERM B 1LN 12/14/2029 (A-GAS FINCO INC) Long Loan US $520K – 0.01
AADVANTAGE TERM B 1LN 04/20/2028 (AADVANTAGE LOYALTY IP LTD) Long Loan KY $556K – 0.01
AASET 2018-1A A 3.844% 1/38 144A (AASET 2018-1 TR) Long ABS-collateralized bond/debt obligation US $155K – 0.00
AASET 2019-1 TRUST 3.844% 05/15/2039 144A Long ABS-collateralized bond/debt obligation US $49K – 0.00
AASET 2019-2 B TR 4.458% 10/16/2039 144A (AASET 2019-2 TR) Long ABS-collateralized bond/debt obligation US $108K – 0.00
AASET 2019-2 TR 3.376% 10/16/2039 144A Long ABS-collateralized bond/debt obligation US $385K – 0.00
AASET 2021-1 TR 2.95% 11/16/2041 144A Long ABS-collateralized bond/debt obligation US $983K – 0.01
AASET 2021-2 TR 2.798% 01/15/2047 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
AASET 2022-1 LTD 6% 05/16/2047 144A Long ABS-collateralized bond/debt obligation KY $8M – 0.09
ABN AMRO BANK NV 3.875% 01/15/2032 REGS Long Debt NL $1M – 0.01
ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A Long Debt AE $213K – 0.00
ABU DHABI NATL ENERGY CO PJSC 4.696% 04/24/2033 144A Long Debt AE $384K – 0.00
ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A Long Debt AE $79K – 0.00
ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A Long Debt AE $556K – 0.01
ACADEMY SPORTS and OUTDOORS TERM B 1LN 11/06/2027 (ACADEMY LTD) Long Loan US $107K – 0.00
ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A Long Debt NG $413K – 0.00
ACRISURE LLC / ACRISURE FINANCE INC 4.25% 02/15/2029 144A Long Debt US $546K – 0.01
ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A Long Debt US $547K – 0.01
ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A Long Debt US $221K – 0.00
ACRISURE TERM B 1LN 02/13/2027 (ACRISURE LLC) Long Loan US $4M – 0.04
ACRISURE TERM B 1LN 02/15/2027 (ACRISURE LLC) Long Loan US $620K – 0.01
ACRISURE TERM B5 1LN 11/06/2030 (ACRISURE LLC) Long Loan US $512K – 0.01
ACUREN TERM B 1LN 1/23/2027 (ROCKWOOD SERVICE CORPORATION) Long Loan US $203K – 0.00
ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A Long Debt US $1M – 0.01
ADAPTHEALTH LLC 5.125% 03/01/2030 144A Long Debt US $943K – 0.01
ADARO INDONESIA PT 4.25% 10/31/2024 144A Long Debt ID $296K – 0.00
ADECOAGRO SA 6% 09/21/2027 144A Long Debt LU $271K – 0.00
ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS Long Debt GB $1M – 0.01
ADS TACTICAL TERM B 1LN 03/19/2026 (ADS TACTICAL INC) Long Loan US $467K – 0.00
ADT SECURITY CORP/THE 4.125% 08/01/2029 144A Long Debt US $378K – 0.00
ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A Long Debt US $1M – 0.01
ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A Long Debt US $1M – 0.01
ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027 (ADVANTAGE SALES and MARKETING INC DEL) Long Loan US $825K – 0.01
AERCAP GLOBAL AVIATION TR 6.5%/VAR 06/15/2045 144A Long Debt US $155K – 0.00
AERCAP HOLDINGS NV 5.875/VAR 10/10/2079 Long Equity-preferred NL $2M – 0.02
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 Long Debt IE $672K – 0.01
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 Long Debt IE $888K – 0.01
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 Long Debt IE $2M – 0.02
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 Long Debt IE $921K – 0.01
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026 Long Debt IE $271K – 0.00
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.1% 01/19/2029 Long Debt IE $7M – 0.08
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028 Long Debt IE $12M – 0.13
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 Long Debt IE $2M – 0.03
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 Long Debt IE $608K – 0.01
AES CORP 2.45% 01/15/2031 Long Debt US $39M – 0.41
AES CORP 3.3% 07/15/2025 144A Long Debt US $2M – 0.02
AES CORP 3.95% 07/15/2030 144A Long Debt US $2M – 0.02
AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025 Long Debt US $26K – 0.00
AFFINITY GAMING LLC 6.875% 12/15/2027 144A Long Debt US $264K – 0.00
AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
AGPS BONDCO PLC 4.625%/VAR 01/14/2026 REGS Long Debt GB $225K – 0.00
AHEAD DB HOLDINGS LLC 6.625% 05/01/2028 144A Long Debt US $352K – 0.00
AHEAD TERM B 1LN 01/24/2031 (AHEAD DB HOLDINGS LLC) Long Loan US $311K – 0.00
AHEAD TERM B 1LN 02/03/2031 (AHEAD DB HOLDINGS LLC) Long Loan US $120K – 0.00
AHLSTROM-MUNKSJO TERM 1LN 02/04/2028 (AHLSTROM-MUNKSJO OYJ) Long Loan FI $247K – 0.00
AIA GROUP LTD 3.2% 09/16/2040 144A Long Debt HK $453K – 0.00
AIB GROUP PLC 2.25%/VAR 04/04/2028 REGS Long Debt IE $1M – 0.02
AIB GROUP PLC 5.25/VAR 10/23/2031 REGS Long Debt IE $2M – 0.02
AIB GROUP PLC 6.25%/VAR PERP REGS Long Equity-preferred IE $298K – 0.00
AIB GROUP PLC 6.608%/VAR 09/13/2029 144A Long Debt IE $344K – 0.00
AIMCO 2019 TSFR3M+141 07/22/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.04
AIMCO CLO 11 LTD TSFR3M+139.161 10/17/2034 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.03
AIMCO CLO 21 LTD / AIMCO CLO 21 LLC TSFR3M+0 04/18/2037 144A Long ABS-collateralized bond/debt obligation JE $4M – 0.05
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A Long ABS-collateralized bond/debt obligation JE $9M – 0.10
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC TSFR3M+150 04/16/2037 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
AIMCO CLO SERIE 2015-AA AR2 TSFR3M+140.161 10/17/2034 144A (AIMCO CLO SERIES 2015-A) Long ABS-collateralized bond/debt obligation KY $3M – 0.03
AIR CANADA INC 3.875% 08/15/2026 144A Long Debt CA $294K – 0.00
AIR CANADA TERM B 1LN 03/21/2031 (AIR CANADA INC) Long Loan CA $342K – 0.00
AIR LEASE CORP 3.375% 07/01/2025 Long Debt US $1M – 0.01
AIR LEASE CORP 4.125/VAR PERP Long Equity-preferred US $568K – 0.01
AIRCASTLE LTD 5.25/VAR PERP 144A Long Equity-preferred BM $1M – 0.01
AIT WORLDWIDE LOGISTICS TERM 1LN 04/06/2028 (AIT WORLDWIDE LOGISTICS HOLDINGS INC) Long Loan US $380K – 0.00
AKUMIN INC 8% 08/01/2028 144A Long Debt US $220K – 0.00
ALABAMA POWER CO 3.05% 03/15/2032 (ALABAMA POWER and LIGHT) Long Debt US $1M – 0.02
ALARM.COM HOLDINGS INC CONV 2.25% 06/01/2029 144A Long Debt US $89K – 0.00
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A Long Debt US $1M – 0.01
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A Long Debt US $448K – 0.00
ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A Long Debt NL $3M – 0.03
ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030 (ALEXANDRIA REAL ESTATE EQUITIES INC) Long Debt US $649K – 0.01
ALI GROUP TERM B 1LN 07/22/2029 (ALI GROUP NORTH AMERICA CORP) Long Loan US $859K – 0.01
ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031 Long Debt KY $165K – 0.00
ALIGHT SOLUTIONS TERM B 1LN 08/31/2028 (TEMPO ACQUISITION LLC) Long Loan US $299K – 0.00
ALIGNED DATA CENTERS ISSUER LLC 6.5% 11/16/2048 144A Long ABS-collateralized bond/debt obligation US $252K – 0.00
ALIGNED DATA CENTERS ISSUER LLC 6% 08/17/2048 144A Long ABS-collateralized bond/debt obligation US $326K – 0.00
ALLEGRO CLO LTD TSFR3M+140.161 07/20/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
ALLEGRO CLO XIV LTD TSFR3M+142.161 10/15/2034 144A (ALLEGRO CLO XIV LTD / ALLEGRO CLO XIV LLC) Long ABS-collateralized bond/debt obligation KY $5M – 0.05
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A Long ABS-collateralized bond/debt obligation XX $1M – 0.02
ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC 10.5% 02/15/2028 144A Long Debt US $181K – 0.00
ALLIANCE LAUNDRY TERM B 1LN 10/08/2027 (ALLIANCE LAUNDRY SYSTEMS LLC) Long Loan US $219K – 0.00
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A Long Debt US $260K – 0.00
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A Long Debt US $2M – 0.02
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A Long Debt US $441K – 0.00
ALLIANT HOLDINGS TERM B6 1LN 11/06/2030 (ALLIANT HLDGS INTERMEDIATE LLC) Long Loan US $1M – 0.01
ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A Long Debt US $1M – 0.01
ALLIED UNIVERSAL TERM B 1LN 05/14/2028 (ALLIED UNIVERSAL HOLDCO LLC) Long Loan US $3M – 0.03
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) Long Debt US $726K – 0.01
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) Long Debt US $2M – 0.02
ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.03
ALLY FINANCIAL 4.7/VAR INC PERP (ALLY FINANCIAL INC) Long Equity-preferred US $370K – 0.00
ALLY FINL INC 4.7%/VAR PERP (ALLY FINANCIAL INC) Long Equity-preferred US $1M – 0.01
ALLY FINL INC 4.75% 06/09/2027 (ALLY FINANCIAL INC) Long Debt US $2M – 0.03
ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) Long Debt US $5M – 0.05
ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) Long Debt US $831K – 0.01
ALLY FINL INC 6.7% 02/14/2033 (ALLY FINANCIAL INC) Long Debt US $2M – 0.02
ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) Long Debt US $25M – 0.26
ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) Long Debt US $6M – 0.06
ALTER DOMUS TERM B 1LN 05/14/2031 (CHRYSAOR BIDCO SARL) Long Loan LU $205K – 0.00
ALTER DOMUS TERM B-DD 1LN 05/14/2031 (CHRYSAOR BIDCO SARL) Long Loan LU $15K – 0.00
ALTERRA MOUNTAIN TERM 1LN 08/17/2028 (ALTERRA MOUNTAIN COMPANY) Long Loan US $496K – 0.01
ALTICE FINANCING TERM B 1LN 10/31/2027 (ALTICE FING SA) Long Loan LU $738K – 0.01
ALTICE FING SA 5.75% 08/15/2029 144A Long Debt LU $2M – 0.02
ALTICE FING SA 5% 01/15/2028 144A Long Debt LU $39K – 0.00
ALTICE FRANCE HOLDING SA 10.5% 05/15/2027 144A Long Debt LU $20K – 0.00
ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A Long Debt LU $303K – 0.00
ALTICE FRANCE SA 5.125% 01/15/2029 144A Long Debt FR $348K – 0.00
ALTICE FRANCE SA 5.125% 07/15/2029 144A Long Debt FR $2M – 0.02
ALTICE FRANCE SA 5.5% 01/15/2028 144A Long Debt FR $2M – 0.02
ALTICE FRANCE SA 5.5% 10/15/2029 144A Long Debt FR $335K – 0.00
ALTICE USA TERM B6 1LN 01/18/2028 (CSC HOLDINGS LLC) Long Loan US $1M – 0.01
ALTRIA GROUP INC 3.875% 09/16/2046 Long Debt US $509K – 0.01
ALTRIA GROUP INC 4.25% 08/09/2042 Long Debt US $356K – 0.00
ALTRIA GROUP INC 4.5% 05/02/2043 Long Debt US $237K – 0.00
ALTRIA GROUP INC 4.8% 02/14/2029 Long Debt US $84K – 0.00
ALTRIA GROUP INC 5.95% 02/14/2049 Long Debt US $293K – 0.00
AMAWATERWAYS TERM B 1LN 04/14/2031 (LC AHAB US BIDCO LLC) Long Loan US $341K – 0.00
AMENTUM TERM B 1LN 02/15/2029 (AMENTUM GOVERNMENT SERVICES HOLDINGS LLC) Long Loan US $2M – 0.02
AMER SPORTS CO 6.75% 02/16/2031 144A Long Debt US $1M – 0.02
AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A Long Debt US $2M – 0.02
AMERICAN AIRLINES INC 7.25% 02/15/2028 144A Long Debt US $1M – 0.01
AMERICAN AIRLINES INC 8.5% 05/15/2029 144A Long Debt US $397K – 0.00
AMERICAN AIRLINES TERM B 1LN 06/04/2029 (AMERICAN AIRLINES INC) Long Loan US $843K – 0.01
AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 Long ABS-collateralized bond/debt obligation US $2M – 0.02
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031 Long Debt US $134K – 0.00
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 Long Debt US $763K – 0.01
AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034 Long Debt US $1M – 0.01
AMERICAN INTERNATIONAL GRP INC 3.4% 06/30/2030 (AMERICAN INTERNATIONAL GROUP INC) Long Debt US $2M – 0.02
AMERICAN ROCK SALT TERM 1LN 06/11/2028 (AMERICAN ROCK SALT CO LLC) Long Loan US $149K – 0.00
AMERICAN TOWER CORP 5.45% 02/15/2034 Long Debt US $247K – 0.00
AMERICAN TRAILER WORLD TERM B 1LN 03/05/2028 (AMERICAN TRAILER WORLD CORP) Long Loan US $458K – 0.00
AMERITEX HOLDCO INTERMEDIATE LLC 10.25% 10/15/2028 144A Long Debt US $84K – 0.00
AMGEN INC 5.25% 03/02/2030 Long Debt US $27M – 0.29
AMGEN INC 5.25% 03/02/2033 Long Debt US $4M – 0.04
AMGEN INC 5.6% 03/02/2043 Long Debt US $1M – 0.02
AMGEN INC 5.65% 03/02/2053 Long Debt US $703K – 0.01
AMGEN INC 5.75% 03/02/2063 Long Debt US $1M – 0.01
AMMC CLO XI LTD TSFR3M+127.161 04/30/2031 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
AMN HEALTHCARE 4% 04/15/2029 144A Long Debt US $294K – 0.00
AMPRION GMBH 3.625% 05/21/2031 REGS Long Debt DE $322K – 0.00
AMWINS GROUP INC 4.875% 06/30/2029 144A Long Debt US $2M – 0.02
AMWINS GROUP INC 6.375% 02/15/2029 144A Long Debt US $499K – 0.01
AMWINS TERM B 1LN 02/19/2028 (AMWINS GROUP INC) Long Loan US $1M – 0.01
AMYNTA TERM B 1LN 02/28/2028 (AMYNTA AGENCY BORROWER INC) Long Loan US $443K – 0.00
ANASTASIA BEVERLY HILLS TERM B 1LN 08/10/2025 (ANASTASIA PARENT LLC) Long Loan US $834K – 0.01
ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS Long Debt GB $184K – 0.00
ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS Long Debt GB $463K – 0.00
ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS Long Debt GB $821K – 0.01
ANGOLA REPUBLIC 8.25% 05/09/2028 144A Long Debt AO $881K – 0.01
ANGOLA REPUBLIC 8.75% 04/14/2032 144A Long Debt AO $447K – 0.00
ANGOLA REPUBLIC 9.375% 05/08/2048 144A Long Debt AO $72K – 0.00
ANGOLA REPUBLIC 9.5% 11/12/2025 144A Long Debt AO $235K – 0.00
ANGUS CHEMICAL TERM 1LN 11/24/2027 (ARUBA INVESTMENT HOLDINGS LLC) Long Loan US $123K – 0.00
ANGUS CHEMICAL TERM 2LN 11/24/2028 (ARUBA INVESTMENT HOLDINGS LLC) Long Loan US $106K – 0.00
ANGUS CHEMICAL TERM B 1LN 11/24/2027 (ARUBA INVESTMENT HOLDINGS LLC) Long Loan US $979K – 0.01
ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $549K – 0.01
ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $6M – 0.07
ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $575K – 0.01
ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $378K – 0.00
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $3M – 0.03
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $1M – 0.01
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) Long Debt US $475K – 0.01
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) Long Debt US $334K – 0.00
ANTICIMEX TERM B 1LN 11/16/2028 (ANTICIMEX GLOBAL AB) Long Loan SE $413K – 0.00
ANTICIMEX TERM B1 1LN 11/16/2028 (ANTICIMEX GLOBAL AB) Long Loan SE $1M – 0.01
ANTOFAGASTA PLC 2.375% 10/14/2030 144A Long Debt GB $617K – 0.01
ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A Long Debt US $624K – 0.01
API GROUP DE TERM B 1LN 01/03/2029 (API GROUP DE INC) Long Loan US $1M – 0.01
APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A Long ABS-collateralized bond/debt obligation US $186K – 0.00
APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A Long ABS-collateralized bond/debt obligation US $83K – 0.00
APPLIED SYSTEMS TERM B 1LN 02/24/2031 (APPLIED SYS INC) Long Loan US $873K – 0.01
APPLOVIN TERM B 1LN 08/19/2030 (APPLOVIN CORP) Long Loan US $1M – 0.01
APX GROUP INC 5.75% 07/15/2029 144A Long Debt US $930K – 0.01
APX GROUP INC 6.75% 02/15/2027 144A Long Debt US $418K – 0.00
ARAMARK SERVICES INC 5% 02/01/2028 144A Long Debt US $1M – 0.02
ARAMARK SERVICES INC 5% 04/01/2025 144A Long Debt US $273K – 0.00
ARAMARK TERM B-4 1LN 01/15/2027 (ARAMARK SERVICES INC) Long Loan US $500K – 0.01
ARCHKEY TERM B 1LN 06/30/2028 (ARCHKEY HOLDINGS INC) Long Loan US $429K – 0.00
ARCIS GOLF TERM B 1LN 11/24/2028 (ARCIS GOLF LLC) Long Loan US $280K – 0.00
ARCLIN TERM B 1LN 09/30/2028 (Arc Falcon I Inc) Long Loan US $2M – 0.02
ARCONIC TERM B 1LN 08/19/2030 (ARSENAL AIC PARENT LLC) Long Loan US $411K – 0.00
ARD FIN SA PIK VAR 06/30/2027 144A Long Debt LU $72K – 0.00
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A Long Debt US $1M – 0.01
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A Long Debt US $1M – 0.01
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A Long Debt IE $204K – 0.00
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 04/30/2025 144A Long Debt IE $842K – 0.01
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A Long Debt IE $62K – 0.00
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A Long Debt IE $53K – 0.00
ARES CAPITAL CORP 2.15% 07/15/2026 Long Debt US $6M – 0.07
ARES CAPITAL CORP 3.875% 01/15/2026 Long Debt US $2M – 0.02
ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A Long ABS-collateralized bond/debt obligation KY $7M – 0.07
ARES LIX CLO LTD 2021-59A A TSFR3M+129.161 04/25/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
ARES LN FDG V LTD TSFR3M+0 07/25/2037 144A Long ABS-collateralized bond/debt obligation JE $6M – 0.07
ARES LV CLO LTD 2020-55A A1R TSFR3M+139.161 07/15/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A (ARES LVIII CLO LTD / ARES LVIII CLO LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.02
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
ARGENTINA REPUBLIC OF 1% 07/09/2029 Long Debt AR $56K – 0.00
ARGENTINA REPUBLIC OF STEP 01/09/2038 Long Debt AR $562K – 0.01
ARGENTINA REPUBLIC OF STEP 07/09/2030 Long Debt AR $4M – 0.05
ARGENTINA REPUBLIC OF STEP 07/09/2035 Long Debt AR $2M – 0.02
ARGENTINA REPUBLIC OF STEP 07/09/2041 Long Debt AR $225K – 0.00
ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS Long Debt NL $2M – 0.03
ARGUS MEDIA TERM B 1LN 02/03/2031 (FLEET US BIDCO INC) Long Loan US $427K – 0.00
AROUNDTOWN SA 3.375%/VAR PERP REGS Long Equity-preferred LU $747K – 0.01
ARSENAL AIC PARENT LLC 8% 10/01/2030 144A Long Debt US $198K – 0.00
ARTERA SERVICES LLC 8.5% 02/15/2031 144A Long Debt US $3M – 0.04
ARTERA SERVICES TERM 1LN 02/10/2031 (ARTERA SERVICES LLC) Long Loan US $695K – 0.01
ASCEND LEARNING TERM 2LN 12/10/2029 (ASCEND LEARNING LLC) Long Loan US $2M – 0.02
ASCEND LEARNING TERM B 1LN 12/10/2028 (ASCEND LEARNING LLC) Long Loan US $5M – 0.05
ASGN INC 4.625% 05/15/2028 144A Long Debt US $339K – 0.00
ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A (ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO) Long Debt US $329K – 0.00
ASPIRE BAKERIES TERM B 1LN 12/23/2030 (ASPIRE BAKERIES HOLDINGS LLC) Long Loan US $202K – 0.00
ASPLUNDH TERM B 1LN 05/08/2031 (ASPLUNDH TREE EXPERT LLC) Long Loan US $691K – 0.01
ASSUREDPARTNERS INC 5.625% 01/15/2029 144A Long Debt US $800K – 0.01
ASSUREDPARTNERS INC 7.5% 02/15/2032 144A Long Debt US $527K – 0.01
ASSUREDPARTNERS TERM B5 1LN 02/14/2031 (ASSUREDPARTNERS INC) Long Loan US $2M – 0.02
ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A (ASTON MARTIN CAPITAL HOLDINGS LTD) Long Debt JE $733K – 0.01
ASTOUND/RADIATE TERM B 1LN 09/25/2026 (RADIATE HOLDCO LLC) Long Loan US $777K – 0.01
ASURION TERM B10 1LN 08/19/2028 (ASURION LLC) Long Loan US $491K – 0.01
ASURION TERM B4 2LN 01/20/2029 (ASURION LLC) Long Loan US $5M – 0.05
ASURION TERM B8 1LN 12/23/2026 (ASURION LLC) Long Loan US $4M – 0.04
ASURION TERM B9 1LN 07/31/2027 (ASURION LLC) Long Loan US $2M – 0.02
ASURION TERM LOAN B11 1LN 08/19/2028 (ASURION LLC) Long Loan US $1M – 0.01
AT and T INC 2.55% 12/01/2033 Long Debt US $5M – 0.05
AT and T INC 3.8% 12/01/2057 Long Debt US $3M – 0.03
AT and T INC 4.3% 02/15/2030 Long Debt US $300K – 0.00
AT and T INC 4.5% 03/09/2048 Long Debt US $8K – 0.00
AT and T INC 5.15% 11/15/2046 Long Debt US $461K – 0.00
ATHENAHEALTH TERM B 1LN 02/15/2029 (ATHENAHEALTH GROUP INC) Long Loan US $6M – 0.06
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A Long Debt US $8M – 0.09
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A Long Debt US $6M – 0.06
ATHLETICO PHYSICAL THERAPY TERM B 1LN 02/15/2029 (ACCELERATED HEALTH SYSTEMS LLC) Long Loan US $267K – 0.00
ATI INC 5.875% 12/01/2027 Long Debt US $614K – 0.01
ATI INC 7.25% 08/15/2030 Long Debt US $148K – 0.00
ATLAS AIR TERM B 1LN 03/17/2030 (RAND PARENT LLC) Long Loan US $189K – 0.00
ATP TOWER HOLDINGS LLC/ANDEAN TOWER PARTNERS COLOMBIA SAS/ANDEAN TELECOM PAR 4.05% 04/27/2026 144A (ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COLOMBIA SAS / ANDEAN TELECOM PAR) Long Debt US $525K – 0.01
AUNA SAA 10% 12/15/2029 144A Long Debt PE $205K – 0.00
AUST 10Y BOND FUT JUN24 XMM4 (SYDNEY FUTURES EXCHANGE LTD) Derivative-interest rate AU $-56K – -0.00
AUTHENTIC BRANDS TERM B1 1LN 12/21/2028 (ABG INTERMEDIATE HLDGS 2 LLC) Long Loan US $2M – 0.02
AUTONATION INC DEL 4.75% 06/01/2030 Long Debt US $121K – 0.00
AUTOZONE INC 4% 04/15/2030 Long Debt US $4M – 0.04
AVANTOR FUNDING INC 4.625% 07/15/2028 144A Long Debt US $692K – 0.01
AVANTOR TERM B6 1LN 11/08/2027 (AVANTOR FUNDING INC) Long Loan US $261K – 0.00
AVENTIV TERM 1LN 07/31/2025 (AVENTIV TECHNOLOGIES LLC) Long Loan US $820K – 0.01
AVENTIV TERM FLSO 1LN 07/31/2025 (AVENTIV TECHNOLOGIES LLC) Long Loan US $27K – 0.00
AVI-SPL TERM B 1LN 03/10/2027 (A and V HOLDINGS MIDCO LLC) Long Loan US $2M – 0.02
AVIENT TERM B8 1LN 08/29/2029 (AVIENT CORP) Long Loan US $67K – 0.00
AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A (AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC) Long Debt US $48K – 0.00
AVIS BUDGET TERM B 1LN 08/06/2027 (AVIS BUDGET CAR RENT LLC) Long Loan US $996K – 0.01
AVIS BUDGET TERM C 1LN 03/16/2029 (AVIS BUDGET CAR RENT LLC) Long Loan US $82K – 0.00
AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A Long Debt KY $11M – 0.11
AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A Long Debt KY $196K – 0.00
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A Long Debt KY $30M – 0.31
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A Long Debt KY $3M – 0.03
AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A Long Debt KY $318K – 0.00
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A Long Debt KY $3M – 0.03
AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A Long Debt NL $405K – 0.00
AXALTA COATING TERM B6 1LN 12/20/2029 (AXALTA COATING SYSTEMS US HOLDINGS INC) Long Loan US $73K – 0.00
AXIAN TELECOM 7.375% 02/16/2027 144A Long Debt MU $384K – 0.00
AYDEM YENILENEBILIR ENERJI AS 7.75% 02/02/2027 144A Long Debt TR $291K – 0.00
AZUL SECURED FINANCE LLP 11.5% 05/28/2029 144A Long Debt US $510K – 0.01
AZUL SECURED FINANCE LLP 11.93% 08/28/2028 144A Long Debt US $303K – 0.00
AZZ TERM B 1LN 05/13/2029 (AZZ INC) Long Loan US $416K – 0.00
BA CR CARD TR 4.79% 05/15/2028 Long ABS-collateralized bond/debt obligation US $2M – 0.02
BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR TSFR3M+141.161 10/15/2036 144A Long ABS-collateralized bond/debt obligation KY $989K – 0.01
BACM 2016-UBS10 CSTR 06/49 (BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10) Long ABS-mortgage backed security US $1M – 0.01
BAHAMAS COMWLTH 6% 11/21/2028 144A Long Debt BS $130K – 0.00
BAHRAIN KINGDOM 5.625% 05/18/2034 144A Long Debt BH $285K – 0.00
BAHRAIN KINGDOM 7.5% 02/12/2036 144A Long Debt BH $408K – 0.00
BAKELITE TERM 1LN 05/29/2029 (BAKELITE US HOLDCO INC) Long Loan US $498K – 0.01
BALL CORP 6% 06/15/2029 Long Debt US $881K – 0.01
BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A Long ABS-mortgage backed security US $446K – 0.00
BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A Long ABS-mortgage backed security US $94K – 0.00
BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A Long ABS-mortgage backed security US $165K – 0.00
BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A Long ABS-mortgage backed security US $3M – 0.03
BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A Long ABS-mortgage backed security US $307K – 0.00
BANCO BILBAO VIZ ARGENTARIA SA 6.1%/VAR 03/13/2035 (BANCO BILBAO VIZCAYA ARGENTARIA S.A) Long Debt ES $1M – 0.01
BANCO DE CREDITO E INVERSIONES 8.75%/VAR 12/31/2199 144A Long Equity-preferred CL $314K – 0.00
BANCO DEL ESTADO DE CHILE 7.95%/VAR PERP 144A Long Equity-preferred CL $242K – 0.00
BANCO DO BRASIL CAYMAN ISLAND BRH 6% 03/18/2031 144A (BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH) Long Debt KY $454K – 0.00
BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A (BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH) Long Equity-preferred KY $302K – 0.00
BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 6.75%/VAR PERP 144A (BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH) Long Equity-preferred KY $368K – 0.00
BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 7.625%/VAR PERP 144A (BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH) Long Equity-preferred KY $704K – 0.01
BANK 2017-BNK9 A4 3.538% 11/15/2054 Long ABS-mortgage backed security US $3M – 0.03
BANK 2017-BNKS 3.131% 06/15/2060 Long ABS-mortgage backed security US $4M – 0.04
BANK 2017-BNKS 3.179% 06/15/2060 Long ABS-mortgage backed security US $2M – 0.02
BANK 2017-BNKS 3.39% 06/15/2060 Long ABS-mortgage backed security US $2M – 0.02
BANK 2018-BNK10 3.641% 02/15/2061 Long ABS-mortgage backed security US $649K – 0.01
BANK 2018-BNK10 3.688% 02/15/2061 Long ABS-mortgage backed security US $3M – 0.03
BANK 2018-BNK10 VAR 02/15/2061 Long ABS-mortgage backed security US $378K – 0.00
BANK 2018-BNK14 4.185% 09/15/2060 Long ABS-mortgage backed security US $261K – 0.00
BANK 2018-BNK14 4.231% 09/15/2060 Long ABS-mortgage backed security US $2M – 0.02
BANK 2019 2.846% 12/15/2052 Long ABS-mortgage backed security US $279K – 0.00
BANK 2019-BN21 A5 2.851% 10/17/2052 (BANK 2019-BNK21) Long ABS-mortgage backed security US $97K – 0.00
BANK 2019-BNK19 3.071% 08/15/2061 Long ABS-mortgage backed security US $1M – 0.01
BANK 2019-BNK20 2.933% 09/15/2062 Long ABS-mortgage backed security US $93K – 0.00
BANK 2020-BNK30 2.91823% 12/15/2053 Long ABS-mortgage backed security US $3M – 0.03
BANK 2021-BNK33 2.893% 05/15/2064 Long ABS-mortgage backed security US $406K – 0.00
BANK 2021-BNK33 VAR 05/15/2064 Long ABS-mortgage backed security US $472K – 0.01
BANK 2022-BNK44 5.746245% 11/15/2055 Long ABS-mortgage backed security US $7M – 0.08
BANK 2023-BNK45 B VAR 02/15/2056 Long ABS-mortgage backed security US $305K – 0.00
BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A Long Debt PL $684K – 0.01
BANK GOSPODARSTWA KRAJOWEGO 6.25% 10/31/2028 144A Long Debt PL $205K – 0.00
BANK IRELAND GROUP PLC 4.6250%/VAR 11/13/2029 REGS (BANK OF IRELAND GROUP PLC) Long Debt IE $445K – 0.00
BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) Long Debt IE $1M – 0.01
BANK OF AMERICA CORP 6.25%/VAR PERP (BANK OF AMERICA CORPORATION) Long Equity-preferred US $329K – 0.00
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 Long Debt US $3M – 0.04
BANK OF AMERICA CORPORATION 2.592/VAR 04/29/2031 Long Debt US $2M – 0.03
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028 Long Debt US $105M – 1.11
BANK OF AMERICA CORPORATION 4.2% 08/26/2024 Long Debt US $159K – 0.00
BANK OF AMERICA CORPORATION 4.25% 10/22/2026 Long Debt US $3M – 0.03
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 Long Debt US $19M – 0.20
BANK OF AMERICA CORPORATION 5.875%/VAR PERP Long Equity-preferred US $1M – 0.01
BANK5 2023-5YR1 6.26% 04/15/2056 Long ABS-mortgage backed security US $204K – 0.00
BANK5 2023-5YR3 6.724% 09/15/2056 Long ABS-mortgage backed security US $1M – 0.01
BANK5 2023-5YR3 AS 7.293% 09/15/2056 Long ABS-mortgage backed security US $528K – 0.01
BANK5 2023-5YR4 C CSTR 12/15/2056 Long ABS-mortgage backed security US $313K – 0.00
BARBADOS GOVT OF 6.5% 10/01/2029 144A Long Debt BB $261K – 0.00
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027 Long Debt GB $8M – 0.08
BARCLAYS PLC (UNGTD) 2.645/VAR 06/24/2031 Long Debt GB $4M – 0.04
BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS Long Debt GB $3M – 0.03
BARCLAYS PLC (UNGTD) 7.125/VAR PERP Long Equity-preferred GB $391K – 0.00
BARCLAYS PLC (UNGTD) 7.437%/VAR 11/02/2033 Long Debt GB $1M – 0.02
BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS Long Debt GB $269K – 0.00
BARCLAYS PLC 5.69%/VAR 03/12/2030 Long Debt GB $4M – 0.04
BARCLAYS PLC 5.829%/VAR 05/09/2027 Long Debt GB $3M – 0.03
BARCLAYS PLC 6.224%/VAR 05/09/2034 Long Debt GB $5M – 0.05
BARCLAYS PLC 6.41% 09/13/2029 Long Debt GB $13M – 0.14
BARINGS CLO LTD 2020-IV TSFR3M+148.161 01/20/2032 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.02
BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
BAT CAPITAL CORP 4.7% 04/02/2027 Long Debt US $3M – 0.03
BAT CAPITAL CORP 4.906% 04/02/2030 Long Debt US $14M – 0.14
BAT CAPITAL CORP 5.282% 04/02/2050 Long Debt US $1M – 0.01
BAT CAPITAL CORP 5.834% 02/20/2031 Long Debt US $1M – 0.01
BAT CAPITAL CORP 6.421% 08/02/2033 Long Debt US $556K – 0.01
BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS (BAT INTERNATIONAL FINANCE PLC) Long Debt GB $1M – 0.01
BATH and BODY WORKS INC 6.625% 10/01/2030 144A Long Debt US $1M – 0.01
BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A Long Debt CA $623K – 0.01
BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A Long Debt CA $282K – 0.00
BAUSCH HEALTH COS INC 5.5% 11/01/2025 144A Long Debt CA $2M – 0.02
BAYER AG 4.625% 05/26/2033 REGS Long Debt DE $409K – 0.00
BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029 (DISCOVERY PURCHASER CORP) Long Loan US $3M – 0.03
BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) Long Debt US $2M – 0.02
BAYER US FIN LLC 6.375% 11/21/2030 144A Long Debt US $1M – 0.01
BAYER US FIN LLC 6.5% 11/21/2033 144A Long Debt US $1M – 0.02
BAYTEX ENERGY CORP 7.375% 03/15/2032 144A Long Debt CA $470K – 0.00
BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 Long ABS-mortgage backed security US $2M – 0.02
BBCMS MTG TR 2020-C7 2.444% 04/15/2053 Long ABS-mortgage backed security US $169K – 0.00
BBCMS MTG TR 2020-C7 B 3.152% 04/15/2053 Long ABS-mortgage backed security US $181K – 0.00
BBCMS MTG TR 2022-C16 4.6% 06/15/2055 Long ABS-mortgage backed security US $273K – 0.00
BBCMS MTG TR 2022-C17 4.889% 09/15/2055 Long ABS-mortgage backed security US $229K – 0.00
BBCMS MTG TR 2023-5C23 VAR 12/15/2056 Long ABS-mortgage backed security US $525K – 0.01
BBCMS MTG TR 2023-C22 7.363626% 11/15/2056 Long ABS-mortgage backed security US $825K – 0.01
BBCMS MTG TR 2024-5C25 5.946% 03/15/2057 Long ABS-mortgage backed security US $2M – 0.02
BBCMS MTG TR 2024-C24 B 5.718% 02/15/2057 Long ABS-mortgage backed security US $137K – 0.00
BBCMS MTG TR 2024-C24 C 6% 02/15/2057 Long ABS-mortgage backed security US $58K – 0.00
BBCMS MTG TR 2024-C26 C 6% 05/15/2057 Long ABS-mortgage backed security US $243K – 0.00
BBCMS TRUST 2021-C10 ASB 2.268% 07/15/2054 Long ABS-mortgage backed security US $443K – 0.00
BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA BANCOMER 5.125/VAR 01/18/2033 144A (BBVA BANCOMER SA TEXAS BRANCH) Long Equity-preferred US $461K – 0.00
BBVA BANCOMER SA TEXAS BRH 8.45% 06/29/2038 144A (BBVA BANCOMER SA TEXAS BRANCH) Long Equity-preferred US $420K – 0.00
BCP RENAISSANCE TERM B 1LN 10/31/2028 (BCP RENAISSANCE PARENT LLC) Long Loan US $100K – 0.00
BEACON ROOFING SUPPLY INC 6.5% 08/01/2030 144A Long Debt US $270K – 0.00
BEAZER HOMES USA INC 7.5% 03/15/2031 144A Long Debt US $564K – 0.01
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A Long ABS-collateralized bond/debt obligation KY $20M – 0.22
BELLRING BRANDS INC 7% 03/15/2030 144A Long Debt US $327K – 0.00
BELRON TERM B 1LN 04/13/2029 (BELRON FINANCE US LLC) Long Loan US $105K – 0.00
BENCHMARK 2019-B10 MORTGAGE TRUST 3.615% 03/15/2062 (BENCHMARK 2019-B10 MTG TR) Long ABS-mortgage backed security US $465K – 0.00
BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052 Long ABS-mortgage backed security US $888K – 0.01
BENCHMARK 2020-B21 MTG TR 2.2543% 12/17/2053 Long ABS-mortgage backed security US $431K – 0.00
BENCHMARK 2021-B27 C MTG TR CSTR 7/15/2054 (BENCHMARK 2021-B27 MTG TR) Long ABS-mortgage backed security US $237K – 0.00
BENCHMARK 2021-B28 MTG TR 1.9804% 08/15/2054 Long ABS-mortgage backed security US $4M – 0.04
BENCHMARK 2021-B29 B MORTGAGE TRUST 2.4534% 09/15/2054 (BENCHMARK 2021-B29 MORTGAGE TRUST) Long ABS-mortgage backed security US $444K – 0.00
BENCHMARK 2021-B29 MORTGAGE TRUST 2.205% 09/15/2054 Long ABS-mortgage backed security US $10M – 0.11
BENCHMARK 2022-B35 MTG TR VAR 05/15/2055 Long ABS-mortgage backed security US $407K – 0.00
BENCHMARK 2023-B40 MTG TR 6.5945% 12/15/2056 Long ABS-mortgage backed security US $527K – 0.01
BENCHMARK 2023-V2 MORTGAGE TRUST 6.5374% 05/15/2055 Long ABS-mortgage backed security US $510K – 0.01
BENCHMARK 2023-V3 MTG TR 6.3629% 07/15/2056 Long ABS-mortgage backed security US $103K – 0.00
BENCHMARK 2023-V4 MTG TR 7.709073% 11/15/2056 Long ABS-mortgage backed security US $262K – 0.00
BENCHMARK 2023-V4 MTG TR 7.709073% 11/15/2056 Long ABS-mortgage backed security US $257K – 0.00
BENCHMARK 2024-V5 C MTG TR VAR 01/10/2057 (BENCHMARK 2024-V5 MTG TR) Long ABS-mortgage backed security US $135K – 0.00
BENCHMARK 2024-V5 MTG TR 6.0594% 01/10/2057 Long ABS-mortgage backed security US $636K – 0.01
BENCHMARK 2024-V6 MTG TR 5.92554% 03/15/2029 Long ABS-mortgage backed security US $2M – 0.02
BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051 (BENCHMARK 2018-B4 MTG TR) Long ABS-mortgage backed security US $120K – 0.00
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 Long Debt US $2M – 0.02
BERLIN PACKAGING TERM B 1LN 03/11/2028 (BERLIN PACKAGING LLC) Long Loan US $3M – 0.03
BERLIN PACKAGING TERM B 1LN 03/11/2028 (BERLIN PACKAGING LLC) Long Loan US $498K – 0.01
BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A Long Debt BM $856K – 0.01
BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A Long Debt BM $192K – 0.00
BERRY GLOBAL INC 4.875% 07/15/2026 144A Long Debt US $79K – 0.00
BERRY GLOBAL TERM AA 1LN 07/01/2029 (BERRY GLOBAL INC) Long Loan US $455K – 0.00
BETHP 2021 TSFR3M+139.161 01/15/2035 144A Long ABS-collateralized bond/debt obligation US $1M – 0.02
BGIS TERM 1LN 05/31/2028 (BIFM CA BUYER INC) Long Loan CA $467K – 0.00
BIMBO BAKERIES USA INC 5.375% 01/09/2036 144A Long Debt US $679K – 0.01
BIMBO BAKERIES USA INC 6.4% 01/15/2034 144A Long Debt US $210K – 0.00
BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A (BINOM SECURITIZATION TRUST 2021) Long ABS-collateralized bond/debt obligation US $920K – 0.01
BJ'S TERM B 1LN 02/03/2029 (BJS WHOLESALE CLUB INC) Long Loan US $129K – 0.00
BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A (BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA) Long ABS-collateralized bond/debt obligation KY $153K – 0.00
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 Long Debt US $7M – 0.07
BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS Long Debt US $1M – 0.01
BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 Long Debt US $7M – 0.07
BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) Long Debt LU $2M – 0.02
BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) Long Debt LU $2M – 0.02
BLOCK INC 3.5% 06/01/2031 Long Debt US $2M – 0.02
BLOCK INC 6.5% 05/15/2032 144A Long Debt US $1M – 0.01
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) Long ABS-mortgage backed security US $3M – 0.03
BLP COML MTG 2024-INDS TSFR1M+269.022 03/15/2041 144A Long ABS-mortgage backed security US $499K – 0.01
BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A (BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP) Long Debt US $197K – 0.00
BMO 2022-C3 MTG TR 22-C3 ASB VAR 09/15/2054 Long ABS-mortgage backed security US $3M – 0.03
BMO 2023-5C2 MORTGAGE TRUST CSTR 11/15/2056 Long ABS-mortgage backed security US $347K – 0.00
BMO 2023-C4 MTG TR CSTR 02/15/2056 Long ABS-mortgage backed security US $697K – 0.01
BMO 2023-C7 B MTG TR CSTR 12/15/2056 (BMO 2023-C7 MTG TR) Long ABS-mortgage backed security US $473K – 0.01
BMO 2024-5C3 MTG TR VAR 02/15/2057 Long ABS-mortgage backed security US $627K – 0.01
BMO 2024-5C3 MTG TR VAR 02/15/2057 Long ABS-mortgage backed security US $202K – 0.00
BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A Long ABS-mortgage backed security US $2M – 0.02
BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A Long ABS-mortgage backed security US $2M – 0.02
BNP PARIBAS 2.159/VAR 09/15/2029 144A Long Debt FR $1M – 0.01
BNP PARIBAS 2.219%/VAR 06/09/2026 144A Long Debt FR $4M – 0.04
BNP PARIBAS 2.50%/VAR 03/31/2032 REGS Long Debt FR $2M – 0.02
BNP PARIBAS 4.125% 05/24/2033 REGS Long Debt FR $676K – 0.01
BNPI SWAP CDS 06/20/29 ASSGEN B (BNP PARIBAS) Derivative-credit FR $597.2 – 0.00
BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) Derivative-credit FR $-13K – -0.00
BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) Derivative-credit FR $-20K – -0.00
BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) Derivative-credit FR $-20K – -0.00
BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) Derivative-credit FR $-26K – -0.00
BNPI SWAP CDS 06/20/29 HEIGR B (BNP PARIBAS) Derivative-credit FR $-89K – -0.00
BNPI SWAP CDS 06/20/29 HEIGR B (BNP PARIBAS) Derivative-credit FR $-201K – -0.00
BOAM SWAP PAY 3.69 03/27/2029 (BANK OF AMERICA, N.A.) Derivative-interest rate US $521K – 0.01
BOAM SWAP PAY 3.94 05/10/2029 (BANK OF AMERICA, N.A.) Derivative-interest rate US $228K – 0.00
BOAM SWAP PAY 4.05% 04/23/2029 (BANK OF AMERICA, N.A.) Derivative-interest rate US $1M – 0.01
BOAM SWAP REC 3.69 03/27/2029 (BANK OF AMERICA, N.A.) Derivative-interest rate US $412K – 0.00
BOAM SWAP REC 3.94 05/10/2029 (BANK OF AMERICA, N.A.) Derivative-interest rate US $227K – 0.00
BOAM SWAP REC 4.05 04/23/2029 (BANK OF AMERICA, N.A.) Derivative-interest rate US $1M – 0.01
BOEING CO 3.55% 03/01/2038 Long Debt US $458K – 0.00
BOEING CO 5.15% 05/01/2030 Long Debt US $22M – 0.23
BOEING CO 5.705% 05/01/2040 Long Debt US $505K – 0.01
BOEING CO 5.805% 05/01/2050 Long Debt US $2M – 0.02
BOEING CO 5.93% 05/01/2060 Long Debt US $2M – 0.02
BOEING CO 6.259% 05/01/2027 144A Long Debt US $746K – 0.01
BOEING CO 6.298% 05/01/2029 144A Long Debt US $2M – 0.02
BOEING CO 6.388% 05/01/2031 144A Long Debt US $2M – 0.02
BOEING CO 6.528% 05/01/2034 144A Long Debt US $2M – 0.02
BOEING CO 6.858% 05/01/2054 144A Long Debt US $3M – 0.03
BOEING CO 7.008% 05/01/2064 144A Long Debt US $2M – 0.03
BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
BOMBARDIER INC 6% 02/15/2028 144A Long Debt CA $393K – 0.00
BOMBARDIER INC 7.25% 07/01/2031 144A Long Debt CA $684K – 0.01
BOMBARDIER INC 7.45% 05/01/2034 144A Long Debt CA $222K – 0.00
BOMBARDIER INC 7.875% 04/15/2027 144A Long Debt CA $833K – 0.01
BOMBARDIER INC 7% 06/01/2032 144A Long Debt CA $156K – 0.00
BOMBARDIER INC 8.75% 11/15/2030 144A Long Debt CA $1M – 0.01
BOMBARDIER RECREATIONAL TERM B3 1LN 12/13/2029 (BOMBARDIER RECREATNL PRODS INC) Long Loan CA $812K – 0.01
BOMBARDIER RECREATIONAL TERM B4 1LN 01/22/2031 (BOMBARDIER RECREATNL PRODS INC) Long Loan CA $499K – 0.01
BONOS PARA LA RECONSTRUCCION DE UNA ARGENTINA LIBRE 0% 06/30/2025 Long Debt AR $501K – 0.01
BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A Long Debt US $2M – 0.02
BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS Long Debt DE $658K – 0.01
BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031 (BOSTON PPTY LTD PARTNERSHIP) Long Debt US $5M – 0.05
BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028 (BOSTON PPTY LTD PARTNERSHIP) Long Debt US $278K – 0.00
BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027 (BOSTON PPTY LTD PARTNERSHIP) Long Debt US $2M – 0.02
BOXER PARENT CO INC 7.125% 10/02/2025 144A Long Debt US $135K – 0.00
BOYD GAMING CORP 4.75% 06/15/2031 144A Long Debt US $359K – 0.00
BPCE SA 1.5%/VAR 01/13/2042 REGS Long Debt FR $997K – 0.01
BPCE SA 5.716%/VAR 01/18/2030 144A Long Debt FR $500K – 0.01
BPCE SA 7.003%/VAR 10/19/2034 144A Long Debt FR $458K – 0.00
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A Long ABS-mortgage backed security US $8M – 0.08
BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A Long ABS-mortgage backed security US $1M – 0.01
BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A Long Debt US $2M – 0.03
BRANDSAFWAY TERM B 1LN 08/01/2030 (BRAND INDUSTRIAL SERVICES INC) Long Loan US $3M – 0.03
BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027 Long Debt US $222K – 0.00
BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029 Long Debt US $132K – 0.00
BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 Long Debt US $2M – 0.02
BRASKEM IDESA SAPI 6.99% 02/20/2032 144A Long Debt MX $474K – 0.01
BRASKEM IDESA SAPI 7.45% 11/15/2029 144A Long Debt MX $201K – 0.00
BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A (BRASKEM NETHERLANDS FINANCE BV) Long Debt NL $110K – 0.00
BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A (BRASKEM NETHERLANDS FINANCE BV) Long Debt NL $625K – 0.01
BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A (BRASKEM NETHERLANDS FINANCE BV) Long Debt NL $318K – 0.00
BRAVO RESIDENTIAL FDG TR 2023-RPL1 A1 5% 05/25/2063 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030 (BRAZIL, FEDERATIVE REPUBLIC OF) Long Debt BR $415K – 0.00
BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033 (BRAZIL, FEDERATIVE REPUBLIC OF) Long Debt BR $387K – 0.00
BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037 (BRAZIL, FEDERATIVE REPUBLIC OF) Long Debt BR $943K – 0.01
BRAZIL FEDERATIVE REPUBLIC OF 7.125% 05/13/2054 (BRAZIL, FEDERATIVE REPUBLIC OF) Long Debt BR $684K – 0.01
BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034 (BRAZIL, FEDERATIVE REPUBLIC OF) Long Debt BR $371K – 0.00
BRAZOS TERM B 1LN 02/11/2030 (BRAZOS DELAWARE II LLC) Long Loan US $283K – 0.00
BRIGHTSPRING HEALTH TERM 1LN 02/21/2031 (PHOENIX GUARANTOR INC) Long Loan US $3M – 0.03
BRISTOL PARK CLO LTD 2016 TSFR3M+125.161 04/15/2029 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS Long Equity-preferred GB $2M – 0.02
BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025 Long Debt US $4M – 0.04
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 Long Debt US $3M – 0.03
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 Long Debt US $2M – 0.02
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 Long Debt US $808K – 0.01
BROADCOM INC 1.95% 02/15/2028 144A Long Debt US $630K – 0.01
BROADCOM INC 2.45% 02/15/2031 144A Long Debt US $10M – 0.10
BROADCOM INC 2.6% 02/15/2033 144A Long Debt US $33M – 0.34
BROADCOM INC 3.187% 11/15/2036 144A Long Debt US $954K – 0.01
BROADCOM INC 3.5% 02/15/2041 144A Long Debt US $2M – 0.02
BROADSTREET PARTNERS TERM B3 1LN 01/26/2029 (BROADSTREET PARTNERS INC) Long Loan US $604K – 0.01
BROADSTREET PARTNERS TERM B4 1LN 05/10/2031 (BROADSTREET PARTNERS INC) Long Loan US $682K – 0.01
BROCK TERM B 1LN 05/01/2030 (BROCK HOLDINGS III LLC) Long Loan US $332K – 0.00
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A Long ABS-mortgage backed security US $4M – 0.05
BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A Long Debt MX $318K – 0.00
BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A Long Debt US $891K – 0.01
BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A Long Debt US $657K – 0.01
BUYER'S EDGE PLATFORM TERM B 1LN 04/14/2031 (BEP BORROWER HOLDCO LLC) Long Loan US $689K – 0.01
BW GAS TERM B 1LN 03/17/2028 (BW GAS and CONVENIENCE HLDGS LLC) Long Loan US $2M – 0.02
BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A Long Debt US $819K – 0.01
BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A Long Debt US $1M – 0.01
BX 2021-LBA DV TSFR1M+171.448 02/15/2036 144A Long ABS-mortgage backed security US $972K – 0.01
BX 2021-LBA FJV TSFR1M+251.448 02/15/2028 144A Long ABS-mortgage backed security US $96K – 0.00
BX 2021-LBA FV TSFR1M+251.448 02/15/2028 144A Long ABS-mortgage backed security US $299K – 0.00
BX 2021-LBA TSFR1M+171.448 02/15/2036 144A Long ABS-mortgage backed security US $1M – 0.01
BX 2021-LBA TSFR1M+211.448 02/15/2036 144A Long ABS-mortgage backed security US $985K – 0.01
BX 2021-LBA TSFR1M+91.45 02/15/2036 144A Long ABS-mortgage backed security US $498K – 0.01
BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A Long ABS-mortgage backed security US $4M – 0.04
BX 2021-MFM1 E TSFR1M+236.448 01/15/2034 144A Long ABS-mortgage backed security US $387K – 0.00
BX 2021-MFM1 G TSFR1M+401.448 01/15/2034 144A Long ABS-mortgage backed security US $748K – 0.01
BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A Long ABS-mortgage backed security US $149K – 0.00
BX 2021-VOLT D TSFR1M+ 09/15/2036 144A Long ABS-mortgage backed security US $1M – 0.01
BX 2021-VOLT F TSFR1M+251.448 09/15/2036 144A Long ABS-mortgage backed security US $1M – 0.01
BX 2021-VOLT G TSFR1M+296.448 09/15/2023 144A Long ABS-mortgage backed security US $887K – 0.01
BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A Long ABS-mortgage backed security US $2M – 0.02
BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A Long ABS-mortgage backed security US $2M – 0.02
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A Long ABS-mortgage backed security US $10M – 0.11
BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A Long ABS-mortgage backed security US $1M – 0.01
BX COML MTG TR 2019-XCALM AL TSFR1M+99.048 72 11/25/2286 144A Long ABS-mortgage backed security US $420K – 0.00
BX COML MTG TR 2020-VIVA CSTR 03/09/2044 144A (BX COMMERCIAL MORTGAGE TRUST 2020-VIVA) Long ABS-mortgage backed security US $1M – 0.02
BX COML MTG TR 2023-VLT3 TSFR1M+ 11/15/2028 144A Long ABS-mortgage backed security US $1M – 0.01
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A Long ABS-mortgage backed security US $4M – 0.04
BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A Long ABS-mortgage backed security US $798K – 0.01
BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A Long ABS-mortgage backed security US $433K – 0.00
BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A Long ABS-mortgage backed security US $3M – 0.03
BX COML MTG TR 2024-KING E TSFR1M+368.795 05/15/2039 144A Long ABS-mortgage backed security US $2M – 0.03
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A Long ABS-mortgage backed security US $10M – 0.10
BX COML MTG TR 2024-MDHS E TSFR1M+368.83 05/15/2041 144A Long ABS-mortgage backed security US $1M – 0.01
BX COML MTG TR 2024-MF TSFR1M+268.98 02/15/2039 144A Long ABS-mortgage backed security US $998K – 0.01
BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A Long ABS-mortgage backed security US $1M – 0.01
BX COML MTG TR 2024-WPT TSFR1M+358.84 03/15/2034 144A Long ABS-mortgage backed security US $404K – 0.00
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A Long ABS-mortgage backed security US $6M – 0.06
BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A Long ABS-mortgage backed security US $737K – 0.01
BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A Long ABS-mortgage backed security US $2M – 0.03
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A Long ABS-mortgage backed security US $15M – 0.16
BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A (BX COML MTG TR 2024-XL4) Long ABS-mortgage backed security US $3M – 0.03
BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A (BX COML MTG TR 2024-XL4) Long ABS-mortgage backed security US $3M – 0.04
BX COML MTG TR 2024-XL5 E TSFR1M+368.835 03/15/2039 144A Long ABS-mortgage backed security US $2M – 0.03
BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A Long ABS-mortgage backed security US $233K – 0.00
BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A Long ABS-mortgage backed security US $2M – 0.02
BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A Long ABS-mortgage backed security US $206K – 0.00
BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A Long ABS-mortgage backed security US $216K – 0.00
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG TSFR1M+336.448 10/15/2037 144A Long ABS-mortgage backed security US $2M – 0.02
BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $1M – 0.02
BX COMMERCIAL MORTGAGE TRUST 2021-IRON D TSFR1M+201.448 02/15/2038 144A Long ABS-mortgage backed security US $636K – 0.01
BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A Long ABS-mortgage backed security US $3M – 0.04
BX COMMERCIAL MORTGAGE TRUST 2021-PAC G TSFR1M+306.058 21 10/15/2036 144A Long ABS-mortgage backed security US $649K – 0.01
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A Long ABS-mortgage backed security US $5M – 0.05
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A Long ABS-mortgage backed security US $1M – 0.01
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A Long ABS-mortgage backed security US $3M – 0.03
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A Long ABS-mortgage backed security US $3M – 0.03
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR E TSFR1M+191.448 06/15/2038 144A Long ABS-mortgage backed security US $6M – 0.06
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $2M – 0.02
BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $998K – 0.01
BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $664K – 0.01
BX TR 2019-OC11 4.075457% 12/09/2041 144A Long ABS-mortgage backed security US $2M – 0.02
BX TR 2019-OC11 4.075457% 12/09/2041 144A Long ABS-mortgage backed security US $438K – 0.00
BX TR 2019-OC11 VAR 12/09/2041 144A Long ABS-mortgage backed security US $4M – 0.04
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) Long ABS-mortgage backed security US $3M – 0.03
BX TR 2022-LBA6 E TSFR1M+270 01/15/2039 144A Long ABS-mortgage backed security US $1M – 0.02
BX TR 2022-LBA6 TSFR1M+335 01/15/2039 144A Long ABS-mortgage backed security US $642K – 0.01
BX TRUST 0.8% 06/15/2023 144A Long ABS-mortgage backed security US $628K – 0.01
BX TRUST 2.9% 06/15/2023 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) Long ABS-mortgage backed security US $868K – 0.01
BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) Long ABS-mortgage backed security US $3M – 0.04
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A Long ABS-mortgage backed security US $892K – 0.01
BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A Long ABS-mortgage backed security US $201K – 0.00
BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A Long ABS-mortgage backed security US $169K – 0.00
BYJU'S ALPHA INC TERM DD DIP TL 1 04/03/2026 Long Loan US $2K – 0.00
BYJU'S ALPHA INC TERM DD DIP TL 2 04/03/2026 Long Loan US $2K – 0.00
BYJU'S TERM B 1LN 11/24/2026 (BYJU'S ALPHA INC) Long Loan US $52K – 0.00
C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A Long Debt US $543K – 0.01
C and W SENIOR FINANCE LTD 6.875% 09/15/2027 144A Long Debt KY $2M – 0.03
CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A Long Debt MU $477K – 0.01
CABINETWORKS TERM B 1LN 05/17/2028 (ACPRODUCTS HOLDINGS INC) Long Loan US $2M – 0.02
CABLE and WIRELESS TERM B5 1LN 01/31/2028 (CORAL-US CO-BORROWER LLC) Long Loan US $2M – 0.03
CABLE and WIRELESS TERM B6 1LN 10/15/2029 (CORAL-US CO-BORROWER LLC) Long Loan US $2M – 0.02
CABLE ONDA SA 4.5% 01/30/2030 144A Long Debt PA $847K – 0.01
CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A Long Debt US $326K – 0.00
CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A Long Debt US $528K – 0.01
CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A Long Debt US $542K – 0.01
CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A Long Debt US $1M – 0.01
CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A Long Debt US $121K – 0.00
CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A Long Debt US $1M – 0.01
CAESARS ENTERTAINMENT TERM B1 1LN 02/06/2031 (CAESARS ENTERTAINMENT INC) Long Loan US $2M – 0.02
CALIBER COLLISION TERM B 1LN 01/20/2031 (WAND NEWCO 3 INC) Long Loan US $725K – 0.01
CALIFORNIA RES CORP 7.125% 02/01/2026 144A (CALIFORNIA RESOURCES CORPORATION) Long Debt US $229K – 0.00
CALIFORNIA RES CORP 8.25% 06/15/2029 144A (CALIFORNIA RESOURCES CORPORATION) Long Debt US $801K – 0.01
CALIFORNIA RES CORP WT 10/27/24 (CALIFORNIA RESOURCES CORPORATION) Long Equity-common US $3K 225 0.00
CALPINE CONSTRUCTION FINANCE TERM B 1LN 07/20/2030 (CALPINE CONSTR FIN CO LP) Long Loan US $184K – 0.00
CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A (CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP) Long Debt US $372K – 0.00
CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A Long ABS-mortgage backed security US $700K – 0.01
CAMB COML MTG TR 2019-LIFE F TSFR1M+266.448 12/15/2037 144A Long ABS-mortgage backed security US $378K – 0.00
CAMPING WORLD TERM B 1LN 06/03/2028 (CWGS GROUP LLC) Long Loan US $4M – 0.05
CAN 10YR BOND FUT SEP24 CNU4 (MONTREAL EXCHANGE (THE)) Derivative-interest rate CA $-9K – -0.00
CANACOL ENERGY LTD 5.75% 11/24/2028 144A Long Debt CA $496K – 0.01
CANADA GOVERNMENT OF 2.75% 06/01/2033 (CANADA, GOVERNMENT OF) Long Debt CA $2M – 0.02
CANADA GOVERNMENT OF 3% 06/01/2034 (CANADA, GOVERNMENT OF) Long Debt CA $209K – 0.00
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025 (CANADIAN NATURAL RESOURCES LTD) Long Debt CA $5M – 0.06
CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027 (CANADIAN NATURAL RESOURCES LTD) Long Debt CA $3M – 0.03
CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035 (CANADIAN NATURAL RESOURCES LTD) Long Debt CA $1M – 0.01
CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038 (CANADIAN NATURAL RESOURCES LTD) Long Debt CA $823K – 0.01
CANO HEALTH LLC 6.25% 10/01/2028 144A Long Debt US $308.75 – 0.00
CANO HEALTH TERM B 1LN 11/23/2027 (CANO HEALTH LLC) Long Loan US $198K – 0.00
CANO HEALTH TERM DIP 1LN SUPER PRIORITY 10/07/2024 (CANO HEALTH LLC) Long Loan US $82K – 0.00
CANO HEALTH TERM DIP DD 1LN SUPER PRIORITY 10/07/2024 (CANO HEALTH LLC) Long Loan US $126K – 0.00
CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 Long Debt US $1M – 0.01
CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030 Long Debt US $5M – 0.05
CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 Long Debt US $6M – 0.06
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 Long Debt US $705K – 0.01
CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028 Long Debt US $3M – 0.03
CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 Long Debt US $35M – 0.37
CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 Long Debt US $7M – 0.07
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 Long Debt US $2M – 0.02
CAPITAL ONE MULTI-ASST EXEC TR 4.42% 05/15/2028 (CAPTIAL ONE MULTI-ASSET EXECUT) Long ABS-collateralized bond/debt obligation US $2M – 0.02
CAPSTONE BORROWER INC 8% 06/15/2030 144A Long Debt US $310K – 0.00
CARDENAS TONY'S FRESH MARKET TERM 1LN 08/01/2029 (CARDENAS MERGER SUB LLC) Long Loan US $597K – 0.01
CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A Long Debt US $801K – 0.01
CARLYLE US CLO 2024-2A E LTD TSFR3M+685 04/25/2037 144A (CARLYLE US CLO 2024-2 LTD) Long ABS-collateralized bond/debt obligation KY $251K – 0.00
CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 Long ABS-collateralized bond/debt obligation US $2M – 0.02
CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 Long ABS-collateralized bond/debt obligation US $3M – 0.03
CARNELIAN POINT HOLDINGS LP WT 06/30/27 Long Equity-common US $1K 350 0.00
CARNIVAL CORP 10.5% 06/01/2030 144A Long Debt PA $2M – 0.02
CARNIVAL CORP 5.75% 03/01/2027 144A Long Debt PA $79K – 0.00
CARNIVAL CORP 6% 05/01/2029 144A Long Debt PA $1M – 0.01
CARNIVAL CORP 7.625% 03/01/2026 144A Long Debt PA $2M – 0.02
CARNIVAL TERM B 1LN 08/09/2027 (CARNIVAL CORP) Long Loan PA $60K – 0.00
CARNIVAL TERM B 1LN 10/18/2028 (CARNIVAL CORP) Long Loan PA $2M – 0.02
CARRIER GLOBAL CORP 4.5% 11/29/2032 Long Debt US $602K – 0.01
CARRIER GLOBAL CORP 5.9% 03/15/2034 Long Debt US $661K – 0.01
CARRIER GLOBAL CORP 6.2% 03/15/2054 Long Debt US $652K – 0.01
CARVANA CO 4.875% 09/01/2029 144A Long Debt US $550K – 0.01
CARVANA CO 5.625% 10/01/2025 144A Long Debt US $743K – 0.01
CARVANA CO 5.875% 10/01/2028 144A Long Debt US $501K – 0.01
CARVANA CO PIK VAR 06/01/2030 144A Long Debt US $149K – 0.00
CARVANA CO PIK VAR 06/01/2031 144A Long Debt US $1M – 0.01
CARVANA CO PIK VAR 12/01/2028 144A Long Debt US $1M – 0.01
CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS (CAS CAPITAL NO 1 LTD) Long Equity-preferred VG $371K – 0.00
CAST and CREW TERM B INCR 1LN 12/30/2028 (CAST and CREW PAYROLL LLC) Long Loan US $929K – 0.01
CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A Long ABS-collateralized bond/debt obligation US $62K – 0.00
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A Long ABS-collateralized bond/debt obligation US $829K – 0.01
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A Long ABS-collateralized bond/debt obligation US $126K – 0.00
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A Long ABS-collateralized bond/debt obligation US $167K – 0.00
CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A Long Debt US $361K – 0.00
CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS Long Debt LU $685K – 0.01
CBRE SERVICES INC 2.5% 04/01/2031 Long Debt US $952K – 0.01
CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $715K – 0.01
CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032 (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $365K – 0.00
CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $1M – 0.01
CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $3M – 0.03
CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $2M – 0.03
CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $193K – 0.00
CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) Long Debt US $923K – 0.01
CD 2017-CD4 ASB 3.317% 05/10/2050 (COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR) Long ABS-mortgage backed security US $1M – 0.01
CDK GLOBAL TERM B 1LN 07/06/2029 (CENTRAL PARENT INC) Long Loan US $710K – 0.01
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC TSFR3M+139.161 10/25/2034 144A Long ABS-collateralized bond/debt obligation KY $8M – 0.09
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A (CEDAR FDG XVII CLO LTD) Long ABS-collateralized bond/debt obligation KY $2M – 0.03
CEDAR FUNDING LTD 24-18A A TSFR3M+155 04/23/2037 144A Long ABS-collateralized bond/debt obligation JE $13M – 0.13
CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $20M – 0.21
CELANESE US HLDGS LLC 6.35% 11/15/2028 Long Debt US $2M – 0.02
CELANESE US HLDGS LLC 6.55% 11/15/2030 Long Debt US $16M – 0.17
CELANESE US HLDGS LLC 6.7% 11/15/2033 Long Debt US $1M – 0.01
CEMEX SAB DE CV 5.125/VAR PERP 144A Long Equity-preferred MX $1M – 0.01
CEMEX SAB DE CV 9.125%/VAR PERP 144A Long Equity-preferred MX $214K – 0.00
CENOVUS ENERGY INC 2.65% 01/15/2032 Long Debt CA $2M – 0.02
CENOVUS ENERGY INC 3.75% 02/15/2052 Long Debt CA $149K – 0.00
CENOVUS ENERGY INC 5.25% 06/15/2037 Long Debt CA $1M – 0.01
CENOVUS ENERGY INC 5.4% 06/15/2047 Long Debt CA $155K – 0.00
CENOVUS ENERGY INC 6.75% 11/15/2039 Long Debt CA $276K – 0.00
CENT CLO 20 LTD / CENT CLO 20-29A AR TSFR3M+143.161 10/20/2034 144A (COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP) Long ABS-collateralized bond/debt obligation KY $7M – 0.07
CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) Long Debt US $7M – 0.07
CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) Long Debt US $865K – 0.01
CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) Long Debt US $3M – 0.03
CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) Long Debt US $1M – 0.01
CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) Long Debt US $8M – 0.08
CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A Long Debt US $271K – 0.00
CETERA TERM 1LN 08/09/2030 (ARETEC GROUP INC) Long Loan US $2M – 0.02
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A Long ABS-mortgage backed security US $2M – 0.02
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 A3 3.3048% 06/15/2050 Long ABS-mortgage backed security US $2M – 0.02
CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A Long ABS-collateralized bond/debt obligation US $708K – 0.01
CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) Long ABS-collateralized bond/debt obligation US $3M – 0.03
CHAMBERLAIN GROUP TERM B 1LN 10/22/2028 (CHARIOT BUYER LLC) Long Loan US $90K – 0.00
CHAMBERLAIN GROUP TERM B 1LN 11/03/2028 (CHARIOT BUYER LLC) Long Loan US $326K – 0.00
CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A Long Debt US $1M – 0.01
CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A (CHARLES RIVER LABORATORIES INTERNATIONAL INC) Long Debt US $847K – 0.01
CHART INDUSTRIES TERM B 1LN 03/17/2030 (CHART INDUSTRIES INC) Long Loan US $632K – 0.01
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029 Long Debt US $6M – 0.06
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033 Long Debt US $51M – 0.54
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 Long Debt US $7M – 0.07
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 Long Debt US $5M – 0.05
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 Long Debt US $2M – 0.02
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048 Long Debt US $2M – 0.02
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 Long Debt US $5M – 0.05
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 Long Debt US $3M – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 Long Debt US $3M – 0.03
CHARTER COMMUNICATIONS TERM B2 1LN 02/01/2027 (CHARTER COMM OPERATING LLC) Long Loan US $3M – 0.03
CHARTER NEXT TERM B 1LN 12/01/2027 (CHARTER NEXT GENERATION INC) Long Loan US $768K – 0.01
CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A Long ABS-collateralized bond/debt obligation US $3M – 0.03
CHEMOURS CO 4.625% 11/15/2029 144A Long Debt US $43K – 0.00
CHEMOURS CO 5.375% 05/15/2027 Long Debt US $2M – 0.02
CHEMOURS CO 5.75% 11/15/2028 144A Long Debt US $2M – 0.02
CHEMOURS TERM B3 1LN 08/18/2028 (CHEMOURS CO) Long Loan US $876K – 0.01
CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034 144A Long Debt US $636K – 0.01
CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A Long ABS-collateralized bond/debt obligation US $3M – 0.03
CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
CHG HEALTHCARE TERM 1LN 09/30/2028 (CHG HEALTHCARE SERVICES INC) Long Loan US $772K – 0.01
CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A Long Debt LU $301K – 0.00
CHILE REPUBLIC OF 2.45% 01/31/2031 Long Debt CL $1M – 0.01
CHILE REPUBLIC OF 2.75% 01/31/2027 Long Debt CL $187K – 0.00
CHILE REPUBLIC OF 3.1% 01/22/2061 Long Debt CL $442K – 0.00
CHILE REPUBLIC OF 4.34% 03/07/2042 Long Debt CL $300K – 0.00
CHILE REPUBLIC OF 4% 01/31/2052 Long Debt CL $364K – 0.00
CHILE REPUBLIC OF 5.33% 01/05/2054 Long Debt CL $187K – 0.00
CHOBANI TERM B 1LN 10/23/2027 (CHOBANI LLC) Long Loan US $744K – 0.01
CHROMALLOY TERM B 1LN 03/21/2031 (CHROMALLOY CORP) Long Loan US $363K – 0.00
CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A Long Debt US $437K – 0.00
CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A Long Debt US $3M – 0.03
CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A Long Debt US $2M – 0.02
CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A Long Debt US $2M – 0.02
CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A Long Debt US $3M – 0.03
CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A Long Debt US $324K – 0.00
CIA DE MINAS BUENAVENTURA SAA 5.5% 07/23/2026 144A Long Debt PE $317K – 0.00
CIENA TERM B 1LN 10/24/2030 (CIENA CORP) Long Loan US $79K – 0.00
CIGNA GROUP (THE) 3.05% 10/15/2027 Long Debt US $281K – 0.00
CIGNA GROUP (THE) 4.8% 08/15/2038 Long Debt US $245K – 0.00
CIGNA GROUP (THE) 4.9% 12/15/2048 Long Debt US $236K – 0.00
CIMPRESS PLC 7% 06/15/2026 Long Debt IE $149K – 0.00
CITADEL TERM B 1LN 07/29/2030 (CITADEL SECURITIES LP) Long Loan US $2M – 0.02
CITGO PETROLEUM CORP 6.375% 06/15/2026 144A Long Debt US $626K – 0.01
CITGO PETROLEUM CORP 7% 06/15/2025 144A Long Debt US $652K – 0.01
CITGO PETROLEUM CORP 8.375% 01/15/2029 144A Long Debt US $2M – 0.02
CITI SWAP PAY 3.755 03/19/2029 (CITIBANK, N.A.) Derivative-interest rate US $274K – 0.00
CITI SWAP REC 3.755 03/19/2029 (CITIBANK, N.A.) Derivative-interest rate US $231K – 0.00
CITIGROUP COML MTG TR 2015-GC27 A5 3.137% 02/10/2048 Long ABS-mortgage backed security US $1M – 0.02
CITIGROUP COML MTG TR 2016-P4 B 3.377% 07/10/2049 Long ABS-mortgage backed security US $860K – 0.01
CITIGROUP COML MTG TR 2019-GC41 2.7198% 08/10/2056 Long ABS-mortgage backed security US $2M – 0.02
CITIGROUP COML MTG TR 2020-GC46 2.614% 02/15/2053 Long ABS-mortgage backed security US $1M – 0.01
CITIGROUP COML MTG TR 2023-PRM3 C 6.35973% 07/10/2028 144A Long ABS-mortgage backed security US $149K – 0.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049 Long ABS-mortgage backed security US $668K – 0.01
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051 Long ABS-mortgage backed security US $1M – 0.01
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.102% 12/15/2072 (CITIGROUP COML MTG TR 2019-C7) Long ABS-mortgage backed security US $1M – 0.01
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020- 420K E CSTR 11/10/2042 144A (CITIGROUP COML MTG TR 2020-420K) Long ABS-mortgage backed security US $264K – 0.00
CITIGROUP INC 3.875% 03/26/2025 Long Debt US $3M – 0.03
CITIGROUP INC 4.3% 11/20/2026 Long Debt US $5M – 0.05
CITIGROUP INC 4.4% 06/10/2025 Long Debt US $549K – 0.01
CITIGROUP INC 4.412%/VAR 03/31/2031 Long Debt US $10M – 0.11
CITIGROUP INC 4.45% 09/29/2027 Long Debt US $709K – 0.01
CITIGROUP INC 4.658/VAR 05/24/2028 Long Debt US $70M – 0.74
CITIGROUP INC 4.7%/VAR PERP Long Equity-preferred US $499K – 0.01
CITIGROUP INC 4.91%/VAR 05/24/2033 Long Debt US $6M – 0.07
CITIGROUP INC 5.875% 07/01/2024 REGS Long Debt US $541K – 0.01
CITIGROUP INC VAR 12/29/2049 Long Debt US $558K – 0.01
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
CITRIX SYSTEMS TERM B 1LN 03/30/2029 (CLOUD SOFTWARE GROUP INC) Long Loan US $5M – 0.05
CITRIX TERM A 1LN 09/30/2028 (CLOUD SOFTWARE GROUP INC) Long Loan US $2M – 0.02
CITRIX TERM B 1LN 03/24/2031 (CLOUD SOFTWARE GROUP INC) Long Loan US $2M – 0.02
CITY FOOTBALL GROUP TERM B 1LN 07/21/2028 (CITY FOOTBALL GROUP LTD) Long Loan GB $4M – 0.04
CITYCON OYJ 4.496%/VAR PERP REGS Long Equity-preferred FI $195K – 0.00
CLARIOS TERM B 1LN 05/06/2030 (CLARIOS GLOBAL LP) Long Loan CA $541K – 0.01
CLARIVATE TERM B 1LN 01/31/2031 (CAMELOT US ACQUISITION LLC) Long Loan US $2M – 0.02
CLEAN HARBORS INC 6.375% 02/01/2031 144A Long Debt US $407K – 0.00
CLEAN HARBORS TERM B 1LN 10/08/2028 (CLEAN HARBORS INC) Long Loan US $341K – 0.00
CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A Long Debt US $1M – 0.01
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A Long Debt US $394K – 0.00
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A Long Debt US $1M – 0.02
CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A Long Debt US $161K – 0.00
CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A (CLEARWAY ENERGY OPERATING LLC) Long Debt US $518K – 0.01
CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029 Long Debt US $2M – 0.03
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 Long Debt US $4M – 0.04
CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036 Long Debt US $146K – 0.00
CLEVELAND-CLIFFS INC 7% 03/15/2032 144A Long Debt US $108K – 0.00
CLOSURE SYSTEMS TERM 1LN 03/22/2029 (CLOSURE SYSTEMS INTERNATIONAL GROUP INC) Long Loan US $532K – 0.01
CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A Long Debt US $213K – 0.00
CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A Long Debt US $2M – 0.03
CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A Long Debt US $4M – 0.04
CLOVERIE PLC 4.5/VAR 09/11/2044 REGS Long Debt IE $337K – 0.00
CLUBCORP HLDGS INC 8.5% 09/15/2025 144A Long Debt US $136K – 0.00
CLUBCORP TERM B 1LN 09/18/2026 (CLUBCORP HLDGS INC) Long Loan US $2M – 0.02
CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A Long Debt US $108K – 0.00
CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A Long Debt US $1M – 0.01
CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A (CENTRAL PARENT LLC / CDK GLO) Long Debt US $662K – 0.01
CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A Long Debt VG $557K – 0.01
CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A Long Debt US $778K – 0.01
CNX RESOURCES CORP 6% 01/15/2029 144A Long Debt US $242K – 0.00
CNX RESOURCES CORP 7.25% 03/01/2032 144A Long Debt US $618K – 0.01
CNX RESOURCES CORP 7.375% 01/15/2031 144A Long Debt US $488K – 0.01
COCA COLA CO 3.375% 03/25/2027 Long Debt US $1M – 0.01
COCA COLA CO 3.45% 03/25/2030 Long Debt US $521K – 0.01
COHERENT CORP 5% 12/15/2029 144A Long Debt US $3M – 0.03
COHERENT TERM B 1LN 07/02/2029 (COHERENT CORP) Long Loan US $1M – 0.01
COINBASE GLOBAL INC 3.375% 10/01/2028 144A Long Debt US $201K – 0.00
COINBASE GLOBAL INC 3.625% 10/01/2031 144A Long Debt US $831K – 0.01
COLOMBIA REPUBLIC OF 3.125% 04/15/2031 (REPUBLIC OF COLOMBIA) Long Debt CO $157K – 0.00
COLOMBIA REPUBLIC OF 3% 01/30/2030 (REPUBLIC OF COLOMBIA) Long Debt CO $616K – 0.01
COLOMBIA REPUBLIC OF 5.2% 05/15/2049 (REPUBLIC OF COLOMBIA) Long Debt CO $377K – 0.00
COLOMBIA REPUBLIC OF 5% 06/15/2045 (REPUBLIC OF COLOMBIA) Long Debt CO $1M – 0.01
COLOMBIA REPUBLIC OF 7.5% 02/02/2034 (REPUBLIC OF COLOMBIA) Long Debt CO $268K – 0.00
COLOMBIA REPUBLIC OF 8.75% 11/14/2053 (REPUBLIC OF COLOMBIA) Long Debt CO $3M – 0.03
COLOMBIA REPUBLIC OF 8% 04/20/2033 (REPUBLIC OF COLOMBIA) Long Debt CO $350K – 0.00
COLOMBIA REPUBLIC OF 8% 11/14/2035 (REPUBLIC OF COLOMBIA) Long Debt CO $2M – 0.02
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A (COLUMBIA CENT CLO 31 LTD) Long ABS-collateralized bond/debt obligation KY $3M – 0.03
COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A Long Debt US $2M – 0.02
COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A Long Debt US $2M – 0.02
COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A Long Debt US $441K – 0.00
COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A Long Debt US $807K – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A Long Debt US $484K – 0.01
COMCAST CORP 3.9% 03/01/2038 Long Debt US $60K – 0.00
COMCAST CORP 4.65% 07/15/2042 Long Debt US $144K – 0.00
COMM 14-CCRE18 MTG TR 3.828% 07/15/2047 Long ABS-mortgage backed security US $68K – 0.00
COMM 2014-CR20 C CSTR 11/10/2047 (COMM 2006 FL12) Long ABS-mortgage backed security US $229K – 0.00
COMM 2015-CCRE24 MTG TR 3.696% 08/10/2055 Long ABS-mortgage backed security US $1M – 0.01
COMM 2015-DC1 MTG TR 3.078% 02/10/2048 Long ABS-mortgage backed security US $2M – 0.02
COMM 2015-DC1 MTG TR VAR 02/10/2048 Long ABS-mortgage backed security US $229K – 0.00
COMM 2015-LC19 C MTG TR CSTR 02/10/2048 (COMM 2015-LC19 MTG TR) Long ABS-mortgage backed security US $635K – 0.01
COMM 2015-LC19 MTG 2015-LC19 B TR 3.829% 02/10/2048 (COMM 2015-LC19 MTG TR) Long ABS-mortgage backed security US $104K – 0.00
COMM 2015-LC21 ASB TR 3.421% 07/10/2048 (COMM 2015-LC21 MTG TR) Long ABS-mortgage backed security US $2M – 0.02
COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A Long ABS-mortgage backed security US $3M – 0.03
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR 3.947% 05/10/2050 Long ABS-mortgage backed security US $108K – 0.00
COMMERCIAL MORTGAGE PASS THROUGH CERTS 3.404% 10/10/2048 (COMM 2015-CCRE27 MTG TR) Long ABS-mortgage backed security US $1M – 0.01
COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS Long Debt DE $943K – 0.01
COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A Long Debt AU $267K – 0.00
COMMSCOPE INC 4.75% 09/01/2029 144A Long Debt US $432K – 0.00
COMMSCOPE INC 6% 03/01/2026 144A Long Debt US $594K – 0.01
COMMSCOPE TERM B 1LN 04/04/2026 (COMMSCOPE INC) Long Loan US $572K – 0.01
COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A Long Debt US $1M – 0.01
COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A Long Debt US $774K – 0.01
CONAIR TERM B 1LN 05/17/2028 (CONAIR HOLDINGS LLC) Long Loan US $2M – 0.03
CONGRUEX GROUP TERM B 1LN 05/03/2029 (CONGRUEX GROUP LLC) Long Loan US $185K – 0.00
CONNECT FINCO SARL / CONNECT US FINCO LLC 6.75% 10/01/2026 144A Long Debt LU $364K – 0.00
CONNECTWISE TERM B 1LN 09/30/2028 (CONNECTWISE LLC) Long Loan US $1M – 0.01
CONSOLIDATED COMMUNICATIONS TERM B 1LN 10/02/2027 (CONSOLIDATED COMMUNICATIONS INC) Long Loan US $237K – 0.00
CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A Long Debt LU $705K – 0.01
CONSOLIDATED ENERGY TERM B 1LN 11/15/2030 (CONSOLIDATED ENERGY FINANCE SA) Long Loan LU $1M – 0.01
CONSTANT CONTACT TERM B 1LN 02/10/2028 (CONSTANT CONTACT INC) Long Loan US $3M – 0.03
CONVERGINT TECH TERM B 1LN 03/31/2028 (DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC) Long Loan US $862K – 0.01
CONVERGINT TECH TERM B 1LN 03/31/2028 (DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC) Long Loan US $153K – 0.00
COOPERATIEVE RABOBANK UA 3.822% 07/26/2034 REGS Long Debt NL $217K – 0.00
COOPERATIEVE RABOBANK UA 4% 01/10/2030 REGS Long Debt NL $991K – 0.01
CORE and MAIN TERM B 1LN 02/10/2031 (CORE and MAIN LP) Long Loan US $245K – 0.00
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 Long Debt US $564K – 0.01
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 Long Debt US $2M – 0.02
COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 Long Debt US $29M – 0.31
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 Long Debt US $4M – 0.04
COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 Long Debt US $180K – 0.00
COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 Long Debt US $510K – 0.01
CORECIVIC INC 4.75% 10/15/2027 Long Debt US $47K – 0.00
CORECIVIC INC 8.25% 04/15/2029 Long Debt US $3M – 0.04
CORELOGIC INC 4.5% 05/01/2028 144A Long Debt US $781K – 0.01
CORELOGIC TERM B 1LN 06/02/2028 (CORELOGIC INC) Long Loan US $5M – 0.06
CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A Long Debt CL $404K – 0.00
CORPORACION NACIONAL DEL COBRE DE CHILE 4.5% 08/01/2047 144A Long Debt CL $63K – 0.00
CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A Long Debt CL $376K – 0.00
CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A Long Debt CL $593K – 0.01
CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A Long Debt CL $391K – 0.00
CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A Long Debt CL $204K – 0.00
CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026 (CORPOARATE OFFICE PPTYS LP) Long Debt US $282K – 0.00
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) Long Debt US $1M – 0.01
CORPORATION SERVICE COMPANY TERM B 1LN 11/03/2029 (WMB HOLDINGS INC) Long Loan US $105K – 0.00
COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A Long Debt LU $453K – 0.00
COSAN OVERSEAS LTD 8.25% PERP REGS Long Equity-preferred KY $660K – 0.01
COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A Long Debt CR $558K – 0.01
COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A Long Debt CR $150K – 0.00
COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A Long Debt CR $314K – 0.00
COTIVITI TERM 1LN 05/01/2031 (COTIVITI INC) Long Loan US $263K – 0.00
COTIVITI TERM B 1LN 05/01/2031 (COTIVITI INC) Long Loan US $2M – 0.02
COVANTA HLDG CORP 4.875% 12/01/2029 144A Long Debt US $917K – 0.01
COVANTA TERM B 1LN 11/30/2028 (COVANTA HLDG CORP) Long Loan US $216K – 0.00
COVANTA TERM B 1LN 11/30/2028 (COVANTA HLDG CORP) Long Loan US $128K – 0.00
COVANTA TERM C 1LN 11/30/2028 (COVANTA HLDG CORP) Long Loan US $16K – 0.00
COVANTA TERM C 1LN 11/30/2028 (COVANTA HLDG CORP) Long Loan US $7K – 0.00
COX MEDIA GROUP TERM B 1LN INCR 12/17/2026 (CMG MEDIA CORP) Long Loan US $2M – 0.02
CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS Long Equity-preferred LU $231K – 0.00
CPI PROPERTY GROUP SA 7% 05/07/2029 REGS Long Debt LU $984K – 0.01
CPM HOLDINGS TERM 1LN 09/28/2028 (CPM HOLDINGS INC) Long Loan US $140K – 0.00
CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A Long ABS-mortgage backed security US $71K – 0.00
CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A Long Debt US $925K – 0.01
CQP HOLDCO TERM B 1L 12/31/2030 (BLACKSTONE CQP HOLDCO LP) Long Loan US $1M – 0.02
CREATIVE PLANNING TERM B 1LN 05/10/2031 (CPI HOLDCO B LLC) Long Loan US $830K – 0.01
CREDIT SUISSE AG 7.5%/VAR PERP REGS (CREDIT SUISSE GRP AG) Long Equity-preferred CH $109K – 0.00
CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A Long Debt US $245K – 0.00
CROCS INC 4.125% 08/15/2031 144A Long Debt US $522K – 0.01
CROCS TERM B 1LN 02/20/2029 (CROCS INC) Long Loan US $611K – 0.01
CSAIL 2016-C7 COML MTG TR 3.3143% 11/15/2049 Long ABS-mortgage backed security US $1M – 0.01
CSAIL 2017-C8 C COML MTG TR 4.264798% 06/15/2050 (CSAIL 2017-C8 COML MTG TR) Long ABS-mortgage backed security US $257K – 0.00
CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026 (CSAIL 2017-CX10 COML MTG TR) Long ABS-mortgage backed security US $1M – 0.01
CSAIL 2018-CX12 COML MTG TR 3.9585% 08/15/2051 Long ABS-mortgage backed security US $1M – 0.01
CSAIL 2019-C15 COML MTG TR 4.0529% 03/15/2052 Long ABS-mortgage backed security US $8M – 0.09
CSC HOLDINGS LLC 3.375% 02/15/2031 144A Long Debt US $591K – 0.01
CSC HOLDINGS LLC 4.125% 12/01/2030 144A Long Debt US $200K – 0.00
CSC HOLDINGS LLC 4.625% 12/01/2030 144A Long Debt US $692K – 0.01
CSC HOLDINGS LLC 5.375% 02/01/2028 144A Long Debt US $1M – 0.01
CSC HOLDINGS LLC 5.5% 04/15/2027 144A Long Debt US $460K – 0.00
CSC HOLDINGS LLC TERM B-5 04/15/2027 Long Loan US $1M – 0.01
CSC SERVICEWORKS TERM B 1LN 03/04/2028 (SPIN HOLDCO INC) Long Loan US $5M – 0.05
CSMC 2019-UVIL A 3.1595% 12/15/2041 144A Long ABS-mortgage backed security US $131K – 0.00
CSMC 2019-UVIL E CSTR 12/15/2041 144A Long ABS-mortgage backed security US $733K – 0.01
CSMC 2020-NET 2.2569% 08/15/2037 144A Long ABS-mortgage backed security US $297K – 0.00
CSMC TR 2017-PFHP D TSFR1M+229.7 12/15/2020 144A Long ABS-mortgage backed security US $746K – 0.01
CSN ISLANDS XI CORP 6.75% 01/28/2028 144A Long Debt KY $246K – 0.00
CSN RESOURCES SA 5.875% 04/08/2032 144A Long Debt LU $515K – 0.01
CT TRUST 5.125% 02/03/2032 144A Long Debt GT $434K – 0.00
CTP BV 1.25% 06/21/2029 REGS Long Debt NL $1M – 0.01
CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A Long Debt US $838K – 0.01
CULLIGAN TERM B 1LN 07/30/2028 (AI AQUA MERGER SUB INC) Long Loan US $3M – 0.03
CULLIGAN TERM B 1LN 07/31/2028 (AI AQUA MERGER SUB INC) Long Loan US $1M – 0.01
CUSHMAN and WAKEFIELD TERM B 1LN 01/31/2030 (CUSHMAN and WAKEFIELD US BORROWER LLC) Long Loan US $1M – 0.02
CUSHMAN and WAKEFIELD TERM B 1LN 08/21/2025 (CUSHMAN and WAKEFIELD US BORROWER LLC) Long Loan US $106K – 0.00
CVR ENERGY INC 5.75% 02/15/2028 144A Long Debt US $3M – 0.03
CVR ENERGY INC 8.5% 01/15/2029 144A Long Debt US $447K – 0.00
CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A Long Debt US $927K – 0.01
CVS HEALTH CORP 3.625% 04/01/2027 Long Debt US $269K – 0.00
CVS HEALTH CORP 3% 08/15/2026 Long Debt US $66K – 0.00
CVS HEALTH CORP 4.3% 03/25/2028 Long Debt US $25M – 0.27
CVS HEALTH CORP 4.78% 03/25/2038 Long Debt US $1M – 0.01
CVS HEALTH CORP 5.25% 01/30/2031 Long Debt US $762K – 0.01
CVS HEALTH CORP 5% 01/30/2029 Long Debt US $1M – 0.02
CYRUSONE DATA CENTERS ISSUER I LLC 4.65% 05/20/2049 144A Long ABS-collateralized bond/debt obligation US $531K – 0.01
DAIMLER TRUCKS RETAIL TRUST 2023-1 6.03% 09/15/2025 Long ABS-collateralized bond/debt obligation US $4M – 0.04
DANA INC 4.25% 09/01/2030 Long Debt US $259K – 0.00
DANSKE BANK AS (UNGTD) 2.25%/VAR 01/14/2028 REGS (DANSKE BANK A/S) Long Debt DK $2M – 0.02
DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS (DANSKE BANK A/S) Long Debt DK $2M – 0.02
DARLING INGREDIENTS INC 6% 06/15/2030 144A Long Debt US $127K – 0.00
DAVE and BUSTER'S TERM B 1LN 06/29/2029 (DAVE and BUSTERS INC) Long Loan US $429K – 0.00
DAVITA INC 3.75% 02/15/2031 144A Long Debt US $511K – 0.01
DAVITA INC 4.625% 06/01/2030 144A Long Debt US $2M – 0.02
DAVITA TERM B1 1LN 05/09/2031 (DAVITA INC) Long Loan US $947K – 0.01
DAYFORCE TERM B 1LN 03/03/2031 (DAYFORCE INC) Long Loan US $366K – 0.00
DB MASTER FIN LLC 2.493% 11/20/2051 144A Long ABS-collateralized bond/debt obligation US $938K – 0.01
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A Long ABS-collateralized bond/debt obligation US $19M – 0.20
DBJPM 16-C1 ASB 3.038% 05/10/2049 Long ABS-mortgage backed security US $4M – 0.04
DBJPM 2017-C6 ASB 3.121% 06/50 (DBJPM 2017-C6 MTG TR) Long ABS-mortgage backed security US $2M – 0.02
DBJPM 2020-C9 AM 2.34% 08/15/2053 Long ABS-mortgage backed security US $322K – 0.00
DC COML MTG TR 2023-DC D VAR 09/12/2040 144A Long ABS-mortgage backed security US $301K – 0.00
DCP MIDSTREAM OPER LP 5.125% 05/15/2029 (DCP MIDSTREAM OPERATING LP) Long Debt US $1M – 0.01
DEL MONTE FOODS TERM B 1LN 05/16/2029 (DEL MONTE FOODS INC) Long Loan US $763K – 0.01
DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A Long Debt US $2M – 0.02
DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A Long Debt US $573K – 0.01
DELEK TERM B 1LN 11/19/2029 (DELEK US HOLDINGS INC) Long Loan US $590K – 0.01
DELL INTL/EMC CORP 5.3% 10/01/2029 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $2M – 0.03
DELL INTL/EMC CORP 6.2% 07/15/2030 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $434K – 0.00
DELRIN TERM 1LN 11/01/2030 (DERBY BUYER LLC) Long Loan US $441K – 0.00
DELTA AIR LINES INC / SKYMILES IP LTD 4.5% 10/20/2025 144A Long Debt US $371K – 0.00
DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027 (SKYMILES IP LTD) Long Loan KY $159K – 0.00
DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS Long Debt DE $638K – 0.01
DEUTSCHE BANK AG 4.5% 04/01/2025 Long Debt DE $3M – 0.03
DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS Long Debt DE $2M – 0.02
DEUTSCHE BANK AG 6.125%/VAR 12/12/30 RGS Long Debt DE $2M – 0.02
DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032 Long Debt US $3M – 0.03
DEUTSCHE BANK AG NEW YORK BNCH 5.882/VAR 07/08/2031 Long Debt US $5M – 0.05
DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029 Long Debt US $2M – 0.03
DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029 Long Debt US $5M – 0.06
DIAMOND SPORTS GROUP TERM 2LN 08/24/2026 (DIAMOND SPORTS GROUP LLC) Long Loan US $14K – 0.00
DIAMOND SPORTS TERM DIP 08/02/2027 (DIAMOND SPORTS GROUP LLC) Long Loan US $67K – 0.00
DIGICERT TERM 1LN 10/16/2026 (DCERT BUYER INC) Long Loan US $4M – 0.04
DIGICERT TERM B 2LN 02/19/2029 (DCERT BUYER INC) Long Loan US $662K – 0.01
DISCOVER BANK 4.682%/VAR 08/09/2028 Long Debt US $2M – 0.02
DISCOVER CARD EXECUTION NT TR 4.31% 03/15/2028 Long ABS-collateralized bond/debt obligation US $3M – 0.03
DISCOVER FINANCIAL SVS 3.75% 03/04/2025 Long Debt US $577K – 0.01
DISCOVER FINANCIAL SVS 4.1% 02/09/2027 Long Debt US $189K – 0.00
DISCOVER FINANCIAL SVS 4.5% 01/30/2026 Long Debt US $5M – 0.05
DISCOVER FINANCIAL SVS 6.7% 11/29/2032 Long Debt US $523K – 0.01
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 Long Debt US $5M – 0.05
DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 Long Debt US $756K – 0.01
DISH DBS CORP 5.75% 12/01/2028 144A Long Debt US $710K – 0.01
DISH NETWORK CORP 11.75% 11/15/2027 144A Long Debt US $4M – 0.05
DISH NETWORK CORP CONV 0% 12/15/2025 Long Debt US $482K – 0.01
DISH NETWORK CORP CONV 3.375% 08/15/2026 Long Debt US $2M – 0.02
DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A Long ABS-mortgage backed security US $2M – 0.02
DLLAA 2023-1A 5.64% 02/22/2028 144A Long ABS-collateralized bond/debt obligation US $735K – 0.01
DLLAA 2023-1A 5.93% 07/20/2026 144A Long ABS-collateralized bond/debt obligation US $767K – 0.01
DLLAD 2023-1A 4.79% 01/20/2028 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
DLLAD 2024-1 LLC 5.3% 07/20/2029 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
DNB BANK ASA 0.25%/VAR 02/23/2029 REGS Long Debt NO $381K – 0.00
DNKN 2017-1A A2II 4.03% 11/20/2047 144A (DB MASTER FIN LLC) Long ABS-collateralized bond/debt obligation US $258K – 0.00
DOLLAR TREE INC 4% 05/15/2025 Long Debt US $2M – 0.02
DOMINICAN REPUBLIC 4.5% 01/30/2030 144A Long Debt DO $317K – 0.00
DOMINICAN REPUBLIC 4.875% 09/23/2032 144A Long Debt DO $669K – 0.01
DOMINICAN REPUBLIC 5.3% 01/21/2041 144A Long Debt DO $296K – 0.00
DOMINICAN REPUBLIC 5.5% 01/27/2025 REGS Long Debt DO $398K – 0.00
DOMINICAN REPUBLIC 5.875% 01/30/2060 144A Long Debt DO $1M – 0.01
DOMINICAN REPUBLIC 5.95% 01/25/2027 144A Long Debt DO $3M – 0.03
DOMINICAN REPUBLIC 6.85% 01/27/2045 144A Long Debt DO $74K – 0.00
DOMINICAN REPUBLIC 6.875% 01/29/2026 144A Long Debt DO $273K – 0.00
DOMINICAN REPUBLIC 6% 07/19/2028 144A Long Debt DO $2M – 0.03
DOMINICAN REPUBLIC 7.05% 02/03/2031 144A Long Debt DO $154K – 0.00
DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) Long ABS-collateralized bond/debt obligation US $14M – 0.15
DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) Long ABS-collateralized bond/debt obligation US $6M – 0.06
DOTDASH MEREDITH TERM B 1LN 12/01/2028 (DOTDASH MEREDITH INC) Long Loan US $4M – 0.04
DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A Long Debt KY $413K – 0.00
DP WORLD PLC 5.625% 09/25/2048 144A Long Debt AE $338K – 0.00
DP WORLD SALAAM 6%/VAR PERP REGS Long Equity-preferred KY $995K – 0.01
DPL INC 4.125% 07/01/2025 Long Debt US $450K – 0.00
DRASLOVKA HOLDING TERM B 1LN 12/01/2026 (MANCHESTER ACQUISITION SUB LLC) Long Loan US $668K – 0.01
DRYDEN 20-78A A1R CLO LTD TSFR3M+153 04/17/2037 144A (DRYDEN 78 CLO LTD) Long ABS-collateralized bond/debt obligation US $7M – 0.07
DRYDEN 76 CLO LTD TSFR3M+141.161 10/20/2034 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.03
DRYDEN 83 CLO LTD 2024-83A AR TSFR3M+153 04/18/2037 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
DRYDEN 83 CLO LTD TSFR3M+148.161 01/18/2032 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A Long ABS-collateralized bond/debt obligation KY $4M – 0.04
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A Long ABS-collateralized bond/debt obligation KY $19M – 0.20
DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.04
DRYDEN SENIOR LOAN FUND TSFR3M+113 02/20/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
DT MIDSTREAM INC 4.125% 06/15/2029 144A Long Debt US $942K – 0.01
DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A Long ABS-mortgage backed security US $1M – 0.01
DTP COML MTG TR 2023-STE2 C CSTR 01/15/2041 144A Long ABS-mortgage backed security US $498K – 0.01
DTP COML MTG TR 2023-STE2 CSTR 01/15/2041 144A Long ABS-mortgage backed security US $118K – 0.00
DTP COML MTG TR 2023-STE2 D CSTR 01/15/2041 144A Long ABS-mortgage backed security US $2M – 0.02
DTP COML MTG TR 2023-STE2 E CSTR 01/15/2041 144A Long ABS-mortgage backed security US $136K – 0.00
DUKE ENERGY CORP NEW 2.45% 06/01/2030 Long Debt US $2M – 0.03
DUKE ENERGY CORP NEW 3.85% 06/15/2034 Long Debt US $365K – 0.00
DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A Long Debt US $3M – 0.03
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A Long Debt US $806K – 0.01
DXP ENTERPRISES TERM B 1LN 10/06/2030 (DXP ENTERPRISES INC) Long Loan US $200K – 0.00
E.ON SE 3.375% 01/15/2031 REGS Long Debt DE $799K – 0.01
EAB TERM B 1LN 08/16/2028 (EAB GLOBAL INC) Long Loan US $593K – 0.01
EAGLE PARENT CORP. TERM B 1LN 04/01/2029 (RESTAURANT TECHNOLOGIES INC) Long Loan US $3M – 0.03
EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A (EATON VANCE CLO 2019-1 LTD) Long ABS-collateralized bond/debt obligation KY $686K – 0.01
EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC TSFR3M+151.161 01/15/2034 144A Long ABS-collateralized bond/debt obligation KY $331K – 0.00
EATON VANCE CLO 2019-1 LTD TSFR3M+151 07/15/2037 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
ECHO GLOBAL LOGISTICS TERM 1LN 11/23/2028 (ECHO GLOBAL LOGISTICS INC) Long Loan US $1M – 0.01
ECL ENTERTAINMENT TERM B 1LN 08/07/2030 (ECL ENTERTAINMENT LLC) Long Loan US $255K – 0.00
ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A Long Debt US $2M – 0.02
ECOPETROL SA 4.625% 11/02/2031 Long Debt CO $494K – 0.01
ECOPETROL SA 8.375% 01/19/2036 Long Debt CO $234K – 0.00
ECOPETROL SA 8.875% 01/13/2033 Long Debt CO $1M – 0.01
ECUADOR REPUBLIC OF STEP 07/31/2030 144A Long Debt EC $539K – 0.01
ECUADOR REPUBLIC OF STEP 07/31/2035 144A Long Debt EC $423K – 0.00
EDISON INTERNATIONAL 5.75% 06/15/2027 Long Debt US $2M – 0.02
EG GLOBAL FINANCE PLC 12% 11/30/2028 144A Long Debt GB $4M – 0.04
EG GROUP TERM BC 1LN 02/07/2028 (EG AMERICA LLC) Long Loan US $4M – 0.04
EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $417K – 0.00
EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $801K – 0.01
EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $754K – 0.01
EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $201K – 0.00
EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $52K – 0.00
EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $350K – 0.00
EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A (EGYPT, (ARAB) REPUBLIC OF) Long Debt EG $302K – 0.00
EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A Long Debt LU $1M – 0.01
EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A Long Debt SV $8K – 0.00
EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A Long Debt SV $301K – 0.00
EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A Long Debt SV $82K – 0.00
EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A Long Debt SV $232K – 0.00
ELANCO ANIMAL HEALTH INC VAR 08/28/2028 Long Debt US $93K – 0.00
ELANCO ANIMAL HEALTH TERM B 1LN 08/01/2027 (ELANCO ANIMAL HEALTH INC) Long Loan US $3M – 0.03
ELASTIC NV 4.125% 07/15/2029 144A Long Debt NL $556K – 0.01
ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A Long Debt CA $289K – 0.00
ELDORADO RESORTS TERM B 1LN 01/26/2030 (CAESARS ENTERTAINMENT INC) Long Loan US $3M – 0.03
ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS Long Debt FR $2M – 0.02
ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS Long Debt FR $245K – 0.00
ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A Long Debt US $665K – 0.01
ELLUCIAN TERM B 1LN 10/07/2029 (ELLUCIAN HOLDINGS INC.) Long Loan US $669K – 0.01
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A Long ABS-mortgage backed security US $2M – 0.02
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+278.148 7 11/15/2038 144A Long ABS-mortgage backed security US $397K – 0.00
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A Long ABS-mortgage backed security US $10M – 0.11
EMBECTA CORP 5% 02/15/2030 144A Long Debt US $459K – 0.00
EMBECTA TERM B 1LN 03/31/2029 (EMBECTA CORP) Long Loan US $250K – 0.00
EMBRAER NETHERLANDS FINANCE BV 5.4% 02/01/2027 Long Debt NL $312K – 0.00
EMBRAER NETHERLANDS FINANCE BV 6.95% 01/17/2028 144A Long Debt NL $404K – 0.00
EMBRAER NETHERLANDS FINANCE BV 7% 07/28/2030 144A Long Debt NL $561K – 0.01
EMERA US FINANCE LP 3.55% 06/15/2026 Long Debt US $55K – 0.00
EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A Long Debt US $1M – 0.01
EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A Long Debt AE $778K – 0.01
EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A Long Debt AE $273K – 0.00
EMIRATE OF ABU DHABI 3% 09/15/2051 144A Long Debt AE $811K – 0.01
EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A Long Debt AE $357K – 0.00
EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS (EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS) Long Debt AE $508K – 0.01
EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS (EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS) Long Debt AE $188K – 0.00
EMPRESA NACIONAL DEL PETROLEO 6.15% 05/10/2033 144A Long Debt CL $299K – 0.00
EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A Long Debt US $2M – 0.02
ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS Long Debt DE $2M – 0.02
ENCORE CAP GROUP INC 8.5% 05/15/2030 144A (ENCORE CAPITAL GROUP INC) Long Debt US $966K – 0.01
ENCORE CAP GROUP INC 9.25% 04/01/2029 144A (ENCORE CAPITAL GROUP INC) Long Debt US $666K – 0.01
ENDEAVOUR MINING PLC 5% 10/14/2026 144A Long Debt GB $293K – 0.00
ENDO TERM B-EXIT 1LN 04/23/2031 (ENDO FINANCE HOLDINGS INC) Long Loan US $839K – 0.01
ENEL FINANCE INTL NV 7.5% 10/14/2032 144A Long Debt NL $272K – 0.00
ENEL SOCIETA PER AZIONI 3.375%/VAR PERP REGS (ENEL SPA) Long Debt IT $363K – 0.00
ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS Long Debt IL $617K – 0.01
ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS Long Debt IL $180K – 0.00
ENERGEAN PLC 6.5% 04/30/2027 144A Long Debt GB $891K – 0.01
ENERGO-PRO AS 8.5% 02/04/2027 144A Long Debt CZ $397K – 0.00
ENERGY TRANSFER LP 3.75% 05/15/2030 Long Debt US $49M – 0.52
ENERGY TRANSFER LP 4.95% 06/15/2028 Long Debt US $286K – 0.00
ENERGY TRANSFER LP 5.25% 04/15/2029 Long Debt US $4M – 0.04
ENERGY TRANSFER LP 5.4% 10/01/2047 Long Debt US $707K – 0.01
ENERGY TRANSFER LP 5.8% 06/15/2038 Long Debt US $149K – 0.00
ENERGY TRANSFER LP 5% 05/15/2050 Long Debt US $917K – 0.01
ENERGY TRANSFER LP 6.25% 04/15/2049 Long Debt US $109K – 0.00
ENERGY TRANSFER LP 6% 06/15/2048 Long Debt US $2M – 0.02
ENERGY TRANSFER LP 7.375% 02/01/2031 144A Long Debt US $2M – 0.02
ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP (ENERGY TRANSFER LP) Long Equity-preferred US $6M – 0.06
ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A Long Debt ES $754K – 0.01
ENGIE SA 3.875% 03/06/2036 REGS Long Debt FR $645K – 0.01
ENGIE SA 4.25% 09/06/2034 REGS Long Debt FR $1M – 0.02
ENGIE SA 5.625% 04/10/2034 144A Long Debt FR $277K – 0.00
ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A Long Debt US $1M – 0.01
ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A Long Debt US $598K – 0.01
ENLINK MIDSTRM PRTNRS LP 6%/VAR PERP Long Equity-preferred US $1M – 0.01
ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A Long Debt VG $785K – 0.01
ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A Long Debt KY $634K – 0.01
ENSEMBLE HEALTH TERM B 1LN 08/01/2029 (ENSEMBLE RCM LLC) Long Loan US $562K – 0.01
ENTAIN TERM B 1LN 10/31/2029 (ENTAIN PLC) Long Loan IM $1M – 0.02
ENTEGRIS INC 3.625% 05/01/2029 144A Long Debt US $2M – 0.02
ENTEGRIS INC 4.375% 04/15/2028 144A Long Debt US $281K – 0.00
ENTEGRIS INC 4.75% 04/15/2029 144A Long Debt US $1M – 0.02
ENTERGY CORP NEW 2.8% 06/15/2030 Long Debt US $413K – 0.00
ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A Long ABS-collateralized bond/debt obligation US $3M – 0.04
ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A Long ABS-collateralized bond/debt obligation US $3M – 0.04
ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026 (ENTERPRISE PRODUCTS OPERATING LLC) Long Debt US $5M – 0.05
EPIC Y-GRADE SERVICES TERM B 1LN 06/29/2029 (EPIC Y-GRADE SERVICES,LP) Long Loan US $3M – 0.03
EPICOR SOFTWARE TERM B 1LN 07/31/2027 (EPICOR SOFTWARE CORPORATION) Long Loan US $495K – 0.01
EPICOR TERM 1LN 07/31/2027 (EPICOR SOFTWARE CORPORATION) Long Loan US $250K – 0.00
EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A Long Debt US $197K – 0.00
EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A Long Debt US $434K – 0.00
EQUITABLE HOLDINGS INC 4.35% 04/20/2028 Long Debt US $5M – 0.05
ERO COPPER CORP 6.5% 02/15/2030 144A Long Debt CA $2M – 0.02
ESAB CORP 6.25% 04/15/2029 144A Long Debt US $712K – 0.01
ESDEC SOLAR TERM B 1LN 08/27/2028 (ESDEC SOLAR GROUP BV) Long Loan NL $1M – 0.01
ESKOM HLDGS LTD 6.35% 08/10/2028 144A Long Debt ZA $838K – 0.01
ESKOM HLDGS LTD 7.125% 02/11/2025 144A Long Debt ZA $478K – 0.01
ESKOM HLDGS LTD 8.45% 08/10/2028 144A Long Debt ZA $70K – 0.00
ESSEX PORTFOLIO LP 5.5% 04/01/2034 Long Debt US $11M – 0.12
ETC GROUP TERM 1LN 10/06/2029 (EOS US FINCO LLC) Long Loan US $185K – 0.00
EUC TERM 1LN 04/21/2031 (MODENA BUYER LLC) Long Loan US $3M – 0.03
EUROPEAN INVESTMENT BANK 3% 11/15/2028 REGS Long Debt LU $2M – 0.02
EXELON CORP 3.35% 03/15/2032 Long Debt US $1M – 0.01
EXELON CORP 4.05% 04/15/2030 Long Debt US $12M – 0.13
EXELON CORP 4.1% 03/15/2052 Long Debt US $262K – 0.00
EXELON CORP 4.7% 04/15/2050 Long Debt US $105K – 0.00
EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A Long ABS-mortgage backed security US $1M – 0.02
EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A Long ABS-mortgage backed security US $791K – 0.01
EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A Long ABS-mortgage backed security US $332K – 0.00
EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A Long ABS-mortgage backed security US $2M – 0.02
EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A Long ABS-mortgage backed security US $457K – 0.00
EXTRA SPACE STORAGE LP 5.4% 02/01/2034 Long Debt US $350K – 0.00
EXXON MOBIL CORP 3.482% 03/19/2030 Long Debt US $3M – 0.03
FANATICS COMMERCE TERM B 1LN 11/23/2028 (FANATICS COMMERCE INTERMEDIATE HOLDCO LLC) Long Loan US $81K – 0.00
FANNIE MAE 2.5% 02/25/2052 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FANNIE MAE 3% 05/25/2048 Long ABS-collateralized bond/debt obligation US $501K – 0.01
FANNIE MAE 4.5% 07/25/2048 Long ABS-collateralized bond/debt obligation US $815K – 0.01
FANNIE MAE 5% 05/25/2030 Long ABS-collateralized bond/debt obligation US $2M – 0.02
FANNIEMAE 20YR 3.5% 05/01/2036#BM3697 (FANNIE MAE) Long ABS-mortgage backed security US $156K – 0.00
FANNIEMAE 20YR 3.5% 12/01/2036#BM3680 (FANNIE MAE) Long ABS-mortgage backed security US $208K – 0.00
FANNIEMAE 30YR 3.5% 07/47#BM3041 (FANNIE MAE) Long ABS-mortgage backed security US $317K – 0.00
FEDERAL HOM 15YR 3% 10/01/2031#J35799 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) Long ABS-mortgage backed security US $14K – 0.00
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051 Long ABS-collateralized bond/debt obligation US $387K – 0.00
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048 Long ABS-collateralized bond/debt obligation US $372K – 0.00
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048 Long ABS-collateralized bond/debt obligation US $365K – 0.00
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.023% 01/25/2025 Long ABS-mortgage backed security US $1M – 0.01
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 Long ABS-collateralized bond/debt obligation US $275K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 1.5% 04/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $225K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $303K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $297K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $4M – 0.05
FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $3M – 0.04
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $844K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.25% 04/25/2037 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $931K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $3M – 0.03
FEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $695K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $828K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $494K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $414K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $210K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $414K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $370K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $174K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $695K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $214K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $163K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $6M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $14M – 0.15
FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2% 04/25/2045 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $906K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2% 08/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $6M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $964K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2017-4716 PA 3% 07/15/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 2020-5058 BE 3% 11/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $745K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $248K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $5M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $862K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $846K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $616K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $5M – 0.06
FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $250K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $288K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $4M – 0.04
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $903K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3% 09/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $149K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $207K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $158K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $353K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $573K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 4.5% 03/15/2043 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $20K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $937K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2041 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $71K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $419K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 5% 05/15/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $90K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $348K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $399K – 0.00
FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $596K – 0.01
FEDERAL HOME LN MTG MLT CTF GT 5210 TA 3.5% 11/25/2046 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-collateralized bond/debt obligation US $415K – 0.00
FEDERAL HOME LN MTG MLT CTF GT K727 A2 2.946% 07/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) Long ABS-mortgage backed security US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 04-81 ML 5% 11/25/2024 Long ABS-collateralized bond/debt obligation US $2K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 1.5% 03/25/2045 Long ABS-collateralized bond/debt obligation US $669K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 1.5% 06/25/2040 Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 1.5% 07/25/2040 Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 1.5% 10/25/2051 Long ABS-collateralized bond/debt obligation US $306K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 1.5% 11/25/2050 Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 Long ABS-collateralized bond/debt obligation US $1M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052 Long ABS-collateralized bond/debt obligation US $209K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052 Long ABS-collateralized bond/debt obligation US $4M – 0.04
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 Long ABS-collateralized bond/debt obligation US $492K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 Long ABS-collateralized bond/debt obligation US $912K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 Long ABS-collateralized bond/debt obligation US $609K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046 Long ABS-collateralized bond/debt obligation US $2M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047 Long ABS-collateralized bond/debt obligation US $10M – 0.11
FEDERAL NAT MTG ASN GTD REM PA 2% 01/25/2045 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 Long ABS-collateralized bond/debt obligation US $3M – 0.04
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 Long ABS-collateralized bond/debt obligation US $4M – 0.05
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 Long ABS-collateralized bond/debt obligation US $4M – 0.04
FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 Long ABS-collateralized bond/debt obligation US $449K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 Long ABS-collateralized bond/debt obligation US $273K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 2020-49 LA 2% 03/25/2043 Long ABS-collateralized bond/debt obligation US $5M – 0.05
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049 Long ABS-collateralized bond/debt obligation US $8M – 0.09
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 Long ABS-collateralized bond/debt obligation US $298K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 Long ABS-collateralized bond/debt obligation US $347K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 2022-69 AB 4.5% 01/25/2044 Long ABS-collateralized bond/debt obligation US $1M – 0.02
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 Long ABS-collateralized bond/debt obligation US $425K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 Long ABS-collateralized bond/debt obligation US $283K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 Long ABS-collateralized bond/debt obligation US $308K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 Long ABS-collateralized bond/debt obligation US $327K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 Long ABS-collateralized bond/debt obligation US $488K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 Long ABS-collateralized bond/debt obligation US $300K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 Long ABS-collateralized bond/debt obligation US $473K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 22-15 GC 3% 01/25/2047 Long ABS-collateralized bond/debt obligation US $637K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 22-17 BH 3% 05/25/2047 Long ABS-collateralized bond/debt obligation US $701K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 22-25 AB 4% 09/25/2047 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2042 Long ABS-collateralized bond/debt obligation US $79K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 3.5% 06/25/2044 Long ABS-collateralized bond/debt obligation US $77K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044 Long ABS-collateralized bond/debt obligation US $6M – 0.06
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048 Long ABS-collateralized bond/debt obligation US $620K – 0.01
FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 Long ABS-collateralized bond/debt obligation US $410K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 Long ABS-collateralized bond/debt obligation US $31K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 Long ABS-collateralized bond/debt obligation US $327K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 4% 03/25/2047 Long ABS-collateralized bond/debt obligation US $3M – 0.03
FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 Long ABS-collateralized bond/debt obligation US $260K – 0.00
FEDERAL NAT MTG ASN GTD REM PA 5% 05/25/2025 Long ABS-collateralized bond/debt obligation US $56K – 0.00
FEDERAL NATL MTG AS GTD RE PTT 4% 11/25/2042 Long ABS-collateralized bond/debt obligation US $189K – 0.00
FEDERAL NATL MTG AS GTD RE PTT 4% 12/25/2044 Long ABS-collateralized bond/debt obligation US $158K – 0.00
FEL Energy VI Sarl 5.75% 12/01/2040 144A Long Debt LU $248K – 0.00
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A Long Debt US $810K – 0.01
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A Long Debt US $990K – 0.01
FHLG 10YR 2.5% 02/01/2030#RD5018 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $209K – 0.00
FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $688K – 0.01
FHLG 15YR 1.5% 02/01/2036#RC1756 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 1.5% 05/01/2036#QN6387 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $349K – 0.00
FHLG 15YR 1.5% 10/01/2035#SB8068 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $906K – 0.01
FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $404K – 0.00
FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 2.5% 01/01/2030#SB0800 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $688K – 0.01
FHLG 15YR 2.5% 01/33#J38270 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 15YR 2.5% 02/01/2035#QN1578 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $254K – 0.00
FHLG 15YR 2.5% 03/01/2032#SB0878 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 15YR 2.5% 03/01/2033#G18680 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $42K – 0.00
FHLG 15YR 2.5% 03/01/2033#G18683 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.00
FHLG 15YR 2.5% 03/01/2037#RC2527 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $678K – 0.01
FHLG 15YR 2.5% 05/01/2033#G18687 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 15YR 2.5% 06/01/2031#G18604 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $34K – 0.00
FHLG 15YR 2.5% 06/01/2031#J34501 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $27K – 0.00
FHLG 15YR 2.5% 07/01/2031#V61246 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $59K – 0.00
FHLG 15YR 2.5% 07/01/2032#G18651 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 15YR 2.5% 07/01/2033#G16661 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $137K – 0.00
FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $59K – 0.00
FHLG 15YR 2.5% 08/01/2031#V61273 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $97K – 0.00
FHLG 15YR 2.5% 08/01/2032#G18654 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 2.5% 11/01/2031#ZS8629 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $219K – 0.00
FHLG 15YR 2.5% 11/01/2032#G18665 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 15YR 2.5% 12/01/2032#G18669 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $136K – 0.00
FHLG 15YR 2% 01/01/2037#SB8137 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $225K – 0.00
FHLG 15YR 2% 02/01/2036#BR1356 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $111K – 0.00
FHLG 15YR 2% 02/01/2036#QN5328 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $95K – 0.00
FHLG 15YR 2% 02/01/2036#SB8510 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $146K – 0.00
FHLG 15YR 2% 03/01/2036#QN5653 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $311K – 0.00
FHLG 15YR 2% 03/01/2036#QN5744 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $86K – 0.00
FHLG 15YR 2% 03/01/2036#RC1891 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 15YR 2% 04/01/2036#BR0968 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $893K – 0.01
FHLG 15YR 2% 04/01/2036#RC1932 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $108K – 0.00
FHLG 15YR 2% 04/01/2037#QO0110 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.04
FHLG 15YR 2% 04/01/2037#SB8148 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $873K – 0.01
FHLG 15YR 2% 05/01/2036#SB8512 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $143K – 0.00
FHLG 15YR 2% 06/01/2035#QN2431 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11M – 0.12
FHLG 15YR 2% 06/01/2035#QN2443 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 2% 06/01/2036#SB8107 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 2% 08/01/2036#RC2195 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 2% 09/01/2036#SB8119 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $273K – 0.00
FHLG 15YR 2% 11/01/2036#SB8128 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $119K – 0.00
FHLG 15YR 2% 12/01/2035#BQ9287 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $116K – 0.00
FHLG 15YR 2% 12/01/2036#SB8132 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 15YR 3.5% 02/01/2034#G16752 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $147K – 0.00
FHLG 15YR 3.5% 04/01/2033#ZT1970 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $282K – 0.00
FHLG 15YR 3.5% 11/01/2033#G16677 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $125K – 0.00
FHLG 15YR 3.5% 11/01/2033#ZT1410 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $115K – 0.00
FHLG 15YR 3% 02/01/2033#SB0621 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $108K – 0.00
FHLG 15YR 3% 04/01/2033#G18684 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $144K – 0.00
FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $20K – 0.00
FHLG 15YR 3% 05/01/2035#SB0836 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 15YR 3% 12/01/2030#ZS8591 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $109K – 0.00
FHLG 15YR 3% 12/01/2032#SB0030 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $25K – 0.00
FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $56K – 0.00
FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $57K – 0.00
FHLG 20YR 1.5% 04/01/2041#QK0705 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $57K – 0.00
FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $34K – 0.00
FHLG 20YR 2.5% 01/01/2041#SC0119 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $533K – 0.01
FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $405K – 0.00
FHLG 20YR 2.5% 02/01/2042#SC0248 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $549K – 0.01
FHLG 20YR 2.5% 04/01/2041#SC0158 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 20YR 2.5% 04/01/2042#RB5154 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8M – 0.08
FHLG 20YR 2.5% 04/01/2042#SC0270 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $82K – 0.00
FHLG 20YR 2.5% 05/01/2041#SC0167 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $141K – 0.00
FHLG 20YR 2.5% 05/01/2041#SC0237 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 20YR 2.5% 06/01/2040#QK0306 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $79K – 0.00
FHLG 20YR 2.5% 06/01/2041#BR1090 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $95K – 0.00
FHLG 20YR 2.5% 07/01/2041#SC0157 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $826K – 0.01
FHLG 20YR 2.5% 07/01/2041#SC0370 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.07
FHLG 20YR 2.5% 08/01/2041#QK0985 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $274K – 0.00
FHLG 20YR 2.5% 09/01/2041#SC0185 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $596K – 0.01
FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $201K – 0.00
FHLG 20YR 2.5% 11/01/2041#QK1167 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $339K – 0.00
FHLG 20YR 2.5% 11/01/2041#QK1203 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $120K – 0.00
FHLG 20YR 2.5% 11/01/2041#SC0210 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 20YR 2% 02/01/2041#QK0646 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $113K – 0.00
FHLG 20YR 2% 02/01/2041#RB5100 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $399K – 0.00
FHLG 20YR 2% 03/01/2041#SC0136 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $381K – 0.00
FHLG 20YR 2% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 20YR 2% 05/01/2041#RB5111 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $382K – 0.00
FHLG 20YR 2% 06/01/2041#RB5114 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $622K – 0.01
FHLG 20YR 2% 07/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 20YR 2% 07/01/2041#SC0162 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 20YR 2% 10/01/2041#RB5131 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $963K – 0.01
FHLG 20YR 2% 11/01/2041#QK1180 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $578K – 0.01
FHLG 20YR 3.5% 02/34#G30703 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $160K – 0.00
FHLG 20YR 3.5% 07/01/2032#C91467 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $49K – 0.00
FHLG 20YR 3.5% 10/01/2034#C91793 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $679K – 0.01
FHLG 20YR 4.5% 10/01/2042#RB5189 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $153K – 0.00
FHLG 20YR 4.5% 12/01/2042#RB5198 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $94K – 0.00
FHLG 20YR 4% 05/01/2037#C91938 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $152K – 0.00
FHLG 30YR 1.5% 01/01/2051#SD8120 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 30YR 1.5% 03/01/2051#QC0226 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $215K – 0.00
FHLG 30YR 1.5% 03/01/2051#SD8133 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $938K – 0.01
FHLG 30YR 1.5% 04/01/2051#QC0798 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $311K – 0.00
FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 30YR 2.5% 01/01/2051#RA4349 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 2.5% 01/01/2052#RA6620 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $964K – 0.01
FHLG 30YR 2.5% 01/01/2052#RA6622 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 30YR 2.5% 02/01/2051#RA4527 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 30YR 2.5% 02/01/2051#RA4575 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.06
FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 30YR 2.5% 03/01/2051#RA4749 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.06
FHLG 30YR 2.5% 03/01/2052#SD0931 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.02
FHLG 30YR 2.5% 04/01/2047#SD0978 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $929K – 0.01
FHLG 30YR 2.5% 05/01/2051#SD7540 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 30YR 2.5% 07/01/2050#RA2976 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $475K – 0.01
FHLG 30YR 2.5% 07/01/2051#RA5559 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $24K – 0.00
FHLG 30YR 2.5% 07/01/2051#RA5574 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $421K – 0.00
FHLG 30YR 2.5% 09/01/2051#QC7086 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $348K – 0.00
FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $310K – 0.00
FHLG 30YR 2.5% 12/01/2051#RA6434 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $408K – 0.00
FHLG 30YR 2.5% 12/01/2051#SD8183 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $260K – 0.00
FHLG 30YR 2% 01/01/2051#RA4352 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $725K – 0.01
FHLG 30YR 2% 02/01/2052#RA6823 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 2% 02/52#RA6824 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 2% 03/01/2051#SD4957 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $23M – 0.24
FHLG 30YR 2% 04/01/2052#RA7142 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $858K – 0.01
FHLG 30YR 2% 05/01/2051#RA5287 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $206K – 0.00
FHLG 30YR 2% 05/01/2051#RA5288 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $482K – 0.01
FHLG 30YR 2% 05/51#QC1514 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $32K – 0.00
FHLG 30YR 2% 05/51#SD7541 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.03
FHLG 30YR 2% 06/01/2050#RA2677 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $484K – 0.01
FHLG 30YR 2% 07/51#QC4163 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $28K – 0.00
FHLG 30YR 2% 10/01/2051#RA6076 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $677K – 0.01
FHLG 30YR 2% 11/01/2050#QB5146 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 2% 11/01/2050#SD7527 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12M – 0.13
FHLG 30YR 2% 11/01/2051#RA6241 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $669K – 0.01
FHLG 30YR 2% 11/01/2051#RA6302 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $524K – 0.01
FHLG 30YR 2% 11/01/2051#RA6334 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $959K – 0.01
FHLG 30YR 2% 12/01/2051#RA6506 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $134K – 0.00
FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $476K – 0.01
FHLG 30YR 3.0% 06/01/2045#Q34156 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.00
FHLG 30YR 3.5% 01/01/2044#G07922 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $368K – 0.00
FHLG 30YR 3.5% 01/01/2044#G60271 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $186K – 0.00
FHLG 30YR 3.5% 01/01/2045#G61419 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $66K – 0.00
FHLG 30YR 3.5% 01/01/2046#G08687 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $30K – 0.00
FHLG 30YR 3.5% 02/01/2052#RA6799 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $142K – 0.00
FHLG 30YR 3.5% 03/01/2032#C91403 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $46K – 0.00
FHLG 30YR 3.5% 03/01/2045#Q32008 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $34K – 0.00
FHLG 30YR 3.5% 03/01/2046#G60440 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $70K – 0.00
FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $348K – 0.00
FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $325K – 0.00
FHLG 30YR 3.5% 03/01/2052#RA6986 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $153K – 0.00
FHLG 30YR 3.5% 03/01/2052#RA6987 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 3.5% 04/01/2048#Q55484 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $65K – 0.00
FHLG 30YR 3.5% 04/01/2052#SD0958 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $240K – 0.00
FHLG 30YR 3.5% 05/01/2045#Q33547 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $43K – 0.00
FHLG 30YR 3.5% 05/01/2046#G60553 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $36K – 0.00
FHLG 30YR 3.5% 05/01/2046#G60603 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $85K – 0.00
FHLG 30YR 3.5% 05/01/2052#RA7311 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $576K – 0.01
FHLG 30YR 3.5% 05/01/2052#RA7312 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $311K – 0.00
FHLG 30YR 3.5% 06/01/2045#Q33791 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 30YR 3.5% 06/01/2045#Q34164 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $55K – 0.00
FHLG 30YR 3.5% 07/01/2042#ZA1228 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 3.5% 07/01/2042#ZA1231 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $488K – 0.01
FHLG 30YR 3.5% 08/42#Q10245 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $50K – 0.00
FHLG 30YR 3.5% 09/01/2042#ZL3774 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.02
FHLG 30YR 3.5% 09/46#Q43257 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $44K – 0.00
FHLG 30YR 3.5% 10/01/2047#V83497 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 30YR 3.5% 10/01/2049#SD0114 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $449K – 0.00
FHLG 30YR 3.5% 10/01/2051# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $408K – 0.00
FHLG 30YR 3.5% 11/01/2042#ZL4397 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $426K – 0.00
FHLG 30YR 3.5% 11/01/2045#Q37467 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $44K – 0.00
FHLG 30YR 3.5% 11/01/2047#Q52131 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $57K – 0.00
FHLG 30YR 3.5% 12/01/2047#V83817 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $244K – 0.00
FHLG 30YR 3% 01/01/2048#ZM5409 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 30YR 3% 03/01/2052#RA6988 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $633K – 0.01
FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.03
FHLG 30YR 3% 04/01/2046#Q40165 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 3% 04/01/2050#RA2457 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $235K – 0.00
FHLG 30YR 3% 05/01/2046#V82275 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $89K – 0.00
FHLG 30YR 3% 05/01/2051#RA5267 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $559K – 0.01
FHLG 30YR 3% 05/01/2052#QE2333 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.05
FHLG 30YR 3% 05/01/2052#RA7375 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7M – 0.08
FHLG 30YR 3% 06/01/2050#SD7518 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $389K – 0.00
FHLG 30YR 3% 09/01/2051#QC7496 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $106K – 0.00
FHLG 30YR 3% 09/01/2051#RA5901 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $541K – 0.01
FHLG 30YR 3% 11/01/2047#ZM4743 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $450K – 0.00
FHLG 30YR 3% 11/01/2047#ZM4820 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $165K – 0.00
FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $102K – 0.00
FHLG 30YR 3% 11/01/2051#QD1240 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $109K – 0.00
FHLG 30YR 3% 11/01/2051#RA6347 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $630K – 0.01
FHLG 30YR 3% 11/01/2051#SD8179 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.06
FHLG 30YR 3% 12/01/2046#G60989 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $292K – 0.00
FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $852K – 0.01
FHLG 30YR 3% 5/46#Q40310 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 30YR 3% 6/46#V82414 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $87K – 0.00
FHLG 30YR 4.0% 04/01/2043#G07345 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $119K – 0.00
FHLG 30YR 4.0% 10/01/2041#G06800 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4.5% 01/01/2047#Q45635 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4.5% 01/42#G60517 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $112K – 0.00
FHLG 30YR 4.5% 02/01/2047#Q46222 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 4.5% 04/01/2048#Q55500 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 30YR 4.5% 04/01/2048#Q55660 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 4.5% 04/48#Q55724 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 4.5% 05/01/2047#Q47935 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4.5% 05/01/2047#Q48095 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 30YR 4.5% 05/01/2048#Q55839 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 4.5% 05/01/2053#QG3997 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $24K – 0.00
FHLG 30YR 4.5% 05/47#Q47942 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 4.5% 06/01/2047#Q48759 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $24K – 0.00
FHLG 30YR 4.5% 06/47#Q48876 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $21K – 0.00
FHLG 30YR 4.5% 07/01/2047#G61047 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $35K – 0.00
FHLG 30YR 4.5% 07/01/2047#Q49393 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 30YR 4.5% 07/01/2047#Q49499 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 30YR 4.5% 07/01/2049#RA1171 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 4.5% 11/01/2040#ZT2295 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.04
FHLG 30YR 4.5% 12/01/2046#Q45028 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4.5% 12/01/2047#Q53017 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4.5% 12/01/2048#G61821 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $172K – 0.00
FHLG 30YR 4% 01/01/2041#A96413 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $43K – 0.00
FHLG 30YR 4% 02/01/2041#A96822 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $75K – 0.00
FHLG 30YR 4% 02/01/2045#G07949 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $48K – 0.00
FHLG 30YR 4% 02/48#G61343 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $44K – 0.00
FHLG 30YR 4% 04/01/2046#Q39975 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 4% 04/01/2046#V82292 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4% 05/01/2048#Q55992 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4% 05/48#ZA5379 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $186K – 0.00
FHLG 30YR 4% 06/01/2048#G67713 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $70K – 0.00
FHLG 30YR 4% 06/01/2050#SD8070 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 30YR 4% 07/01/2041#Q02144 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $48K – 0.00
FHLG 30YR 4% 07/01/2048#Q59935 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $57K – 0.00
FHLG 30YR 4% 09/01/2040#G06023 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 4% 1/45#Q30720 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 30YR 4% 10/01/2047#Q51234 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 4% 10/01/2052#SD1772 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $749K – 0.01
FHLG 30YR 4% 11/01/2040#A95150 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $46K – 0.00
FHLG 30YR 5.5% 02/01/2054#RJ0836 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $460K – 0.00
FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 30YR 5.5% 04/01/2053#SD7562 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.04
FHLG 30YR 5.5% 05/01/2053#SD2891 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 5.5% 10/01/2052#RA7615 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $460K – 0.00
FHLG 30YR 5.5% 11/01/2052#SD3410 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14M – 0.15
FHLG 30YR 5% 01/01/2053#SD2186 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $534K – 0.01
FHLG 30YR 5% 06/01/2052#RA7575 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5M – 0.05
FHLG 30YR 5% 06/01/2053#SD3196 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $638K – 0.01
FHLG 30YR 5% 09/01/2052#SD1572 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $337K – 0.00
FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $395K – 0.00
FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $360K – 0.00
FHLG 30YR 5% 11/01/2052#SD1863 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.01
FHLG 30YR 5% 12/01/2052#RA8291 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $356K – 0.00
FHLG 30YR 5% 12/01/2052#RA8292 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $332K – 0.00
FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $831K – 0.01
FHLG 30YR 5% 12/01/2052#SD2175 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $155K – 0.00
FHLG 30YR 5% 12/01/2052#SD8276 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.06
FHLG 30YR 6.5% 01/01/2054#RJ0706 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.04
FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $928K – 0.01
FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $910K – 0.01
FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.04
FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.04
FHLG 30YR 6.5% 10/01/2053#RJ0111 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.03
FHLG 30YR 6% 03/01/2053#SD2518 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $918K – 0.01
FHLG 30YR 6% 04/01/2054#SD7569 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $40M – 0.43
FHLG 30YR 6% 11/01/2053#RJ0189 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $888K – 0.01
FHLM 30YR 5.5% 02/01/2054#RJ0928 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $2M – 0.02
FHLM 30YR 5.5% 03/01/2054#RJ1003 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $2M – 0.02
FHLM 30YR 5.5% 03/01/2054#RJ1067 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $6M – 0.06
FHLM 30YR 5.5% 05/01/2053#RA9058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $778K – 0.01
FHLM 30YR 5.5% 06/01/2053#RA9161 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $392K – 0.00
FHLM 30YR 5% 08/01/2053#RA9615 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $1M – 0.01
FHLM 30YR 6% 04/01/2054#RJ1229 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $3M – 0.03
FHLM 30YR 6% 06/01/2053#RA9276 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $1M – 0.01
FHLM 30YR 6% 06/01/2053#RA9277 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $967K – 0.01
FHLM 30YR 6% 06/01/2053#RA9278 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $1M – 0.01
FHLM 30YR 6% 07/01/2053#RA9382 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $709K – 0.01
FHLM 30YR 6% 07/01/2053#RA9383 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $623K – 0.01
FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $2M – 0.02
FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS (CIA DE SEGUROS FIDELIDADE SA) Long Debt PT $314K – 0.00
Fidelity Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $441M 441M 4.67
Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $5M 5M 0.06
FIESTA PURCHASER INC 7.875% 03/01/2031 144A Long Debt US $416K – 0.00
FILTRATION GROUP TERM B 1LN 10/21/2028 (FILTRATION GROUP CORP) Long Loan US $744K – 0.01
FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A Long ABS-collateralized bond/debt obligation US $754K – 0.01
FINASTRA CAN TL 09/13/29 (DH CORPORATION/SOCIETE DH) Long Loan CA $12K – 0.00
FINASTRA US TL 09/13/29 (FINASTRA USA INC) Long Loan US $523K – 0.01
FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028 (FIRST CITIZENS BANK and TRUST COMPANY) Long Debt US $178K – 0.00
FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A Long Debt CA $2M – 0.02
FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A Long Debt CA $1M – 0.01
FIRST REPUBLIC BANK Long Equity-common US $75.15 3K 0.00
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A Long Debt US $5M – 0.06
FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A (FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC) Long ABS-collateralized bond/debt obligation KY $9M – 0.10
FLATIRON CLO LT TSFR3M+137.161 07/19/2034 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.03
FLATIRON CLO LTD TSFR3M+134.161 11/16/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
FLEXERA SOFTWARE TERM B 1LN 03/03/2028 (FLEXERA SOFTWARE LLC) Long Loan US $1M – 0.01
FLUTTER ENTERTAINMENT TERM B 1LN 11/25/2030 (FLUTTER FINANCING BV) Long Loan NL $1M – 0.01
FLY LEASING LTD 7% 10/15/2024 144A Long Debt BM $144K – 0.00
FMG RES AUGUST 2006 PTY LTD 5.875% 04/15/2030 144A (FMG RESOURCES AUG'06 PTY LTD) Long Debt AU $334K – 0.00
FNMA 10YR 2.5% 06/01/2029#MA3734 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $74K – 0.00
FNMA 15YR 1.5% 01/01/2036#MA4228 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $698K – 0.01
FNMA 15YR 1.5% 02/01/2036#FM6507 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $359K – 0.00
FNMA 15YR 1.5% 04/36#MA4302 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $394K – 0.00
FNMA 15YR 1.5% 09/01/2035#MA4122 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $871K – 0.01
FNMA 15YR 1.5% 09/01/2036#CB1715 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 15YR 1.5% 11/01/2035#BQ5806 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 1.5% 11/01/2035#CA7953 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $880K – 0.01
FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 1% 12/01/2036#FS1679 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 2.5% 01/01/2030#FS3868 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $571K – 0.01
FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $259K – 0.00
FNMA 15YR 2.5% 01/01/2037#FS1654 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $967K – 0.01
FNMA 15YR 2.5% 02/01/2035#FM2502 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $322K – 0.00
FNMA 15YR 2.5% 02/01/2035#FM6733 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $147K – 0.00
FNMA 15YR 2.5% 02/35#BO9279 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $108K – 0.00
FNMA 15YR 2.5% 04/01/2036#FM9743 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $262K – 0.00
FNMA 15YR 2.5% 05/01/2031#BC0919 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 15YR 2.5% 07/31#BC1465 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $308K – 0.00
FNMA 15YR 2.5% 07/36#MA4384 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 15YR 2.5% 08/01/2031#BC2778 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $41K – 0.00
FNMA 15YR 2.5% 09/01/2036#CB1756 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17M – 0.18
FNMA 15YR 2.5% 10/01/2031#AS8010 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $254K – 0.00
FNMA 15YR 2.5% 11/01/2029#AS7270 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $211K – 0.00
FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $168K – 0.00
FNMA 15YR 2.5% 11/01/2032#BH5773 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $231K – 0.00
FNMA 15YR 2.5% 11/01/2032#MA3187 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $60K – 0.00
FNMA 15YR 2.5% 11/01/2036#CB2246 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 2.5% 11/01/2036#FS1970 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 2.5% 11/01/2036#FS2499 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $824K – 0.01
FNMA 15YR 2.5% 12/01/2031#AS8511 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $462K – 0.00
FNMA 15YR 2.5% 12/01/2032#BJ3746 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $440K – 0.00
FNMA 15YR 2.5% 12/01/2033#FM4036 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.05
FNMA 15YR 2.5% 12/01/2036#MA4498 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 2% 01/37#MA4516 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $676K – 0.01
FNMA 15YR 2% 02/01/2036#BR3300 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $83K – 0.00
FNMA 15YR 2% 02/01/2036#FM6089 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $117K – 0.00
FNMA 15YR 2% 02/01/2036#FM6147 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $43K – 0.00
FNMA 15YR 2% 02/01/2036#FM6186 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $81K – 0.00
FNMA 15YR 2% 02/01/2036#FM6342 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $99K – 0.00
FNMA 15YR 2% 02/01/2037#BT2056 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $123K – 0.00
FNMA 15YR 2% 02/01/2037#FS0610 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $203K – 0.00
FNMA 15YR 2% 02/01/2037#MA4536 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $135K – 0.00
FNMA 15YR 2% 03/01/2036#CA9437 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $152K – 0.00
FNMA 15YR 2% 03/01/2036#CA9438 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $97K – 0.00
FNMA 15YR 2% 03/01/2037#MA4567 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7M – 0.07
FNMA 15YR 2% 04/01/2036#BR6332 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $725K – 0.01
FNMA 15YR 2% 04/01/2036#FM6957 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $462K – 0.00
FNMA 15YR 2% 05/01/2036#BT0887 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $203K – 0.00
FNMA 15YR 2% 05/01/2036#FM6899 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $124K – 0.00
FNMA 15YR 2% 06/01/2036#BT0154 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $136K – 0.00
FNMA 15YR 2% 06/01/2036#MA4360 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $319K – 0.00
FNMA 15YR 2% 07/01/2035#FM3159 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $840K – 0.01
FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.02
FNMA 15YR 2% 09/01/2036#MA4418 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $271K – 0.00
FNMA 15YR 2% 10/01/2035#BK5705 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $452K – 0.00
FNMA 15YR 2% 12/01/2035#FM5278 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $89K – 0.00
FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 3.5% 02/01/2035#CA5291 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $307K – 0.00
FNMA 15YR 3.5% 05/01/2035#FM3340 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 15YR 3.5% 08/01/2034#CA4090 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $477K – 0.01
FNMA 15YR 3.5% 10/01/2034#FM1579 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $397K – 0.00
FNMA 15YR 3.5% 11/01/2034#FM7876 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $90K – 0.00
FNMA 15YR 3% 01/01/2035#FM2286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $36K – 0.00
FNMA 15YR 3% 02/01/2031#FS1234 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $388K – 0.00
FNMA 15YR 3% 02/01/2033#MA3283 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $122K – 0.00
FNMA 15YR 3% 02/01/2034#FS4276 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7M – 0.07
FNMA 15YR 3% 02/01/2035# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $149K – 0.00
FNMA 15YR 3% 03/01/2033#BM4614 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 15YR 3% 04/01/2034#BN6419 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $159K – 0.00
FNMA 15YR 3% 07/01/2033# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $43K – 0.00
FNMA 15YR 3% 07/01/2034#FM8940 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $441K – 0.00
FNMA 15YR 3% 08/01/2032#MA3090 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $439K – 0.00
FNMA 15YR 3% 09/01/2032#BM1884 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 15YR 3% 09/01/2034#CA4232 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $92K – 0.00
FNMA 15YR 3% 09/01/2035#FS0112 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $898K – 0.01
FNMA 15YR 3% 09/32#MA3125 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 15YR 3% 10/01/2034#CA4265 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $223K – 0.00
FNMA 15YR 3% 11/01/2034#FS1799 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $217K – 0.00
FNMA 15YR 3% 12/01/2032#BM5109 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $547K – 0.01
FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $55K – 0.00
FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $56K – 0.00
FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $57K – 0.00
FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $53K – 0.00
FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1000K – 0.01
FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $53K – 0.00
FNMA 20YR 2.5% 02/01/2041#MA4269 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $276K – 0.00
FNMA 20YR 2.5% 02/01/2042#FS1810 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $207K – 0.00
FNMA 20YR 2.5% 03/01/2040#FM2646 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $87K – 0.00
FNMA 20YR 2.5% 03/01/2041#CA9362 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $444K – 0.00
FNMA 20YR 2.5% 04/01/2041#MA4312 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $257K – 0.00
FNMA 20YR 2.5% 04/01/2042#BV7699 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $83K – 0.00
FNMA 20YR 2.5% 04/01/2042#MA4587 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10M – 0.11
FNMA 20YR 2.5% 05/01/2040#MA4016 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 20YR 2.5% 05/01/2041#CB0469 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $150K – 0.00
FNMA 20YR 2.5% 05/01/2041#CB0471 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $386K – 0.00
FNMA 20YR 2.5% 05/01/2041#FM7587 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $484K – 0.01
FNMA 20YR 2.5% 05/01/2042#RB0710 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $96K – 0.00
FNMA 20YR 2.5% 05/01/2042#RB0806 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $40K – 0.00
FNMA 20YR 2.5% 07/01/2040#CA6462 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $314K – 0.00
FNMA 20YR 2.5% 07/01/2041#CB1074 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $395K – 0.00
FNMA 20YR 2.5% 07/01/2041#CB1076 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $558K – 0.01
FNMA 20YR 2.5% 07/01/2041#CB2014 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $175K – 0.00
FNMA 20YR 2.5% 08/01/2041#CB1342 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $903K – 0.01
FNMA 20YR 2.5% 08/01/2041#CB1343 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $287K – 0.00
FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $352K – 0.00
FNMA 20YR 2.5% 09/01/2042#FS6944 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11M – 0.11
FNMA 20YR 2.5% 10/01/2041#CB1842 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $528K – 0.01
FNMA 20YR 2.5% 11/01/2040#FM9485 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $460K – 0.00
FNMA 20YR 2.5% 11/01/2041#BT9396 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $93K – 0.00
FNMA 20YR 2.5% 11/01/2041#CB2113 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $82K – 0.00
FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $417K – 0.00
FNMA 20YR 2.5% 11/01/2041#FM9585 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $87K – 0.00
FNMA 20YR 2.5% 11/01/2041#FS1573 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $276K – 0.00
FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $274K – 0.00
FNMA 20YR 2% 02/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 20YR 2% 03/01/2041#MA4287 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $263K – 0.00
FNMA 20YR 2% 04/01/2041#CB0113 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 2% 04/01/2041#CB0116 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $157K – 0.00
FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $887K – 0.01
FNMA 20YR 2% 05/01/2041#RB0546 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7M – 0.08
FNMA 20YR 2% 05/01/2042#FS4603 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13M – 0.13
FNMA 20YR 2% 06/01/2041#FM7891 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $116K – 0.00
FNMA 20YR 2% 06/01/2041#MA4364 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $502K – 0.01
FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $731K – 0.01
FNMA 20YR 2% 07/01/2041#FM8066 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $493K – 0.01
FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $447K – 0.00
FNMA 20YR 2% 08/01/2041#FM8334 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $737K – 0.01
FNMA 20YR 2% 08/01/2041#FM8393 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $911K – 0.01
FNMA 20YR 2% 08/01/2041#FM8410 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $93K – 0.00
FNMA 20YR 2% 09/01/2041#FM8862 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $487K – 0.01
FNMA 20YR 2% 10/01/2040#FM4644 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $132K – 0.00
FNMA 20YR 2% 10/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 20YR 2% 10/01/2041#BQ6615 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $319K – 0.00
FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $332K – 0.00
FNMA 20YR 2% 10/01/2041#FM9396 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.04
FNMA 20YR 2% 11/01/2041#BQ6743 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.02
FNMA 20YR 2% 11/01/2041#BU6530 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $328K – 0.00
FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $631K – 0.01
FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $785K – 0.01
FNMA 20YR 2% 12/01/2040#CA8323 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6M – 0.07
FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $158K – 0.00
FNMA 20YR 2% 12/01/2040#MA4204 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 20YR 2% 12/01/2041#BU7091 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $763K – 0.01
FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $274K – 0.00
FNMA 20YR 3.5% 05/38#MA3360 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $144K – 0.00
FNMA 20YR 4.5% 09/01/2042#MA4766 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $279K – 0.00
FNMA 30YR 1.5% 01/01/2051#MA4236 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 1.5% 02/01/2051#MA4254 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 1.5% 04/01/2052#FS2099 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 1.5% 06/01/2051#MA4354 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $236K – 0.00
FNMA 30YR 1.5% 08/01/2051#MA4397 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $470K – 0.00
FNMA 30YR 2.5% 01/01/2051#FM5651 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $536K – 0.01
FNMA 30YR 2.5% 01/01/2052#FP0069 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $18M – 0.19
FNMA 30YR 2.5% 01/01/2052#FS1648 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.04
FNMA 30YR 2.5% 01/01/2052#MA4512 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $297K – 0.00
FNMA 30YR 2.5% 01/01/2052#SD4401 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $470K – 0.00
FNMA 30YR 2.5% 02/01/2047#FS0594 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $591K – 0.01
FNMA 30YR 2.5% 02/01/2051#CA8955 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $36K – 0.00
FNMA 30YR 2.5% 03/01/2047#FS0976 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $115K – 0.00
FNMA 30YR 2.5% 03/01/2053#FS4205 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 2.5% 05/01/2051#BT0330 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $805K – 0.01
FNMA 30YR 2.5% 05/01/2051#CB0388 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8M – 0.08
FNMA 30YR 2.5% 05/01/2051#CB0404 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.03
FNMA 30YR 2.5% 05/01/2051#CB0414 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $37K – 0.00
FNMA 30YR 2.5% 05/01/2051#CB0447 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7M – 0.08
FNMA 30YR 2.5% 05/01/2051#CB0454 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 2.5% 05/01/2051#CB0511 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $553K – 0.01
FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $825K – 0.01
FNMA 30YR 2.5% 05/01/2052# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $234K – 0.00
FNMA 30YR 2.5% 06/01/2050#CA5966 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $224K – 0.00
FNMA 30YR 2.5% 07/01/2050#CA6399 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.04
FNMA 30YR 2.5% 07/01/2051#CB0997 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 2.5% 08/01/2051#CB1280 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 2.5% 08/01/2051#CB1281 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.04
FNMA 30YR 2.5% 08/01/2051#CB1331 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 2.5% 08/01/2051#CB1384 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $637K – 0.01
FNMA 30YR 2.5% 08/01/2051#MA4399 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $148K – 0.00
FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $404K – 0.00
FNMA 30YR 2.5% 09/01/2051#MA4414 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 2.5% 10/01/2051#BU3295 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 2.5% 10/01/2051#CB1784 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8M – 0.09
FNMA 30YR 2.5% 10/01/2051#FS6478 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $642K – 0.01
FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 2.5% 11/01/2051#FM9501 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $817K – 0.01
FNMA 30YR 2.5% 11/01/2051#FM9505 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $824K – 0.01
FNMA 30YR 2.5% 11/01/2051#FM9517 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 2.5% 11/01/2051#MA4466 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.03
FNMA 30YR 2.5% 12/01/2051#CB2289 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $554K – 0.01
FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $411K – 0.00
FNMA 30YR 2.5% 12/01/2051#CB2321 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $443K – 0.00
FNMA 30YR 2.5% 12/01/2051#CB2376 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $388K – 0.00
FNMA 30YR 2% 01/01/2052#CB2610 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $164K – 0.00
FNMA 30YR 2% 01/01/2052#FS0286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 2% 01/01/2052#FS0288 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1000K – 0.01
FNMA 30YR 2% 02/01/2051#CA8820 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $803K – 0.01
FNMA 30YR 2% 02/01/2051#FM6338 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $21K – 0.00
FNMA 30YR 2% 02/01/2052#CB2765 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6M – 0.06
FNMA 30YR 2% 02/01/2052#CB2842 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.03
FNMA 30YR 2% 02/01/2052#FS2040 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.02
FNMA 30YR 2% 03/01/2051#FM6560 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $33K – 0.00
FNMA 30YR 2% 03/01/2051#MA4281 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 2% 03/01/2052#CB3036 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $261K – 0.00
FNMA 30YR 2% 03/01/2052#CB3037 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $260K – 0.00
FNMA 30YR 2% 03/01/2052#CB3038 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $246K – 0.00
FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $285K – 0.00
FNMA 30YR 2% 07/01/2050#CA6275 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $179K – 0.00
FNMA 30YR 2% 07/01/2050#FM3897 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $439K – 0.00
FNMA 30YR 2% 07/01/2051#CB1109 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 30YR 2% 07/01/2051#CB1110 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $84K – 0.00
FNMA 30YR 2% 07/51#BQ1010 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 2% 07/51#BT1461 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 2% 07/51#MA4378 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $262K – 0.00
FNMA 30YR 2% 10/01/2050#CA7323 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $217K – 0.00
FNMA 30YR 2% 10/01/2051#CB1799 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $526K – 0.01
FNMA 30YR 2% 10/01/2051#CB1801 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $695K – 0.01
FNMA 30YR 2% 11/01/2050#CA7616 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $155K – 0.00
FNMA 30YR 2% 11/01/2051#BU5834 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $537K – 0.01
FNMA 30YR 2% 11/01/2051#CB2852 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $698K – 0.01
FNMA 30YR 2% 11/01/2051#FM9539 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $600K – 0.01
FNMA 30YR 2% 11/01/2051#FM9568 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $951K – 0.01
FNMA 30YR 2% 12/01/2050#CA8108 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $395K – 0.00
FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $340K – 0.00
FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $268K – 0.00
FNMA 30YR 2% 12/01/2051#CB2349 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $677K – 0.01
FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $397K – 0.00
FNMA 30YR 2% 12/01/2051#MA4492 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $663K – 0.01
FNMA 30YR 3.0% 04/01/2043#AT2016 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $95K – 0.00
FNMA 30YR 3.0% 08/01/2043#AU3735 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $100K – 0.00
FNMA 30YR 3.0% 5/43#AT2722 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $134K – 0.00
FNMA 30YR 3.5% 01/01/2043#AQ9328 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA 30YR 3.5% 01/01/2047#BE5602 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $141K – 0.00
FNMA 30YR 3.5% 01/01/2050#FS3728 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17M – 0.18
FNMA 30YR 3.5% 01/01/2052#CB2679 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $74K – 0.00
FNMA 30YR 3.5% 02/01/2051# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $337K – 0.00
FNMA 30YR 3.5% 02/01/2052#CB2905 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $78K – 0.00
FNMA 30YR 3.5% 02/01/2052#CB2906 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $122K – 0.00
FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $371K – 0.00
FNMA 30YR 3.5% 03/01/2052#CB3174 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $699K – 0.01
FNMA 30YR 3.5% 04/01/2052#CB3331 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 3.5% 05/01/2052#CB3597 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $583K – 0.01
FNMA 30YR 3.5% 06/01/2051#MA4358 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $27K – 0.00
FNMA 30YR 3.5% 08/01/2046#AL8970 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $65K – 0.00
FNMA 30YR 3.5% 08/01/2046#AL8990 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $126K – 0.00
FNMA 30YR 3.5% 08/01/2050#FM7569 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 3.5% 08/01/43#AL7261 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 3.5% 09/01/2046#AL9058 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $185K – 0.00
FNMA 30YR 3.5% 09/01/2052#MA4731 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $306K – 0.00
FNMA 30YR 3.5% 09/45#AS5764 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $221K – 0.00
FNMA 30YR 3.5% 10/01/2046#BC4760 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 30YR 3.5% 10/01/2051# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $440K – 0.00
FNMA 30YR 3.5% 11/01/2046#BC9014 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $77K – 0.00
FNMA 30YR 3.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $128K – 0.00
FNMA 30YR 3.5% 11/51#MA4468 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $335K – 0.00
FNMA 30YR 3.5% 12/01/2042#AB7124 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $49K – 0.00
FNMA 30YR 3.5% 12/01/2045#AS6328 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 3.5% 12/01/2046#BD8504 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $96K – 0.00
FNMA 30YR 3.5% 12/01/2046#BM5096 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.04
FNMA 30YR 3.5% 12/01/2047#CA0855 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $150K – 0.00
FNMA 30YR 3% 01/01/2044#FM7604 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $122K – 0.00
FNMA 30YR 3% 01/01/2051#MA4239 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $774K – 0.01
FNMA 30YR 3% 02/01/2047#BM4896 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $43K – 0.00
FNMA 30YR 3% 02/01/2047#FM4941 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $301K – 0.00
FNMA 30YR 3% 02/01/2047#FM8484 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $283K – 0.00
FNMA 30YR 3% 02/01/2050#CA5122 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $233K – 0.00
FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 3% 02/01/2052#FS0631 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $321K – 0.00
FNMA 30YR 3% 03/01/2047#BM3114 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $505K – 0.01
FNMA 30YR 3% 04/01/2047#FM9305 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $84K – 0.00
FNMA 30YR 3% 04/01/2048#FM8096 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $385K – 0.00
FNMA 30YR 3% 04/01/2048#FM9750 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $409K – 0.00
FNMA 30YR 3% 04/01/2051#BR9775 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 3% 05/01/2046#BC0887 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $445K – 0.00
FNMA 30YR 3% 05/50#FM3269 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $73K – 0.00
FNMA 30YR 3% 07/01/2046#FM8611 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $180K – 0.00
FNMA 30YR 3% 07/01/2050#CA6312 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $367K – 0.00
FNMA 30YR 3% 07/01/2050#CA6416 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 3% 07/46#AS7533 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $99K – 0.00
FNMA 30YR 3% 08/01/2051#FM9973 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $354K – 0.00
FNMA 30YR 3% 09/01/2046#AS7844 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $119K – 0.00
FNMA 30YR 3% 09/01/2046#FM8575 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $178K – 0.00
FNMA 30YR 3% 09/01/2051#MA4415 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $191K – 0.00
FNMA 30YR 3% 10/01/2042#AQ1820 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 30YR 3% 10/01/2046#AL9371 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 3% 11/01/2042#AQ1869 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $49K – 0.00
FNMA 30YR 3% 11/01/2046#AL9547 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 3% 11/01/2046#BC9026 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 3% 11/01/2046#FM8703 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $53K – 0.00
FNMA 30YR 3% 11/01/2050#MA4184 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $152K – 0.00
FNMA 30YR 3% 11/01/2051#CB2164 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $903K – 0.01
FNMA 30YR 3% 11/01/2051#FM9632 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $596K – 0.01
FNMA 30YR 3% 11/01/2051#FM9633 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $565K – 0.01
FNMA 30YR 3% 12/01/2042#AQ7688 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 30YR 3% 12/01/2050#MA4211 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 3% 12/01/2051#BT9503 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $110K – 0.00
FNMA 30YR 3% 12/01/2051#CB2420 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $257K – 0.00
FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $382K – 0.00
FNMA 30YR 3% 8/46#BC1509 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $163K – 0.00
FNMA 30YR 4.0% 01/01/2042#AJ5572 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $46K – 0.00
FNMA 30YR 4.0% 01/01/2045#AY3020 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $57K – 0.00
FNMA 30YR 4.0% 02/01/2042#AJ5602 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $35K – 0.00
FNMA 30YR 4.0% 04/01/2044#AV7161 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 4.0% 05/01/2045#AZ1876 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $58K – 0.00
FNMA 30YR 4.0% 07/01/2045#AZ1783 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 30YR 4.5% 02/01/2045#AL7147 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 30YR 4.5% 02/01/2047#AL9846 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $362K – 0.00
FNMA 30YR 4.5% 03/01/2046#BM4548 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $26K – 0.00
FNMA 30YR 4.5% 03/01/2053#MA4958 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.04
FNMA 30YR 4.5% 03/46#BC0287 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4.5% 04/01/2039#AB0050 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $22K – 0.00
FNMA 30YR 4.5% 04/01/2044#AV6611 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 4.5% 04/48#BJ5454 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4.5% 05/01/2048#BJ5507 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4.5% 05/01/2053#MA5008 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5M – 0.05
FNMA 30YR 4.5% 06/01/2041#AL7018 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 4.5% 06/01/2047#BE3663 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 4.5% 06/01/2047#BH0561 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4.5% 06/47#BE9387 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 4.5% 07/01/2053#MA5070 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $48K – 0.00
FNMA 30YR 4.5% 07/47#BE3749 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $27K – 0.00
FNMA 30YR 4.5% 08/01/2052#BT8308 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $41K – 0.00
FNMA 30YR 4.5% 09/01/2035#AB8197 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $974K – 0.01
FNMA 30YR 4.5% 09/01/2052#BW9185 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 4.5% 09/01/2052#FS3425 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 4.5% 09/01/2052#MA4733 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13M – 0.14
FNMA 30YR 4.5% 10/01/2048#CA2432 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $970K – 0.01
FNMA 30YR 4.5% 10/01/2052#BW9886 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $524K – 0.01
FNMA 30YR 4.5% 10/01/2052#BX0984 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15M – 0.16
FNMA 30YR 4.5% 10/01/2052#CB4800 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $695K – 0.01
FNMA 30YR 4.5% 10/01/2052#CB5405 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $210K – 0.00
FNMA 30YR 4.5% 10/01/2052#CB5580 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $315K – 0.00
FNMA 30YR 4.5% 11/01/2042#AL6997 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $126K – 0.00
FNMA 30YR 4.5% 12/01/2046#BC9079 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 4.5% 12/01/2048#BM5106 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $200K – 0.00
FNMA 30YR 4.5% 12/01/2048#CA2797 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $465K – 0.00
FNMA 30YR 4.5% 12/01/2052#MA4840 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 4% #AL9282 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $49K – 0.00
FNMA 30YR 4% 01/01/2051#FM7031 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $892K – 0.01
FNMA 30YR 4% 02/01/2046#BC0210 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $28K – 0.00
FNMA 30YR 4% 02/46#BC1578 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $26K – 0.00
FNMA 30YR 4% 02/48#CA1199 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4% 03/01/2046#BM4980 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $569K – 0.01
FNMA 30YR 4% 03/01/2047#BD7060 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $27K – 0.00
FNMA 30YR 4% 03/01/2048#BK3214 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 30YR 4% 03/01/2050#FM3663 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.02
FNMA 30YR 4% 03/48#BK1867 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 4% 04/01/2044#AS2117 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $22M – 0.23
FNMA 30YR 4% 04/01/2048#BJ9939 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $198K – 0.00
FNMA 30YR 4% 04/01/2048#BK3836 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4% 04/01/2048#BM3700 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $30K – 0.00
FNMA 30YR 4% 04/01/2049#FM1277 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $688K – 0.01
FNMA 30YR 4% 04/01/2052#CB3313 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $963K – 0.01
FNMA 30YR 4% 04/01/2052#FS1647 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $729K – 0.01
FNMA 30YR 4% 04/48#BJ8805 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4% 04/48#BK2485 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 4% 04/48#BK4838 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 4% 04/48#CA1545 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4% 05/01/2048#BK2527 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA 30YR 4% 05/01/2048#BM3877 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 30YR 4% 05/01/2052#CB3508 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 4% 05/01/2052#CB3509 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.03
FNMA 30YR 4% 05/45#AZ1207 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 4% 05/47#BM1277 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $36K – 0.00
FNMA 30YR 4% 06/01/2045#AY8096 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 30YR 4% 06/01/2045#AZ2719 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $96K – 0.00
FNMA 30YR 4% 06/01/2046#BC0960 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 30YR 4% 06/01/2052#FS2065 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 4% 06/45#AY8126 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4% 06/47#BH4269 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4% 07/01/2046#BC6148 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 30YR 4% 07/01/2047#AS9968 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $80K – 0.00
FNMA 30YR 4% 09/01/2045#AS5776 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 30YR 4% 09/01/2046#FS2334 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10M – 0.10
FNMA 30YR 4% 09/01/2047#MA3121 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $179K – 0.00
FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $92K – 0.00
FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $85K – 0.00
FNMA 30YR 4% 10/01/2046#BD7599 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 4% 11/01/2045#AZ7335 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $34K – 0.00
FNMA 30YR 4% 11/01/2045#BA3565 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 30YR 4% 11/01/2049#CA4628 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $480K – 0.01
FNMA 30YR 4% 12/01/2047#BJ4279 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 4% 12/47#BJ2132 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 5.0% 01/01/44#AL5229 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 5.0% 05/01/2041#AI2464 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 30YR 5.5% 02/01/2053#CB5600 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $181K – 0.00
FNMA 30YR 5.5% 04/01/2054#CB8330 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11M – 0.12
FNMA 30YR 5.5% 05/01/2053#FS4631 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $569K – 0.01
FNMA 30YR 5.5% 06/01/2053#CB6636 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 5.5% 06/01/2053#CB6642 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $222K – 0.00
FNMA 30YR 5.5% 08/01/2053#CB6911 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $725K – 0.01
FNMA 30YR 5.5% 09/01/2052#FS2960 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.02
FNMA 30YR 5.5% 10/01/2052#CB4843 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $718K – 0.01
FNMA 30YR 5.5% 10/01/2052#CB4909 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.04
FNMA 30YR 5% 04/01/2053#FS4829 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $850K – 0.01
FNMA 30YR 5% 09/01/2052#BW7430 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $55K – 0.00
FNMA 30YR 5% 09/01/2052#BW8697 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $47K – 0.00
FNMA 30YR 5% 09/01/2052#BW9350 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $90K – 0.00
FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $478K – 0.01
FNMA 30YR 5% 10/01/2052#FS3047 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $723K – 0.01
FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $615K – 0.01
FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $595K – 0.01
FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $355K – 0.00
FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $360K – 0.00
FNMA 30YR 6.5% 01/01/2054#CB7801 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15M – 0.16
FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 6.5% 10/01/2053#CB7348 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.03
FNMA 30YR 6.5% 11/01/2053#CB7520 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 6% 03/01/2054#CB8112 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 30YR 6% 03/01/2054#CB8165 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6M – 0.06
FNMA 30YR 6% 04/01/2054# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5M – 0.06
FNMA 30YR 6% 05/01/2054# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6M – 0.07
FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $967K – 0.01
FNMA 30YR 6% 09/01/2053#CB7123 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.01
FNMA 30YR 6% 11/01/2052#CB5049 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $863K – 0.01
FNMA 30YR 6% 11/01/2053#FS6498 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.05
FNMA 30YR 6% 12/01/2052# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.02
FNMA 4.0% 06/01/2045#AZ3349 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 4.5% 3/43 #AL3429 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 4.50% 8/33 #726949 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $24K – 0.00
FNMA GTD MTG PASS THRU CTF 1.5% 08/25/2040 Long ABS-collateralized bond/debt obligation US $2M – 0.02
FNMA GTD MTG PASS THRU CTF 2020-75 HA 1.5% 12/25/2044 Long ABS-collateralized bond/debt obligation US $3M – 0.03
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040 Long ABS-collateralized bond/debt obligation US $1M – 0.01
FNR 06-55 GE 5% 6/26 (FEDERAL NAT MTG ASN GTD REM PA) Long ABS-collateralized bond/debt obligation US $178K – 0.00
FOCUS FINANCIAL TERM B 1LN 06/24/2028 (FOCUS FINANCIAL PARTNERS LLC) Long Loan US $2M – 0.03
FOCUS FINANCIAL TERM B7 1LN 06/30/2028 (FOCUS FINANCIAL PARTNERS LLC) Long Loan US $3M – 0.03
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A Long ABS-collateralized bond/debt obligation US $1M – 0.02
FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A Long ABS-collateralized bond/debt obligation US $5M – 0.05
FORD MTR CR CO LLC 4.063% 11/01/2024 (FORD MOTOR CREDIT CO LLC) Long Debt US $3M – 0.03
FORD MTR CR CO LLC 4.125% 08/17/2027 (FORD MOTOR CREDIT CO LLC) Long Debt US $6M – 0.07
FORD MTR CR CO LLC 4.445% 02/14/2030 (FORD MOTOR CREDIT CO LLC) Long Debt US $543K – 0.01
FORD MTR CR CO LLC 5.113% 05/03/2029 (FORD MOTOR CREDIT CO LLC) Long Debt US $2M – 0.02
FORD MTR CR CO LLC 6.05% 03/05/2031 (FORD MOTOR CREDIT CO LLC) Long Debt US $15M – 0.16
FORD MTR CR CO LLC 6.86% 06/05/2026 (FORD MOTOR CREDIT CO LLC) Long Debt US $482K – 0.01
FORD MTR CR CO LLC 6.95% 03/06/2026 (FORD MOTOR CREDIT CO LLC) Long Debt US $813K – 0.01
FORMULA ONE TERM B 1LN 01/15/2030 (DELTA 2 SARL) Long Loan LU $854K – 0.01
FORTRESS INVESTMENT GROUP TERM B 1LN 06/27/2029 (FINCO I LLC) Long Loan US $204K – 0.00
FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A Long Debt US $1M – 0.01
FORWARD AIR TERM B 1LN 12/19/2030 (CLUE OPCO LLC) Long Loan US $3M – 0.03
FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A Long Debt US $284K – 0.00
FOUNDATION BUILDING MATERIALS TERM B2 1LN 01/29/2031 (FOUNDATION BUILDING MATERIALS INC) Long Loan US $979K – 0.01
FOUR SEASONS HOTELS TERM B 1LN 11/30/2029 (FOUR SEASONS HOTELS LTD) Long Loan CA $888K – 0.01
FOX CORP 4.709% 01/25/2029 (FOX CORPORATION) Long Debt US $142K – 0.00
FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) Long Debt US $135K – 0.00
FOX CORP 5.576% 01/25/2049 (FOX CORPORATION) Long Debt US $87K – 0.00
FRANCHISE GROUP TERM B 1LN 03/10/2026 (FRANCHISE GROUP INC) Long Loan US $683K – 0.01
FRANCHISE GROUP TERM B 1LN 03/10/2026 (FRANCHISE GROUP INC) Long Loan US $109K – 0.00
FREDDIE MAC GOL 30YR 3.5% 09/01/2047#Q53086 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $46K – 0.00
FREEPORT INDONESIA PT 4.763% 04/14/2027 144A Long Debt ID $195K – 0.00
FREEPORT INDONESIA PT 5.315% 04/14/2032 144A Long Debt ID $720K – 0.01
FREEPORT INDONESIA PT 6.2% 04/14/2052 144A Long Debt ID $193K – 0.00
FRESNILLO PLC 4.25% 10/02/2050 144A Long Debt GB $226K – 0.00
FRONERI TERM B 1LN 02/01/2027 (FRONERI US INC) Long Loan US $494K – 0.01
FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A Long Debt US $565K – 0.01
FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A Long Debt US $2M – 0.02
FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A Long Debt US $812K – 0.01
FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A Long Debt US $966K – 0.01
FRONTIER TERM B 1LN 10/08/2027 (FRONTIER COMMUNICATIONS HOLDINGS LLC) Long Loan US $3M – 0.03
FS 2023-4SZN D VAR 11/10/2027 144A Long ABS-mortgage backed security US $517K – 0.01
FX Forward: EUR/USD settle 2024-08-22 (BANK OF AMERICA, N.A.) Derivative-foreign exchange US $563.45 – 0.00
FX Forward: EUR/USD settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) Derivative-foreign exchange US $502.24 – 0.00
FX Forward: EUR/USD settle 2024-08-22 (JPMORGAN CHASE BANK NA NEW YORK NY) Derivative-foreign exchange US $-95.54 – -0.00
FX Forward: EUR/USD settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) Derivative-foreign exchange US $-3K – -0.00
FX Forward: USD/CAD settle 2024-08-22 (CITIBANK, N.A.) Derivative-foreign exchange US $-5K – -0.00
FX Forward: USD/EUR settle 2024-08-22 (BNP PARIBAS) Derivative-foreign exchange FR $723.38 – 0.00
FX Forward: USD/EUR settle 2024-08-22 (BANK OF AMERICA, N.A.) Derivative-foreign exchange US $501.68 – 0.00
FX Forward: USD/EUR settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) Derivative-foreign exchange US $-1K – -0.00
FX Forward: USD/EUR settle 2024-08-22 (GOLDMAN SACHS BANK USA) Derivative-foreign exchange US $-702K – -0.01
FX Forward: USD/GBP settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) Derivative-foreign exchange US $-8K – -0.00
FX Forward: USD/GBP settle 2024-08-22 (BANK OF AMERICA, N.A.) Derivative-foreign exchange US $-518K – -0.01
FX Forward: USD/JPY settle 2024-08-22 (CITIBANK, N.A.) Derivative-foreign exchange US $34K – 0.00
GABONESE REPUBLIC 6.625% 02/06/2031 144A Long Debt GA $370K – 0.00
GABONESE REPUBLIC 6.95% 06/16/2025 144A Long Debt GA $189K – 0.00
GABONESE REPUBLIC 7% 11/24/2031 144A Long Debt GA $199K – 0.00
GACI FIRST INVESTMENT 5.25% 10/13/2032 REGS Long Debt KY $397K – 0.00
GAINWELL TERM B 1LN 10/01/2027 (GAINWELL ACQUISITION CORP) Long Loan US $4M – 0.05
GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A Long Debt JE $79K – 0.00
GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A Long Debt JE $1M – 0.01
GARDEN SPINCO CORP 8.625% 07/20/2030 144A Long Debt US $96K – 0.00
GARTNER INC 4.5% 07/01/2028 144A Long Debt US $897K – 0.01
GATES CORP/THE 6.875% 07/01/2029 144A Long Debt US $656K – 0.01
GCM MINING CORP 6.875% 08/09/2026 144A Long Debt CA $863K – 0.01
GEMS EDUCATION TERM B 1LN 07/30/2026 (GEMS MENASA CAYMAN LTD) Long Loan KY $862K – 0.01
GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A Long Debt AE $2M – 0.02
GEN BRIDGE TERM B 1LN 08/22/2029 (GENERATION BRIDGE NORTHEAST LLC) Long Loan US $377K – 0.00
GEN DIGITAL INC 5% 04/15/2025 144A Long Debt US $859K – 0.01
GENERAL MTRS FINL CO INC 2.25% 09/06/2024 REGS Long Debt US $442K – 0.00
GENERAL MTRS FINL CO INC 4.35% 04/09/2025 Long Debt US $4M – 0.04
GENESEE and WYOMING INC 6.25% 04/15/2032 144A Long Debt US $1M – 0.01
GENESEE and WYOMING TERM B 1LN 04/10/2031 (GENESEE and WYOMING INC) Long Loan US $722K – 0.01
GENESYS TERM B 1LN 12/01/2027 (GENESYS CLOUD SERVICES HOLDINGS II LLC) Long Loan US $1M – 0.01
GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A Long Debt MY $651K – 0.01
GEO GROUP INC/THE 10.25% 04/15/2031 144A Long Debt US $910K – 0.01
GEO GROUP INC/THE 8.625% 04/15/2029 144A Long Debt US $1M – 0.01
GEO GROUP TERM B 1LN 04/14/2029 (GEO GROUP INC/THE) Long Loan US $540K – 0.01
GEOPARK LTD 5.5% 01/17/2027 144A Long Debt BM $271K – 0.00
GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A Long Debt GE $487K – 0.01
GERMANY FEDERAL REPUBLIC OF 1% 05/15/2038 REGS Long Debt DE $259K – 0.00
GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS Long Debt DE $2M – 0.03
GERMANY FEDERAL REPUBLIC OF 2.4% 11/15/2030 REGS Long Debt DE $214K – 0.00
GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS Long Debt DE $2M – 0.02
GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS Long Debt DE $6M – 0.06
GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A Long Debt CA $306K – 0.00
GGAM FINANCE LTD 6.875% 04/15/2029 144A Long Debt KY $116K – 0.00
GGAM FINANCE LTD 7.75% 05/15/2026 144A Long Debt KY $683K – 0.01
GGAM FINANCE LTD 8% 02/15/2027 144A Long Debt KY $823K – 0.01
GGAM FINANCE LTD 8% 06/15/2028 144A Long Debt KY $2M – 0.02
GHANA REPUBLIC OF 10.75% 10/14/2030 144A Long Debt GH $273K – 0.00
GHANA REPUBLIC OF 7.75% 04/07/2029 144A Long Debt GH $232K – 0.00
GHANA REPUBLIC OF 8.627% 06/16/2049 144A Long Debt GH $136K – 0.00
GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029 Long Debt US $2M – 0.02
GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027 Long Debt US $790K – 0.01
GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A Long Debt US $206K – 0.00
GLP CAP LP / GLP FING II INC 5.25% 06/01/2025 Long Debt US $233K – 0.00
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.44% 10/20/2025 Long ABS-collateralized bond/debt obligation US $426K – 0.00
GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 Long ABS-collateralized bond/debt obligation US $771K – 0.01
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A Long ABS-collateralized bond/debt obligation US $3M – 0.04
GN BONDCO LLC 9.5% 10/15/2031 144A Long Debt US $501K – 0.01
GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $38M – 0.40
GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-19M – -0.20
GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $924K – 0.01
GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $19M – 0.20
GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.02
GNII II 2.5% 09/20/2051#MA7589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.02
GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $51K – 0.00
GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $4M – 0.04
GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $6M – 0.06
GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $117K – 0.00
GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $115M – 1.21
GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-42M – -0.44
GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $30M – 0.32
GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $10M – 0.10
GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $5M – 0.05
GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $7M – 0.08
GNII II 3.0% 01/20/2043#MA0698 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $18K – 0.00
GNII II 3.0% 12/20/2042#MA0624 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $48K – 0.00
GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $29K – 0.00
GNII II 3.5% 02/20/2050#MA6475 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $48K – 0.00
GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $13K – 0.00
GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $45M – 0.47
GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-21M – -0.22
GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $21M – 0.22
GNII II 3.5% 12/20/2041#005258 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $88K – 0.00
GNII II 3% 02/47#MA4261 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $242K – 0.00
GNII II 3% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $71M – 0.75
GNII II 3% 10/20/2050#MA6932 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $10K – 0.00
GNII II 3% 11/46#MA4126 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $39K – 0.00
GNII II 3% 11/46#MA4195 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $25K – 0.00
GNII II 4.0% 01/46#MA3377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.0% 06/20/2045#MA2893 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $133K – 0.00
GNII II 4.0% 07/20/2044#MA2074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $5K – 0.00
GNII II 4.0% 08/20/2043#MA1225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $8K – 0.00
GNII II 4.0% 08/20/2045#MA3035 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $79K – 0.00
GNII II 4.0% 09/45#MA3106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.0% 10/45#MA3174 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $71K – 0.00
GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $126K – 0.00
GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $42K – 0.00
GNII II 4.5% 01/20/2045#MA2523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $3K – 0.00
GNII II 4.5% 02/20/2044#MA1679 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $12K – 0.00
GNII II 4.5% 03/20/2046#MA3523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $9K – 0.00
GNII II 4.5% 05/46#MA3665 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $4K – 0.00
GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $14M – 0.15
GNII II 4.5% 06/20/2043#MA1092 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.5% 06/44#MA1997 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $3K – 0.00
GNII II 4.5% 08/20/2048#MA5399 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $5K – 0.00
GNII II 4.5% 09/20/2046#MA3939 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $3K – 0.00
GNII II 4.5% 10/20/44#MA2305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.5% 11/20/2048#MA5596 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $64K – 0.00
GNII II 4.5% 12/20/2048#MA5652 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $79K – 0.00
GNII II 4.50% 11/39 #004577 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $4K – 0.00
GNII II 4.50% 11/41 #005234 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $1K – 0.00
GNII II 4.50% 2/42 #005306 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.50% 4/35 #003700 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $19K – 0.00
GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $37K – 0.00
GNII II 4.50% 5/42 #MA0090 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $24K – 0.00
GNII II 4.50% 6/41 #005082 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $15K – 0.00
GNII II 4.50% 9/39 #004540 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $7K – 0.00
GNII II 4% 03/20/2047#MA4322 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $138K – 0.00
GNII II 4% 04/20/2047#MA4383 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $248K – 0.00
GNII II 4% 05/46#MA3664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $123K – 0.00
GNII II 4% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $15M – 0.16
GNII II 4% 12/20/2045#MA3311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $7M – 0.08
GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-7M – -0.08
GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $8M – 0.08
GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $41M – 0.43
GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $47M – 0.49
GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-47M – -0.49
GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $34M – 0.36
GNMA 30YR 3.0% 01/15/2045#AI6880 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3.0% 01/15/2045#AK3531 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3.0% 01/15/2045#AL1871 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $985.49 – 0.00
GNMA 30YR 3.0% 01/15/2045#AL1884 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 01/15/2045#AL1889 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 02/15/2045#AL3843 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3.0% 03/15/2045#AH7281 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 03/15/2045#AK7286 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2277 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2282 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2295 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2303 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL5244 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL9282 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL9314 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL9337 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL9557 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3.0% 05/15/2045#670008 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 02/15/2045#AK6887 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3% 02/15/2045#AL2187 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 03/15/2045#AL2575 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3% 03/15/2045#AL5046 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 06/15/2045#AN5721 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 06/45#AN5715 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 06/45#AN5733 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 07/15/2045#670029 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3% 07/15/2045#AK8998 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3% 07/15/2045#AL4759 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 07/15/2045#AM8979 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 07/15/2045#AN5754 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 07/15/2045#AN7590 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 30YR 3% 07/15/2045#AN7592 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3% 07/15/2045#AN8980 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3% 07/45#AK8997 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 3% 07/45#AL2996 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 07/45#AO0257 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 4.0% 12/15/2040#734089 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $29K – 0.00
GNMA 4.00% 8/41 #430354 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $183K – 0.00
GNMA II 2.5% 01/20/2052#785831 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3M – 0.03
GNMA II 2.5% 08/20/2051#785564 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2M – 0.03
GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1M – 0.01
GNMA II 2.5% 08/20/2051#785602 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $9M – 0.10
GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4M – 0.04
GNMA II 2.5% 09/20/2051#785619 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2M – 0.03
GNMA II 2.5% 12/20/2051#785791 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2M – 0.02
GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1M – 0.01
GNMA II 2.5% 12/20/2051#785805 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4M – 0.05
GNMA II 3.5% 02/20/2043#AD1755 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $18K – 0.00
GNMA II 3.5% 03/20/2043#AA6141 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA II 3.5% 03/20/2043#AD8884 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $9K – 0.00
GNMA II 3.5% 04/20/2043#AD9075 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA II 3.5% 04/43#AB9891 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA II 3.5% 11/20/2047#784391 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $209K – 0.00
GNMA II 3% 02/20/2050#BS8922 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $301K – 0.00
GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4M – 0.04
GNMA II 4.5% 05/20/2041#783578 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA II 4% 04/20/2048#BG3507 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $31K – 0.00
GNMA II 4% 04/20/2048#BG7744 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $33K – 0.00
GNMA II 4% 10/20/2052#MA8346 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13M – 0.14
GNMA II 4% 11/20/2042#AB9917 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $83K – 0.00
GNMA II 4% 11/41#779591 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $90K – 0.00
GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $248K – 0.00
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A Long Debt US $572K – 0.01
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A Long Debt US $1M – 0.01
GO DADDY TERM B 1LN 08/10/2027 (GO DADDY OPER CO LLC) Long Loan US $978K – 0.01
GOLAR LNG LTD 7% 10/20/2025 144A Long Debt BM $848K – 0.01
GOLDEN ENTERTAINMENT TERM B 1LN 05/26/2030 (GOLDEN ENTERTAINMENT INC) Long Loan US $2M – 0.02
GOLDEN NUGGET TERM B 1LN 01/27/2029 (FERTITTA ENTERTAINMENT LLC NV) Long Loan US $6M – 0.06
GOLDENTREE LN MGMT US CLO 21 LTD TSFR3M+0 07/20/2037 144A Long ABS-collateralized bond/debt obligation US $251K – 0.00
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 Long Debt US $4M – 0.04
GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033 Long Debt US $5M – 0.05
GOLDMAN SACHS GROUP INC (THE) 3.75% 05/22/2025 Long Debt US $197K – 0.00
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 Long Debt US $3M – 0.03
GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029 Long Debt US $6M – 0.07
GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025 Long Debt US $544K – 0.01
GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 Long Debt US $7M – 0.08
GOLDMAN SACHS GROUP INC (THE) 7.5%/VAR PERP Long Equity-preferred US $765K – 0.01
GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) Long Debt US $77M – 0.81
GRAFTECH GLOBAL ENTERPRISES INC 9.875% 12/15/2028 144A Long Debt US $125K – 0.00
GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A Long Debt US $33K – 0.00
GRAHAM PACKAGING TERM B 1LN 08/04/2027 (GRAHAM PACKAGING CO INC) Long Loan US $1M – 0.01
GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A Long Debt US $832K – 0.01
GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A Long Debt US $536K – 0.01
GREAT OUTDOORS TERM B2 1LN 03/05/2028 (GREAT OUTDOORS GROUP LLC) Long Loan US $10M – 0.11
GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A Long Debt LU $1M – 0.01
GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A Long Debt LU $205K – 0.00
GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A Long Debt US $142K – 0.00
GREYSTAR REAL ESTATE PARTNERS TERM B 1LN 08/21/2030 (GREYSTAR REAL ESTATE PARTNERS LLC) Long Loan US $383K – 0.00
GRIFFON TERM B 1LN 01/24/2029 (GRIFFON CORP) Long Loan US $575K – 0.01
GRIFOLS SA 4.75% 10/15/2028 144A Long Debt ES $287K – 0.00
GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050 Long ABS-mortgage backed security US $1M – 0.01
GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A Long ABS-mortgage backed security US $2M – 0.02
GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050 Long ABS-mortgage backed security US $1M – 0.01
GS MTG SECS TR 2017-GS6 3.164% 05/10/2050 Long ABS-mortgage backed security US $178K – 0.00
GS MTG SECS TR 2018-GS9 3.992% 03/10/2051 Long ABS-mortgage backed security US $3M – 0.03
GS MTG SECS TR 2019-GC38 3% 02/10/2052 144A Long ABS-mortgage backed security US $89K – 0.00
GS MTG SECS TR 2019-GC42 CSTR 09/01/2052 Long ABS-mortgage backed security US $403K – 0.00
GS MTG-BACKED SECS TR 2024-RPL2 3.75% 07/25/2061 144A Long ABS-collateralized bond/debt obligation US $831K – 0.01
GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) Derivative-credit US $-8K – -0.00
GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) Derivative-credit US $-8K – -0.00
GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) Derivative-credit US $-18K – -0.00
GSCM SWAP CDS 06/20/29 SOCGEN B (GOLDMAN SACHS BANK USA) Derivative-credit US $3K – 0.00
GSCM SWAP CDS 06/20/29 UCGIM B (GOLDMAN SACHS BANK USA) Derivative-credit US $21K – 0.00
GSCM SWAP PAY 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) Derivative-interest rate US $406K – 0.00
GSCM SWAP PAY 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) Derivative-interest rate US $554K – 0.01
GSCM SWAP REC 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) Derivative-interest rate US $60K – 0.00
GSCM SWAP REC 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) Derivative-interest rate US $413K – 0.00
GSCOFI SWAP CY451615 12/16/72 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $69K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $142K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $101K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $89K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $89K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $88K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $55K – 0.00
GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $4K – 0.00
GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $103K – 0.00
GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) Derivative-credit US $80K – 0.00
GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $1M – 0.01
GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $181K – 0.00
GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $149K – 0.00
GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS Long Debt LU $492K – 0.01
GUARA NORTE SARL 5.198% 06/15/2034 144A Long Debt LU $234K – 0.00
GUATEMALA REP OF 5.375% 04/24/2032 144A (GUATEMALA, REP OF) Long Debt GT $710K – 0.01
GUATEMALA REP OF 6.6% 06/13/2036 144A (GUATEMALA, REP OF) Long Debt GT $145K – 0.00
HALLIBURTON CO 3.8% 11/15/2025 Long Debt US $2K – 0.00
HALLIBURTON CO 4.85% 11/15/2035 Long Debt US $52K – 0.00
HAMILTON TERM B 1LN 05/22/2031 (HAMILTON PROJECTS ACQUIROR LLC) Long Loan US $341K – 0.00
HARBOR FREIGHT TOOLS TERM B 1LN 10/19/2027 (HARBOR FREIGHT TOOLS USA INC) Long Loan US $190K – 0.00
HARBOUR ENERGY PLC 5.5% 10/15/2026 144A Long Debt GB $49K – 0.00
HARTFORD FINL SVCS GROUP INC 4.3% 04/15/2043 Long Debt US $507K – 0.01
HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A Long Debt US $324K – 0.00
HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A Long Debt US $1M – 0.01
HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) Long Debt US $484K – 0.01
HAT HOLDINGS I LLC / II LLC 6% 04/15/2025 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) Long Debt US $169K – 0.00
HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) Long Debt US $701K – 0.01
HAWAIIAN BRD INTEL PPY LTD / HAWAIIANMIL LOYAL LTD 5.75% 01/20/2026 144A (HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD) Long Debt KY $433K – 0.00
HCA INC 3.5% 09/01/2030 Long Debt US $23M – 0.25
HCA INC 3.625% 03/15/2032 Long Debt US $203K – 0.00
HCA INC 5.625% 09/01/2028 Long Debt US $1M – 0.01
HCA INC 5.875% 02/01/2029 Long Debt US $2M – 0.03
HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030 Long Debt US $129K – 0.00
HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026 Long Debt US $148K – 0.00
HEALTHPEAK OP LLC 3.25% 07/15/2026 Long Debt US $56K – 0.00
HEALTHPEAK OP LLC 3.5% 07/15/2029 Long Debt US $62K – 0.00
HEATHROW FUNDING LTD 6% 03/05/2032 REGS Long Debt JE $1M – 0.01
HEIMSTADEN AB 4.375% 03/06/2027 REGS Long Debt SE $1M – 0.01
HEIMSTADEN BOSTAD AB 3.625/VAR PERP REGS Long Equity-preferred SE $627K – 0.01
HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A Long Debt US $925K – 0.01
HELP AT HOME TERM 1LN 10/29/2027 (HAH GROUP HOLDING CO LLC) Long Loan US $704K – 0.01
HELP AT HOME TERM 1LN 10/29/2027 (HAH GROUP HOLDING CO LLC) Long Loan US $40K – 0.00
HELP AT HOME TERM DD 1LN 10/29/2027 (HAH GROUP HOLDING CO LLC) Long Loan US $5K – 0.00
HERTZ CORP 4.625% 12/01/2026 144A Long Debt US $303K – 0.00
HERTZ CORP 5% 12/01/2029 144A Long Debt US $148K – 0.00
HERTZ TERM B 1LN 06/30/2028 (HERTZ CORP) Long Loan US $302K – 0.00
HESM HOLDCO TERM B 1LN 09/29/2028 (GIP II Blue Holding LP) Long Loan US $1M – 0.02
HESS CORP 5.6% 02/15/2041 Long Debt US $8M – 0.08
HESS CORP 5.8% 04/01/2047 Long Debt US $361K – 0.00
HESS CORP 7.125% 03/15/2033 Long Debt US $123K – 0.00
HESS CORP 7.3% 08/15/2031 Long Debt US $5M – 0.05
HESS CORP 7.875% 10/01/2029 Long Debt US $338K – 0.00
HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A Long Debt US $760K – 0.01
HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A Long Debt US $2M – 0.02
HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A Long Debt US $502K – 0.01
HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A Long Debt US $556K – 0.01
HEXION TERM 1LN 03/15/2029 (HEXION HOLDINGS CORPORATION) Long Loan US $4M – 0.05
HEXION TERM 2LN 03/15/2030 (HEXION INC) Long Loan US $86K – 0.00
HF SINCLAIR CORP 5% 02/01/2028 144A Long Debt US $580K – 0.01
HF SINCLAIR CORP 6.375% 04/15/2027 144A Long Debt US $181K – 0.00
HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A Long Debt US $952K – 0.01
HIGHTOWER TERM B 1LN 04/21/2028 (HIGHTOWER HOLDING LLC) Long Loan US $888K – 0.01
HILT 2016-HHV F CSTR 11/38 144A (HILTON USA TR 2016-HHV) Long ABS-mortgage backed security US $2M – 0.02
HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A Long Debt US $2M – 0.02
HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A Long Debt US $398K – 0.00
HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A Long Debt US $491K – 0.01
HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A Long Debt US $791K – 0.01
HILTON GRAND VACATIONS BORROWER ESCROW LLC 6.625% 01/15/2032 144A Long Debt US $897K – 0.01
HILTON GRAND VACATIONS TERM B 1LN 01/17/2031 (HILTON GRAND VACATIONS BORROWER LLC) Long Loan US $542K – 0.01
HILTON GRAND VACATIONS TERM B 1LN 08/02/2028 (HILTON GRAND VACATIONS BORROWER LLC) Long Loan US $2M – 0.02
HILTON USA TR 2016-HHV VAR 11/05/2038 144A Long ABS-mortgage backed security US $934K – 0.01
HOMESERVE TERM B 1LN 10/21/2030 (HOMESERVE USA CORP) Long Loan US $541K – 0.01
HONDURAS REPUBLIC OF 6.25% 01/19/2027 144A (HONDURAS, REPUBLIC OF) Long Debt HN $33K – 0.00
HORIZON 2018-1 A 4.458% 12/15/2038 144A Long ABS-collateralized bond/debt obligation US $148K – 0.00
HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.02
HOWARD HUGHES CORP 4.375% 02/01/2031 144A Long Debt US $848K – 0.01
HOWARD MIDSTREAM ENERGY PARTNERS LLC 8.875% 07/15/2028 144A Long Debt US $1M – 0.02
HOWMET AEROSPACE INC 5.95% 02/01/2037 Long Debt US $199K – 0.00
HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS Long Debt GB $888K – 0.01
HSBC HOLDINGS PLC 4.95% 03/31/2030 Long Debt GB $503K – 0.01
HSBC HOLDINGS PLC 6.254%/VAR 03/09/2034 Long Debt GB $521K – 0.01
HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031 Long Debt GB $2M – 0.03
HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028 Long Debt GB $211K – 0.00
HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS Long Debt GB $553K – 0.01
HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A Long Debt MU $3M – 0.03
HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A Long Debt MU $2M – 0.02
HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A Long Debt US $724K – 0.01
HUB INTERNATIONAL TERM B 1LN 06/20/2030 (HUB INTERNATIONAL LTD) Long Loan US $3M – 0.03
HUDBAY MINERALS INC 4.5% 04/01/2026 144A Long Debt CA $534K – 0.01
HUDSON AUTOMOTIVE GROUP 8% 05/15/2032 144A Long Debt US $345K – 0.00
HUDSON PAC PPTYS LP 4.65% 04/01/2029 (HUDSON PACIFIC PROPERTIES LP) Long Debt US $2M – 0.02
HUMANA INC 3.7% 03/23/2029 Long Debt US $915K – 0.01
HUMANA INC 5.375% 04/15/2031 Long Debt US $7M – 0.07
HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A Long Debt HU $668K – 0.01
HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A Long Debt HU $317K – 0.00
HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A Long Debt HU $342K – 0.00
HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A Long Debt HU $304K – 0.00
HUNGARY REPUBLIC OF 6.75% 09/25/2052 144A Long Debt HU $74K – 0.00
HUNTER DOUGLAS TERM B 1LN 02/25/2029 (HUNTER DOUGLAS INC) Long Loan US $6M – 0.06
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A Long ABS-collateralized bond/debt obligation US $5M – 0.06
ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $3M – 0.03
ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $1M – 0.01
ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $1M – 0.01
ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030 144A (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) Long Debt US $168K – 0.00
ICE CDX CXPEM541 06/20/29 (INTERCONTINENTAL EXCHANGE) Derivative-credit US $23K – 0.00
ICON TERM B 1LN 07/03/2028 (ICON LUXEMBOURG SARL) Long Loan LU $195K – 0.00
ICON TERM B 1LN 07/03/2028 (ICON LUXEMBOURG SARL) Long Loan LU $49K – 0.00
ICU MEDICAL TERM B 1LN 01/06/2029 (ICU MEDICAL INC) Long Loan US $508K – 0.01
IHS HOLDING LTD 5.625% 11/29/2026 144A Long Debt KY $416K – 0.00
IHS HOLDING LTD 6.25% 11/29/2028 144A Long Debt KY $116K – 0.00
IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A Long Debt NL $725K – 0.01
ILIAD HOLDING SAS 8.5% 04/15/2031 144A Long Debt FR $947K – 0.01
IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS Long Debt NL $2M – 0.02
IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A Long Debt GB $442K – 0.00
IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A Long Debt GB $4M – 0.04
IMPERIAL DADE TERM 1LN 12/25/2028 (BCPE EMPIRE HLDGS INC) Long Loan US $1M – 0.01
INDICOR TERM 1LN 11/22/2029 (ROPER INDUSTRIAL PRODUCTS INVESTMENT CO) Long Loan US $239K – 0.00
INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A Long Debt ID $586K – 0.01
INDONESIA REPUBLIC OF 3.5% 02/14/2050 Long Debt ID $397K – 0.00
INDONESIA REPUBLIC OF 4.1% 04/24/2028 Long Debt ID $618K – 0.01
INDONESIA REPUBLIC OF 4.2% 10/15/2050 Long Debt ID $7M – 0.07
INDONESIA REPUBLIC OF 4.35% 01/11/2048 Long Debt ID $169K – 0.00
INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A Long Debt ID $1M – 0.02
INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A Long Debt ID $340K – 0.00
INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A Long Debt ID $229K – 0.00
INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A Long Debt ID $519K – 0.01
INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A Long Debt ID $1M – 0.01
INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A Long Debt GB $211K – 0.00
INEOS QUATTRO TERM 1LN 03/01/2030 (INEOS US PETROCHEM LLC) Long Loan US $149K – 0.00
INEOS QUATTRO TERM B 1LN 04/02/2029 (INEOS US PETROCHEM LLC) Long Loan US $3M – 0.04
ING GROEP NV 4.5%/VAR 05/23/2029 REGS Long Debt NL $1M – 0.02
ING GROEP NV 4.75%/VAR 05/23/2034 REGS Long Debt NL $2M – 0.02
INMARSAT TERM B 1LN 09/13/2029 (CONNECT US FINCO LLC) Long Loan US $386K – 0.00
INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A Long Debt US $458K – 0.00
INSULET TERM B 1LN 05/04/2028 (INSULET CORP) Long Loan US $1M – 0.02
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A Long Debt CA $62K – 0.00
INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A Long Debt LU $2M – 0.02
INTERNET BRANDS TERM B 1LN 05/03/2028 (MH SUB I LLC) Long Loan US $7M – 0.08
INTERNET BRANDS TERM B 2LN 02/23/2029 (MH SUB I LLC) Long Loan US $2M – 0.02
INTESA SANPAOLO SPA 4.198%/VAR 06/01/2032 144A Long Debt IT $222K – 0.00
INTESA SANPAOLO SPA 5.017% 06/26/2024 144A Long Debt IT $200K – 0.00
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A Long Debt IT $4M – 0.05
INTESA SANPAOLO SPA 6.625% 06/20/2033 144A Long Debt IT $812K – 0.01
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A Long ABS-mortgage backed security US $3M – 0.04
INTRAFI NETWORK TERM 2LN 11/01/2029 (NEXUS BUYER LLC) Long Loan US $2M – 0.02
INTRAFI NETWORK TERM B 1LN 12/13/2028 (NEXUS BUYER LLC) Long Loan US $3M – 0.03
INVERSIONES CMPC SA 3% 04/06/2031 144A Long Debt CL $143K – 0.00
INVESCO CLO LTD TSFR3M+139.161 10/22/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
INVESCO US CLO 2024-1RA AR TSFR3M+155 04/15/2037 144A (INVESCO US CLO 2024-1 LTD) Long ABS-collateralized bond/debt obligation KY $5M – 0.05
INVESCO US CLO 2024-3A A LTD TSFR3M+151 07/20/2037 144A (INVESCO US CLO 2024-3 LTD) Long ABS-collateralized bond/debt obligation JE $5M – 0.05
INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A Long Debt BM $772K – 0.01
INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 Long Debt US $2M – 0.02
ION ANALYTICS TERM 1 LN 02/16/2028 (ACURIS FINANCE US INC) Long Loan US $175K – 0.00
ION CORPORATES TERM B 1LN 07/15/2030 (HELIOS SOFTWARE HLDGS INC) Long Loan US $2M – 0.02
ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A Long Debt LU $1M – 0.02
ION TRADING TECHNOLOGIES SARL 9.5% 05/30/2029 144A Long Debt LU $493K – 0.01
ION TRADING TERM B 1LN 04/01/2028 (ION TRADING FINANCE LTD) Long Loan IE $1M – 0.01
IQVIA INC 5% 05/15/2027 144A Long Debt US $515K – 0.01
IQVIA INC 5% 10/15/2026 144A Long Debt US $401K – 0.00
ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS Long Debt IL $327K – 0.00
ISRAEL STATE OF 3.375% 01/15/2050 (ISRAEL, STATE OF) Long Debt IL $533K – 0.01
ISRAEL STATE OF 5.75% 03/12/2054 (ISRAEL, STATE OF) Long Debt IL $181K – 0.00
IVC EVIDENSIA TERM B 1LN 11/16/2028 (VETSTRATEGY CANADA HOLDINGS INC) Long Loan CA $664K – 0.01
IVIRMA TERM B 1LN 03/10/2031 (INCEPTION FINCO SARL) Long Loan LU $226K – 0.00
IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A Long Debt CI $444K – 0.00
IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A Long Debt CI $1M – 0.01
IVORY COAST (COTE D'IVOIRE) 8.25% 01/30/2037 144A Long Debt CI $632K – 0.01
J and J VENTURES GAMING TERM 1LN 04/26/28 (J and J VENTURES GAMING LLC) Long Loan US $499K – 0.01
J and J VENTURES GAMING TERM B 1LN 04/26/2028 (J and J VENTURES GAMING LLC) Long Loan US $652K – 0.01
J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A Long ABS-mortgage backed security US $356K – 0.00
J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A Long ABS-mortgage backed security US $41K – 0.00
J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A Long ABS-mortgage backed security US $59K – 0.00
JACKSON FINANCIAL INC 3.125% 11/23/2031 Long Debt US $1M – 0.01
JACKSON FINANCIAL INC 5.17% 06/08/2027 Long Debt US $809K – 0.01
JACKSON FINANCIAL INC 5.67% 06/08/2032 Long Debt US $2M – 0.02
JAMAICA GOVT OF 6.75% 04/28/2028 Long Debt JM $307K – 0.00
JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A Long Debt US $507K – 0.01
JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A Long Debt US $794K – 0.01
JANE STREET TERM B 1LN 01/26/2028 (JANE STREET GROUP LLC) Long Loan US $490K – 0.01
JANUS TERM B 1LN 08/05/2030 (JANUS INTERNATIONAL GROUP LLC) Long Loan US $159K – 0.00
JAPAN GOVERNMENT OF 0.005% 02/01/2025 Long Debt JP $2M – 0.02
JAPAN GOVERNMENT OF 0.8% 03/20/2034 Long Debt JP $783K – 0.01
JAZZ PHARMACEUTICALS TERM B 1LN 05/05/2028 (JAZZ FINANCING LUX SARL) Long Loan LU $1M – 0.01
JAZZ SECURITIES DAC 4.375% 01/15/2029 144A Long Debt IE $736K – 0.01
JBS USA FOOD CO 3.625% 01/15/2032 144A Long Debt US $69K – 0.00
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 Long Debt LU $2M – 0.03
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 Long Debt LU $2M – 0.02
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 Long Debt LU $1M – 0.01
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 Long Debt LU $35M – 0.37
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 Long Debt LU $4M – 0.04
JD POWER/AUTODATA TERM B 1LN 05/30/2026 (PROJECT BOOST PURCHASER LLC) Long Loan US $175K – 0.00
JD.COM INC 3.375% 01/14/2030 Long Debt KY $321K – 0.00
JOANN INC Long Equity-common US $5K 69K 0.00
JOANN TERM EXIT 1LN 04/28/2028 (NEEDLE HOLDINGS LLC) Long Loan US $105K – 0.00
JOHN LEWIS PLC 6.125% 01/21/2025 Long Debt GB $2M – 0.02
JOHNSTONE SUPPLY TERM B 1LN 05/16/2031 (JOHNSTONE SUPPLY LLC) Long Loan US $671K – 0.01
JONAH ENERGY PARENT LLC 12% 11/05/2025 P/P Long Debt US $64K – 0.00
JORDAN KINGDOM OF 4.95% 07/07/2025 144A Long Debt JO $294K – 0.00
JORDAN KINGDOM OF 7.375% 10/10/2047 144A Long Debt JO $83K – 0.00
JORDAN KINGDOM OF 7.5% 01/13/2029 144A Long Debt JO $648K – 0.01
JP MORGAN CHASE COML MTG SECS 2019-OSB E CSTR 06/05/2039 144A (J P MORGAN CHASE COML MTG SECS TR 2013-C10) Long ABS-mortgage backed security US $521K – 0.01
JP MORGAN CHASE COML MTG SECS TR 2013-C10 C CSTR 06/05/2039 144A (J P MORGAN CHASE COML MTG SECS TR 2013-C10) Long ABS-mortgage backed security US $553K – 0.01
JPMDB COML MTG SECS TR 2016-C4 2.8822% 12/15/2049 Long ABS-mortgage backed security US $468K – 0.00
JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049 Long ABS-mortgage backed security US $647K – 0.01
JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030 Long Debt US $4M – 0.04
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 Long Debt US $2M – 0.02
JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS Long Debt US $698K – 0.01
JPMORGAN CHASE and CO 3.875% 09/10/2024 Long Debt US $189K – 0.00
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029 Long Debt US $95M – 1.00
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 Long Debt US $14M – 0.15
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 Long Debt US $5M – 0.06
JPMORGAN CHASE and CO 4.6%/VAR PERP Long Equity-preferred US $2M – 0.02
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 Long Debt US $8M – 0.09
JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029 Long Debt US $8M – 0.08
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 Long Debt US $7M – 0.07
JPMORGAN CHASE and CO 6.1%/VAR PERP X Long Equity-preferred US $135K – 0.00
JPSW SWAP CDS 06/20/29 ISPIM B (JPMORGAN CHASE BANK NA NEW YORK NY) Derivative-credit US $24K – 0.00
JPSW SWAP PAY 3.8225 02/24/2025 (JPMORGAN CHASE BANK NA NEW YORK NY) Derivative-interest rate US $821K – 0.01
JPSW SWAP PAY 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) Derivative-interest rate US $410K – 0.00
JPSW SWAP REC 3.8225 02/24/2025 (JPMORGAN CHASE BANK NA NEW YORK NY) Derivative-interest rate US $491K – 0.01
JPSW SWAP REC 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) Derivative-interest rate US $403K – 0.00
JYSKE BANK AS 5.12%/VAR 05/01/2035 REGS Long Debt DK $299K – 0.00
JYSKE BANK AS 5%/VAR 10/26/2028 Long Debt DK $595K – 0.01
KAISER ALUMINUM CORP 4.625% 03/01/2028 144A Long Debt US $191K – 0.00
KAMAN TERM B 1LN 04/21/2031 (OVATION PARENT INC) Long Loan US $397K – 0.00
KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A (KAZMUAIGAZ NATIONAL CO JSC) Long Debt KZ $476K – 0.01
KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 144A (KAZMUAIGAZ NATIONAL CO JSC) Long Debt KZ $82K – 0.00
KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A Long Debt BE $2M – 0.02
KBR TERM B 1LN 01/21/2031 (KBR INC) Long Loan US $196K – 0.00
KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A Long Debt US $1M – 0.01
KENNEDY-WILSON INC 4.75% 02/01/2030 Long Debt US $384K – 0.00
KENYA REPUBLIC OF 6.3% 01/23/2034 144A Long Debt KE $83K – 0.00
KENYA REPUBLIC OF 7.25% 02/28/2028 144A Long Debt KE $455K – 0.00
KENYA REPUBLIC OF 8% 05/22/2032 144A Long Debt KE $82K – 0.00
KENYA REPUBLIC OF 9.75% 02/16/2031 144A Long Debt KE $200K – 0.00
KIK CONSUMER TERM B 1LN 12/22/2026 (KRONOS ACQUISITION HOLDINGS INC) Long Loan US $978K – 0.01
KINDER MORGAN ENERGY PTNRS LP 5.5% 03/01/2044 (KINDER MORGAN ENERGY PARTNERS LP) Long Debt US $265K – 0.00
KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040 (KINDER MORGAN ENERGY PARTNERS LP) Long Debt US $13K – 0.00
KINDER MORGAN INC DEL 5.05% 02/15/2046 Long Debt US $30K – 0.00
KINDER MORGAN INC DEL 5.55% 06/01/2045 Long Debt US $181K – 0.00
KINDERCARE TERM B 1LN 06/12/2030 (KUEHG CORP) Long Loan US $2M – 0.02
KINDRED TERM B 1LN 02/12/2028 (CHARLOTTE BUYER INC) Long Loan US $513K – 0.01
KINETIK HOLDINGS LP 5.875% 06/15/2030 144A Long Debt US $755K – 0.01
KINETIK HOLDINGS LP 6.625% 12/15/2028 144A Long Debt US $606K – 0.01
KISSNER TERM B INCR 1LN 03/16/2027 (SCIH SALT HLDGS INC) Long Loan US $432K – 0.00
KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) Long Debt US $65K – 0.00
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.03
KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026 (KLOECKNER PENTAPLAST OF AMERICA INC) Long Loan US $409K – 0.00
KNDR 2021-KIND B TSFR1M+146.448 08/15/2038 144A (KNDR 2021-KIND F) Long ABS-mortgage backed security US $169K – 0.00
KNDR 2021-KIND F TSFR1M+186.448 08/15/2026 144A Long ABS-mortgage backed security US $125K – 0.00
KNDR 2021-KIND F TSFR1M+241.448 08/15/2038 144A Long ABS-mortgage backed security US $956K – 0.01
KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A Long Debt US $714K – 0.01
KODIAK TERM B2 1LN 03/13/2028 (KODIAK BP LLC) Long Loan US $196K – 0.00
KOHLS CORP 4.25% 07/17/2025 Long Debt US $39K – 0.00
KONDOR FIN PLC 7.65% 07/19/2025 REGS (KONDOR FINANCE PLC) Long Debt GB $654K – 0.01
KOSMOS ENERGY LTD 7.125% 04/04/2026 144A Long Debt US $1M – 0.01
KOSMOS ENERGY LTD 7.5% 03/01/2028 144A Long Debt US $364K – 0.00
KOSMOS ENERGY LTD 7.75% 05/01/2027 144A Long Debt US $107K – 0.00
KREDITANSTALT FUR WIEDER(UNGTD 0% 12/15/2027 REGS (KREDITANSTALT FUR WIEDERAUFB) Long Debt DE $2M – 0.02
KSL 2023-HT C CSTR 12/15/2036 144A (KSL COML MTG TR 2023-HT) Long ABS-mortgage backed security US $502K – 0.01
KSL COML MTG TR 2023-HT A CSTR 12/15/2036 144A Long ABS-mortgage backed security US $5M – 0.05
LA FITNESS TERM B 1LN 02/12/2029 (FITNESS INTERNATIONAL LLC) Long Loan US $2M – 0.03
LABL INC 10.5% 07/15/2027 144A Long Debt US $404K – 0.00
LABL INC 6.75% 07/15/2026 144A Long Debt US $105K – 0.00
LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A (LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP) Long Debt US $589K – 0.01
LADDER CAP FIN HLDGS LLLP/CORP 5.25% 10/01/2025 144A (LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP) Long Debt US $50K – 0.00
LAMAR FDG LTD 3.958% 05/07/2025 144A Long Debt KY $293K – 0.00
LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A Long Debt US $1M – 0.01
LANDSEA HOMES CORP 8.875% 04/01/2029 144A Long Debt US $422K – 0.00
LASERSHIP TERM 1LN 05/07/2028 (ASP LS ACQUISITION CORP) Long Loan US $621K – 0.01
LBA TR 2024-BOLT TSFR1M+368.6 06/15/2026 144A Long ABS-mortgage backed security US $997K – 0.01
LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A Long ABS-mortgage backed security US $354K – 0.00
LBM ACQUISITION LLC 6.25% 01/15/2029 144A Long Debt US $2M – 0.02
LCH OIS SOFRV3.5% MAC 06/20/54 (LONDON CLEARING HOUSE) Derivative-interest rate GB $-2K – -0.00
LCH OIS SOFRV3.75% MAC 06/20/29 (LONDON CLEARING HOUSE) Derivative-interest rate GB $216K – 0.00
LCH OIS SOFRV3.75% MAC 06/20/31 (LONDON CLEARING HOUSE) Derivative-interest rate GB $565K – 0.01
LCH OIS SOFRV3.75% MAC 06/20/44 (LONDON CLEARING HOUSE) Derivative-interest rate GB $60K – 0.00
LCH OIS SOFRV4.0% MAC 06/20/2026 (LONDON CLEARING HOUSE) Derivative-interest rate GB $647K – 0.01
LCH OIS SOFRV4.0% MAC 06/20/27 (LONDON CLEARING HOUSE) Derivative-interest rate GB $179K – 0.00
LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A Long Debt US $140K – 0.00
LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A Long Debt IE $736K – 0.01
LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A Long Debt IE $1M – 0.01
LEARNING CARE GROUP TERM B 1LN 08/11/2028 (LEARNING CARE GROUP (US) NO. 2 INC) Long Loan US $315K – 0.00
LEBANON REPUBLIC OF 6.375% 12/31/2049 Long Debt LB $23K – 0.00
LEIGHTON FIN USA PTY LTD 1.5% 05/28/2029 REGS Long Debt AU $1M – 0.01
LENOVO GROUP LTD 3.421% 11/02/2030 144A Long Debt HK $660K – 0.01
LES SCHWAB TIRE TERM B 1LN 04/16/2031 (LS GROUP OPCO ACQUISTION LLC) Long Loan US $560K – 0.01
LEVEL 3 FINANCING INC 10.5% 05/15/2030 144A Long Debt US $2M – 0.02
LEVEL 3 FINANCING INC 11% 11/15/2029 144A Long Debt US $360K – 0.00
LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A Long Debt US $36K – 0.00
LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A Long Debt US $105K – 0.00
LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A Long Debt US $42K – 0.00
LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS Long Debt IL $583K – 0.01
LGI HOMES INC 4% 07/15/2029 144A Long Debt US $441K – 0.00
LGI HOMES INC 8.75% 12/15/2028 144A Long Debt US $73K – 0.00
LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A Long Debt KY $316K – 0.00
LIBERTY LATIN AMERICA TERM 1LN 09/25/2028 (LCPR LOAN FINANCING LLC) Long Loan US $220K – 0.00
LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A Long Debt US $125K – 0.00
LIBERTY MUTUAL GROUP INC 7.8% 03/07/2087 144A Long Debt US $210K – 0.00
LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A Long ABS-mortgage backed security US $266K – 0.00
LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A Long ABS-mortgage backed security US $221K – 0.00
LIFE 2021-BMR MTG TR TSFR1M+151.448 03/15/2026 144A Long ABS-mortgage backed security US $307K – 0.00
LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A Long ABS-mortgage backed security US $1M – 0.02
LIFE 2021-BMR MTG TR TSFR1M+99.448 03/15/2036 144A Long ABS-mortgage backed security US $352K – 0.00
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A Long ABS-mortgage backed security US $8M – 0.08
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A Long ABS-mortgage backed security US $2M – 0.02
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A Long ABS-mortgage backed security US $1M – 0.01
LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A Long ABS-mortgage backed security US $1M – 0.01
LIFE TIME FITNESS TERM B 1LN 01/15/2026 (LIFE TIME INC) Long Loan US $55K – 0.00
LIFE TIME INC 5.75% 01/15/2026 144A Long Debt US $711K – 0.01
LIFE TIME INC 8% 04/15/2026 144A Long Debt US $2M – 0.02
LIFEPOINT HEALTH INC 10% 06/01/2032 144A Long Debt US $321K – 0.00
LIFEPOINT HEALTH INC 11% 10/15/2030 144A Long Debt US $44K – 0.00
LIFEPOINT HEALTH INC 5.375% 01/15/2029 144A Long Debt US $790K – 0.01
LIFEPOINT HEALTH INC 9.875% 08/15/2030 144A Long Debt US $530K – 0.01
LIFTOFF TERM B 1LN 09/30/2028 (Red Planet Borrower LLC) Long Loan US $2M – 0.02
LIGHT and WONDER TERM B 1LN 04/16/2029 (LIGHT and WONDER INTERNATIONAL INC) Long Loan US $755K – 0.01
LINDBLAD EXPEDITIONS LLC 6.75% 02/15/2027 144A Long Debt US $68K – 0.00
LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A Long Debt GB $848K – 0.01
LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031 Long Debt GB $162K – 0.00
LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS Long Debt GB $694K – 0.01
LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS Long Debt GB $3M – 0.03
LOGICOR FINANCING SARL 1.625% 01/17/2030 REGS Long Debt LU $386K – 0.00
LOGICOR FINANCING SARL 2% 01/17/2034 REGS Long Debt LU $1M – 0.01
LONG GILT FUTURE SEP24 G U4 (ICE FUTURES EUROPE FINANCIALS) Derivative-interest rate GB $13K – 0.00
LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028 (HERENS US HOLDCO CORP) Long Loan US $549K – 0.01
LOWES COS INC 3.35% 04/01/2027 Long Debt US $182K – 0.00
LOWES COS INC 3.75% 04/01/2032 Long Debt US $18M – 0.19
LOWES COS INC 4.25% 04/01/2052 Long Debt US $2M – 0.02
LOWES COS INC 4.45% 04/01/2062 Long Debt US $116K – 0.00
LOWES COS INC 4.5% 04/15/2030 Long Debt US $170K – 0.00
LOWES COS INC 5.625% 04/15/2053 Long Debt US $20K – 0.00
LSB INDUSTRIES INC 6.25% 10/15/2028 144A Long Debt US $395K – 0.00
LXP INDUSTRIAL TRUST 2.7% 09/15/2030 Long Debt US $291K – 0.00
LXP INDUSTRIAL TRUST 4.4% 06/15/2024 Long Debt US $458K – 0.00
M and T BANK CORP 3.5%/VAR PERP Long Equity-preferred US $103K – 0.00
M and T BANK CORP 5.125/VAR PERP Long Equity-preferred US $239K – 0.00
MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A Long Debt GB $2M – 0.02
MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A Long Debt GB $660K – 0.01
MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A Long Debt GB $705K – 0.01
MACQUARIE AIRFINANCE HOLDINGS LTD 8.375% 05/01/2028 144A Long Debt GB $521K – 0.01
MADISON IAQ LLC 4.125% 06/30/2028 144A Long Debt US $380K – 0.00
MADISON IAQ LLC 5.875% 06/30/2029 144A Long Debt US $1M – 0.01
MADISON IAQ TERM B 1LN 06/21/2028 (MADISON IAQ LLC) Long Loan US $2M – 0.02
MADISON PARK FUNDING 2015 19A AR3 TSFR3M+160 01/22/2037 144A Long ABS-collateralized bond/debt obligation KY $15M – 0.16
MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A Long ABS-collateralized bond/debt obligation KY $7M – 0.08
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+151 04/25/2037 144A Long ABS-collateralized bond/debt obligation KY $6M – 0.06
MADISON PK FDG XLV LLC 2020-45A AR TSFR3M+138.161 07/15/2034 144A (MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.02
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+146.161 01/22/2031 144A Long ABS-collateralized bond/debt obligation KY $390K – 0.00
MAGNE 2020-27A AR TSFR3M+140.161 10/20/2034 144A Long ABS-collateralized bond/debt obligation KY $349K – 0.00
MAGNETITE CLO LTD 2021-29A A TSFR3M+125.161 01/15/2034 144A (MAGNETITE XXIX LTD / MAGNETITE XXIX LLC) Long ABS-collateralized bond/debt obligation KY $1M – 0.01
MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A (MAGNE 2023-36A) Long ABS-collateralized bond/debt obligation KY $2M – 0.02
MAGNETITE IX LTD /LLC TSFR3M+139.161 10/25/2034 144A (MAGNETITE IX LTD / MAGNETITE IX LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.02
MAGNETITE XXI LTD 2019-21A A TSFR3M+128.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
MAGNETITE XXIII LTD TSFR3M+139.161 01/25/2035 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A Long Debt HU $201K – 0.00
MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A Long Debt US $823K – 0.01
MARB BONDCO PLC 3.95% 01/29/2031 144A Long Debt GB $497K – 0.01
MARLETTE FDG TR 2023-3 6.49% 09/15/2033 144A Long ABS-collateralized bond/debt obligation US $710K – 0.01
MARRIOTT VACATIONS TERM B 1LN 04/01/2031 (MARRIOTT OWNERSHIP RESORTS INC) Long Loan US $2M – 0.03
MARSH and MCLENNAN COS INC 4.375% 03/15/2029 Long Debt US $2M – 0.02
MARSH and MCLENNAN COS INC 4.75% 03/15/2039 Long Debt US $1M – 0.01
MASORANGE TERM B 1LN 04/17/2031 (LORCA CO-BORROWER LLC) Long Loan US $337K – 0.00
MATADOR RES CO 6.5% 04/15/2032 144A (MATADOR RESOURCES COMPANY) Long Debt US $968K – 0.01
MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A (MATCH GROUP HOLDINGS II LLC) Long Debt US $767K – 0.01
MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A (MATCH GROUP HOLDINGS II LLC) Long Debt US $682K – 0.01
MATTEL INC 5.45% 11/01/2041 Long Debt US $879K – 0.01
MATTEL INC 6.2% 10/01/2040 Long Debt US $366K – 0.00
MATTRESS FIRM TERM B 1LN 09/24/2028 (MATTRESS FIRM INC) Long Loan US $913K – 0.01
MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A Long Debt US $932K – 0.01
MAXIMUS TERM B 1LN 05/21/2031 (MAXIMUS INC) Long Loan US $296K – 0.00
MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A Long Debt LU $855K – 0.01
MCAFEE CORP 7.375% 02/15/2030 144A Long Debt US $222K – 0.00
MCAFEE TERM B 1LN 03/01/2029 (MCAFEE CORP) Long Loan US $4M – 0.04
MCDONALDS CORP 3.5% 07/01/2027 Long Debt US $257K – 0.00
MCDONALDS CORP 4.2% 04/01/2050 Long Debt US $1M – 0.02
MCLAREN FINANCE PLC 7.5% 08/01/2026 144A Long Debt GB $463K – 0.00
MDGH GMTN RSC LTD 2.875% 11/07/2029 144A Long Debt AE $760K – 0.01
MDGH GMTN RSC LTD 4.375% 11/22/2033 144A Long Debt AE $186K – 0.00
MDGH GMTN RSC LTD 5.084% 05/22/2053 144A Long Debt AE $601K – 0.01
MDGH GMTN RSC LTD 5.5% 04/28/2033 144A Long Debt AE $204K – 0.00
MEDCO MAPLE TREE PTE LTD 8.96% 04/27/2029 144A Long Debt SG $363K – 0.00
MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A Long Debt SG $829K – 0.01
MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A Long Debt US $2M – 0.03
MEDLINE TERM B 1LN 10/23/2028 (MEDLINE BORROWER LP) Long Loan US $2M – 0.02
MEGLOBAL BV 4.25% 11/03/2026 144A Long Debt NL $67K – 0.00
MEGLOBAL CANADA INC 5% 05/18/2025 144A Long Debt CA $297K – 0.00
MEITUAN 2.125% 10/28/2025 144A Long Debt KY $381K – 0.00
MEITUAN 3.05% 10/28/2030 144A Long Debt KY $687K – 0.01
MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A Long Debt KY $180K – 0.00
MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A Long Debt KY $205K – 0.00
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 Long ABS-collateralized bond/debt obligation US $4M – 0.04
MERCER INTERNATIONAL INC 5.125% 02/01/2029 Long Debt US $243K – 0.00
MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
MERIT 2021-STOR F TSFR1M+231.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) Long ABS-mortgage backed security US $2M – 0.02
MERIT 2021-STOR G TSFR1M+286.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) Long ABS-mortgage backed security US $718K – 0.01
MERLIN ENTERTAINMENTS GR 7.375% 02/15/2031 144A Long Debt US $261K – 0.00
MESQUITE ENERGY INC Long Equity-common US $318K 4K 0.00
MESQUITE ENERGY INC 7.25% 12/31/2049 144A Long Debt US $0.03 – 0.00
METALSA S A DE C V 3.75% 05/04/2031 144A Long Debt MX $264K – 0.00
METHANEX CORP 5.125% 10/15/2027 Long Debt CA $2M – 0.03
METHANEX CORP 5.65% 12/01/2044 Long Debt CA $964K – 0.01
MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031 Long Debt MX $165K – 0.00
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030 Long Debt MX $2M – 0.02
MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 Long Debt MX $560K – 0.01
MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028 Long Debt MX $330K – 0.00
MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071 Long Debt MX $639K – 0.01
MEXICO UNITED MEXICAN STATES 3.771% 05/24/2061 Long Debt MX $174K – 0.00
MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033 Long Debt MX $186K – 0.00
MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110 Long Debt MX $376K – 0.00
MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040 Long Debt MX $218K – 0.00
MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053 Long Debt MX $334K – 0.00
MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035 Long Debt MX $202K – 0.00
MFA 2022-RPL1 TR 3.3% 08/25/2061 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
MGM RESORTS INTERNATIONAL 6.5% 04/15/2032 Long Debt US $460K – 0.00
MHC 2021 MHC G TSFR1M+331.544 9 04/15/2026 144A (MHC COML MTG TR 2021-MHC) Long ABS-mortgage backed security US $833K – 0.01
MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A Long ABS-mortgage backed security US $911K – 0.01
MHP 2022-MHIL E TSFR1M+261.06 01/15/2027 144A (MHP 2022-MHIL F) Long ABS-mortgage backed security US $905K – 0.01
MHP 2022-MHIL F TSFR1M+325.92 01/15/2027 144A Long ABS-mortgage backed security US $1M – 0.01
MHP 2022-MHIL F TSFR1M+395.75 01/15/2027 144A Long ABS-mortgage backed security US $1M – 0.01
MICHAELS COS INC 7.875% 05/01/2029 144A Long Debt US $340K – 0.00
MICHAELS TERM 1LN 04/15/2028 (MICHAELS COS INC) Long Loan US $712K – 0.01
MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030 144A Long Debt US $20K – 0.00
MICROSTRATEGY INC 6.125% 06/15/2028 144A Long Debt US $1M – 0.02
MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A Long Debt LU $1M – 0.01
MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A Long Debt LU $612K – 0.01
MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A Long Debt LU $279K – 0.00
MILOS CLO LTD TSFR3M+133.161 10/20/2030 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.01
MINERAL RESOURCES LTD 8.5% 05/01/2030 144A Long Debt AU $1M – 0.01
MINERAL RESOURCES LTD 8% 11/01/2027 144A Long Debt AU $743K – 0.01
MINERAL RESOURCES LTD 9.25% 10/01/2028 144A Long Debt AU $326K – 0.00
MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A (MINERVA LUXEMBOURG SA) Long Debt LU $313K – 0.00
MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A Long Debt MY $905K – 0.01
MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A Long Debt US $368K – 0.00
MITER BRANDS TERM B2 03/20/2031 (MIWD HOLDCO II LLC) Long Loan US $252K – 0.00
MJH LIFE SCIENCES TERM B 1LN 01/28/2029 (MJH HEALTHCARE HOLDINGS LLC) Long Loan US $247K – 0.00
MKS INSTRUMENTS INC CONV 1.25% 06/01/2030 144A Long Debt US $565K – 0.01
MKS INSTRUMENTS TERM B 1LN 08/17/2029 (MKS INSTRUMENTS INC) Long Loan US $732K – 0.01
MNGT SWAP CY562346 11/18/64 B (JPMORGAN SECURITIES LLC) Derivative-credit US $91K – 0.00
MNGT SWAP CY562346 11/18/64 B (JPMORGAN SECURITIES LLC) Derivative-credit US $33K – 0.00
MNGT SWAP CY873245 04/17/65 B (JPMORGAN SECURITIES LLC) Derivative-credit US $119K – 0.00
MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) Derivative-credit US $27K – 0.00
MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) Derivative-credit US $16K – 0.00
MOBICO GROUP PLC 4.875% 09/26/2031 REGS Long Debt GB $2M – 0.02
MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A Long Debt US $103K – 0.00
MODIVCARE INC 5.875% 11/15/2025 144A Long Debt US $2M – 0.02
MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A Long Debt US $518K – 0.01
MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A Long Debt US $161K – 0.00
MOLSON COORS BEVERAGE CO 3% 07/15/2026 Long Debt US $4M – 0.04
MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A Long Debt NL $403K – 0.00
MONGOLIA GOVERNMENT OF 7.875% 06/05/2029 144A Long Debt MN $204K – 0.00
MOODYS CORP 3.25% 01/15/2028 Long Debt US $102K – 0.00
MOODYS CORP 3.75% 03/24/2025 Long Debt US $810K – 0.01
MOOG INC 4.25% 12/15/2027 144A Long Debt US $192K – 0.00
MORGAN STANLEY 2.699%/VAR 01/22/2031 Long Debt US $2M – 0.02
MORGAN STANLEY 3.622/VAR 04/01/2031 Long Debt US $4M – 0.04
MORGAN STANLEY 3.955%/VAR 03/21/2035 REGS Long Debt US $700K – 0.01
MORGAN STANLEY 4.35% 09/08/2026 Long Debt US $3M – 0.03
MORGAN STANLEY 4.431/VAR 01/23/2030 Long Debt US $83M – 0.87
MORGAN STANLEY 4.656%/VAR 03/02/2029 Long Debt US $223K – 0.00
MORGAN STANLEY 4.889%/VAR 07/20/2033 Long Debt US $10M – 0.11
MORGAN STANLEY 5.45%/VAR 07/20/2029 Long Debt US $4M – 0.04
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C23 3.398% 07/15/2050 Long ABS-mortgage backed security US $1M – 0.01
MORGAN STANLEY CAP I TR 2015-UBS8 3.626% 12/15/2048 Long ABS-mortgage backed security US $3M – 0.04
MORGAN STANLEY CAP I TR 2017-HR2 D 2.73% 12/15/2050 Long ABS-mortgage backed security US $431K – 0.00
MORGAN STANLEY CAP I TR 2018-BOP C TSFR1M+154.7 06/15/2035 144A Long ABS-mortgage backed security US $317K – 0.00
MORGAN STANLEY CAP I TR 2018-BOP TSFR1M+129.7 06/15/2035 144A Long ABS-mortgage backed security US $161K – 0.00
MORGAN STANLEY CAP I TR 2019-L2 A3 3.806% 03/15/2052 Long ABS-mortgage backed security US $1M – 0.02
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A Long ABS-mortgage backed security US $1M – 0.01
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A Long ABS-mortgage backed security US $145K – 0.00
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A Long ABS-mortgage backed security US $137K – 0.00
MORGAN STANLEY CAP I TR 2024-BPR2 7.291% 05/05/2029 144A Long ABS-mortgage backed security US $333K – 0.00
MORGAN STANLEY CAP I TR 2024-BPR2 X VAR 05/05/2029 144A Long ABS-mortgage backed security US $600K – 0.01
MORGAN STANLEY CAPITAL I 2.782% 08/15/2049 Long ABS-mortgage backed security US $2M – 0.02
MORGAN STANLEY CAPITAL I TRUST 2017-H1 4.281% 06/15/2050 Long ABS-mortgage backed security US $902K – 0.01
MORGAN STANLEY CAPITAL I TRUST 2017-H1 A4 3.259% 06/15/2050 Long ABS-mortgage backed security US $1M – 0.01
MORGAN STANLEY CAPITAL I TRUST 2017-H1 AS 3.773% 06/15/2050 Long ABS-mortgage backed security US $1M – 0.01
MORGAN STANLEY CAPITAL I TRUST 2017-H1 B 4.075% 06/15/2050 Long ABS-mortgage backed security US $227K – 0.00
MORGAN STANLEY CAPITAL I TRUST 2017-H1 D 2.546% 06/15/2050 144A Long ABS-mortgage backed security US $241K – 0.00
MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051 Long ABS-mortgage backed security US $175K – 0.00
MORGAN STANLEY CAPITAL I TRUST 2020-HR8 AS 2.298% 07/15/2053 Long ABS-mortgage backed security US $89K – 0.00
MORGAN STANLEY CAPITAL I TRUST 2020-HR8 B 2.704% 07/15/2053 Long ABS-mortgage backed security US $213K – 0.00
MOROCCO KINGDOM OF 6.5% 09/08/2033 144A Long Debt MA $306K – 0.00
MPLX LP 2.65% 08/15/2030 Long Debt US $307K – 0.00
MPLX LP 4.8% 02/15/2029 Long Debt US $81K – 0.00
MPLX LP 4.875% 12/01/2024 Long Debt US $159K – 0.00
MPLX LP 4.95% 09/01/2032 Long Debt US $6M – 0.06
MPLX LP 5.5% 02/15/2049 Long Debt US $230K – 0.00
MPT OPER PARTNERSHIP LP/CORP 2.5% 03/24/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $179K – 0.00
MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $1M – 0.01
MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $1M – 0.01
MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $1M – 0.01
MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) Long Debt US $2M – 0.02
MSC 2012-C4 D 5.711069 3/45 (MORGAN STANLEY CAP I TR 2012-C4) Long ABS-mortgage backed security US $102K – 0.00
MSC 2015-MS1 C VAR/CSTR 5/48 (MORGAN STANLEY CAP I TR 2015-MS1) Long ABS-mortgage backed security US $61K – 0.00
MSCI TR 2015-MS1 B CSTR 05/15/2048 (MORGAN STANLEY CAP I TR 2015-MS1) Long ABS-mortgage backed security US $799K – 0.01
MSCS SWAP CY451600 12/16/72 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $103.88 – 0.00
MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $-103.88 – -0.00
MSCS SWAP CY562346 11/18/64 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $118K – 0.00
MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $89K – 0.00
MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $57K – 0.00
MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $45K – 0.00
MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $30K – 0.00
MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $25K – 0.00
MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $18K – 0.00
MSCS SWAP CY885802 12/15/56 B (MORGAN STANLEY CAPITAL SERVICES LLC) Derivative-credit US $46K – 0.00
MSWF COMMERCIAL MORTGAGE TRUST 23-2 B 7.252% 12/15/2056 Long ABS-mortgage backed security US $67K – 0.00
MSWF COMMERCIAL MORTGAGE TRUST 23-2 C VAR 12/15/2056 Long ABS-mortgage backed security US $55K – 0.00
MSWF COMMERCIAL MORTGAGE TRUST 23-2 D 4% 12/15/2056 Long ABS-mortgage backed security US $17K – 0.00
MUELLER WTR PRODS INC 4% 06/15/2029 144A Long Debt US $484K – 0.01
MYEYEDR TERM B 1LN 04/07/2031 (MED PARENTCO LP) Long Loan US $996K – 0.01
MYLAN INC 4.55% 04/15/2028 Long Debt US $5M – 0.05
NABORS INDUSTRIES INC 9.125% 01/31/2030 144A Long Debt US $98K – 0.00
NAGACORP LTD 7.95% 07/06/2024 REGS Long Debt KY $246K – 0.00
NATGASOLINE TERM B 11/14/2025 (NATGASOLINE LLC) Long Loan US $2M – 0.02
NATIONAL EXPRESS GROUP 4.25%/VAR PERP REGS (MOBICO GROUP PLC) Long Equity-preferred GB $191K – 0.00
NATIONAL MENTOR TERM B 1LN 03/02/2028 (NATIONAL MENTOR HOLDINGS INC) Long Loan US $928K – 0.01
NATIONAL MENTOR TERM C 1LN 03/02/2028 (NATIONAL MENTOR HOLDINGS INC) Long Loan US $27K – 0.00
NATIXIS COML MTG SECS TR 2020-2PAC CSTR 01/15/2025 144A Long ABS-mortgage backed security US $2M – 0.02
NATWEST GROUP PLC 4.771/VAR 02/16/2029 REGS Long Debt GB $2M – 0.02
NATWEST GROUP PLC 6.156% 03/02/2027 Long Debt GB $6M – 0.06
NATWEST GRP PLC(UNGTD) 2.105/VAR 11/28/2031 REGS (NATWEST GROUP PLC) Long Debt GB $1M – 0.01
NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS (NATWEST GROUP PLC) Long Debt GB $502K – 0.01
NAVACORD TERM B 1LN 03/15/2030 (JONES DESLAURIERS INSURANCE MANAGMENT INC) Long Loan CA $264K – 0.00
NAVIENT CORP 4.875% 03/15/2028 Long Debt US $119K – 0.00
NAVIENT CORP 5.625% 08/01/2033 Long Debt US $154K – 0.00
NAVIENT CORP 5% 03/15/2027 Long Debt US $123K – 0.00
NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A (NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC) Long Debt UY $577K – 0.01
NBM US HOLDINGS INC 6.625% 08/06/2029 144A Long Debt US $305K – 0.00
NCL CORP LTD 3.625% 12/15/2024 144A Long Debt BM $759K – 0.01
NCL CORP LTD 8.375% 02/01/2028 144A Long Debt BM $438K – 0.00
NCL FINANCE LTD 6.125% 03/15/2028 144A Long Debt BM $1M – 0.01
NCR ATLEOS CORP 9.5% 04/01/2029 144A Long Debt US $372K – 0.00
NCR ATLEOS TERM B 1LN 03/27/2029 (NCR ATLEOS CORP) Long Loan US $839K – 0.01
NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A Long Debt US $506K – 0.01
NETWORK I2I LTD 3.975%/VAR PERP 144A Long Equity-preferred MU $381K – 0.00
NETWORK I2I LTD 5.65%/VAR PERP 144A Long Equity-preferred MU $446K – 0.00
NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD 24-2A E TSFR3M+750 04/20/2038 144A Long ABS-collateralized bond/debt obligation KY $256K – 0.00
NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A Long Debt US $5M – 0.05
NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A Long Debt US $1M – 0.02
NEW FORTRESS ENERGY INC 8.75% 03/15/2029 144A Long Debt US $1M – 0.02
NEW FORTRESS ENERGY TERM B 1LN 10/30/2028 (NEW FORTRESS ENERGY INC) Long Loan US $2M – 0.02
NEWELL BRANDS INC STEP 04/01/2026 Long Debt US $987K – 0.01
NEWELL BRANDS INC STEP 04/01/2036 Long Debt US $408K – 0.00
NEXA RESOURCES SA 6.75% 04/09/2034 144A Long Debt LU $399K – 0.00
NEXSTAR BROADCASTING TERM B4 1LN 09/19/2026 (NEXSTAR MEDIA INC) Long Loan US $592K – 0.01
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A Long Debt US $26K – 0.00
NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A Long Debt US $207K – 0.00
NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A Long Debt US $123K – 0.00
NEXTERA ENERGY PARTNERS LP CONV 2.5% 06/15/2026 144A Long Debt US $287K – 0.00
NGG FINANCE PLC 2.125/VAR 09/05/2082 REGS Long Debt GB $803K – 0.01
NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A (NGL ENERGY OPER LLC/NGL ENERGY FIN CORP) Long Debt US $224K – 0.00
NIELSEN HOLDINGS TERM A 1LN 10/11/2028 (NEPTUNE BIDCO US INC) Long Loan US $397K – 0.00
NIELSEN HOLDINGS TERM B 1LN 04/11/2029 (NEPTUNE BIDCO US INC) Long Loan US $3M – 0.03
NIGERIA REPUBLIC 6.125% 09/28/2028 144A (NIGERIA REPUBLIC OF) Long Debt NG $875K – 0.01
NIGERIA REPUBLIC 6.5% 11/28/2027 144A (NIGERIA REPUBLIC OF) Long Debt NG $285K – 0.00
NIGERIA REPUBLIC 7.143% 02/23/2030 144A (NIGERIA REPUBLIC OF) Long Debt NG $220K – 0.00
NIGERIA REPUBLIC 7.625% 11/21/2025 144A (NIGERIA REPUBLIC OF) Long Debt NG $206K – 0.00
NIGERIA REPUBLIC 7.696% 02/23/2038 144A (NIGERIA REPUBLIC OF) Long Debt NG $423K – 0.00
NIGERIA REPUBLIC 7.875% 02/16/2032 144A (NIGERIA REPUBLIC OF) Long Debt NG $397K – 0.00
NISOURCE INC 2.95% 09/01/2029 Long Debt US $1M – 0.01
NISOURCE INC 3.6% 05/01/2030 Long Debt US $16M – 0.17
NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A Long ABS-collateralized bond/debt obligation US $4M – 0.04
NOKIA CORP 6.625% 05/15/2039 Long Debt FI $344K – 0.00
NORD ANGLIA EDUCATION TERM B 1LN 01/26/2028 (FUGUE FINANCE LLC) Long Loan US $428K – 0.00
NORDEA BANK ABP 4.125% 05/05/2028 REGS Long Debt FI $1M – 0.01
NORDSTROM INC 4.375% 04/01/2030 Long Debt US $764K – 0.01
NORTHEAST GROCERY TERM B 1LN 12/13/2028 (NORTHEAST GROCERY INC) Long Loan US $279K – 0.00
NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A Long Debt US $508K – 0.01
NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A Long Debt US $414K – 0.00
NORTONLIFELOCK TERM B 1LN 9/12/2029 (GEN DIGITAL INC) Long Loan US $2M – 0.02
NOURYON TERM B 1LN 04/03/2028 (NOURYON USA LLC) Long Loan US $636K – 0.01
NOURYON TERM B 1LN 04/03/2028 (NOURYON USA LLC) Long Loan US $115K – 0.00
NOVA CHEMICALS CORP 4.25% 05/15/2029 144A Long Debt CA $175K – 0.00
NOVA CHEMICALS CORP 5.25% 06/01/2027 144A Long Debt CA $2M – 0.02
NOVA CHEMICALS CORP 8.5% 11/15/2028 144A Long Debt CA $1M – 0.01
NOVA CHEMICALS CORP 9% 02/15/2030 144A Long Debt CA $280K – 0.00
NOVAE TERM 1LN 12/22/2028 (NOVAE LLC) Long Loan US $2M – 0.02
NOVELIS CORP 3.875% 08/15/2031 144A Long Debt US $856K – 0.01
NOVOLEX TERM 1LN 04/13/2029 (CLYDESDALE ACQUISITION HOLDINGS INC) Long Loan US $4M – 0.04
NRG ENERGY INC 3.375% 02/15/2029 144A Long Debt US $80K – 0.00
NRG ENERGY INC 3.625% 02/15/2031 144A Long Debt US $150K – 0.00
NRG ENERGY INC 3.875% 02/15/2032 144A Long Debt US $23K – 0.00
NRG ENERGY INC 5.25% 06/15/2029 144A Long Debt US $798K – 0.01
NRG ENERGY INC 5.75% 01/15/2028 Long Debt US $231K – 0.00
NSG HOLDINGS LLC/NSG HLD INC 7.75% 12/15/2025 144A Long Debt US $10K – 0.00
NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A Long Debt AU $548K – 0.01
NUTRISYSTEM TERM B 1LN 04/21/2027 (KNS ACQUISITIONS CORP) Long Loan US $516K – 0.01
NUVEEN FINANCE LLC 4.125% 11/01/2024 144A Long Debt US $3M – 0.04
NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A Long ABS-collateralized bond/debt obligation US $333K – 0.00
NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A Long ABS-collateralized bond/debt obligation US $976K – 0.01
OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A Long ABS-collateralized bond/debt obligation KY $7M – 0.07
OAK HILL CREDIT PARTNERS TSFR3M+165 04/20/2037 144A Long ABS-collateralized bond/debt obligation KY $360K – 0.00
OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048 Long Debt US $379K – 0.00
OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039 Long Debt US $84K – 0.00
OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046 Long Debt US $2M – 0.02
OCCIDENTAL PETROLEUM CORP 4.4% 08/15/2049 Long Debt US $189K – 0.00
OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026 Long Debt US $1M – 0.01
OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040 Long Debt US $252K – 0.00
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036 Long Debt US $1M – 0.01
OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046 Long Debt US $226K – 0.00
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031 Long Debt US $32M – 0.34
OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031 Long Debt US $73K – 0.00
OCP SA 3.75% 06/23/2031 144A Long Debt MA $859K – 0.01
OCP SA 5.125% 06/23/2051 144A Long Debt MA $204K – 0.00
OCP SA 6.75% 05/02/2034 144A Long Debt MA $237K – 0.00
OCP SA 6.875% 04/25/2044 144A Long Debt MA $232K – 0.00
OCP SA 7.5% 05/02/2054 144A Long Debt MA $199K – 0.00
OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A Long ABS-collateralized bond/debt obligation US $289K – 0.00
OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A Long ABS-collateralized bond/debt obligation US $394K – 0.00
OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A Long Debt BH $914K – 0.01
OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029 (OSCAR ACQUISITIONCO LLC) Long Loan US $2M – 0.02
OLIN CORP 5.625% 08/01/2029 Long Debt US $491K – 0.01
OLIN CORP 5% 02/01/2030 Long Debt US $1M – 0.01
OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A Long Debt US $2M – 0.02
OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A Long Debt US $730K – 0.01
OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A Long Debt US $2M – 0.02
OMAN SULTANATE 5.625% 01/17/2028 144A Long Debt OM $1M – 0.01
OMAN SULTANATE 6.25% 01/25/2031 144A Long Debt OM $410K – 0.00
OMAN SULTANATE 6.5% 03/08/2047 144A Long Debt OM $39K – 0.00
OMAN SULTANATE 6.75% 01/17/2048 144A Long Debt OM $1M – 0.01
OMAN SULTANATE 6% 08/01/2029 144A Long Debt OM $303K – 0.00
OMAN SULTANATE 7% 01/25/2051 144A Long Debt OM $36K – 0.00
OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 Long Debt US $48M – 0.51
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 Long Debt US $2M – 0.02
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 Long Debt US $1M – 0.02
OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 Long Debt US $544K – 0.01
OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 Long Debt US $2M – 0.02
OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028 Long Debt US $272K – 0.00
OMNIA PARTNERS TERM B 1LN 07/25/2030 (OMNIA PARTNERS LLC) Long Loan US $846K – 0.01
OMNIA PARTNERS TERM B 1LN 07/25/2030 (OMNIA PARTNERS LLC) Long Loan US $166K – 0.00
ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A Long Debt US $516K – 0.01
ONE TORONTO GAMING TERM B 1LN 08/01/2030 (ONTARIO GAMING GTA LP) Long Loan CA $507K – 0.01
ONEMAIN FINANCE CORP 3.5% 01/15/2027 Long Debt US $46K – 0.00
ONEMAIN FINANCE CORP 4% 09/15/2030 Long Debt US $765K – 0.01
ONEMAIN FINANCE CORP 6.875% 03/15/2025 Long Debt US $519K – 0.01
ONEMAIN FINANCE CORP 7.125% 03/15/2026 Long Debt US $676K – 0.01
ONEMAIN FINANCE CORP 7.5% 05/15/2031 Long Debt US $95K – 0.00
ONEMAIN FINANCE CORP 9% 01/15/2029 Long Debt US $3M – 0.03
ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A Long Debt CA $15K – 0.00
ONTIC TERM B 1LN 10/31/2028 (BLERIOT US BIDCO INC) Long Loan US $418K – 0.00
OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A (OOREDOO INTERNATIONAL FINANCE LTD) Long Debt BM $299K – 0.00
OPEN TEXT CORPORATION 3.875% 02/15/2028 144A Long Debt CA $198K – 0.00
OPEN TEXT CORPORATION 3.875% 12/01/2029 144A Long Debt CA $1M – 0.01
OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A Long Debt US $961K – 0.01
OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A Long Debt US $842K – 0.01
OPEN TEXT TERM B 1LN 01/31/2030 (OPEN TEXT CORPORATION) Long Loan CA $738K – 0.01
OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A Long ABS-mortgage backed security US $3M – 0.03
OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A Long ABS-mortgage backed security US $2M – 0.02
OPEN TR 2023-AIR TSFR1M+523.593 10/15/2028 144A Long ABS-mortgage backed security US $478K – 0.01
OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A Long ABS-mortgage backed security US $334K – 0.00
OPEN TR 2023-AIR TSFR1M+942.948 10/15/2028 144A Long ABS-mortgage backed security US $950K – 0.01
OPG TR 2021-PORT C TSFR1M+94.648 10/15/2036 144A Long ABS-mortgage backed security US $3M – 0.03
OPG TR 2021-PORT F TSFR1M+206.248 10/15/2036 144A Long ABS-mortgage backed security US $385K – 0.00
OPG TR 2021-PORT G TSFR1M+251.248 10/15/2036 144A Long ABS-mortgage backed security US $965K – 0.01
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A Long ABS-mortgage backed security US $3M – 0.03
OPTIV TERM B 1LN 08/14/2026 (OPTIV SECURITY INC) Long Loan US $2M – 0.03
ORACLE CORP 1.65% 03/25/2026 Long Debt US $1M – 0.01
ORACLE CORP 2.3% 03/25/2028 Long Debt US $2M – 0.02
ORACLE CORP 2.875% 03/25/2031 Long Debt US $2M – 0.02
ORACLE CORP 3.6% 04/01/2050 Long Debt US $4K – 0.00
ORACLE CORP 3.85% 04/01/2060 Long Debt US $4K – 0.00
ORBIA ADVANCE CORPORATION SAB DE CV 1.875% 05/11/2026 144A Long Debt MX $301K – 0.00
ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A Long Debt MX $490K – 0.01
OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 Long Debt US $178K – 0.00
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A Long Debt US $2M – 0.02
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A Long Debt US $284K – 0.00
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A Long Debt US $269K – 0.00
ORGANON TERM B 1LN 05/14/2031 (ORGANON and CO) Long Loan US $1M – 0.01
OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A Long Debt US $801K – 0.01
OTP BANK PLC 8.75%/VAR 05/15/2033 REGS Long Debt HU $210K – 0.00
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A Long Debt US $1M – 0.01
OVINTIV INC 5.15% 11/15/2041 Long Debt US $1M – 0.01
OVINTIV INC 6.625% 08/15/2037 Long Debt US $1M – 0.01
OVINTIV INC 7.375% 11/01/2031 Long Debt US $316K – 0.00
OVINTIV INC 8.125% 09/15/2030 Long Debt US $733K – 0.01
OWENS BROCKWAY GLASS CONT INC 7.25% 05/15/2031 144A Long Debt US $394K – 0.00
OWENS BROCKWAY GLASS CONT INC 7.375% 06/01/2032 144A Long Debt US $445K – 0.00
PACIFIC BELLS TERM B 1LN 10/20/2028 (PACIFIC BELLS LLC) Long Loan US $1M – 0.01
PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050 Long Debt US $814K – 0.01
PACIFIC LIFECORP 5.125% 01/30/2043 144A Long Debt US $511K – 0.01
PACTIV EVERGREEN TERM B3 1LN 09/24/2028 (PACTIV EVERGREEN GROUP HOLDINGS INC) Long Loan US $2M – 0.02
PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A (PAKISTAN, ISLAMIC REP OF) Long Debt PK $350K – 0.00
PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A (PAKISTAN, ISLAMIC REP OF) Long Debt PK $421K – 0.00
PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A (PAKISTAN, ISLAMIC REP OF) Long Debt PK $356K – 0.00
PALMER SQUARE CLO 2023-4A E LTD TSFR3M+675 10/20/2033 144A (PALMER SQUARE CLO 2023-4 LTD) Long ABS-collateralized bond/debt obligation KY $101K – 0.00
PALMER SQUARE CLO 2024-2A E LTD TSFR3M+570 07/20/2037 144A (PALMER SQUARE CLO 2024-2 LTD) Long ABS-collateralized bond/debt obligation KY $500K – 0.01
PALMER SQUARE LN FDG 2024-3 TSFR3M+540 08/08/2032 144A Long ABS-collateralized bond/debt obligation KY $251K – 0.00
PANAMA REPUBLIC OF 2.252% 09/29/2032 Long Debt PA $964K – 0.01
PANAMA REPUBLIC OF 3.87% 07/23/2060 Long Debt PA $245K – 0.00
PANAMA REPUBLIC OF 4.5% 05/15/2047 Long Debt PA $239K – 0.00
PANAMA REPUBLIC OF 6.4% 02/14/2035 Long Debt PA $375K – 0.00
PANAMA REPUBLIC OF 6.853% 03/28/2054 Long Debt PA $181K – 0.00
PANAMA REPUBLIC OF 7.875% 03/01/2057 Long Debt PA $206K – 0.00
PANAMA REPUBLIC OF 8% 03/01/2038 Long Debt PA $210K – 0.00
PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A Long Debt US $781K – 0.01
PAR PACIFIC TERM B 1LN 02/28/2030 (PAR PETROLEUM, LLC) Long Loan US $309K – 0.00
PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A Long Debt PY $839K – 0.01
PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A Long Debt PY $190K – 0.00
PARAGUAY REPUBLIC OF 6% 02/09/2036 144A Long Debt PY $228K – 0.00
PAREXEL TERM B 1LN 11/15/2028 (PHOENIX NEWCO INC) Long Loan US $2M – 0.02
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A Long Debt US $377K – 0.00
PARKLAND CORP 4.5% 10/01/2029 144A Long Debt CA $518K – 0.01
PARKLAND CORP 4.625% 05/01/2030 144A Long Debt CA $2M – 0.02
PATAGONIA TERM B 1LN 08/01/2029 (Patagonia Holdco LLC) Long Loan US $530K – 0.01
PATTERN ENERGY OP LP/PAT 4.5% 08/15/2028 144A Long Debt US $133K – 0.00
PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 Long Debt US $293K – 0.00
PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A Long Debt US $2M – 0.02
PCI PHARMA TERM 1LN 11/30/2027 (PACKAGING COORDINATORS MIDCO INC) Long Loan US $953K – 0.01
PEACE PARK CLO LTD TSFR3M+139.161 10/20/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.02
PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A Long Debt US $1M – 0.01
PEEBLES PARK CLO LTD 24-1A A TSFR3M+150 04/21/2037 144A Long ABS-collateralized bond/debt obligation JE $36M – 0.38
PENN NATIONAL GAMING TERM B 1LN 05/03/2029 (PENN ENTERTAINMENT INC) Long Loan US $198K – 0.00
PENNYMAC CORP CONV 8.5% 06/01/2029 144A Long Debt US $63K – 0.00
PERATON TERM B 1LN 02/01/2028 (PERATON CORP) Long Loan US $4M – 0.05
PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A Long Debt US $317K – 0.00
PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A Long Debt US $730K – 0.01
PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A Long Debt US $281K – 0.00
PERU REPUBLIC OF 2.783% 01/23/2031 (PERU, REPUBLIC OF) Long Debt PE $401K – 0.00
PERU REPUBLIC OF 3.3% 03/11/2041 (PERU, REPUBLIC OF) Long Debt PE $200K – 0.00
PERU REPUBLIC OF 3% 01/15/2034 (PERU, REPUBLIC OF) Long Debt PE $381K – 0.00
PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS Long Debt VE $129K – 0.00
PETROLEOS DE VENEZUELA SA 9.75% 05/17/2035 144A Long Debt VE $132K – 0.00
PETROLEOS MEXICANOS 4.5% 01/23/2026 Long Debt MX $1M – 0.01
PETROLEOS MEXICANOS 5.35% 02/12/2028 Long Debt MX $330K – 0.00
PETROLEOS MEXICANOS 5.95% 01/28/2031 Long Debt MX $55M – 0.58
PETROLEOS MEXICANOS 6.35% 02/12/2048 Long Debt MX $7M – 0.08
PETROLEOS MEXICANOS 6.49% 01/23/2027 Long Debt MX $414K – 0.00
PETROLEOS MEXICANOS 6.5% 03/13/2027 Long Debt MX $1M – 0.01
PETROLEOS MEXICANOS 6.625% 06/15/2035 Long Debt MX $2M – 0.02
PETROLEOS MEXICANOS 6.7% 02/16/2032 Long Debt MX $9M – 0.09
PETROLEOS MEXICANOS 6.75% 09/21/2047 Long Debt MX $3M – 0.03
PETROLEOS MEXICANOS 6.95% 01/28/2060 Long Debt MX $4M – 0.04
PETROLEOS MEXICANOS 7.69% 01/23/2050 Long Debt MX $10M – 0.10
PETRONAS CAP LTD 3.404% 04/28/2061 144A Long Debt MY $236K – 0.00
PETRONAS CAP LTD 3.5% 04/21/2030 144A Long Debt MY $183K – 0.00
PETRORIO LUXEMBOURG HOLDING SARL 6.125% 06/09/2026 144A Long Debt LU $294K – 0.00
PF CHANGS TERM B 1LN 03/01/2026 (PFC ACQUISITION CORP) Long Loan US $989K – 0.01
PG and E CORP 5.25% 07/01/2030 Long Debt US $3M – 0.03
PG and E CORP 5% 07/01/2028 Long Debt US $1M – 0.01
PG and E CORP CONV 4.25% 12/01/2027 144A Long Debt US $412K – 0.00
PG and E TERM B 1LN 06/23/2027 (PG and E CORP) Long Loan US $361K – 0.00
PHILIPPINES REPUBLIC OF 2.65% 12/10/2045 Long Debt PH $162K – 0.00
PHILIPPINES REPUBLIC OF 2.95% 05/05/2045 Long Debt PH $236K – 0.00
PHILIPPINES REPUBLIC OF 3.556% 09/29/2032 Long Debt PH $176K – 0.00
PHILIPPINES REPUBLIC OF 5.5% 01/17/2048 Long Debt PH $493K – 0.01
PHILIPPINES REPUBLIC OF 5.6% 05/14/2049 Long Debt PH $269K – 0.00
PHILIPPINES REPUBLIC OF 5.95% 10/13/2047 Long Debt PH $208K – 0.00
PHILLIPS 66 3.85% 04/09/2025 Long Debt US $97K – 0.00
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 Long Debt US $247K – 0.00
PIKE CORP 5.5% 09/01/2028 144A Long Debt US $1M – 0.01
PIKE CORP 8.625% 01/31/2031 144A Long Debt US $1M – 0.01
PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 Long Debt US $576K – 0.01
PINE STR TR I 4.572% 02/15/2029 144A Long Debt US $489K – 0.01
PINE STR TR II 5.568% 02/15/2049 144A (PINE STREET TRUST II) Long Debt US $730K – 0.01
PITNEY BOWES TERM B 1LN 03/19/2028 (PITNEY-BOWES INC) Long Loan US $249K – 0.00
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 Long Debt US $4M – 0.05
PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024 Long Debt US $138K – 0.00
PLAINS ALL AMERN PIPELINE MLP 6.125%/VAR PERP Long Equity-preferred US $2M – 0.02
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
PLAYA HOTELS and RESORTS TERM B 1LN 01/05/2029 (PLAYA RESORTS HLDG B V) Long Loan NL $258K – 0.00
PLAYCORE TERM B 1LN 02/14/2030 (RECESS HOLDINGS INC) Long Loan US $482K – 0.01
PMHC II INC 9% 02/15/2030 144A Long Debt US $816K – 0.01
POLAND REPUBLIC OF 5.5% 03/18/2054 Long Debt PL $268K – 0.00
POLAND REPUBLIC OF 5.5% 04/04/2053 Long Debt PL $68K – 0.00
POLAND REPUBLIC OF 5.75% 11/16/2032 Long Debt PL $242K – 0.00
POSCO 5.875% 01/17/2033 144A Long Debt KR $204K – 0.00
POST HLDGS INC 4.5% 09/15/2031 144A (POST HOLDINGS INC) Long Debt US $45K – 0.00
POST HLDGS INC 4.625% 04/15/2030 144A (POST HOLDINGS INC) Long Debt US $163K – 0.00
POST HLDGS INC 5.5% 12/15/2029 144A (POST HOLDINGS INC) Long Debt US $1M – 0.01
POST HLDGS INC 5.625% 01/15/2028 144A (POST HOLDINGS INC) Long Debt US $127K – 0.00
POST HLDGS INC 6.25% 02/15/2032 144A (POST HOLDINGS INC) Long Debt US $1M – 0.01
POWER STOP TERM 1LN 01/26/2029 (POWER STOP LLC) Long Loan US $1M – 0.01
PRA GROUP INC 8.875% 01/31/2030 144A Long Debt US $257K – 0.00
PRAIRIE ACQUIROR LP 9% 08/01/2029 144A Long Debt US $226K – 0.00
PREGIS TERM B 1LN 08/03/2026 (PREGIS TOPCO LLC) Long Loan US $225K – 0.00
PRIMIENT TERM B 1LN 04/02/2029 (PRIMARY PRODUCTS FINANCE LLC) Long Loan US $579K – 0.01
PRIORITY TECHNOLOGY TERM B 1LN 05/16/2031 (PRIORITY HOLDINGS LLC) Long Loan US $255K – 0.00
PROMONTORY TERM B 1LN 11/08/2026 (NEXUS BUYER LLC) Long Loan US $715K – 0.01
PROOFPOINT TERM B 1LN 08/31/2028 (PROOFPOINT INC) Long Loan US $3M – 0.03
PROSUS NV 3.061% 07/13/2031 144A Long Debt NL $478K – 0.01
PROSUS NV 3.68% 01/21/2030 144A Long Debt NL $174K – 0.00
PROSUS NV 4.193% 01/19/2032 144A Long Debt NL $518K – 0.01
PROTECTIVE INDUSTRIAL PRODUCTS TERM B 1LN 01/06/2028 (GLOVES BUYER INC) Long Loan US $200K – 0.00
PROVINCE CORDOBA STEP 12/10/2025 144A Long Debt AR $211K – 0.00
PRPM 2024-RCF3 LLC 4% 05/25/2054 144A Long ABS-collateralized bond/debt obligation US $3M – 0.03
PRPM 2024-RPL1 LLC 4.2% 12/25/2064 144A Long ABS-collateralized bond/debt obligation US $5M – 0.06
PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) Long ABS-collateralized bond/debt obligation US $4M – 0.04
PRUDENTIAL FUNDING ASIA PLC 2.95%/VAR 11/03/2033 REGS Long Debt GB $862K – 0.01
PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A Long Debt ID $96K – 0.00
PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A Long Debt TH $85K – 0.00
PUGET ENERGY INC 4.1% 06/15/2030 Long Debt US $511K – 0.01
PUGET ENERGY INC 4.224% 03/15/2032 Long Debt US $4M – 0.04
QATAR PETROLEUM 1.375% 09/12/2026 144A Long Debt QA $367K – 0.00
QATAR PETROLEUM 2.25% 07/12/2031 144A Long Debt QA $1M – 0.02
QATAR PETROLEUM 3.125% 07/12/2041 144A Long Debt QA $802K – 0.01
QATAR PETROLEUM 3.3% 07/12/2051 144A Long Debt QA $703K – 0.01
QATAR ST 4.4% 04/16/2050 144A Long Debt QA $963K – 0.01
QATAR ST 4.625% 06/02/2046 144A Long Debt QA $2M – 0.02
QATAR ST 4.817% 03/14/2049 144A Long Debt QA $684K – 0.01
QATAR ST 5.103% 04/23/2048 144A Long Debt QA $281K – 0.00
QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS Long Debt AU $452K – 0.00
QBE INS GROUP LTD 5.25%/VAR PERP REGS Long Equity-preferred AU $673K – 0.01
QLIK TERM B 1LN 10/28/2030 (PROJECT ALPHA INTERMEDIATE HOLDING INC) Long Loan US $2M – 0.02
R1 RCM TERM B 1LN 06/21/2029 (R1 RCM INC) Long Loan US $366K – 0.00
RACKSPACE FINANCE TERM B 1LN 05/15/2028 (RACKSPACE FINANCE LLC) Long Loan US $364K – 0.00
RACKSPACE FINANCE TERM B SUPER PRIORITY 1LN 05/15/2028 (RACKSPACE FINANCE LLC) Long Loan US $191K – 0.00
RADIOLOGY PARTNERS INC PIK 7.775%/VAR 01/31/2029 144A Long Debt US $533K – 0.01
RADNET TERM B 1LN 04/10/2031 (RADNET MANAGEMENT INC) Long Loan US $255K – 0.00
RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A Long Debt US $1M – 0.01
RAIZEN FUELS FINANCE SA 6.95% 03/05/2054 144A Long Debt LU $484K – 0.01
RAND PARENT LLC 8.5% 02/15/2030 144A Long Debt US $4M – 0.04
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A Long Debt US $153K – 0.00
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A Long Debt US $722K – 0.01
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026 Long Debt US $363K – 0.00
REALPAGE TERM B 1LN 04/22/2028 (REALPAGE INC) Long Loan US $2M – 0.02
REALTY INCOME CORP 2.2% 06/15/2028 Long Debt US $142K – 0.00
REALTY INCOME CORP 2.85% 12/15/2032 Long Debt US $686K – 0.01
REALTY INCOME CORP 3.25% 01/15/2031 Long Debt US $152K – 0.00
REALTY INCOME CORP 3.4% 01/15/2028 Long Debt US $255K – 0.00
RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS Long Debt GB $955K – 0.01
RED ROCK RESORTS TERM B 1LN 03/14/2031 (STATION CASINOS LLC) Long Loan US $1M – 0.01
REDFIN CORP CONV 0.5% 04/01/2027 (REDFIN CORPORATION) Long Debt US $872K – 0.01
REGAL REXNORD CORP 6.3% 02/15/2030 Long Debt US $2M – 0.02
REGATTA XXVII FDG LTD 24-1A E TSFR3M+650 04/26/2037 144A Long ABS-collateralized bond/debt obligation JE $254K – 0.00
REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC 9.75% 12/01/2026 144A Long Debt US $970K – 0.01
RELADYNE TERM 1LN 12/22/2028 (AIP RD BUYER CORP) Long Loan US $174K – 0.00
RELADYNE TERM B 1LN 12/26/2028 (AIP RD BUYER CORP) Long Loan US $467K – 0.00
RENAISSANCE LEARNING TERM 1LN 04/08/2030 (RENAISSANCE HOLDINGS CORP) Long Loan US $1M – 0.01
REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A Long Debt AM $114K – 0.00
REPUBLIC OF BENIN 7.96% 02/13/2038 144A Long Debt BJ $713K – 0.01
REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A Long Debt ME $342K – 0.00
RESIDEO TECHNOLOGIES TERM B 1LN 05/21/2031 (RESIDEO FUNDING INC) Long Loan US $366K – 0.00
RESTAURANT BRANDS TERM B5 1LN 09/21/2030 (1011778 BC UNLIMITED LIABILITY CO) Long Loan CA $2M – 0.02
RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) Long Debt US $11K – 0.00
RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 5.75% 09/15/2048 144A Long ABS-collateralized bond/debt obligation US $233K – 0.00
REWE INT FINANCE 4.875% 09/13/2030 REGS Long Debt NL $1M – 0.01
REXFORD INDUSTRIAL REALTY LP CONV 4.125% 03/15/2029 144A Long Debt US $277K – 0.00
REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A Long Debt US $234K – 0.00
REYNOLDS AMERICAN INC 4.45% 06/12/2025 Long Debt US $33K – 0.00
REYNOLDS AMERICAN INC 5.7% 08/15/2035 Long Debt US $27K – 0.00
REYNOLDS AMERICAN INC 5.85% 08/15/2045 Long Debt US $168K – 0.00
REYNOLDS TERM B 1LN 01/30/2027 (REYNOLDS CONSUMER PRODUCTS LLC) Long Loan US $427K – 0.00
RH TERM B 1LN 10/20/2028 Long Loan US $203K – 0.00
RH TERM B2 1LN 10/20/2028 Long Loan US $453K – 0.00
RITHM CAPITAL CORP 6.25% 10/15/2025 144A Long Debt US $393K – 0.00
RITHM CAPITAL CORP 8% 04/01/2029 144A Long Debt US $214K – 0.00
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN TSFR6M+603 5 10/15/2026 144A Long Debt US $3M – 0.03
RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A Long ABS-collateralized bond/debt obligation US $25K – 0.00
ROBLOX CORP 3.875% 05/01/2030 144A Long Debt US $1M – 0.02
ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A Long Debt US $1M – 0.01
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A (ROMANIA, REPUBLIC OF) Long Debt RO $252K – 0.00
ROMANIA REPUBLIC OF 3% 02/14/2031 144A (ROMANIA, REPUBLIC OF) Long Debt RO $796K – 0.01
ROMANIA REPUBLIC OF 4% 02/14/2051 144A (ROMANIA, REPUBLIC OF) Long Debt RO $293K – 0.00
ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A (ROMANIA, REPUBLIC OF) Long Debt RO $219K – 0.00
ROSEN TERM B 1LN 03/24/2031 (PG INVESTMENT CO 59 SARL) Long Loan LU $881K – 0.01
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) Long Debt GB $2M – 0.03
ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A Long Debt LR $519K – 0.01
ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A Long Debt LR $957K – 0.01
ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A Long Debt LR $2M – 0.02
ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A Long Debt LR $2M – 0.02
ROYAL CARIBBEAN CRUISES LTD 7.25% 01/15/2030 144A Long Debt LR $207K – 0.00
ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS Long Debt NL $424K – 0.00
RR 28 LTD / RR 28 LLC TSFR3M+155 04/15/2039 144A Long ABS-collateralized bond/debt obligation KY $36M – 0.38
RR 7 LTD TSFR3M+134 01/15/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.04
RRAM 2022-24A A1AR TSFR3M+173 01/15/2036 144A Long ABS-collateralized bond/debt obligation BM $14M – 0.14
RUGSUSA TERM B 1LN 10/21/2028 (RUNNER BUYER INC) Long Loan US $86K – 0.00
RV RETAILER TERM B 1LN 02/08/2028 (RVR DEALERSHIP HOLDINGS LLC) Long Loan US $622K – 0.01
RWANDA REPUBLIC OF 5.5% 08/09/2031 144A Long Debt RW $235K – 0.00
RWE FINANCE US LLC 5.875% 04/16/2034 144A Long Debt US $2M – 0.02
SABERT TERM B 1LN 12/16/2026 (SABERT CORPORATION) Long Loan US $575K – 0.01
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 Long Debt US $2M – 0.02
SABLE INTL FIN LTD 5.75% 09/07/2027 144A (SABLE INTL FINANCE LTD) Long Debt KY $1M – 0.01
SABRA HEALTH CARE LP 3.2% 12/01/2031 Long Debt US $3M – 0.03
SAFEHOLD OPERATING PARTNERSHIP LP 2.8% 06/15/2031 Long Debt US $656K – 0.01
SAFEHOLD OPERATING PARTNERSHIP LP 2.85% 01/15/2032 Long Debt US $344K – 0.00
SAFEHOLD OPERATING PARTNERSHIP LP 6.1% 04/01/2034 Long Debt US $1M – 0.01
SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A Long Debt BM $287K – 0.00
SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032 (SALLY HOLDINGS LLC / SALLY CAP INC) Long Debt US $829K – 0.01
SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A Long Debt BR $919K – 0.01
SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS Long Equity-preferred SE $129K – 0.00
SAMHALLSBYGGNADSBOLAGET I NORDEN AB STEP 08/12/2027 REGS Long Debt SE $1M – 0.01
SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055 (MESQUITE ENERGY INC) Long Loan US $0 – –
SANCHEZ TERM 1LN DIP 12/31/2055 (MESQUITE ENERGY INC) Long Loan US $0.01 – 0.00
SANTANDER UK GROUP HOLDINGS PLC 3.625% 01/14/2026 REGS Long Debt GB $445K – 0.00
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A Long ABS-collateralized bond/debt obligation US $586K – 0.01
SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A Long ABS-collateralized bond/debt obligation US $146K – 0.00
SASOL FING USA LLC 4.375% 09/18/2026 Long Debt US $660K – 0.01
SASOL FING USA LLC 5.5% 03/18/2031 Long Debt US $87K – 0.00
SASOL FING USA LLC 6.5% 09/27/2028 Long Debt US $424K – 0.00
SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A Long Debt SA $396K – 0.00
SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A Long Debt SA $2M – 0.02
SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A Long Debt SA $834K – 0.01
SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A Long Debt SA $430K – 0.00
SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A Long Debt SA $1M – 0.01
SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A Long Debt SA $892K – 0.01
SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A Long Debt SA $212K – 0.00
SAUDI ARABIA KINGDOM OF 5.75% 01/16/2054 144A Long Debt SA $193K – 0.00
SAUDI ARABIA KINGDOM OF 5% 01/18/2053 144A Long Debt SA $174K – 0.00
SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A Long Debt SA $2M – 0.02
SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A Long Debt SA $461K – 0.00
SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A Long Debt SA $423K – 0.00
SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A Long Debt SA $156K – 0.00
SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A Long Debt SA $998K – 0.01
SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A Long Debt SA $77K – 0.00
SBA COMMUNICATIONS TERM B 1LN 01/27/2031 (SBA SENIOR FINANCE II LLC) Long Loan US $402K – 0.00
SBA TOWER TR 1.884% 07/15/2050 144A Long ABS-collateralized bond/debt obligation US $377K – 0.00
SBA TOWER TR 2.328% 07/15/2052 144A Long ABS-collateralized bond/debt obligation US $274K – 0.00
SBA TOWER TR 2.836% 01/15/2050 144A Long ABS-collateralized bond/debt obligation US $685K – 0.01
SBLOFI SWAP 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $49K – 0.00
SBLOFI SWAP 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $27K – 0.00
SBLOFI SWAP CY873245 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $220K – 0.00
SBLOFI SWAP CY873245 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $40K – 0.00
SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $134K – 0.00
SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $101K – 0.00
SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $67K – 0.00
SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $42K – 0.00
SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $25K – 0.00
SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $19K – 0.00
SBLOFI SWAP CY885802 12/15/56 B (CITIGROUP GLOBAL MARKETS LIMITED) Derivative-credit GB $103K – 0.00
SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A Long ABS-collateralized bond/debt obligation US $3M – 0.04
SCHAEFFLER AG 4.75% 08/14/2029 REGS Long Debt DE $1M – 0.01
SCHWAB CHARLES CORP 4/VAR PERP Long Equity-preferred US $416K – 0.00
SCHWAB CHARLES CORP 5.375/VAR PERP Long Equity-preferred US $236K – 0.00
SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A Long Debt US $313K – 0.00
SCIENTIFIC GAMES LOTTERY TERM B 1LN 04/04/2029 (SCIENTIFIC GAMES HOLDINGS LP) Long Loan US $1M – 0.01
SCIH SALT HLDGS INC 4.875% 05/01/2028 144A Long Debt US $66K – 0.00
SCIH SALT HLDGS INC 6.625% 05/01/2029 144A Long Debt US $881K – 0.01
SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A Long Debt US $636K – 0.01
SEADRILL FINANCE LTD 8.375% 08/01/2030 144A Long Debt BM $131K – 0.00
SEAGATE HDD CAYMAN 5.75% 12/01/2034 Long Debt KY $577K – 0.01
SEAGATE HDD CAYMAN 8.25% 12/15/2029 144A Long Debt KY $476K – 0.01
SEAGATE HDD CAYMAN 8.5% 07/15/2031 144A Long Debt KY $308K – 0.00
SEALED AIR CORP 5% 04/15/2029 144A Long Debt US $1M – 0.02
SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A Long Debt US $223K – 0.00
SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A Long Debt US $383K – 0.00
SEASPAN CORPORATION 5.5% 08/01/2029 144A Long Debt MH $1M – 0.01
SEDGWICK TERM B 1LN 02/24/2028 (SEDGWICK CLAIMS MGMT SVCS INC) Long Loan US $284K – 0.00
SEMPRA 6% 10/15/2039 Long Debt US $107K – 0.00
SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A Long Debt SN $237K – 0.00
SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A Long Debt NL $2M – 0.02
SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A Long Debt US $627K – 0.01
SERBIA REPUBLIC OF 2.125% 12/01/2030 144A Long Debt RS $670K – 0.01
SERBIA REPUBLIC OF 6.5% 09/26/2033 144A Long Debt RS $285K – 0.00
SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029 Long Debt US $591K – 0.01
SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS Long Debt GB $453K – 0.00
SFR TERM B14 1LN 08/15/2028 (ALTICE FRANCE SA) Long Loan FR $3M – 0.03
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
SHEARER'S FOODS TERM B 1LN 02/12/2031 (FIESTA PURCHASER INC) Long Loan US $696K – 0.01
SHRIRAM FINANCE LTD 4.15% 07/18/2025 144A Long Debt IN $292K – 0.00
SHRIRAM FINANCE LTD 6.625% 04/22/2027 144A Long Debt IN $697K – 0.01
SIGMA HOLDCO BV 7.875% 05/15/2026 144A Long Debt NL $914K – 0.01
SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A (PROJECT SILVER 2019) Long ABS-collateralized bond/debt obligation KY $322K – 0.00
SIMON and SCHUSTER TERM 1LN 10/30/2030 (CENTURY DE BUYER LLC) Long Loan US $442K – 0.00
SIMON PROPERTY GROUP LP 2.45% 09/13/2029 Long Debt US $269K – 0.00
SINCLAIR BROADCASTING TERM 1LN 08/24/2026 (DIAMOND SPORTS GROUP LLC) Long Loan US $581K – 0.01
SINCLAIR BROADCASTING TERM B4 1LN 04/21/2029 (SINCLAIR TELEVISION GROUP INC) Long Loan US $89K – 0.00
SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS Long Debt GG $602K – 0.01
SIRIUS XM RADIO INC 3.875% 09/01/2031 144A Long Debt US $2M – 0.02
SIRIUS XM RADIO INC 4.125% 07/01/2030 144A Long Debt US $532K – 0.01
SISECAM UK PLC 8.625% 05/02/2032 144A Long Debt GB $555K – 0.01
SITE CENTERS CORP 3.625% 02/01/2025 Long Debt US $38K – 0.00
SITE CENTERS CORP 4.25% 02/01/2026 Long Debt US $283K – 0.00
SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A Long Debt US $211K – 0.00
SITIOS LATINOAMERICA SAB DE CV 5.375% 04/04/2032 144A Long Debt MX $832K – 0.01
SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029 Long Debt US $4M – 0.04
SLM CORP 4.2% 10/29/2025 Long Debt US $194K – 0.00
SM ENERGY CO 6.75% 09/15/2026 Long Debt US $599K – 0.01
SMYRNA READY MIX CONCRETE TERM B 1LN 04/02/2029 (SMYRNA READY MIX LLC) Long Loan US $248K – 0.00
SMYRNA READY MIX LLC 8.875% 11/15/2031 144A Long Debt US $442K – 0.00
SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A Long Debt FR $4M – 0.04
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A Long Debt FR $11M – 0.12
SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A Long Debt FR $196K – 0.00
SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A Long Debt FR $2M – 0.02
SOLENIS TERM B 1LN 11/09/2028 (OLYMPUS WATER US HOLDING CORPORATION) Long Loan US $2M – 0.02
SOLENIS TERM B 1LN 11/09/2028 (OLYMPUS WATER US HOLDING CORPORATION) Long Loan US $360K – 0.00
SOLERA TERM B 1LN 06/02/2028 (POLARIS NEWCO LLC) Long Loan US $7M – 0.07
SOLINA TERM B 1LN 03/01/2029 (SARATOGA FOOD SPECIALTIES LLC) Long Loan US $246K – 0.00
SOLMAX TERM B 1LN 05/27/2028 (GROUPE SOLMAX INC) Long Loan CA $618K – 0.01
SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A Long Debt US $540K – 0.01
SOTERA HEALTH TERM B 1LN 05/30/2031 (SOTERA HEALTH HOLDINGS LLC) Long Loan US $572K – 0.01
SOTHEBY'S TERM B 1LN 01/15/2027 (SOTHEBYS) Long Loan US $433K – 0.00
SOTHEBYS 7.375% 10/15/2027 144A Long Debt US $501K – 0.01
SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027 Long Debt ZA $176K – 0.00
SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029 Long Debt ZA $380K – 0.00
SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047 Long Debt ZA $187K – 0.00
SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049 Long Debt ZA $410K – 0.00
SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032 Long Debt ZA $166K – 0.00
SOUTH AFRICA REPUBLIC OF 5% 10/12/2046 Long Debt ZA $151K – 0.00
SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081 Long Debt US $656K – 0.01
SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A Long Debt AZ $1M – 0.01
SOUTHERN WTR SERVICES FIN LTD 1.625% 03/30/2027 REGS Long Debt KY $289K – 0.00
SOUTHERN WTR SERVICES FIN LTD 2.375% 05/28/2028 REGS Long Debt KY $477K – 0.01
SOUTHWESTERN ENERGY CO 4.75% 02/01/2032 Long Debt US $353K – 0.00
SOVOS COMPLIANCE TERM B 1LN 08/11/2028 (SOVOS COMPLIANCE LLC) Long Loan US $2M – 0.02
SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A Long Debt FI $1M – 0.01
SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A (SPGN 2022-TFLM MTG TR) Long ABS-mortgage backed security US $491K – 0.01
SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A (SPGN 2022-TFLM MTG TR) Long ABS-mortgage backed security US $253K – 0.00
SPIRIT AEROSYSTEMS INC 9.75% 11/15/2030 144A Long Debt US $306K – 0.00
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A Long Debt KY $252K – 0.00
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A Long Debt KY $79K – 0.00
SREIT TR 2021-FLWR E TSFR1M+203.847 4 07/15/2036 144A Long ABS-mortgage backed security US $996K – 0.01
SREIT TR 2021-IND G TSFR1M+338.026 21 10/15/2038 144A Long ABS-mortgage backed security US $718K – 0.01
SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A Long ABS-mortgage backed security US $8M – 0.08
SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A Long ABS-mortgage backed security US $3M – 0.04
SREIT TR 2021-MFP G TSFR1M+308.828 38 11/15/2038 144A Long ABS-mortgage backed security US $2M – 0.02
SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A Long ABS-mortgage backed security US $646K – 0.01
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A Long ABS-mortgage backed security US $19M – 0.20
SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) Long Debt LK $35K – 0.00
SRI LANKA GOVT DEMOC SOCIA REP 6.825% 07/18/2026 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) Long Debt LK $252K – 0.00
SRI LANKA GOVT DEMOC SOCIA REP 6.85% 11/03/2025 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) Long Debt LK $118K – 0.00
SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) Long Debt LK $12K – 0.00
SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) Long Debt LK $262K – 0.00
SRS DISTRIBUTION INC 4.625% 07/01/2028 144A Long Debt US $398K – 0.00
SRS DISTRIBUTION INC 6% 12/01/2029 144A Long Debt US $707K – 0.01
SRS DISTRIBUTION TERM B 1LN 06/04/2028 (SRS DISTRIBUTION INC) Long Loan US $3M – 0.04
SS and C TECHNOLOGIES TERM B8 1LN 05/09/2031 (SS and C TECHNOLOGIES INC) Long Loan US $2M – 0.02
SSE PLC 3.74%/VAR PERP REGS Long Equity-preferred GB $122K – 0.00
STAPLES INC 10.75% 04/15/2027 144A Long Debt US $875K – 0.01
STAPLES INC 10.75% 09/01/2029 144A Long Debt US $1M – 0.01
STAPLES INC 7.5% 04/15/2026 144A Long Debt US $646K – 0.01
STAPLES TERM B 1LN 08/23/2029 (STAPLES INC) Long Loan US $2M – 0.02
STAPLES TERM B-1 04/16/2026 (STAPLES INC) Long Loan US $1M – 0.01
STARWOOD PPTY TR INC 3.75% 12/31/2024 144A (STARWOOD PROPERTY TRUST INC) Long Debt US $285K – 0.00
STARWOOD PPTY TR INC 4.75% 03/15/2025 (STARWOOD PROPERTY TRUST INC) Long Debt US $34K – 0.00
STARWOOD PPTY TR INC 7.25% 04/01/2029 144A (STARWOOD PROPERTY TRUST INC) Long Debt US $273K – 0.00
STATION CASINOS LLC 4.5% 02/15/2028 144A Long Debt US $568K – 0.01
STATION CASINOS LLC 6.625% 03/15/2032 144A Long Debt US $452K – 0.00
STERICYCLE INC 3.875% 01/15/2029 144A Long Debt US $972K – 0.01
STETSON MIDSTREAM TERM B 1LN 10/31/2028 (GIP III STETSON I LP) Long Loan US $450K – 0.00
STG LOGISTICS TERM 1LN 98.5 03/24/2028 (STG LOGISTICS INC) Long Loan US $103K – 0.00
STILLWATER MINING COMPANY 4% 11/16/2026 144A Long Debt US $287K – 0.00
STONEX GROUP INC 7.875% 03/01/2031 144A Long Debt US $307K – 0.00
STORE CAPITAL LLC 2.75% 11/18/2030 Long Debt US $4M – 0.05
STORE CAPITAL LLC 4.625% 03/15/2029 Long Debt US $140K – 0.00
STWD TR 2021-LIH TSFR1M+359.8 1 11/15/2036 144A Long ABS-mortgage backed security US $502K – 0.01
STWD TR 2021-LIH TSFR1M+424.7 11/15/2036 144A Long ABS-mortgage backed security US $241K – 0.00
SUBCOM TERM B 1LN 01/30/2031 (CROWN SUBSEA COMMUNICATIONS HOLDING INC) Long Loan US $1M – 0.01
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $10M – 0.11
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $6M – 0.06
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $5M – 0.06
SUMMIT MATLS LLC / FIN CORP 7.25% 01/15/2031 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) Long Debt US $319K – 0.00
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 Long Debt US $342K – 0.00
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 Long Debt US $785K – 0.01
SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032 Long Debt US $100K – 0.00
SUN CMNTYS OPER LTD PRTNRSHP 5.7% 01/15/2033 Long Debt US $792K – 0.01
SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A Long Debt US $93K – 0.00
SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A Long Debt US $865K – 0.01
SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026 Long Debt US $109K – 0.00
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 Long Debt US $1M – 0.01
SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028 Long Debt US $600K – 0.01
SUNOCO LP 7.25% 05/01/2032 144A Long Debt US $379K – 0.00
SUNOCO LP 7% 05/01/2029 144A Long Debt US $250K – 0.00
SUNSOURCE TERM 1LN 03/25/2031 (STS OPERATING INC) Long Loan US $1M – 0.01
SUPPLYONE TERM B 1LN 03/27/2031 (SUPPLYONE INC) Long Loan US $2M – 0.02
SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A Long Debt US $952K – 0.01
SURGERY PARTNERS TERM 1LN 12/19/2030 (SURGERY CENTER HLDGS INC) Long Loan US $786K – 0.01
SUZANO AUSTRIA GMBH 3.75% 01/15/2031 Long Debt AT $145K – 0.00
SW FINANCE I PLC 7.375% 12/12/2041 REGS Long Debt GB $370K – 0.00
SWEETWATER BORROWER TERM B 1LN 08/05/2028 (SWEETWATER BORROWER LLC) Long Loan US $708K – 0.01
SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A Long Debt LU $192K – 0.00
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A Long ABS-collateralized bond/debt obligation KY $7M – 0.07
SYMPHONY CLO 43 LTD TSFR3M+152 04/15/2037 144A Long ABS-collateralized bond/debt obligation KY $4M – 0.04
SYMPHONY CLO LTD TSFR3M+155.161 04/18/2033 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.03
SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC TSFR3M+122.161 04/16/2031 144A Long ABS-collateralized bond/debt obligation KY $775K – 0.01
SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A Long ABS-collateralized bond/debt obligation KY $250K – 0.00
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A TSFR3M+124.161 04/19/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.02
SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A (SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.02
SYNCHRONY BANK 5.4% 08/22/2025 Long Debt US $2M – 0.02
SYNCHRONY BANK 5.625% 08/23/2027 Long Debt US $1M – 0.02
SYNCHRONY FINANCIAL 3.95% 12/01/2027 Long Debt US $2M – 0.02
SYNCHRONY FINANCIAL 5.15% 03/19/2029 Long Debt US $3M – 0.03
SYSCO CORP 5.95% 04/01/2030 Long Debt US $984K – 0.01
SYSCO CORP 6.6% 04/01/2050 Long Debt US $591K – 0.01
T-MOBILE USA INC 2.25% 11/15/2031 Long Debt US $2M – 0.02
T-MOBILE USA INC 3.875% 04/15/2030 Long Debt US $33M – 0.34
T-MOBILE USA INC 4.375% 04/15/2040 Long Debt US $180K – 0.00
T-MOBILE USA INC 4.5% 04/15/2050 Long Debt US $339K – 0.00
TAJIKISTAN REPUBLIC OF 7.125% 09/14/2027 144A Long Debt TJ $455K – 0.00
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A Long Debt US $706K – 0.01
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A Long Debt US $5M – 0.05
TALLGRASS ENERGY TERM 1LN 08/01/2029 (PRAIRIE ECI ACQUIROR LP) Long Loan US $296K – 0.00
TALOS PRODUCTION INC 9.375% 02/01/2031 144A Long Debt US $280K – 0.00
TALOS PRODUCTION INC 9% 02/01/2029 144A Long Debt US $199K – 0.00
TANGER PROPERTIES LP 2.75% 09/01/2031 Long Debt US $823K – 0.01
TANGER PROPERTIES LP 3.125% 09/01/2026 Long Debt US $1M – 0.01
TAPESTRY INC 7.05% 11/27/2025 Long Debt US $738K – 0.01
TAPESTRY INC 7.35% 11/27/2028 Long Debt US $3M – 0.03
TAPESTRY INC 7.7% 11/27/2030 Long Debt US $6M – 0.06
TAPESTRY INC 7.85% 11/27/2033 Long Debt US $5M – 0.05
TAPESTRY INC 7% 11/27/2026 Long Debt US $2M – 0.02
TAYLOR MADE TERM B 1LN 02/07/2029 (19TH HOLDINGS GOLF LLC) Long Loan US $3M – 0.03
TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A Long Debt US $147K – 0.00
TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A Long Debt US $2M – 0.02
TECHNIP ENERGIES NV 1.125% 05/28/2028 REGS Long Debt NL $166K – 0.00
TEINE ENERGY LTD 6.875% 04/15/2029 144A Long Debt CA $146K – 0.00
TELECOM ITALIA CAP 6% 09/30/2034 Long Debt LU $36K – 0.00
TELECOM ITALIA CAP 6% 09/30/2034 144A Long Debt LU $625K – 0.01
TELEFLEX INC 4.25% 06/01/2028 144A Long Debt US $89K – 0.00
TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A (TELEFONICA CELULAR DEL PARAGUAY SA) Long Debt PY $229K – 0.00
TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A Long Debt LU $189K – 0.00
TELEVISAUNIVISION TERM B 1LN 01/31/2029 (UNIVISION COMMUNICATIONS INC) Long Loan US $437K – 0.00
TENCATE TERM B 1LN 02/21/2031 (TOUCHDOWN ACQUIRER INC) Long Loan US $392K – 0.00
TENCATE TERM B 1LN DD 02/07/2031 (TOUCHDOWN ACQUIRER INC) Long Loan US $86K – 0.00
TENCENT HLDGS LTD 1.81% 01/26/2026 144A Long Debt KY $330K – 0.00
TENCENT HLDGS LTD 2.39% 06/03/2030 144A Long Debt KY $513K – 0.01
TENET HEALTHCARE CORP 4.375% 01/15/2030 Long Debt US $1M – 0.01
TENET HEALTHCARE CORP 4.625% 06/15/2028 Long Debt US $109K – 0.00
TENET HEALTHCARE CORP 6.125% 06/15/2030 Long Debt US $370K – 0.00
TENET HEALTHCARE CORP 6.125% 10/01/2028 Long Debt US $5M – 0.05
TENET HEALTHCARE CORP 6.25% 02/01/2027 Long Debt US $240K – 0.00
TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A (TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD) Long Debt BM $551K – 0.01
TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A Long Debt KY $176K – 0.00
TESCO CORPORATE TREASURY SERVICES PLC 2.75% 04/27/2030 REGS Long Debt GB $1M – 0.01
TESLA 2024-A A3 5.37% 06/22/2026 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
TESLA AUTO LEASE TRUST 2023-B 6.02% 09/22/2025 144A Long ABS-collateralized bond/debt obligation US $3M – 0.03
TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A Long ABS-collateralized bond/debt obligation US $3M – 0.03
TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
TEVA PHARMACEUTICAL FIN NETH III B V 3.15% 10/01/2026 Long Debt NL $2M – 0.02
TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029 Long Debt NL $213K – 0.00
THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS Long Debt GB $2M – 0.02
THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A (THUNDERBOLT AIRCRAFT LEASE LIM) Long ABS-collateralized bond/debt obligation KY $3M – 0.04
THUNDERBOLT AIRCRAFT LEASE LTD / US LLC 4.212% 05/17/2032 144A Long ABS-collateralized bond/debt obligation KY $41K – 0.00
THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A Long ABS-collateralized bond/debt obligation KY $607K – 0.01
TIME WARNER CABLE LLC 5.5% 09/01/2041 Long Debt US $13K – 0.00
TIME WARNER CABLE LLC 5.875% 11/15/2040 Long Debt US $1M – 0.01
TIME WARNER CABLE LLC 6.55% 05/01/2037 Long Debt US $149K – 0.00
TIME WARNER CABLE LLC 6.75% 06/15/2039 Long Debt US $655K – 0.01
TIME WARNER CABLE LLC 7.3% 07/01/2038 Long Debt US $214K – 0.00
TITAN TERM B 1LN 06/17/2030 (LSF11 TRINITY BIDCO INC) Long Loan US $88K – 0.00
TJX COMPANIES INC NEW 3.875% 04/15/2030 Long Debt US $4K – 0.00
TK ELEVATOR TERM B 1LN 04/11/2030 (TK ELEVATOR US NEWCO INC) Long Loan US $289K – 0.00
TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A Long Debt US $2M – 0.02
TKC HOLDINGS INC 10.5% 05/15/2029 144A Long Debt US $655K – 0.01
TKC HOLDINGS INC 6.875% 05/15/2028 144A Long Debt US $1M – 0.01
TKC HOLDINGS TERM 1LN 02/08/2027 (TKC HOLDINGS INC) Long Loan US $238K – 0.00
TKC HOLDINGS TERM 1LN 05/14/2028 (TKC HOLDINGS INC) Long Loan US $60K – 0.00
TOLEDO HOSPITAL/THE 5.325% 11/15/2028 Long Debt US $145K – 0.00
TOLEDO HOSPITAL/THE 6.015% 11/15/2048 Long Debt US $156K – 0.00
TOPBUILD CORP 4.125% 02/15/2032 144A Long Debt US $304K – 0.00
TOPGOLF CALLAWAY TERM B 1LN 03/18/2030 (TOPGOLF CALLAWAY BRANDS CORP) Long Loan US $806K – 0.01
TORY BURCH TERM B 1LN 04/16/2028 Long Loan US $633K – 0.01
TOWD PT MTG TR 2022 3.75% 07/25/2062 144A Long ABS-collateralized bond/debt obligation US $1M – 0.01
TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027 Long ABS-collateralized bond/debt obligation US $3M – 0.03
TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A Long ABS-collateralized bond/debt obligation US $1M – 0.02
TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
TPC GROUP INC 13% 12/16/2027 144A Long Debt US $331K – 0.00
TPGI 2021-DGWD G TSFR1M+246.448 06/15/2026 144A Long ABS-mortgage backed security US $1M – 0.01
TPGI 2021-DGWD G TSFR1M+311 06/15/2026 144A Long ABS-mortgage backed security US $799K – 0.01
TRANS UNION TERM B 1LN 12/01/2028 (TRANSUNION LLC) Long Loan US $767K – 0.01
TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) Long Debt US $2M – 0.02
TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) Long Debt US $411K – 0.00
TRANSDIGM INC 5.5% 11/15/2027 Long Debt US $3M – 0.03
TRANSDIGM INC 6.375% 03/01/2029 144A Long Debt US $1M – 0.01
TRANSDIGM INC 6.75% 08/15/2028 144A Long Debt US $6M – 0.06
TRANSDIGM INC 7.125% 12/01/2031 144A Long Debt US $77K – 0.00
TRANSDIGM TERM I 1LN 08/24/2028 (TRANSDIGM INC) Long Loan US $846K – 0.01
TRANSDIGM TERM K 1LN 03/22/2030 (TRANSDIGM INC) Long Loan US $2M – 0.02
TRANSOCEAN AQUILA LTD 8% 09/30/2028 144A Long Debt KY $382K – 0.00
TRANSOCEAN INC 8.25% 05/15/2029 144A Long Debt KY $450K – 0.00
TRANSOCEAN INC 8.5% 05/15/2031 144A Long Debt KY $579K – 0.01
TRANSOCEAN INC 8.75% 02/15/2030 144A Long Debt KY $263K – 0.00
TRANSOCEAN INC 8% 02/01/2027 144A Long Debt KY $1M – 0.01
TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A Long Debt KY $606K – 0.01
TRANSUNION TERM B-5 1LN 11/16/2026 (TRANSUNION LLC) Long Loan US $2M – 0.02
TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS Long Debt GB $560K – 0.01
TREEHOUSE FOODS INC 4% 09/01/2028 Long Debt US $597K – 0.01
TRESTLES CLO 2017-1 LTD TSFR3M+651.161 04/25/2032 144A Long ABS-collateralized bond/debt obligation KY $288K – 0.00
TRICON RESIDENTIAL 2023-SFR1 TRUST 8.25% 07/17/2040 144A Long ABS-collateralized bond/debt obligation US $352K – 0.00
TRICORBRAUN TERM 1LN 03/03/2028 (AOT PACKAGING PRODUCTS ACQUISITIONCO LLC) Long Loan US $3M – 0.04
TRINET GROUP INC 7.125% 08/15/2031 144A Long Debt US $1M – 0.01
TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS Long Debt GB $512K – 0.01
TRITON WATER HOLDINGS 6.25% 04/01/2029 144A Long Debt US $2M – 0.02
TRITON WATER HOLDINGS TERM B 1LN 03/31/2028 Long Loan US $6M – 0.06
TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A Long Debt NL $558K – 0.01
TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A Long Debt NL $470K – 0.00
TRONOX INC 4.625% 03/15/2029 144A Long Debt US $1M – 0.02
TROPICANA TERM 1LN 01/24/2029 (NAKED JUICE LLC) Long Loan US $933K – 0.01
TROPICANA TERM 2LN 01/24/2030 (NAKED JUICE LLC) Long Loan US $836K – 0.01
TRUCK HERO TERM B 1LN 01/29/2028 (REALTRUCK GROUP INC) Long Loan US $422K – 0.00
TRUIST INSURANCE TERM 2L 03/08/2032 (TRUIST INSURANCE HOLDINGS LLC) Long Loan US $1M – 0.01
TRUIST INSURANCE TERM B 1LN 05/06/2031 (TRUIST INSURANCE HOLDINGS LLC) Long Loan US $4M – 0.04
TTM TECHNOLOGIES INC 4% 03/01/2029 144A Long Debt US $2M – 0.02
TULLOW OIL PLC 10.25% 05/15/2026 144A Long Debt GB $1M – 0.01
TULLOW OIL PLC 7% 03/01/2025 144A Long Debt GB $193K – 0.00
TURKEY REPUBLIC OF 4.25% 04/14/2026 Long Debt TR $651K – 0.01
TURKEY REPUBLIC OF 4.75% 01/26/2026 Long Debt TR $487K – 0.01
TURKEY REPUBLIC OF 4.875% 04/16/2043 Long Debt TR $621K – 0.01
TURKEY REPUBLIC OF 4.875% 10/09/2026 Long Debt TR $1M – 0.01
TURKEY REPUBLIC OF 5.125% 02/17/2028 Long Debt TR $1M – 0.01
TURKEY REPUBLIC OF 5.75% 05/11/2047 Long Debt TR $657K – 0.01
TURKEY REPUBLIC OF 6.625% 02/17/2045 Long Debt TR $94K – 0.00
TURKEY REPUBLIC OF 6% 01/14/2041 Long Debt TR $897K – 0.01
TURKEY REPUBLIC OF 7.625% 05/15/2034 Long Debt TR $200K – 0.00
TURKEY REPUBLIC OF 9.125% 07/13/2030 Long Debt TR $358K – 0.00
TURKEY REPUBLIC OF 9.375% 01/19/2033 Long Debt TR $668K – 0.01
TURKEY REPUBLIC OF 9.375% 03/14/2029 Long Debt TR $218K – 0.00
TURKEY REPUBLIC OF 9.875% 01/15/2028 Long Debt TR $477K – 0.01
TURKIYE IHRACAT KREDI BANKASI AS 9% 01/28/2027 144A Long Debt TR $313K – 0.00
TYSN 2023-CRNR A VAR 12/10/2038 144A Long ABS-mortgage backed security US $516K – 0.01
UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A Long Debt US $2M – 0.02
UBER TECHNOLOGIES INC 8% 11/01/2026 144A Long Debt US $860K – 0.01
UBER TERM B 1LN 03/03/2030 (UBER TECHNOLOGIES INC) Long Loan US $896K – 0.01
UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.366% 10/15/2050 Long ABS-mortgage backed security US $2M – 0.03
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 A4 4.0299% 08/15/2051 Long ABS-mortgage backed security US $14M – 0.15
UBS GROUP AG 1.494%/VAR 08/10/2027 144A Long Debt CH $4M – 0.04
UBS GROUP AG 2.125%/VAR 11/15/2029 REGS Long Debt CH $373K – 0.00
UBS GROUP AG 2.193%/VAR 06/05/2026 144A Long Debt CH $3M – 0.03
UBS GROUP AG 2.593%/VAR 09/11/2025 144A Long Debt CH $1M – 0.01
UBS GROUP AG 3.75% 03/26/2025 Long Debt CH $246K – 0.00
UBS GROUP AG 3.869%/VAR 01/12/2029 144A Long Debt CH $2M – 0.03
UBS GROUP AG 4.125% 09/24/2025 144A Long Debt CH $196K – 0.00
UBS GROUP AG 4.125%/VAR 06/09/2033 REGS Long Debt CH $2M – 0.02
UBS GROUP AG 4.194/VAR 04/01/2031 144A Long Debt CH $2M – 0.02
UBS GROUP AG 4.55% 04/17/2026 Long Debt CH $246K – 0.00
UBS GROUP AG 4.75%/VAR 03/17/2032 REGS Long Debt CH $2M – 0.02
UBS GROUP AG 5.4280/VAR 02/08/2030 144A Long Debt CH $17M – 0.18
UBS GROUP AG 6.537%/VAR 08/12/2033 144A Long Debt CH $8M – 0.09
UBS GROUP AG 7.375%/VAR 09/07/2033 REGS Long Debt CH $782K – 0.01
UBS GROUP AG 7/VAR PERP RGS Long Equity-preferred CH $199K – 0.00
UFC TERM B 1LN 04/29/2026 (UFC HOLDINGS LLC) Long Loan US $989K – 0.01
UKG INC 6.875% 02/01/2031 144A Long Debt US $548K – 0.01
UKG TERM B 1LN 02/10/2031 (UKG INC) Long Loan US $4M – 0.04
UKRAINE GOVERNMENT 7.253% 03/15/2035 144A Long Debt UA $81K – 0.00
UKRAINE GOVERNMENT 7.75% 09/01/2024 144A Long Debt UA $89K – 0.00
UKRAINE GOVERNMENT 7.75% 09/01/2025 144A Long Debt UA $454K – 0.00
UKRAINE GOVERNMENT 7.75% 09/01/2026 144A Long Debt UA $242K – 0.00
UKRAINE GOVERNMENT 7.75% 09/01/2028 144A Long Debt UA $110K – 0.00
UKRAINE GOVERNMENT 7.75% 09/01/2029 144A Long Debt UA $87K – 0.00
UKRAINE GOVT VAR 08/01/2041 144A (UKRAINE GOVERNMENT) Long Debt UA $52K – 0.00
UMBS 15YR 2.5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $7M – 0.08
UMBS 15YR 2% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $5M – 0.06
UMBS 15YR 2% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-5M – -0.05
UMBS 15YR 2% 07/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $8M – 0.08
UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $149M – 1.58
UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-118M – -1.24
UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $87M – 0.92
UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $351M – 3.71
UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-288M – -3.05
UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $214M – 2.26
UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $223M – 2.36
UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-224M – -2.37
UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $65M – 0.69
UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $99M – 1.05
UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-77M – -0.82
UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $63M – 0.66
UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-5M – -0.06
UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $78M – 0.82
UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-69M – -0.73
UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $14M – 0.14
UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $2M – 0.02
UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-2M – -0.02
UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-2M – -0.02
UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $12M – 0.12
UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-12M – -0.12
UMBS 30YR 5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-6M – -0.06
UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-4M – -0.05
UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $111M – 1.17
UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-76M – -0.81
UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $47M – 0.50
UNICREDIT SPA 5.459/VAR 06/30/2035 144A Long Debt IT $664K – 0.01
UNICREDIT SPA 5.861%/VAR 06/19/2032 144A Long Debt IT $186K – 0.00
UNITED AIRLINES TERM B 1LN 02/24/2031 (UNITED AIRLINES INC) Long Loan US $872K – 0.01
UNITED MILEAGE PLUS TERM B 1LN 07/02/27 (MILEAGE PLUS HLDINGS LLC) Long Loan US $811K – 0.01
UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A Long Debt US $116K – 0.00
UNITED PLANET FITNESS TERM 1LN 12/30/2026 (UNITED PF HOLDINGS LLC) Long Loan US $1M – 0.01
UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A Long Debt US $898K – 0.01
UNITED RENTALS NORTH AMERICA TERM B 1LN 02/14/2031 (UNITED RENTALS NORTH AMER INC) Long Loan US $433K – 0.00
UNITED STATES TREASURY BOND 1.125% 05/15/2040 Long Debt US $8M – 0.08
UNITED STATES TREASURY BOND 1.125% 08/15/2040 Long Debt US $3M – 0.03
UNITED STATES TREASURY BOND 1.75% 08/15/2041 Long Debt US $8M – 0.09
UNITED STATES TREASURY BOND 1.875% 11/15/2051 Long Debt US $15M – 0.16
UNITED STATES TREASURY BOND 2.25% 02/15/2052 Long Debt US $19M – 0.20
UNITED STATES TREASURY BOND 2.25% 08/15/2046 Long Debt US $59K – 0.00
UNITED STATES TREASURY BOND 2.875% 05/15/2049 Long Debt US $58M – 0.61
UNITED STATES TREASURY BOND 2.875% 05/15/2052 Long Debt US $10M – 0.10
UNITED STATES TREASURY BOND 2% 08/15/2051 Long Debt US $38M – 0.40
UNITED STATES TREASURY BOND 2% 11/15/2041 Long Debt US $9M – 0.10
UNITED STATES TREASURY BOND 3.25% 05/15/2042 Long Debt US $10M – 0.10
UNITED STATES TREASURY BOND 3.625% 02/15/2053 Long Debt US $164M – 1.74
UNITED STATES TREASURY BOND 3.875% 05/15/2043 Long Debt US $4M – 0.04
UNITED STATES TREASURY BOND 3% 02/15/2047 Long Debt US $26M – 0.28
UNITED STATES TREASURY BOND 3% 08/15/2052 Long Debt US $42M – 0.44
UNITED STATES TREASURY BOND 4.125% 08/15/2053 Long Debt US $135M – 1.43
UNITED STATES TREASURY BOND 4.25% 02/15/2054 Long Debt US $330M – 3.49
UNITED STATES TREASURY BOND 4.375% 08/15/2043 Long Debt US $40M – 0.42
UNITED STATES TREASURY BOND 4.5% 02/15/2044 Long Debt US $961K – 0.01
UNITED STATES TREASURY BOND 4.625% 05/15/2054 Long Debt US $7M – 0.07
UNITED STATES TREASURY BOND 6.25% 05/15/2030 Long Debt US $14M – 0.14
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A Long Debt US $2M – 0.03
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A Long Debt US $105K – 0.00
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A Long Debt US $2M – 0.02
UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A (UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC) Long Debt US $548K – 0.01
UNIVAR TERM B 1LN 08/01/2030 (WINDSOR HOLDINGS III LLC) Long Loan US $543K – 0.01
UNIVERSAL MUSIC GROUP NV 4% 06/13/2031 REGS Long Debt NL $982K – 0.01
UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A Long Debt US $1M – 0.01
UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A Long Debt US $455K – 0.00
UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A Long Debt US $757K – 0.01
UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A Long Debt US $551K – 0.01
UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A Long Debt US $281K – 0.00
UNIVISION TERM B 1LN 01/31/2029 (UNIVISION COMMUNICATIONS INC) Long Loan US $490K – 0.01
UNIVISION TERM B 1LN 03/24/2026 (UNIVISION COMMUNICATIONS INC) Long Loan US $2M – 0.03
UNUM GROUP 3.875% 11/05/2025 Long Debt US $339K – 0.00
UNUM GROUP 4% 06/15/2029 Long Debt US $2M – 0.02
UPFIELD TERM B7 1LN 01/03/2028 (UPFIELD USA CORP) Long Loan US $3M – 0.03
URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050 (REPUBLICA ORIENTAL DEL URUGUAY) Long Debt UY $397K – 0.00
URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034 (REPUBLICA ORIENTAL DEL URUGUAY) Long Debt UY $304K – 0.00
US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $597K – 0.01
US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-1K – -0.00
US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-2K – -0.00
US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $66K – 0.00
US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-977K – -0.01
US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A Long Debt US $121K – 0.00
US ANESTHESIA PARTNERS TERM B 1LN 09/22/2028 (US ANESTHESIA PARTNERS INC) Long Loan US $823K – 0.01
US FOODS INC 4.75% 02/15/2029 144A Long Debt US $1M – 0.01
US FOODS INC 6.875% 09/15/2028 144A Long Debt US $445K – 0.00
US LBM TERM B 1LN 05/30/2031 (LBM ACQUISITION LLC) Long Loan US $2M – 0.02
US LBM TERM B 1LN 12/18/2027 (LBM ACQUISITION LLC) Long Loan US $2M – 0.03
US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $252K – 0.00
US RADIOLOGY SPECIALISTS TERM B 1LN 12/15/2027 (US RADIOLOGY SPECIALISTS INC) Long Loan US $499K – 0.01
US ULTRA BOND CBT FUT SEP24 WNU4 (CHICAGO BOARD OF TRADE) Derivative-interest rate US $-6K – -0.00
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A Long Debt US $546K – 0.01
USI INC 7.5% 01/15/2032 144A Long Debt US $241K – 0.00
USI TERM B 1LN 09/27/2030 (USI INC) Long Loan US $1M – 0.02
USI TERM B 1LN 11/22/2029 (USI INC) Long Loan US $192K – 0.00
USIC HOLDINGS TERM B 1LN 05/14/2028 (USIC HLDGS INC) Long Loan US $318K – 0.00
UST NOTES 0.75% 03/31/2026 Long Debt US $9M – 0.10
UST NOTES 2.375% 03/31/2029 Long Debt US $14M – 0.14
UST NOTES 2.625% 07/31/2029 Long Debt US $24M – 0.25
UST NOTES 2.75% 08/15/2032 Long Debt US $48M – 0.51
UST NOTES 2.875% 05/15/2032 Long Debt US $281K – 0.00
UST NOTES 3.375% 05/15/2033 Long Debt US $135M – 1.43
UST NOTES 3.5% 02/15/2033 Long Debt US $94M – 1.00
UST NOTES 3.625% 03/31/2030 Long Debt US $615K – 0.01
UST NOTES 3.75% 12/31/2028 Long Debt US $43M – 0.46
UST NOTES 3.75% 12/31/2030 Long Debt US $2M – 0.03
UST NOTES 3.875% 08/15/2033 Long Debt US $80M – 0.84
UST NOTES 4.125% 02/15/2027 Long Debt US $1M – 0.01
UST NOTES 4.125% 03/31/2029 Long Debt US $132M – 1.39
UST NOTES 4.125% 03/31/2031 Long Debt US $89M – 0.94
UST NOTES 4.125% 11/15/2032 Long Debt US $156M – 1.65
UST NOTES 4.25% 02/28/2029 Long Debt US $258K – 0.00
UST NOTES 4.25% 02/28/2031 Long Debt US $82M – 0.86
UST NOTES 4.25% 03/15/2027 Long Debt US $5M – 0.05
UST NOTES 4.375% 05/15/2034 Long Debt US $7M – 0.07
UST NOTES 4.375% 10/31/2024 Long Debt US $996K – 0.01
UST NOTES 4.375% 11/30/2028 Long Debt US $105M – 1.12
UST NOTES 4.375% 11/30/2030 Long Debt US $227M – 2.41
UST NOTES 4.5% 05/15/2027 Long Debt US $8M – 0.09
UST NOTES 4.5% 11/15/2033 Long Debt US $271M – 2.87
UST NOTES 4.625% 04/30/2029 Long Debt US $110M – 1.16
UST NOTES 4.625% 04/30/2031 Long Debt US $11M – 0.12
UST NOTES 4.625% 09/30/2028 Long Debt US $965K – 0.01
UST NOTES 4.625% 09/30/2030 Long Debt US $529K – 0.01
UST NOTES 4.625% 11/15/2026 Long Debt US $21M – 0.23
UST NOTES 4.875% 10/31/2030 Long Debt US $139M – 1.47
UST NOTES 4% 01/15/2027 Long Debt US $10M – 0.11
UST NOTES 4% 01/31/2029 Long Debt US $4M – 0.04
UST NOTES 4% 01/31/2031 Long Debt US $58M – 0.62
UST NOTES 4% 02/15/2034 Long Debt US $191M – 2.02
UST NOTES 4% 02/28/2030 Long Debt US $358K – 0.00
UTAH ACQUISITION SUB INC 3.95% 06/15/2026 Long Debt US $87K – 0.00
UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A Long Debt UZ $247K – 0.00
VALARIS LTD 8.375% 04/30/2030 144A Long Debt BM $1M – 0.01
VALLOUREC SA 7.5% 04/15/2032 144A Long Debt FR $854K – 0.01
VALVOLINE INC 3.625% 06/15/2031 144A Long Debt US $591K – 0.01
VASA TR 2021-VASA TSFR1M+136.448 07/15/2039 144A Long ABS-mortgage backed security US $417K – 0.00
VB-S1 ISSUER LLC 6.644% 05/15/2054 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
VB-S1 ISSUER LLC 8.871% 05/15/2054 144A Long ABS-collateralized bond/debt obligation US $568K – 0.01
VCAT 2021-NPL5 A1 1.8677% 08/25/2051 144A (VCAT 2021-NPL5 LLC) Long ABS-collateralized bond/debt obligation US $580K – 0.01
VEEAM SOFTWARE TERM B 1LN 04/14/2031 (VS BUYER LLC) Long Loan US $846K – 0.01
VENEZUELA REPUBLIC OF 9.25% 09/15/2027 (VENEZUELA, REPUBLIC OF) Long Debt VE $318K – 0.00
VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025 Long Debt US $564K – 0.01
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 Long Debt US $898K – 0.01
VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026 Long Debt US $33K – 0.00
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 Long Debt US $6M – 0.07
VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 Long Debt US $4M – 0.05
VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A Long Debt US $336K – 0.00
VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A Long Debt US $2M – 0.02
VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A Long Debt US $224K – 0.00
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028 Long Debt US $1M – 0.01
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 Long Debt US $2M – 0.02
VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 Long Debt US $32M – 0.34
VERIZON COMMUNICATIONS INC 2.987% 10/30/2056 Long Debt US $990K – 0.01
VERIZON COMMUNICATIONS INC 3.75% 02/28/2036 Long Debt US $451K – 0.00
VERIZON COMMUNICATIONS INC 3% 03/22/2027 Long Debt US $209K – 0.00
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046 Long Debt US $799K – 0.01
VERIZON COMMUNICATIONS INC 5.012% 04/15/2049 Long Debt US $36K – 0.00
VERRA MOBILITY TERM B2 1LN 03/27/2028 (VM CONSOLIDATED INC) Long Loan US $790K – 0.01
VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A Long Debt DE $682K – 0.01
VERTIV TERM B1 1LN 03/02/2027 (VERTIV GROUP CORP) Long Loan US $2M – 0.02
VESTEL ELEKTONIK SANAYI TIC 9.75% 05/15/2029 144A Long Debt TR $294K – 0.00
VESTIS TERM B 1LN 02/24/2031 (VESTIS CORP) Long Loan US $821K – 0.01
VIALTO TERM 1LN 04/29/2029 (GALAXY US OPCO INC) Long Loan US $1M – 0.01
VIATRIS INC 2.7% 06/22/2030 Long Debt US $23M – 0.25
VIATRIS INC 3.85% 06/22/2040 Long Debt US $627K – 0.01
VIATRIS INC 4% 06/22/2050 Long Debt US $275K – 0.00
VICI PROPERTIES LP / VICI NOTE CO INC 3.5% 02/15/2025 144A Long Debt US $152K – 0.00
VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A Long Debt US $426K – 0.00
VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A Long Debt US $485K – 0.01
VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 09/01/2026 144A Long Debt US $267K – 0.00
VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A Long Debt US $94K – 0.00
VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A Long Debt US $548K – 0.01
VICI PROPERTIES LP 4.375% 05/15/2025 Long Debt US $216K – 0.00
VICI PROPERTIES LP 4.75% 02/15/2028 Long Debt US $19M – 0.20
VICI PROPERTIES LP 4.95% 02/15/2030 Long Debt US $4M – 0.04
VICI PROPERTIES LP 5.125% 05/15/2032 Long Debt US $556K – 0.01
VICI PROPERTIES LP 5.75% 04/01/2034 Long Debt US $1M – 0.01
VICI PROPERTIES LP 6.125% 04/01/2054 Long Debt US $432K – 0.00
VIKING CRUISES LTD 6.25% 05/15/2025 144A Long Debt BM $499K – 0.01
VIKING CRUISES LTD 9.125% 07/15/2031 144A Long Debt BM $296K – 0.00
VIPER ENERGY INC 7.375% 11/01/2031 144A Long Debt US $129K – 0.00
VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A Long Debt GB $337K – 0.00
VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A (VIRGIN MEDIA SECURED FINANCE PLC) Long Debt GB $993K – 0.01
VIRGIN MEDIA TERM N 01/31/2028 (VIRGIN MEDIA BRISTOL LLC) Long Loan US $588K – 0.01
VIRGIN MEDIA TERM Y 1LN 03/06/2031 (VIRGIN MEDIA BRISTOL LLC) Long Loan US $569K – 0.01
VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS Long Debt GB $2M – 0.02
VIRIDIEN 8.75% 04/01/2027 144A Long Debt FR $1M – 0.01
VIRTU FINANCIAL TERM B 1LN 01/13/2029 (VFH PARENT LLC) Long Loan US $842K – 0.01
VIRTUSA CORP 7.125% 12/15/2028 144A Long Debt US $123K – 0.00
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A Long Debt MT $855K – 0.01
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A Long Debt MT $869K – 0.01
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A Long Debt MT $373K – 0.00
VISTRA ENERGY TERM B-3 1LN 12/20/2030 (VISTRA OPERATIONS CO LLC) Long Loan US $2M – 0.02
VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A Long Debt US $2M – 0.02
VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A Long Debt US $572K – 0.01
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A Long Debt US $585K – 0.01
VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A Long Debt US $589K – 0.01
VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A Long Debt US $504K – 0.01
VIVINT/APX TERM B 1LN 07/09/2028 (APX GROUP INC) Long Loan US $769K – 0.01
VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A Long ABS-mortgage backed security US $1M – 0.01
VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A Long ABS-mortgage backed security US $64K – 0.00
VM CONSOLIDATED INC 5.5% 04/15/2029 144A Long Debt US $72K – 0.00
VMC FINANCE 2021-HT1 B TSFR1M+461.448 01/18/2037 144A Long ABS-mortgage backed security US $1M – 0.01
VMED O2 UK FINANCING I 4.25% 01/31/2031 144A Long Debt GB $1M – 0.02
VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS (VODAFONE GRP PLC) Long Debt GB $482K – 0.01
VOLCAN CIA MINERA SAA 4.375% 02/11/2026 144A Long Debt PE $417K – 0.00
VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 (VOLKSWAGEN AUTO LEASE TR 2024-A) Long ABS-collateralized bond/debt obligation US $2M – 0.02
VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS Long Equity-preferred NL $2M – 0.02
VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) Long Debt US $374K – 0.00
VOYA 2020 TSFR3M+141.161 07/16/2034 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.03
VOYA CLO 2020-2 LTD/LLC TSFR3M+142.161 07/19/2034 144A (VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC) Long ABS-collateralized bond/debt obligation KY $962K – 0.01
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A (VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC) Long ABS-collateralized bond/debt obligation KY $17M – 0.18
VOYA CLO 2023-1A A1 LTD TSFR3M+180 01/20/2037 144A (VOYA CLO 2023-1 LTD) Long ABS-collateralized bond/debt obligation KY $4M – 0.05
VOYA CLO 2024-1A A1 LTD TSFR3M+152 04/15/2037 144A (VOYA CLO 2024-1 LTD) Long ABS-collateralized bond/debt obligation KY $4M – 0.04
VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A Long Debt CL $589K – 0.01
WAND NEWCO 3 INC 7.625% 01/30/2032 144A Long Debt US $1M – 0.01
WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 Long Debt US $1M – 0.01
WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 Long Debt US $2M – 0.02
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 Long Debt US $44M – 0.46
WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033 Long Debt US $917K – 0.01
WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 Long Debt US $1M – 0.01
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 Long Debt US $7M – 0.07
WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A Long Debt US $1M – 0.02
WATERBRIDGE NDB TERM B 1LN 05/10/2029 (WATERBRIDGE NDB OPERATING LLC) Long Loan US $396K – 0.00
WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027 (WEBER-STEPHEN PRODUCTS LLC) Long Loan US $168K – 0.00
WEBPROS TERM B 1LN 03/19/2031 (WEBPROS INVESTMENTS SARL) Long Loan LU $196K – 0.00
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 Long Debt US $75M – 0.79
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 Long Debt US $10M – 0.11
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 Long Debt US $12M – 0.13
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 Long Debt US $3M – 0.03
WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035 Long Debt US $894K – 0.01
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 Long Debt US $5M – 0.05
WELLS FARGO and CO NEW 5.9%/VAR PERP Long Equity-preferred US $898K – 0.01
WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 Long Debt US $6M – 0.06
WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 Long ABS-collateralized bond/debt obligation US $5M – 0.05
WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048 Long ABS-mortgage backed security US $613K – 0.01
WELLS FARGO COML MTG TR 2015-C29 A4 3.637% 06/15/2048 Long ABS-mortgage backed security US $4M – 0.04
WELLS FARGO COML MTG TR 2015-C29 ASB 3.4% 06/15/2048 Long ABS-mortgage backed security US $1M – 0.01
WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A Long ABS-mortgage backed security US $4M – 0.04
WELLS FARGO COML MTG TR 2016-C37 3.525% 12/15/2049 Long ABS-mortgage backed security US $3M – 0.03
WELLS FARGO COML MTG TR 2016-LC25 3.486% 12/15/2059 Long ABS-mortgage backed security US $4M – 0.04
WELLS FARGO COML MTG TR 2016-LC25 A3 3.374% 12/15/2059 Long ABS-mortgage backed security US $1M – 0.01
WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050 Long ABS-mortgage backed security US $1M – 0.01
WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052 Long ABS-mortgage backed security US $189K – 0.00
WELLS FARGO COML MTG TR 2020-C55 2.651% 02/15/2053 Long ABS-mortgage backed security US $739K – 0.01
WELLS FARGO COML MTG TR 2021-SAVE D TSFR1M+261.448 02/15/2040 144A Long ABS-mortgage backed security US $590K – 0.01
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 2.514% 08/15/2049 Long ABS-mortgage backed security US $5M – 0.05
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 ASB 2.825% 10/15/2049 Long ABS-mortgage backed security US $1M – 0.01
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 ASB 3.933% 03/15/2052 Long ABS-mortgage backed security US $462K – 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 VAR 03/15/2052 Long ABS-mortgage backed security US $91K – 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 2.5% 08/15/2054 144A Long ABS-mortgage backed security US $172K – 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.525% 11/15/2054 Long ABS-mortgage backed security US $265K – 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A Long ABS-mortgage backed security US $1M – 0.01
WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052 (TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12) Long ABS-mortgage backed security US $204K – 0.00
WERFENLIFE SA 4.625% 06/06/2028 REGS Long Debt ES $2M – 0.02
WESTERN ALLIANCE BANCORPORATN 3/VAR 06/15/2031 Long Debt US $982K – 0.01
WESTERN DIGITAL CORP 2.85% 02/01/2029 Long Debt US $729K – 0.01
WESTERN DIGITAL CORP 3.1% 02/01/2032 Long Debt US $284K – 0.00
WESTERN GAS PARTNERS LP 4.5% 03/01/2028 Long Debt US $289K – 0.00
WESTERN GAS PARTNERS LP 4.65% 07/01/2026 Long Debt US $94K – 0.00
WESTERN GAS PARTNERS LP 4.75% 08/15/2028 Long Debt US $78K – 0.00
WESTERN GAS PARTNERS LP 5.3% 03/01/2048 Long Debt US $980K – 0.01
WESTERN GAS PARTNERS LP STEP 02/01/2030 Long Debt US $278K – 0.00
WESTERN GAS PARTNERS LP STEP 02/01/2050 Long Debt US $565K – 0.01
WESTINGHOUSE TERM B 1LN 01/20/2031 (WEC US HOLDINGS LTD) Long Loan US $2M – 0.02
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 Long Debt AU $372K – 0.00
WFCM 2017-C42 ASB 3.488% 12/15/2050 (WELLS FARGO COML MTG TR 2017) Long ABS-mortgage backed security US $1M – 0.01
WFCM 2022 VAR 04/15/2055 Long ABS-mortgage backed security US $755K – 0.01
WHATABRANDS TERM B 1LN 08/03/2028 (WHATABRANDS LLC) Long Loan US $2M – 0.02
WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A Long ABS-collateralized bond/debt obligation US $3M – 0.03
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A Long ABS-collateralized bond/debt obligation US $4M – 0.04
WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS Long Debt GB $116K – 0.00
WHITE CAP TERM B 1LN 10/19/2027 (WHITE CAP BUYER LLC) Long Loan US $742K – 0.01
WHP TERM B 1LN 02/09/2027 (WH BORROWER LLC) Long Loan US $2M – 0.02
WHP TERM B 1LN 02/15/2027 (WH BORROWER LLC) Long Loan US $719K – 0.01
WILLIAMS COS INC 3.5% 11/15/2030 Long Debt US $47M – 0.49
WILLIAMS COS INC 3.9% 01/15/2025 Long Debt US $515K – 0.01
WILLIAMS COS INC 4.65% 08/15/2032 Long Debt US $3M – 0.03
WILLIAMS COS INC 4% 09/15/2025 Long Debt US $176K – 0.00
WILLIAMS COS INC 5.3% 08/15/2052 Long Debt US $375K – 0.00
WILLIAMS COS INC 5.4% 03/02/2026 Long Debt US $1M – 0.01
WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A Long ABS-collateralized bond/debt obligation US $2M – 0.02
WIN WASTE TERM B 1LN 03/25/2028 (WIN WASTE INNOVATIONS HOLDINGS INC) Long Loan US $230K – 0.00
WINDSOR HOLDINGS III LLC 8.5% 06/15/2030 144A Long Debt US $643K – 0.01
WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A Long Debt US $2M – 0.02
WINDSTREAM SERVICES TERM B-EXIT 1LN 09/21/2027 (WINDSTREAM SERVICES LLC) Long Loan US $493K – 0.01
WIRB-COPERNICUS GROUP TERM B 1LN 01/08/2027 (DA VINCI PURCHASER CORP) Long Loan US $812K – 0.01
WOLFSPEED INC CONV 1.875% 12/01/2029 Long Debt US $1M – 0.01
WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A Long Debt US $1M – 0.01
WOOD MACKENZIE TERM B 1LN 02/10/2031 (PLANET US BUYER LLC) Long Loan US $569K – 0.01
WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 Long ABS-collateralized bond/debt obligation US $2M – 0.02
WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029 Long ABS-collateralized bond/debt obligation US $2M – 0.02
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028 Long ABS-collateralized bond/debt obligation US $945K – 0.01
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST 5.47% 11/17/2025 Long ABS-collateralized bond/debt obligation US $948K – 0.01
WORLDPAY TERM B 1LN 01/31/2031 (GTCR W MERGER SUB LLC) Long Loan US $2M – 0.02
WORLDWIDE EXPRESS GLOBALTRANZ TERM 1LN 07/26/2028 (WWEX UNI TOPCO HOLDINGS LLC) Long Loan US $994K – 0.01
WP CAREY INC 2.4% 02/01/2031 Long Debt US $3M – 0.03
WP CAREY INC 3.85% 07/15/2029 Long Debt US $119K – 0.00
WP CAREY INC 4.25% 07/23/2032 Long Debt US $215K – 0.00
WR GRACE HOLDING LLC 4.875% 06/15/2027 144A Long Debt US $187K – 0.00
WR GRACE HOLDING LLC 5.625% 08/15/2029 144A Long Debt US $1M – 0.01
WR GRACE HOLDING LLC 7.375% 03/01/2031 144A Long Debt US $589K – 0.01
WR GRACE TERM B 1LN 09/22/2028 (WR GRACE HOLDING LLC) Long Loan US $189K – 0.00
WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A Long Debt US $331K – 0.00
WYNN MACAU LIMITED 4.875% 10/01/2024 144A Long Debt KY $323K – 0.00
WYNN MACAU LIMITED 5.5% 10/01/2027 144A Long Debt KY $95K – 0.00
XPO INC 6.25% 06/01/2028 144A Long Debt US $449K – 0.00
XPO INC 7.125% 02/01/2032 144A Long Debt US $894K – 0.01
YAHOO MEDIA TERM B2 1LN 09/01/2027 (AP CORE HOLDINGS II LLC) Long Loan US $1M – 0.01
YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A Long Debt NL $720K – 0.01
YUM BRANDS INC 3.625% 03/15/2031 Long Debt US $348K – 0.00
YUM BRANDS INC 4.625% 01/31/2032 Long Debt US $979K – 0.01
ZAMBIA REPUBLIC 8.97% 07/30/2027 144A Long Debt ZM $50K – 0.00
ZAYO GROUP HLDGS INC 4% 03/01/2027 144A Long Debt US $846K – 0.01
ZAYO TERM 1LN 03/09/2027 (ZAYO GROUP HLDGS INC) Long Loan US $4M – 0.04
ZELIS TERM B 1LN 09/28/2029 (ZELIS PAYMENTS BUYER INC) Long Loan US $838K – 0.01
ZF EUROPE FINANCE BV 2% 02/23/2026 REGS Long Debt NL $623K – 0.01
ZF FINANCE GMBH 2% 05/06/2027 REGS Long Debt DE $705K – 0.01
ZF NORTH AMER CAP INC 4.75% 04/29/2025 144A Long Debt US $571K – 0.01
ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A Long Debt US $2M – 0.02
ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A Long Debt US $371K – 0.00
ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A Long Debt US $465K – 0.00
ZIGGO BOND CO 6% 01/15/2027 144A Long Debt NL $442K – 0.00
ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS Long Debt IE $1M – 0.01

Address

Fidelity Merrimack Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America

Websites

Directors

ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M. BISHOP
ROBERT W. HELM
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
CHRISTINE J. THOMPSON
CAROL J. ZIERHOFFER

Transfer Agents

STATE STREET BANK AND TRUST COMPANY

Pricing Services

PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
REFINITIV US HOLDINGS INC

Custodians

STATE STREET BANK AND TRUST COMPANY
EUROCLEAR

Shareholder Servicing Agents

STATE STREET BANK AND TRUST COMPANY

Admins

Fidelity Service Company

Brokers

N/A