Mutual Fund Database

MASSMUTUAL FUNDS > MML Series Investment Fund II

MML Dynamic Bond Fund

Underlying fund
Series ID: S000049313
LEI: 549300NGRYJ7PDBF2R17
SEC CIK: 1317146
$221.17M Avg Monthly Net Assets
$268.90M Total Assets
$61.81M Total Liabilities
$207.10M Net Assets
MML Dynamic Bond Fund is an Underlying fund in MML Series Investment Fund II from MASSMUTUAL FUNDS, based in Massachusetts, United States of America. The fund has two share classes and monthly net assets of $221.17M. On August 28th, 2024 it reported 1,013 holdings, the largest being MEX BONOS DESARR FIX RT (3.2%), US TREASURY N/B (2.7%) and Repurchase Agreement (1.1%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class II C000155847 Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.23% (Max)-6.26% (Min)
Service Class I C000155848 Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.40% (Max)-6.29% (Min)

Holdings

From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
01/31 4 (US TREASURY N/B) Long Debt US $1M – 0.66
01/33 1.125 (TSY INFL IX N/B) Long Debt US $526K – 0.25
02/26 4.625 (US TREASURY N/B) Long Debt US $189K – 0.09
02/29 4.25 (US TREASURY N/B) Long Debt US $279K – 0.13
02/31 4.25 (US TREASURY N/B) Long Debt US $1M – 0.66
02/34 4 (US TREASURY N/B) Long Debt US $223K – 0.11
02/44 4.5 (US TREASURY N/B) Long Debt US $69K – 0.03
03/25 3.496 (BANCO SANTANDER SA) Long Debt ES $591K – 0.29
03/26 4.5 (US TREASURY N/B) Long Debt US $30K – 0.01
03/31 4.125 (US TREASURY N/B) Long Debt US $6M – 2.71
04/29 4.625 (US TREASURY N/B) Long Debt US $667K – 0.32
05/29 4.5 (US TREASURY N/B) Long Debt US $60K – 0.03
07/24 0.00000 (TREASURY BILL) Long Debt US $956K – 0.46
08/53 4.125 (US TREASURY N/B) Long Debt US $233K – 0.11
1% 15 Feb 2048 (BWS075580 IRS USD R V 00MSOFR) Derivative-interest rate US $706K – 0.34
1% 18 Mar 2055 (BWS115584 IRS USD R V 00MSOFR) Derivative-interest rate US $40K – 0.02
1% 20 Jun 2029 (SWS115907 CDS USD R F 1.00000) Derivative-credit US $220K – 0.11
1% 20 Jun 2029 (BWS116004 CDS USD R V 03MEVENT CDX HY 42) Derivative-credit US $-15K – -0.01
1% 28 Feb 2031 (BWS113720 IRS USD R V 00MSOFR) Derivative-interest rate US $48K – 0.02
1% 30 Apr 2031 (BWS122689 IRS USD R V 00MSOFR) Derivative-interest rate US $-163K – -0.08
10.23% 02 Jan 2029 (0WP302235 IRS BRL R F 10.23000) Derivative-interest rate US $-189K – -0.09
11/53 4.75 (US TREASURY N/B) Long Debt US $414K – 0.20
12/28 3.75 (US TREASURY N/B) Long Debt US $29K – 0.01
144A 01/26 1 (BPCE SA) Long Debt FR $233K – 0.11
144A 01/29 VAR (BNP PARIBAS) Long Debt FR $347K – 0.17
144A 04/28 VAR (COOPERATIEVE RABOBANK UA) Long Debt NL $239K – 0.12
144A 06/26 VAR (CREDIT AGRICOLE LONDON) Long Debt FR $260K – 0.13
144A 06/26 VAR (BNP PARIBAS) Long Debt FR $193K – 0.09
144A 12/34 VAR (BNP PARIBAS) Long Debt FR $205K – 0.10
1ST MORTGAGE 02/29 3.65 (DUKE ENERGY OHIO INC) Long Debt US $66K – 0.03
1ST MORTGAGE 02/31 2.5 (PACIFIC GAS + ELECTRIC) Long Debt US $152K – 0.07
1ST MORTGAGE 03/32 2.85 (DUKE ENERGY CAROLINAS) Long Debt US $30K – 0.01
1ST MORTGAGE 144A 12/43 5.4 (MONONGAHELA POWER CO) Long Debt US $135K – 0.07
2019 TERM LOAN B4 (NEXSTAR BROADCASTING INC) Long Loan US $201K – 0.10
2020 TERM LOAN B (ACRISURE, LLC) Long Loan US $102K – 0.05
2020 TERM LOAN B8 (ASURION LLC) Long Loan US $148K – 0.07
2020 USD TERM LOAN B (DEERFIELD DAKOTA HOLDING LLC) Long Loan US $76K – 0.04
2021 FIRST LIEN TERM LOAN B (ACRISURE LLC) Long Loan US $122K – 0.06
2021 TERM LOAN B (UFC HOLDINGS LLC) Long Loan US $143K – 0.07
2021 TERM LOAN B (ALI GROUP NORTH AMER CORP) Long Loan US $93K – 0.04
2021 TERM LOAN B9 (ASURION LLC) Long Loan US $71K – 0.03
2021 USD TERM LOAN (ALLIED UNIVERSAL HOLDCO LLC) Long Loan US $225K – 0.11
2022 TERM LOAN B (ATHENAHEALTH INC) Long Loan US $140K – 0.07
2023 4TH AMENDMENT TERM LOAN (CQP HOLDCO LP) Long Loan US $194K – 0.09
2024 TERM LOAN (COTIVITI CORPORATION) Long Loan US $347K – 0.17
2024 TERM LOAN (LIGHT AND WONDER INTERNATIONAL) Long Loan US $265K – 0.13
2024 TERM LOAN (PHOENIX GUARANTOR INC.) Long Loan US $227K – 0.11
2024 TERM LOAN B (JAZZ FINANCING LUX SARLL) Long Loan LU $196K – 0.09
2024 TERM LOAN B (SOTERA HEALTH HOLDINGS LLC) Long Loan US $179K – 0.09
2024 TERM LOAN B (HARBOR FREIGHT TOOLS USA INC) Long Loan US $179K – 0.09
2024 TERM LOAN B (CITADEL SECURITIES LP) Long Loan US $166K – 0.08
2024 TERM LOAN B (GENESEE + WYOMING INC NEW) Long Loan US $150K – 0.07
2024 TERM LOAN B (UKG, INC,) Long Loan US $93K – 0.04
2024 TERM LOAN B (FOUR SEASONS HOTELS LIMITED) Long Loan CA $90K – 0.04
2024 TERM LOAN B1 (CAESARS ENTERTAINMENT INC.) Long Loan US $260K – 0.13
2024 TERM LOAN B4 (ALTERRA MOUNTAIN COMPANY) Long Loan US $156K – 0.08
2024 TERM LOAN B7 (FOCUS FINANCIAL PARTNERS LLC) Long Loan US $108K – 0.05
3.65% 18 Mar 2030 (SWS115568 IRS USD R F 3.65000) Derivative-interest rate US $-62K – -0.03
ABBSL 2023 4A A 144A (AB BSL CLO 4 LTD) Long ABS-collateralized bond/debt obligation JE $202K – 0.10
AESOP 2024 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING) Long ABS-other US $431K – 0.21
AESOP 2024 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING) Long ABS-other US $515K – 0.25
AMWINS GROUP INC TERM LOAN B Long Loan US $61K – 0.03
ARES 2023 ALF4A A1 144A (ARES CLO LTD) Long ABS-collateralized bond/debt obligation JE $453K – 0.22
BANK 2017 BNK8 A3 Long ABS-other US $249K – 0.12
BANK 2020 BN28 AS Long ABS-other US $307K – 0.15
BANK 2022 BNK39 AS Long ABS-other US $255K – 0.12
BBIRD 2016 1A B 144A (BLACKBIRD CAPITAL AIRCRAFT) Long ABS-other KY $525K – 0.25
BGCLO 2022 4A A1R 144A (BIRCH GROVE CLO LTD.) Long ABS-collateralized bond/debt obligation KY $170K – 0.08
BGCLO 2023 7A A1 144A (BIRCH GROVE CLO LTD.) Long ABS-collateralized bond/debt obligation JE $201K – 0.10
BMARK 2020 B18 AGNF 144A (BENCHMARK MORTGAGE TRUST) Long ABS-other US $350K – 0.17
BMARK 2020 B19 AS (BENCHMARK MORTGAGE TRUST) Long ABS-other US $295K – 0.14
BPR 2021 TY A 144A (BPR TRUST) Long ABS-other US $546K – 0.26
BPR 2022 OANA A 144A (BPR TRUST) Long ABS-other US $460K – 0.22
BX 2019 OC11 E 144A (BX TRUST 2019 OC11) Long ABS-other US $317K – 0.15
BX 2021 21M H 144A (BX TRUST) Long ABS-other US $263K – 0.13
BX 2021 VOLT F 144A (BX TRUST) Long ABS-other US $400K – 0.19
BX 2023 XL3 A 144A (BX TRUST) Long ABS-other US $220K – 0.11
BX 2024 XL5 A 144A (BX TRUST) Long ABS-other US $162K – 0.08
CAS 2022 R04 1M2 144A (FANNIE MAE CAS) Long ABS-other US $2M – 1.01
CASL 2018 A A1 144A (COLLEGE AVE STUDENT LOANS) Long ABS-other US $165K – 0.08
CD 2017 CD3 A4 (CD COMMERCIAL MORTGAGE TRUST) Long ABS-other US $111K – 0.05
CFCRE 2016 C3 XA (CFCRE COMMERCIAL MORTGAGE TRUS) Long ABS-other US $55K – 0.03
CGCMT 2017 C4 B (CITIGROUP COMMERCIAL MORTGAGE) Long ABS-other US $307K – 0.15
CGCMT 2019 GC41 B (CITIGROUP COMMERCIAL MORTGAGE) Long ABS-other US $136K – 0.07
CGCMT 2020 420K D 144A (CITIGROUP COMMERCIAL MORTGAGE) Long ABS-other US $166K – 0.08
CGCMT 2020 420K E 144A (CITIGROUP COMMERCIAL MORTGAGE) Long ABS-other US $164K – 0.08
CLIF 2020 3A A 144A (CLI FUNDING LLC) Long ABS-other US $133K – 0.06
CMLTI 2007 AR5 1A2A (CITIGROUP MORTGAGE LOAN TRUST) Long ABS-other US $387K – 0.19
COMPANY GUAR 01/28 5.999 (PETROBRAS GLOBAL FINANCE) Long Debt NL $759K – 0.37
COMPANY GUAR 01/31 3.75 (SUZANO AUSTRIA GMBH) Long Debt AT $253K – 0.12
COMPANY GUAR 01/34 4.85 (ENTERPRISE PRODUCTS OPER) Long Debt US $214K – 0.10
COMPANY GUAR 01/38 6.95 (KINDER MORGAN ENER PART) Long Debt US $136K – 0.07
COMPANY GUAR 01/51 3.7 (ENTERPRISE PRODUCTS OPER) Long Debt US $103K – 0.05
COMPANY GUAR 02/26 2.25 (T MOBILE USA INC) Long Debt US $195K – 0.09
COMPANY GUAR 02/29 5.375 (SOUTHWESTERN ENERGY CO) Long Debt US $73K – 0.04
COMPANY GUAR 02/31 2.55 (T MOBILE USA INC) Long Debt US $51K – 0.02
COMPANY GUAR 02/31 4.875 (TARGA RESOURCES PARTNERS) Long Debt US $134K – 0.06
COMPANY GUAR 02/32 2.45 (ALTRIA GROUP INC) Long Debt US $113K – 0.05
COMPANY GUAR 02/32 4.75 (SOUTHWESTERN ENERGY CO) Long Debt US $64K – 0.03
COMPANY GUAR 02/34 5.3 (ROGERS COMMUNICATIONS IN) Long Debt CA $108K – 0.05
COMPANY GUAR 02/39 5.8 (ALTRIA GROUP INC) Long Debt US $240K – 0.12
COMPANY GUAR 02/49 5.95 (ALTRIA GROUP INC) Long Debt US $127K – 0.06
COMPANY GUAR 03/26 6.412 (WARNERMEDIA HOLDINGS INC) Long Debt US $10K – 0.00
COMPANY GUAR 03/27 3.755 (WARNERMEDIA HOLDINGS INC) Long Debt US $171K – 0.08
COMPANY GUAR 03/28 4.3 (KINDER MORGAN INC) Long Debt US $107K – 0.05
COMPANY GUAR 03/29 3.375 (HALEON US CAPITAL LLC) Long Debt US $241K – 0.12
COMPANY GUAR 03/32 3.25 (TRITON CONTAINER/TAL INT) Long Debt BM $131K – 0.06
COMPANY GUAR 03/32 4.279 (WARNERMEDIA HOLDINGS INC) Long Debt US $148K – 0.07
COMPANY GUAR 03/33 4.9 (KENVUE INC) Long Debt US $138K – 0.07
COMPANY GUAR 03/34 5.45 (AON NORTH AMERICA INC) Long Debt US $229K – 0.11
COMPANY GUAR 03/42 5.05 (WARNERMEDIA HOLDINGS INC) Long Debt US $16K – 0.01
COMPANY GUAR 03/43 5.45 (FREEPORT MCMORAN INC) Long Debt US $218K – 0.11
COMPANY GUAR 03/47 5.213 (TELEFONICA EMISIONES SAU) Long Debt ES $132K – 0.06
COMPANY GUAR 03/52 3.001 (BP CAP MARKETS AMERICA) Long Debt US $148K – 0.07
COMPANY GUAR 03/52 3.85 (BERKSHIRE HATHAWAY FIN) Long Debt US $70K – 0.03
COMPANY GUAR 04/25 3.5 (T MOBILE USA INC) Long Debt US $128K – 0.06
COMPANY GUAR 04/27 3.7 (CINTAS CORPORATION NO. 2) Long Debt US $67K – 0.03
COMPANY GUAR 04/29 3.375 (T MOBILE USA INC) Long Debt US $46K – 0.02
COMPANY GUAR 04/30 2.75 (SHELL INTERNATIONAL FIN) Long Debt NL $214K – 0.10
COMPANY GUAR 04/30 3.4 (COMCAST CORP) Long Debt US $483K – 0.23
COMPANY GUAR 04/30 3.633 (BP CAP MARKETS AMERICA) Long Debt US $112K – 0.05
COMPANY GUAR 04/30 3.875 (T MOBILE USA INC) Long Debt US $402K – 0.19
COMPANY GUAR 04/31 3.5 (T MOBILE USA INC) Long Debt US $629K – 0.30
COMPANY GUAR 04/34 5.15 (T MOBILE USA INC) Long Debt US $79K – 0.04
COMPANY GUAR 04/40 3.75 (COMCAST CORP) Long Debt US $98K – 0.05
COMPANY GUAR 04/40 4.25 (GENERAL DYNAMICS CORP) Long Debt US $18K – 0.01
COMPANY GUAR 04/48 4.6 (ANHEUSER BUSCH INBEV WOR) Long Debt US $57K – 0.03
COMPANY GUAR 04/50 3.25 (SHELL INTERNATIONAL FIN) Long Debt NL $194K – 0.09
COMPANY GUAR 04/50 4.25 (GENERAL DYNAMICS CORP) Long Debt US $42K – 0.02
COMPANY GUAR 04/52 4.95 (TARGA RESOURCES CORP) Long Debt US $34K – 0.02
COMPANY GUAR 05/41 5.7 (BARRICK NA FINANCE LLC) Long Debt US $79K – 0.04
COMPANY GUAR 05/43 5.75 (BARRICK NA FINANCE LLC) Long Debt US $79K – 0.04
COMPANY GUAR 06/26 3.875 (NXP BV/NXP FDG/NXP USA) Long Debt NA $83K – 0.04
COMPANY GUAR 06/29 4.125 (HCA INC) Long Debt US $208K – 0.10
COMPANY GUAR 06/29 5.125 (DISH DBS CORP) Long Debt US $24K – 0.01
COMPANY GUAR 06/29 8.375 (SERVICE PROPERTIES TRUST) Long Debt US $79K – 0.04
COMPANY GUAR 06/30 3.5 (ANHEUSER BUSCH INBEV WOR) Long Debt US $121K – 0.06
COMPANY GUAR 06/51 2.939 (BP CAP MARKETS AMERICA) Long Debt US $32K – 0.02
COMPANY GUAR 08/25 4.375 (COOPERATIEVE RABOBANK UA) Long Debt NL $463K – 0.22
COMPANY GUAR 08/30 4.625 (FREEPORT MCMORAN INC) Long Debt US $115K – 0.06
COMPANY GUAR 08/47 4.54 (BAT CAPITAL CORP) Long Debt US $100K – 0.05
COMPANY GUAR 09/29 3.462 (BAT CAPITAL CORP) Long Debt US $369K – 0.18
COMPANY GUAR 09/33 6.05 (ONEOK INC) Long Debt US $134K – 0.06
COMPANY GUAR 09/43 5 (BHP BILLITON FIN USA LTD) Long Debt AU $93K – 0.05
COMPANY GUAR 09/53 6.625 (ONEOK INC) Long Debt US $213K – 0.10
COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAP/GLOBA) Long Debt IE $159K – 0.08
COMPANY GUAR 10/26 3.15 (TEVA PHARMACEUTICALS NE) Long Debt NL $2M – 0.77
COMPANY GUAR 10/28 3 (AERCAP IRELAND CAP/GLOBA) Long Debt IE $145K – 0.07
COMPANY GUAR 10/28 4.15 (ENTERPRISE PRODUCTS OPER) Long Debt US $996K – 0.48
COMPANY GUAR 10/28 4.15 (COMCAST CORP) Long Debt US $261K – 0.13
COMPANY GUAR 10/28 4.375 (CIGNA GROUP/THE) Long Debt US $573K – 0.28
COMPANY GUAR 10/33 3.4 (AERCAP IRELAND CAP/GLOBA) Long Debt IE $352K – 0.17
COMPANY GUAR 10/50 2.85 (BERKSHIRE HATHAWAY FIN) Long Debt US $96K – 0.05
COMPANY GUAR 10/52 3.4 (T MOBILE USA INC) Long Debt US $157K – 0.08
COMPANY GUAR 11/26 5.55 (ONEOK INC) Long Debt US $40K – 0.02
COMPANY GUAR 11/27 4.75 (LENNAR CORP) Long Debt US $39K – 0.02
COMPANY GUAR 11/30 5.8 (ONEOK INC) Long Debt US $72K – 0.03
COMPANY GUAR 11/33 6.875 (ALTRIA GROUP INC) Long Debt US $313K – 0.15
COMPANY GUAR 11/36 6.875 (VALE OVERSEAS LIMITED) Long Debt KY $182K – 0.09
COMPANY GUAR 11/51 2.887 (COMCAST CORP) Long Debt US $343K – 0.17
COMPANY GUAR 12/29 3.5 (DIAMONDBACK ENERGY INC) Long Debt US $148K – 0.07
COMPANY GUAR 12/48 4.9 (CIGNA GROUP/THE) Long Debt US $202K – 0.10
COMPANY GUAR 144A 01/31 5.75 (CONTINENTAL RESOURCES) Long Debt US $246K – 0.12
COMPANY GUAR 144A 02/27 3.25 (AVOLON HOLDINGS FNDG LTD) Long Debt KY $131K – 0.06
COMPANY GUAR 144A 02/29 5.875 (CHESAPEAKE ENERGY CORP) Long Debt US $99K – 0.05
COMPANY GUAR 144A 02/29 6.5 (CSC HOLDINGS LLC) Long Debt US $511K – 0.25
COMPANY GUAR 144A 03/27 4 (GLENCORE FUNDING LLC) Long Debt US $135K – 0.07
COMPANY GUAR 144A 03/29 5.4 (SOLVENTUM CORP) Long Debt US $140K – 0.07
COMPANY GUAR 144A 03/31 5.45 (SOLVENTUM CORP) Long Debt US $138K – 0.07
COMPANY GUAR 144A 03/34 5.6 (SOLVENTUM CORP) Long Debt US $177K – 0.09
COMPANY GUAR 144A 03/34 6.125 (UNITED RENTALS NORTH AM) Long Debt US $399K – 0.19
COMPANY GUAR 144A 04/26 1.625 (GLENCORE FUNDING LLC) Long Debt US $112K – 0.05
COMPANY GUAR 144A 04/27 4.75 (ANGLO AMERICAN CAPITAL) Long Debt GB $226K – 0.11
COMPANY GUAR 144A 04/30 3.2 (MARS INC) Long Debt US $73K – 0.04
COMPANY GUAR 144A 04/32 6.125 (HILTON DOMESTIC OPERATIN) Long Debt US $60K – 0.03
COMPANY GUAR 144A 04/32 6.875 (ZF NA CAPITAL) Long Debt US $176K – 0.08
COMPANY GUAR 144A 04/54 5.9 (SOLVENTUM CORP) Long Debt US $143K – 0.07
COMPANY GUAR 144A 05/31 2.875 (ORBIA ADVANCE CORP SAB) Long Debt MX $405K – 0.20
COMPANY GUAR 144A 06/29 7.5 (CLEAR CHANNEL OUTDOOR HO) Long Debt US $79K – 0.04
COMPANY GUAR 144A 06/31 8.625 (FIRST QUANTUM MINERALS L) Long Debt CA $200K – 0.10
COMPANY GUAR 144A 09/24 3.75 (WEA FINANCE LLC/WESTFIEL) Long Debt US $218K – 0.11
COMPANY GUAR 144A 09/51 3.375 (GLENCORE FUNDING LLC) Long Debt US $29K – 0.01
COMPANY GUAR 144A 11/26 2.268 (CONTINENTAL RESOURCES) Long Debt US $181K – 0.09
COMPANY GUAR 144A 11/26 4.25 (MEGLOBAL BV) Long Debt NL $232K – 0.11
CSAIL 2015 C1 XA (CSAIL COMMERCIAL MORTGAGE TRUS) Long ABS-other US $15K – 0.01
CSAIL 2019 C16 B (CSAIL COMMERCIAL MORTGAGE TRUS) Long ABS-other US $288K – 0.14
CSMC 2021 B33 B 144A (CREDIT SUISSE MORTGAGE TRUST) Long ABS-other US $254K – 0.12
CWALT 2006 19CB A15 (COUNTRYWIDE ALTERNATIVE LOAN T) Long ABS-other US $663K – 0.32
CWHL 2007 14 A6 (COUNTRYWIDE HOME LOANS) Long ABS-other US $573K – 0.28
CWHL 2007 3 A21 (COUNTRYWIDE HOME LOANS) Long ABS-other US $613K – 0.30
CWHL 2007 HYB2 3A1 (COUNTRYWIDE HOME LOANS) Long ABS-other US $580K – 0.28
CYGPK 2020 1A AR 144A (CAYUGA PARK CLO, LTD.) Long ABS-collateralized bond/debt obligation KY $200K – 0.10
DIV 2018 1 B 144A (DIVIDEND SOLAR LOANS LLC) Long ABS-other US $405K – 0.20
DRSLF 2018 55A A1 144A (DRYDEN SENIOR LOAN FUND) Long ABS-collateralized bond/debt obligation KY $245K – 0.12
DTP 2023 STE2 A 144A (DTP COMMERCIAL MORTGAGE TRUST) Long ABS-other US $220K – 0.11
ELFI 2020 A A 144A (ELFI GRADUATE LOAN PROGRAM LLC) Long ABS-other US $223K – 0.11
ELM29 2024 5A AR1 144A (LOGAN CLO I LTD) Long ABS-collateralized bond/debt obligation KY $171K – 0.08
ELMW1 2019 1A A1RR 144A (ELMWOOD CLO I LTD.) Long ABS-collateralized bond/debt obligation KY $101K – 0.05
EMPWR 2023 2A A1 144A (EMPOWER CLO LTD.) Long ABS-collateralized bond/debt obligation KY $273K – 0.13
EXP 06/13/2025 (3 MONTH SOFR OPT JUN25C 97) Derivative-interest rate US $-40K – -0.02
EXP 07/05/2024 (US TRS BND FRI WK1JUL24C 119) Derivative-interest rate US $7K – 0.00
EXP 07/05/2024 (US 6-7 NOTE FRI W1JUL24C 110.5) Derivative-interest rate US $5K – 0.00
EXP 07/26/2024 (US 10YR FUT OPTN AUG24P 109.5) Derivative-interest rate US $-17K – -0.01
EXP 08/23/2024 (US 10YR FUT OPTN SEP24C 113.5) Derivative-interest rate US $-5K – -0.00
EXP 09/13/2024 (3 MONTH SOFR OPT SEP24C 95.13) Derivative-interest rate US $9K – 0.00
EXP 09/13/2024 (3 MONTH SOFR OPT SEP24C 96.87) Derivative-interest rate US $-581.25 – -0.00
EXP 09/13/2024 (3 MONTH SOFR OPT SEP24C 96.13) Derivative-interest rate US $-4K – -0.00
EXP 12/13/2024 (3 MONTH SOFR OPT DEC24P 95.5) Derivative-interest rate US $29K – 0.01
EXP 12/13/2024 (3 MONTH SOFR OPT DEC24C 97.12) Derivative-interest rate US $-2K – -0.00
EXP 12/13/2024 (3 MONTH SOFR OPT DEC24P 95) Derivative-interest rate US $-7K – -0.00
FG 01/43 FIXED 2.5 (FED HM LN PC POOL G08520) Long ABS-mortgage backed security US $389K – 0.19
FG 03/45 FIXED 3.5 (FED HM LN PC POOL G08632) Long ABS-mortgage backed security US $525K – 0.25
FH 12/50 FLOATING VAR (FED HM LN PC POOL 841703) Long ABS-mortgage backed security US $256K – 0.12
FHMS K 154 X1 (FHLMC MULTIFAMILY STRUCTURED P) Long ABS-other US $198K – 0.10
FHMS K 157 X1 (FHLMC MULTIFAMILY STRUCTURED P) Long ABS-other US $227K – 0.11
FHMS K124 X1 (FHLMC MULTIFAMILY STRUCTURED P) Long ABS-other US $214K – 0.10
FHR 4391 MZ (FREDDIE MAC) Long ABS-other US $114K – 0.06
FHR 4481 B (FREDDIE MAC) Long ABS-other US $770K – 0.37
FHR 4483 CA (FREDDIE MAC) Long ABS-other US $1M – 0.63
FHR 4991 QV (FREDDIE MAC) Long ABS-other US $74K – 0.04
FHR 5071 IH (FREDDIE MAC) Long ABS-other US $32K – 0.02
FHR 5085 NI (FREDDIE MAC) Long ABS-other US $161K – 0.08
FHR 5092 AP (FREDDIE MAC) Long ABS-other US $64K – 0.03
FHR 5180 IN (FREDDIE MAC) Long ABS-other US $266K – 0.13
FHR 5274 IO (FREDDIE MAC) Long ABS-other US $103K – 0.05
FHR 5377 IO (FREDDIE MAC) Long ABS-other US $114K – 0.05
FIXED INC CLEARING CORP.REPO (Repurchase Agreement) Long Repurchase agreement US $2M – 1.13
FN 01/42 FIXED 1.5 (FNMA POOL MA4519) Long ABS-mortgage backed security US $68K – 0.03
FN 01/51 FIXED 1.5 (FNMA POOL MA4236) Long ABS-mortgage backed security US $60K – 0.03
FN 01/51 FIXED 2 (FNMA POOL MA4237) Long ABS-mortgage backed security US $174K – 0.08
FN 01/52 FIXED 3 (FNMA POOL BU1421) Long ABS-mortgage backed security US $73K – 0.04
FN 01/52 FIXED VAR (FNMA POOL FS2296) Long ABS-mortgage backed security US $364K – 0.18
FN 01/52 FIXED VAR (FNMA POOL FS1462) Long ABS-mortgage backed security US $146K – 0.07
FN 01/52 FIXED VAR (FNMA POOL FS8108) Long ABS-mortgage backed security US $82K – 0.04
FN 01/52 FIXED VAR (FNMA POOL FS1241) Long ABS-mortgage backed security US $79K – 0.04
FN 01/53 FIXED 6.5 (FNMA POOL CB5497) Long ABS-mortgage backed security US $262K – 0.13
FN 01/53 FIXED VAR (FNMA POOL FS3836) Long ABS-mortgage backed security US $85K – 0.04
FN 02/42 FIXED 2 (FNMA POOL MA4540) Long ABS-mortgage backed security US $138K – 0.07
FN 02/42 FIXED VAR (FNMA POOL FS0697) Long ABS-mortgage backed security US $69K – 0.03
FN 02/50 FIXED VAR (FNMA POOL FM9564) Long ABS-mortgage backed security US $825K – 0.40
FN 02/52 FIXED VAR (FNMA POOL FS2463) Long ABS-mortgage backed security US $450K – 0.22
FN 02/52 FIXED VAR (FNMA POOL FS0549) Long ABS-mortgage backed security US $214K – 0.10
FN 02/53 FIXED 6.5 (FNMA POOL BX7702) Long ABS-mortgage backed security US $85K – 0.04
FN 02/53 FIXED VAR (FNMA POOL FS3672) Long ABS-mortgage backed security US $93K – 0.04
FN 03/42 FIXED 2.5 (FNMA POOL MA4571) Long ABS-mortgage backed security US $71K – 0.03
FN 03/50 FIXED VAR (FNMA POOL FS4480) Long ABS-mortgage backed security US $84K – 0.04
FN 03/51 FIXED 1.5 (FNMA POOL MA4280) Long ABS-mortgage backed security US $12K – 0.01
FN 03/52 FIXED VAR (FNMA POOL FS1289) Long ABS-mortgage backed security US $352K – 0.17
FN 03/52 FIXED VAR (FNMA POOL FS6620) Long ABS-mortgage backed security US $161K – 0.08
FN 03/52 FIXED VAR (FNMA POOL FS2595) Long ABS-mortgage backed security US $148K – 0.07
FN 03/52 FIXED VAR (FNMA POOL FS3368) Long ABS-mortgage backed security US $74K – 0.04
FN 03/52 FIXED VAR (FNMA POOL FS4270) Long ABS-mortgage backed security US $73K – 0.04
FN 03/52 FIXED VAR (FNMA POOL FS0835) Long ABS-mortgage backed security US $71K – 0.03
FN 03/54 FIXED VAR (FNMA POOL FS7624) Long ABS-mortgage backed security US $100K – 0.05
FN 04/32 FIXED 2.46 (FNMA POOL BS4941) Long ABS-mortgage backed security US $832K – 0.40
FN 04/42 FIXED 2.5 (FNMA POOL BV7697) Long ABS-mortgage backed security US $302K – 0.15
FN 04/42 FIXED 2.5 (FNMA POOL MA4587) Long ABS-mortgage backed security US $146K – 0.07
FN 04/42 FIXED 3.5 (FNMA POOL CB3386) Long ABS-mortgage backed security US $78K – 0.04
FN 04/42 FIXED VAR (FNMA POOL FS1542) Long ABS-mortgage backed security US $144K – 0.07
FN 04/44 FIXED VAR (FNMA POOL FM3049) Long ABS-mortgage backed security US $180K – 0.09
FN 04/45 FIXED 3 (FNMA POOL MA2248) Long ABS-mortgage backed security US $233K – 0.11
FN 04/52 FIXED 4 (FNMA POOL CB3272) Long ABS-mortgage backed security US $156K – 0.08
FN 04/52 FIXED 4 (FNMA POOL CB3320) Long ABS-mortgage backed security US $80K – 0.04
FN 04/52 FIXED VAR (FNMA POOL FS1092) Long ABS-mortgage backed security US $447K – 0.22
FN 04/52 FIXED VAR (FNMA POOL FS1555) Long ABS-mortgage backed security US $152K – 0.07
FN 04/52 FIXED VAR (FNMA POOL FS1454) Long ABS-mortgage backed security US $150K – 0.07
FN 04/52 FIXED VAR (FNMA POOL FS1626) Long ABS-mortgage backed security US $143K – 0.07
FN 04/53 FIXED VAR (FNMA POOL FS4454) Long ABS-mortgage backed security US $91K – 0.04
FN 04/53 FIXED VAR (FNMA POOL FS4166) Long ABS-mortgage backed security US $91K – 0.04
FN 04/54 FIXED 6.5 (FNMA POOL CB8388) Long ABS-mortgage backed security US $291K – 0.14
FN 05/42 FIXED 2 (FNMA POOL MA4606) Long ABS-mortgage backed security US $217K – 0.10
FN 05/42 FIXED 2.5 (FNMA POOL MA4607) Long ABS-mortgage backed security US $73K – 0.04
FN 05/42 FIXED 3 (FNMA POOL MA4643) Long ABS-mortgage backed security US $76K – 0.04
FN 05/42 FIXED 3 (FNMA POOL CB3542) Long ABS-mortgage backed security US $76K – 0.04
FN 05/50 FIXED 4.5 (FNMA POOL MA4031) Long ABS-mortgage backed security US $20K – 0.01
FN 05/51 FIXED VAR (FNMA POOL FM7531) Long ABS-mortgage backed security US $53K – 0.03
FN 05/52 FIXED 3.5 (FNMA POOL BV8546) Long ABS-mortgage backed security US $145K – 0.07
FN 05/52 FIXED 4 (FNMA POOL CB3614) Long ABS-mortgage backed security US $79K – 0.04
FN 05/52 FIXED VAR (FNMA POOL FS1556) Long ABS-mortgage backed security US $609K – 0.29
FN 05/52 FIXED VAR (FNMA POOL FS2023) Long ABS-mortgage backed security US $164K – 0.08
FN 05/52 FIXED VAR (FNMA POOL FS1866) Long ABS-mortgage backed security US $81K – 0.04
FN 05/53 FIXED 5.5 (FNMA POOL CB6322) Long ABS-mortgage backed security US $91K – 0.04
FN 05/53 FIXED VAR (FNMA POOL FS4573) Long ABS-mortgage backed security US $180K – 0.09
FN 05/53 FIXED VAR (FNMA POOL FS4805) Long ABS-mortgage backed security US $95K – 0.05
FN 06/42 FIXED 3 (FNMA POOL MA4632) Long ABS-mortgage backed security US $309K – 0.15
FN 06/50 FIXED VAR (FNMA POOL FM7100) Long ABS-mortgage backed security US $96K – 0.05
FN 06/51 FIXED VAR (FNMA POOL FM7673) Long ABS-mortgage backed security US $252K – 0.12
FN 06/52 FIXED 3 (FNMA POOL CB3833) Long ABS-mortgage backed security US $75K – 0.04
FN 06/52 FIXED 5 (FNMA POOL CB3880) Long ABS-mortgage backed security US $77K – 0.04
FN 06/52 FIXED VAR (FNMA POOL FS8124) Long ABS-mortgage backed security US $256K – 0.12
FN 06/53 FIXED VAR (FNMA POOL FS5708) Long ABS-mortgage backed security US $90K – 0.04
FN 07/49 FIXED VAR (FNMA POOL FM1263) Long ABS-mortgage backed security US $36K – 0.02
FN 07/50 FIXED 3 (FNMA POOL CA6315) Long ABS-mortgage backed security US $74K – 0.04
FN 07/51 FIXED VAR (FNMA POOL FS4654) Long ABS-mortgage backed security US $146K – 0.07
FN 07/52 FIXED 5 (FNMA POOL CB4103) Long ABS-mortgage backed security US $167K – 0.08
FN 07/52 FIXED 5 (FNMA POOL BW0048) Long ABS-mortgage backed security US $77K – 0.04
FN 07/53 FIXED 6 (FNMA POOL CB6753) Long ABS-mortgage backed security US $281K – 0.14
FN 07/53 FIXED VAR (FNMA POOL FS5155) Long ABS-mortgage backed security US $179K – 0.09
FN 07/53 FIXED VAR (FNMA POOL FS5647) Long ABS-mortgage backed security US $93K – 0.05
FN 07/53 FIXED VAR (FNMA POOL FS5270) Long ABS-mortgage backed security US $92K – 0.04
FN 07/53 FIXED VAR (FNMA POOL FS5306) Long ABS-mortgage backed security US $92K – 0.04
FN 07/61 FIXED 2.5 (FNMA POOL BF0546) Long ABS-mortgage backed security US $451K – 0.22
FN 08/40 FIXED VAR (FNMA POOL FP0028) Long ABS-mortgage backed security US $77K – 0.04
FN 08/46 FIXED 3 (FNMA POOL AS7661) Long ABS-mortgage backed security US $225K – 0.11
FN 08/50 FIXED 2 (FNMA POOL BQ3331) Long ABS-mortgage backed security US $58K – 0.03
FN 09/41 FIXED 2 (FNMA POOL MA4422) Long ABS-mortgage backed security US $654K – 0.32
FN 09/50 FIXED 2 (FNMA POOL CA7023) Long ABS-mortgage backed security US $55K – 0.03
FN 09/50 FIXED VAR (FNMA POOL FM4052) Long ABS-mortgage backed security US $2M – 0.93
FN 09/51 FIXED VAR (FNMA POOL FS0028) Long ABS-mortgage backed security US $67K – 0.03
FN 09/51 FIXED VAR (FNMA POOL FS0067) Long ABS-mortgage backed security US $60K – 0.03
FN 09/52 FIXED VAR (FNMA POOL FS2914) Long ABS-mortgage backed security US $84K – 0.04
FN 09/53 FIXED 5.5 (FNMA POOL CB7109) Long ABS-mortgage backed security US $372K – 0.18
FN 09/61 FIXED 2.5 (FNMA POOL BF0560) Long ABS-mortgage backed security US $66K – 0.03
FN 10/41 FIXED 2 (FNMA POOL MA4446) Long ABS-mortgage backed security US $198K – 0.10
FN 10/48 FIXED 4 (FNMA POOL CA2472) Long ABS-mortgage backed security US $50K – 0.02
FN 10/50 FIXED 2 (FNMA POOL CA7224) Long ABS-mortgage backed security US $111K – 0.05
FN 10/50 FIXED 2 (FNMA POOL BQ4926) Long ABS-mortgage backed security US $55K – 0.03
FN 10/50 FIXED 3 (FNMA POOL CA7531) Long ABS-mortgage backed security US $60K – 0.03
FN 10/51 FIXED 2.5 (FNMA POOL BU3295) Long ABS-mortgage backed security US $138K – 0.07
FN 10/51 FIXED VAR (FNMA POOL FM8786) Long ABS-mortgage backed security US $66K – 0.03
FN 10/52 FIXED 5 (FNMA POOL BW9916) Long ABS-mortgage backed security US $86K – 0.04
FN 11/40 FIXED 2.5 (FNMA POOL MA4177) Long ABS-mortgage backed security US $48K – 0.02
FN 11/41 FIXED 2 (FNMA POOL MA4474) Long ABS-mortgage backed security US $134K – 0.06
FN 11/50 FIXED VAR (FNMA POOL FM8480) Long ABS-mortgage backed security US $50K – 0.02
FN 11/51 FIXED 2.5 (FNMA POOL CB2276) Long ABS-mortgage backed security US $70K – 0.03
FN 11/51 FIXED VAR (FNMA POOL FM9464) Long ABS-mortgage backed security US $135K – 0.07
FN 11/52 FIXED 4.5 (FNMA POOL BX2186) Long ABS-mortgage backed security US $70K – 0.03
FN 11/52 FIXED 5.5 (FNMA POOL CB5108) Long ABS-mortgage backed security US $179K – 0.09
FN 11/52 FIXED VAR (FNMA POOL FS3249) Long ABS-mortgage backed security US $81K – 0.04
FN 11/52 FIXED VAR (FNMA POOL FS3977) Long ABS-mortgage backed security US $43K – 0.02
FN 11/53 FIXED VAR (FNMA POOL FS6242) Long ABS-mortgage backed security US $97K – 0.05
FN 12/41 FIXED 2 (FNMA POOL MA4501) Long ABS-mortgage backed security US $68K – 0.03
FN 12/48 FIXED VAR (FNMA POOL FM9934) Long ABS-mortgage backed security US $701K – 0.34
FN 12/51 FIXED VAR (FNMA POOL FS1237) Long ABS-mortgage backed security US $211K – 0.10
FN 12/51 FIXED VAR (FNMA POOL FS1240) Long ABS-mortgage backed security US $72K – 0.03
FN 12/52 FIXED 6 (FNMA POOL CB5316) Long ABS-mortgage backed security US $172K – 0.08
FNR 2012 118 VZ (FANNIE MAE) Long ABS-other US $109K – 0.05
FNR 2014 6 Z (FANNIE MAE) Long ABS-other US $109K – 0.05
FNR 2015 65 CZ (FANNIE MAE) Long ABS-other US $113K – 0.05
FNR 2018 21 PO (FANNIE MAE) Long ABS-other US $430K – 0.21
FNR 2020 56 AQ (FANNIE MAE) Long ABS-other US $225K – 0.11
FNR 2020 57 TA (FANNIE MAE) Long ABS-other US $196K – 0.09
FNR 2020 96 IN (FANNIE MAE) Long ABS-other US $64K – 0.03
FNR 2021 18 ZG (FANNIE MAE) Long ABS-other US $2M – 0.84
FNR 2021 48 NS (FANNIE MAE) Long ABS-other US $27K – 0.01
FNR 2021 65 JA (FANNIE MAE) Long ABS-other US $60K – 0.03
FR 01/42 FIXED 2 (FED HM LN PC POOL SC0313) Long ABS-mortgage backed security US $368K – 0.18
FR 01/51 FIXED 4.5 (FED HM LN PC POOL SD0615) Long ABS-mortgage backed security US $76K – 0.04
FR 01/52 FIXED 2 (FED HM LN PC POOL QD3960) Long ABS-mortgage backed security US $269K – 0.13
FR 01/52 FIXED 2.5 (FED HM LN PC POOL SD0857) Long ABS-mortgage backed security US $356K – 0.17
FR 01/53 FIXED 5.5 (FED HM LN PC POOL SD2138) Long ABS-mortgage backed security US $93K – 0.04
FR 02/42 FIXED 2 (FED HM LN PC POOL RB5145) Long ABS-mortgage backed security US $557K – 0.27
FR 02/42 FIXED 2 (FED HM LN PC POOL QK1354) Long ABS-mortgage backed security US $69K – 0.03
FR 02/51 FIXED 1.5 (FED HM LN PC POOL RA4537) Long ABS-mortgage backed security US $60K – 0.03
FR 02/51 FIXED 2.5 (FED HM LN PC POOL SD7534) Long ABS-mortgage backed security US $116K – 0.06
FR 02/52 FIXED 3 (FED HM LN PC POOL QD7333) Long ABS-mortgage backed security US $76K – 0.04
FR 02/52 FIXED 3 (FED HM LN PC POOL QD6216) Long ABS-mortgage backed security US $71K – 0.03
FR 02/53 FIXED 4 (FED HM LN PC POOL SD7560) Long ABS-mortgage backed security US $166K – 0.08
FR 02/53 FIXED 6.5 (FED HM LN PC POOL SD2452) Long ABS-mortgage backed security US $89K – 0.04
FR 02/54 FIXED 6.5 (FED HM LN PC POOL RJ0954) Long ABS-mortgage backed security US $99K – 0.05
FR 03/41 FIXED 2 (FED HM LN PC POOL RB5105) Long ABS-mortgage backed security US $181K – 0.09
FR 03/42 FIXED 2.5 (FED HM LN PC POOL RB5149) Long ABS-mortgage backed security US $72K – 0.03
FR 03/47 FIXED 4.5 (FED HM LN PC POOL SD2792) Long ABS-mortgage backed security US $83K – 0.04
FR 03/53 FIXED 5 (FED HM LN PC POOL SD2591) Long ABS-mortgage backed security US $89K – 0.04
FR 03/53 FIXED 5.5 (FED HM LN PC POOL SD2723) Long ABS-mortgage backed security US $91K – 0.04
FR 03/53 FIXED 6 (FED HM LN PC POOL SD2578) Long ABS-mortgage backed security US $179K – 0.09
FR 04/42 FIXED 2 (FED HM LN PC POOL RB5153) Long ABS-mortgage backed security US $640K – 0.31
FR 04/42 FIXED 2 (FED HM LN PC POOL SC0384) Long ABS-mortgage backed security US $230K – 0.11
FR 04/42 FIXED 2 (FED HM LN PC POOL SC0319) Long ABS-mortgage backed security US $73K – 0.04
FR 04/42 FIXED 2.5 (FED HM LN PC POOL RB5154) Long ABS-mortgage backed security US $147K – 0.07
FR 04/42 FIXED 2.5 (FED HM LN PC POOL QK1449) Long ABS-mortgage backed security US $144K – 0.07
FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD7554) Long ABS-mortgage backed security US $848K – 0.41
FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD5344) Long ABS-mortgage backed security US $81K – 0.04
FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD1749) Long ABS-mortgage backed security US $74K – 0.04
FR 04/52 FIXED 4 (FED HM LN PC POOL RA7185) Long ABS-mortgage backed security US $312K – 0.15
FR 04/52 FIXED 4 (FED HM LN PC POOL RA7186) Long ABS-mortgage backed security US $154K – 0.07
FR 04/53 FIXED 5 (FED HM LN PC POOL RA8790) Long ABS-mortgage backed security US $184K – 0.09
FR 04/53 FIXED 5 (FED HM LN PC POOL RA8694) Long ABS-mortgage backed security US $181K – 0.09
FR 04/53 FIXED 5.5 (FED HM LN PC POOL QG1295) Long ABS-mortgage backed security US $94K – 0.05
FR 04/53 FIXED 5.5 (FED HM LN PC POOL SD2688) Long ABS-mortgage backed security US $91K – 0.04
FR 04/53 FIXED 5.5 (FED HM LN PC POOL SD2511) Long ABS-mortgage backed security US $88K – 0.04
FR 04/53 FIXED 6.5 (FED HM LN PC POOL RA8904) Long ABS-mortgage backed security US $172K – 0.08
FR 04/54 FIXED 6 (FED HM LN PC POOL RJ1350) Long ABS-mortgage backed security US $101K – 0.05
FR 04/54 FIXED 6.5 (FED HM LN PC POOL RJ1358) Long ABS-mortgage backed security US $102K – 0.05
FR 05/41 FIXED 1.5 (FED HM LN PC POOL RB5110) Long ABS-mortgage backed security US $381K – 0.18
FR 05/42 FIXED 3 (FED HM LN PC POOL QK1512) Long ABS-mortgage backed security US $137K – 0.07
FR 05/53 FIXED 5 (FED HM LN PC POOL SD3722) Long ABS-mortgage backed security US $86K – 0.04
FR 05/53 FIXED 5.5 (FED HM LN PC POOL SD2762) Long ABS-mortgage backed security US $93K – 0.04
FR 05/53 FIXED 5.5 (FED HM LN PC POOL SD2756) Long ABS-mortgage backed security US $90K – 0.04
FR 05/53 FIXED 5.5 (FED HM LN PC POOL SD2892) Long ABS-mortgage backed security US $90K – 0.04
FR 05/53 FIXED 6.5 (FED HM LN PC POOL RA9081) Long ABS-mortgage backed security US $93K – 0.04
FR 06/50 FIXED 3 (FED HM LN PC POOL RA2797) Long ABS-mortgage backed security US $46K – 0.02
FR 06/51 FIXED 3 (FED HM LN PC POOL QC3242) Long ABS-mortgage backed security US $360K – 0.17
FR 07/41 FIXED 1.5 (FED HM LN PC POOL RB5117) Long ABS-mortgage backed security US $323K – 0.16
FR 07/49 FIXED 4 (FED HM LN PC POOL SD1218) Long ABS-mortgage backed security US $282K – 0.14
FR 07/49 FIXED 4 (FED HM LN PC POOL SD2866) Long ABS-mortgage backed security US $84K – 0.04
FR 07/50 FIXED 2 (FED HM LN PC POOL SD8079) Long ABS-mortgage backed security US $134K – 0.06
FR 07/50 FIXED 2.5 (FED HM LN PC POOL SD7521) Long ABS-mortgage backed security US $156K – 0.08
FR 07/50 FIXED 4 (FED HM LN PC POOL SD5352) Long ABS-mortgage backed security US $458K – 0.22
FR 07/52 FIXED 4.5 (FED HM LN PC POOL SD1807) Long ABS-mortgage backed security US $86K – 0.04
FR 07/52 FIXED 5 (FED HM LN PC POOL SD1305) Long ABS-mortgage backed security US $412K – 0.20
FR 07/53 FIXED 5.5 (FED HM LN PC POOL RA9437) Long ABS-mortgage backed security US $94K – 0.05
FR 07/53 FIXED 5.5 (FED HM LN PC POOL QG7311) Long ABS-mortgage backed security US $94K – 0.05
FR 07/53 FIXED 6 (FED HM LN PC POOL SD3432) Long ABS-mortgage backed security US $91K – 0.04
FR 08/53 FIXED 5.5 (FED HM LN PC POOL SD3475) Long ABS-mortgage backed security US $92K – 0.04
FR 09/50 FIXED 2 (FED HM LN PC POOL QB3535) Long ABS-mortgage backed security US $392K – 0.19
FR 09/50 FIXED 4.5 (FED HM LN PC POOL SD1143) Long ABS-mortgage backed security US $1M – 0.50
FR 09/51 FIXED 2 (FED HM LN PC POOL SD0715) Long ABS-mortgage backed security US $1M – 0.65
FR 09/51 FIXED 2.5 (FED HM LN PC POOL QC7086) Long ABS-mortgage backed security US $193K – 0.09
FR 09/51 FIXED 2.5 (FED HM LN PC POOL SD2991) Long ABS-mortgage backed security US $75K – 0.04
FR 09/53 FIXED 6 (FED HM LN PC POOL SD3737) Long ABS-mortgage backed security US $98K – 0.05
FR 09/53 FIXED 6 (FED HM LN PC POOL SD3642) Long ABS-mortgage backed security US $95K – 0.05
FR 10/41 FIXED 2 (FED HM LN PC POOL RB5131) Long ABS-mortgage backed security US $467K – 0.23
FR 10/50 FIXED 2.5 (FED HM LN PC POOL SD7525) Long ABS-mortgage backed security US $491K – 0.24
FR 10/51 FIXED 3 (FED HM LN PC POOL SD8174) Long ABS-mortgage backed security US $1M – 0.53
FR 11/40 FIXED 1.5 (FED HM LN PC POOL RB5084) Long ABS-mortgage backed security US $343K – 0.17
FR 11/50 FIXED 2 (FED HM LN PC POOL QB4985) Long ABS-mortgage backed security US $57K – 0.03
FR 11/50 FIXED 2.5 (FED HM LN PC POOL RA3913) Long ABS-mortgage backed security US $181K – 0.09
FR 11/51 FIXED 2.5 (FED HM LN PC POOL SD0777) Long ABS-mortgage backed security US $68K – 0.03
FR 11/51 FIXED 3 (FED HM LN PC POOL SD0781) Long ABS-mortgage backed security US $65K – 0.03
FR 11/52 FIXED 4.5 (FED HM LN PC POOL SD1775) Long ABS-mortgage backed security US $171K – 0.08
FR 11/52 FIXED 4.5 (FED HM LN PC POOL SD2394) Long ABS-mortgage backed security US $85K – 0.04
FR 12/41 FIXED 2 (FED HM LN PC POOL RB5138) Long ABS-mortgage backed security US $339K – 0.16
FR 12/41 FIXED 2 (FED HM LN PC POOL RB0714) Long ABS-mortgage backed security US $69K – 0.03
FR 12/50 FIXED 2.5 (FED HM LN PC POOL RA4142) Long ABS-mortgage backed security US $227K – 0.11
FR 12/52 FIXED 4.5 (FED HM LN PC POOL SD2355) Long ABS-mortgage backed security US $85K – 0.04
FR 12/52 FIXED 5.5 (FED HM LN PC POOL SD2245) Long ABS-mortgage backed security US $90K – 0.04
FR 12/52 FIXED 6 (FED HM LN PC POOL SD2284) Long ABS-mortgage backed security US $88K – 0.04
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $168K – 0.08
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $93K – 0.04
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $86K – 0.04
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $18K – 0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $15K – 0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $14K – 0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $14K – 0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $12K – 0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $9K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $8K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $7K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $6K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $6K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $5K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $5K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $5K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $4K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $4K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $3K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $3K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $3K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $3K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $2K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $1K – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $944.59 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $902.49 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $856.55 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $742.98 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $688.86 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $676.91 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $628.29 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $620.49 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $542.6 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $443.43 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $396.9 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $389.1 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $381.53 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $371.49 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $370.64 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $347.14 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $326.09 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $319.81 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $240.18 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $194.65 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $192.11 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $162.48 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $116.6 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $93.31 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $65.76 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $57.2 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $37.67 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $8.73 – 0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-5.74 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-21.98 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-63.43 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-81.81 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-139.96 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-204.89 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-381.53 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-560.36 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-770.99 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-983.81 – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-1K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-2K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-2K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-2K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-2K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-3K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-4K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-4K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-5K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-6K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-7K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-8K – -0.00
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-11K – -0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-12K – -0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-13K – -0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-15K – -0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-15K – -0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-17K – -0.01
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-51K – -0.02
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-89K – -0.04
FX Forward (Currency Forward Contract) Derivative-foreign exchange US $-191K – -0.09
G2 01/49 FIXED 4.5 (GNMA II POOL MA5711) Long ABS-mortgage backed security US $501K – 0.24
G2 01/49 FIXED 5 (GNMA II POOL MA5712) Long ABS-mortgage backed security US $33K – 0.02
G2 01/50 FIXED 5 (GNMA II POOL MA6413) Long ABS-mortgage backed security US $34K – 0.02
G2 01/51 FIXED 2 (GNMA II POOL MA7135) Long ABS-mortgage backed security US $109K – 0.05
G2 01/53 FIXED 5 (GNMA II POOL MA8569) Long ABS-mortgage backed security US $358K – 0.17
G2 01/53 FIXED 5 (GNMA II POOL 786474) Long ABS-mortgage backed security US $88K – 0.04
G2 01/54 FIXED 6 (GNMA II POOL 787228) Long ABS-mortgage backed security US $787K – 0.38
G2 01/54 FIXED 6.5 (GNMA II POOL 787236) Long ABS-mortgage backed security US $204K – 0.10
G2 02/49 FIXED 4 (GNMA II POOL MA5763) Long ABS-mortgage backed security US $132K – 0.06
G2 02/49 FIXED 4.5 (GNMA II POOL MA5764) Long ABS-mortgage backed security US $82K – 0.04
G2 02/51 FIXED 2 (GNMA II POOL MA7184) Long ABS-mortgage backed security US $233K – 0.11
G2 02/52 FIXED 3.5 (GNMA II POOL MA7883) Long ABS-mortgage backed security US $529K – 0.26
G2 02/53 FIXED 5 (GNMA II POOL MA8647) Long ABS-mortgage backed security US $90K – 0.04
G2 02/53 FIXED 5.5 (GNMA II POOL 786535) Long ABS-mortgage backed security US $186K – 0.09
G2 03/48 FIXED 4 (GNMA II POOL MA5078) Long ABS-mortgage backed security US $152K – 0.07
G2 03/49 FIXED 4 (GNMA II POOL MA5817) Long ABS-mortgage backed security US $55K – 0.03
G2 03/49 FIXED 4.5 (GNMA II POOL MA5818) Long ABS-mortgage backed security US $135K – 0.06
G2 03/52 FIXED 3 (GNMA II POOL 786843) Long ABS-mortgage backed security US $159K – 0.08
G2 03/52 FIXED 3 (GNMA II POOL 786583) Long ABS-mortgage backed security US $156K – 0.08
G2 03/52 FIXED 3 (GNMA II POOL 786150) Long ABS-mortgage backed security US $74K – 0.04
G2 03/53 FIXED 5 (GNMA II POOL MA8725) Long ABS-mortgage backed security US $91K – 0.04
G2 03/53 FIXED 5.5 (GNMA II POOL MA8726) Long ABS-mortgage backed security US $180K – 0.09
G2 04/49 FIXED 4 (GNMA II POOL MA5876) Long ABS-mortgage backed security US $44K – 0.02
G2 04/49 FIXED 5 (GNMA II POOL MA5878) Long ABS-mortgage backed security US $17K – 0.01
G2 04/51 FIXED 2 (GNMA II POOL MA7303) Long ABS-mortgage backed security US $239K – 0.12
G2 04/53 FIXED 5.5 (GNMA II POOL MA8801) Long ABS-mortgage backed security US $455K – 0.22
G2 05/48 FIXED 4.5 (GNMA II POOL MA5193) Long ABS-mortgage backed security US $25K – 0.01
G2 05/48 FIXED 5 (GNMA II POOL MA5194) Long ABS-mortgage backed security US $17K – 0.01
G2 05/51 FIXED 3 (GNMA II POOL MA7368) Long ABS-mortgage backed security US $162K – 0.08
G2 05/52 FIXED 4 (GNMA II POOL MA8045) Long ABS-mortgage backed security US $162K – 0.08
G2 06/48 FIXED 4.5 (GNMA II POOL MA5265) Long ABS-mortgage backed security US $170K – 0.08
G2 06/50 FIXED 3.5 (GNMA II POOL MA6711) Long ABS-mortgage backed security US $234K – 0.11
G2 06/51 FIXED 2.5 (GNMA II POOL 785565) Long ABS-mortgage backed security US $65K – 0.03
G2 06/52 FIXED 3.5 (GNMA II POOL 786216) Long ABS-mortgage backed security US $155K – 0.07
G2 06/52 FIXED 4 (GNMA II POOL 786429) Long ABS-mortgage backed security US $83K – 0.04
G2 06/52 FIXED 4 (GNMA II POOL CK9592) Long ABS-mortgage backed security US $79K – 0.04
G2 08/48 FIXED 4.5 (GNMA II POOL MA5399) Long ABS-mortgage backed security US $63K – 0.03
G2 08/51 FIXED 2.5 (GNMA II POOL 785568) Long ABS-mortgage backed security US $65K – 0.03
G2 08/52 FIXED 4.5 (GNMA II POOL 786366) Long ABS-mortgage backed security US $172K – 0.08
G2 08/53 FIXED 5.5 (GNMA II POOL 786835) Long ABS-mortgage backed security US $96K – 0.05
G2 09/51 FIXED 3 (GNMA II POOL MA7590) Long ABS-mortgage backed security US $1M – 0.58
G2 09/52 FIXED 4.5 (GNMA II POOL 786335) Long ABS-mortgage backed security US $168K – 0.08
G2 09/52 FIXED 5 (GNMA II POOL 786340) Long ABS-mortgage backed security US $88K – 0.04
G2 10/50 FIXED 2 (GNMA II POOL MA6930) Long ABS-mortgage backed security US $410K – 0.20
G2 10/51 FIXED 2.5 (GNMA II POOL 785662) Long ABS-mortgage backed security US $2M – 0.86
G2 10/51 FIXED 2.5 (GNMA II POOL 785657) Long ABS-mortgage backed security US $134K – 0.06
G2 10/51 FIXED 2.5 (GNMA II POOL 785667) Long ABS-mortgage backed security US $66K – 0.03
G2 10/51 FIXED 2.5 (GNMA II POOL 785663) Long ABS-mortgage backed security US $65K – 0.03
G2 10/51 FIXED 3 (GNMA II POOL MA7650) Long ABS-mortgage backed security US $198K – 0.10
G2 10/52 FIXED 5 (GNMA II POOL MA8348) Long ABS-mortgage backed security US $87K – 0.04
G2 11/48 FIXED 3.5 (GNMA II POOL MA5594) Long ABS-mortgage backed security US $137K – 0.07
G2 11/48 FIXED 5 (GNMA II POOL MA5597) Long ABS-mortgage backed security US $34K – 0.02
G2 11/49 FIXED 5 (GNMA II POOL MA6287) Long ABS-mortgage backed security US $15K – 0.01
G2 11/50 FIXED 3.5 (GNMA II POOL MA6997) Long ABS-mortgage backed security US $285K – 0.14
G2 11/51 FIXED 2.5 (GNMA II POOL 785764) Long ABS-mortgage backed security US $501K – 0.24
G2 11/51 FIXED 2.5 (GNMA II POOL 785762) Long ABS-mortgage backed security US $69K – 0.03
G2 11/52 FIXED 5 (GNMA II POOL MA8428) Long ABS-mortgage backed security US $176K – 0.09
G2 11/52 FIXED 5.5 (GNMA II POOL MA8429) Long ABS-mortgage backed security US $262K – 0.13
G2 12/48 FIXED 4.5 (GNMA II POOL MA5652) Long ABS-mortgage backed security US $30K – 0.01
G2 12/48 FIXED 5 (GNMA II POOL MA5653) Long ABS-mortgage backed security US $42K – 0.02
G2 12/50 FIXED 2.5 (GNMA II POOL BS8546) Long ABS-mortgage backed security US $57K – 0.03
G2 12/51 FIXED 2.5 (GNMA II POOL 785821) Long ABS-mortgage backed security US $69K – 0.03
G2 12/51 FIXED 2.5 (GNMA II POOL 785789) Long ABS-mortgage backed security US $67K – 0.03
G2 12/52 FIXED 5 (GNMA II POOL MA8490) Long ABS-mortgage backed security US $530K – 0.26
GNR 2020 103 AD (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $214K – 0.10
GNR 2020 175 GI (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $16K – 0.01
GNR 2020 91 IU (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $247K – 0.12
GNR 2020 H20 FA (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $167K – 0.08
GNR 2021 103 SA (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $18K – 0.01
GNR 2021 115 MI (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $57K – 0.03
GNR 2021 117 ID (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $121K – 0.06
GNR 2021 137 IQ (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $199K – 0.10
GNR 2021 176 IN (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $70K – 0.03
GNR 2021 57 BI (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $100K – 0.05
GNR 2021 96 VI (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $56K – 0.03
GNR 2021 98 IG (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $150K – 0.07
GNR 2022 113 Z (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $627K – 0.30
GNR 2022 189 PT (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $74K – 0.04
GNR 2022 210 IO (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $93K – 0.04
GNR 2022 216 IO (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $89K – 0.04
GNR 2022 220 E (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $74K – 0.04
GNR 2022 3 B (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $254K – 0.12
GNR 2022 99 JW (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $80K – 0.04
GNR 2023 130 IO (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $256K – 0.12
GNR 2023 92 AH (GOVERNMENT NATIONAL MORTGAGE A) Long ABS-other US $75K – 0.04
GSMS 2015 GS1 XA (GS MORTGAGE SECURITIES TRUST) Long ABS-other US $57K – 0.03
GSMS 2018 RIVR C 144A (GS MORTGAGE SECURITIES TRUST) Long ABS-other US $13K – 0.01
GSMS 2024 70P E 144A (GS MORTGAGE SECURITIES TRUST) Long ABS-other US $251K – 0.12
HERO 2016 4A A2 144A (HERO FUNDING TRUST) Long ABS-other US $77K – 0.04
HLM 15A 19 A1R 144A (HPS LOAN MANAGEMENT) Long ABS-collateralized bond/debt obligation JE $250K – 0.12
HPLY 2019 HIT F 144A (HOSPITALITY MORTGAGE TRUST) Long ABS-other US $372K – 0.18
HVMLT 2006 11 A1A (HARBORVIEW MORTGAGE LOAN TRUST) Long ABS-other US $311K – 0.15
IFLL 20240926 (LONG GILT FUTURE SEP24) Derivative-interest rate GB $0 – –
IMPRL 2021 NQM2 M1 144A (IMPERIAL FUND LLC) Long ABS-other US $645K – 0.31
JPEIFNTR (0WP302870 TRS USD R E) Derivative-credit US $-15K – -0.01
JPMBB 2014 C23 D 144A (JPMBB COMMERCIAL MORTGAGE SECU) Long ABS-other US $345K – 0.17
JPMBB 2014 C25 XA (JPMBB COMMERCIAL MORTGAGE SECU) Long ABS-other US $3K – 0.00
JPMBB 2015 C28 XA (JPMBB COMMERCIAL MORTGAGE SECU) Long ABS-other US $17K – 0.01
JPMBB 2015 C29 XA (JPMBB COMMERCIAL MORTGAGE SECU) Long ABS-other US $17K – 0.01
JPMBB 2015 C30 XA (JPMBB COMMERCIAL MORTGAGE SECU) Long ABS-other US $23K – 0.01
JPMCC 2015 JP1 XA (JP MORGAN CHASE COMMERCIAL MOR) Long ABS-other US $41K – 0.02
JPMCC 2016 JP2 B (JP MORGAN CHASE COMMERCIAL MOR) Long ABS-other US $151K – 0.07
JR SUBORDINA 09/49 VAR (BANK OF AMERICA CORP) Long Debt US $169K – 0.08
JR SUBORDINA 12/49 VAR (CITIGROUP INC) Long Debt US $159K – 0.08
JR SUBORDINA 144A 12/99 VAR (UBS GROUP AG) Long Debt CH $215K – 0.10
JR SUBORDINA 144A 12/99 VAR (BNP PARIBAS) Long Debt FR $205K – 0.10
JUL24 17.3586 CALL (USMXC0176 USD CALL MXN PUT) Derivative-foreign exchange US $-29K – -0.01
JUMBOS (GNMA II TBA 30 YR 2) Long ABS-mortgage backed security US $2M – 0.90
JUMBOS (GNMA II TBA 30 YR 4) Long ABS-mortgage backed security US $647K – 0.31
JUMBOS (GNMA II TBA 30 YR 3.5) Long ABS-mortgage backed security US $449K – 0.22
JUMBOS (GNMA II TBA 30 YR 6.5) Long ABS-mortgage backed security US $406K – 0.20
JUMBOS (GNMA II TBA 30 YR 6) Long ABS-mortgage backed security US $301K – 0.15
JUMBOS (GNMA II TBA 30 YR 5.5) Long ABS-mortgage backed security US $298K – 0.14
JUMBOS (GNMA II TBA 30 YR 3) Long ABS-mortgage backed security US $174K – 0.08
JUMBOS (GNMA II TBA 30 YR 5) Long ABS-mortgage backed security US $97K – 0.05
JUMBOS (GNMA II TBA 30 YR 4.5) Short ABS-mortgage backed security US $-190K – -0.09
MAACH 2019 1 A 144A (MACH I) Long ABS-other KY $245K – 0.12
MED 2021 MDLN D 144A (MED TRUST) Long ABS-other US $394K – 0.19
MSAIC 2017 1A A 144A (MOSAIC SOLAR LOANS LLC) Long ABS-other US $154K – 0.07
MSAIC 2020 2A B 144A (MOSAIC SOLAR LOANS LLC) Long ABS-other US $190K – 0.09
MSBAM 2016 C30 A4 (MORGAN STANLEY BAML TRUST) Long ABS-other US $102K – 0.05
MSC 2015 UBS8 XA (MORGAN STANLEY CAPITAL I TRUST) Long ABS-other US $43K – 0.02
MSM 2005 3AR 2A1 (MORGAN STANLEY MORTGAGE LOAN T) Long ABS-other US $173K – 0.08
MSRM 2024 INV2 A1 144A (MORGAN STANLEY RESIDENTIAL MOR) Long ABS-other US $423K – 0.20
MSRM 2024 INV3 A1 144A (MORGAN STANLEY RESIDENTIAL MOR) Long ABS-other US $402K – 0.19
MSWF 2023 1 A4 (MSWF COMMERCIAL MORTGAGE TRUST) Long ABS-other US $253K – 0.12
MSWF 2023 2 A5 (MSWF COMMERCIAL MORTGAGE TRUST) Long ABS-other US $261K – 0.13
MTN 2022 LPFL A 144A (MTN COMMERCIAL MORTGAGE TRUST) Long ABS-other US $533K – 0.26
NEUB 2015 20A ARR 144A (NEUBERGER BERMAN CLO LTD) Long ABS-collateralized bond/debt obligation KY $250K – 0.12
NJ 2023 GSP A 144A (NJ TRUST 2023 GSP) Long ABS-other US $206K – 0.10
NOTES 01/27 10 (NOTA DO TESOURO NACIONAL) Long Debt BR $503K – 0.24
NOTES 01/33 10 (NOTA DO TESOURO NACIONAL) Long Debt BR $515K – 0.25
NOV24 4.25 PUT (9WP033989 SWAPTION PAYER 4.25) Derivative-interest rate US $36K – 0.02
NOV24 4.45 PUT (9WP034029 SWAPTION PAYER 4.45) Derivative-interest rate US $-31K – -0.02
NRTH 2024 PARK A 144A (NRTH PARK MORTGAGE TRUST) Long ABS-other US $249K – 0.12
NRZT 2022 NQM4 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN) Long ABS-other US $424K – 0.20
OCT66 2022 1A A1R 144A (OCTAGON 66 LTD) Long ABS-collateralized bond/debt obligation KY $252K – 0.12
Prime Portfolio (State Street Navigator Securities Lending Trust) Long Short-term investment vehicle US $2M 2M 1.03
PRKCM 2023 AFC1 A1 144A (PRKCM TRUST) Long ABS-other US $344K – 0.17
RAD 2023 22A A1 144A (RAD CLO LTD) Long ABS-collateralized bond/debt obligation KY $405K – 0.20
RBSSP 2009 5 2A3 144A (RBSSP RESECURITIZATION TRUST) Long ABS-other US $257K – 0.12
RCKT 2024 INV1 A1 144A (WOODWARD CAPITAL MANAGEMENT) Long ABS-other US $402K – 0.19
RFMSI 2007 S4 A5 (RESIDENTIAL FUNDING MTG SEC I) Long ABS-other US $112K – 0.05
SARM 2008 1 A2 (STRUCTURED ADJUSTABLE RATE MOR) Long ABS-other US $394K – 0.19
SECURED 144A 06/25 1.25 (PRINCIPAL LFE GLB FND II) Long Debt US $106K – 0.05
SGCMS 2016 C5 XA (SG COMMERCIAL MORTGAGE SECURIT) Long ABS-other US $75K – 0.04
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5.5) Long ABS-mortgage backed security US $2M – 0.76
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3) Long ABS-mortgage backed security US $1M – 0.70
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6) Long ABS-mortgage backed security US $1M – 0.63
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2) Long ABS-mortgage backed security US $1M – 0.49
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6.5) Long ABS-mortgage backed security US $509K – 0.25
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2.5) Long ABS-mortgage backed security US $245K – 0.12
SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 4.5) Short ABS-mortgage backed security US $-660K – -0.32
SLG 2021 OVA E 144A (SLG OFFICE TRUST) Long ABS-other US $198K – 0.10
SMB 2024 A A1A 144A (SMB PRIVATE EDUCATION LOAN TRU) Long ABS-other US $281K – 0.14
SMB 2024 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRU) Long ABS-other US $345K – 0.17
SNVA 2020 AA A 144A (HELIOS ISSUER, LLC) Long ABS-other US $308K – 0.15
SNVA 2021 C C 144A (HELIOS ISSUER, LLC) Long ABS-other US $286K – 0.14
SOFI 2017 D BFX 144A (SOCIAL PROFESSIONAL LOAN PROGR) Long ABS-other US $320K – 0.15
SOFI 2018 B BFX 144A (SOCIAL PROFESSIONAL LOAN PROGR) Long ABS-other US $455K – 0.22
SR SECURED 03/28 4.2 (CHARTER COMM OPT LLC/CAP) Long Debt US $425K – 0.21
SR SECURED 03/42 3.5 (CHARTER COMM OPT LLC/CAP) Long Debt US $160K – 0.08
SR SECURED 04/33 4.4 (CHARTER COMM OPT LLC/CAP) Long Debt US $256K – 0.12
SR SECURED 04/63 5.5 (CHARTER COMM OPT LLC/CAP) Long Debt US $116K – 0.06
SR SECURED 06/34 6.55 (CHARTER COMM OPT LLC/CAP) Long Debt US $50K – 0.02
SR SECURED 07/25 4.908 (CHARTER COMM OPT LLC/CAP) Long Debt US $55K – 0.03
SR SECURED 07/49 5.125 (CHARTER COMM OPT LLC/CAP) Long Debt US $107K – 0.05
SR SECURED 144A 01/29 8.125 (NCL CORPORATION LTD) Long Debt BM $84K – 0.04
SR SECURED 144A 01/35 3.302 (CAMERON LNG LLC) Long Debt US $124K – 0.06
SR SECURED 144A 02/27 6.125 (BAUSCH HEALTH COS INC) Long Debt CA $42K – 0.02
SR SECURED 144A 02/30 7 (CAESARS ENTERTAIN INC) Long Debt US $31K – 0.01
SR SECURED 144A 03/29 6.375 (TRANSDIGM INC) Long Debt US $40K – 0.02
SR SECURED 144A 03/32 6.625 (TRANSDIGM INC) Long Debt US $51K – 0.02
SR SECURED 144A 04/29 4.625 (UNITED AIRLINES INC) Long Debt US $61K – 0.03
SR SECURED 144A 04/29 6.25 (MEDLINE BORROWER/MEDL CO) Long Debt US $81K – 0.04
SR SECURED 144A 04/31 7.125 (JANE STREET GRP/JSG FIN) Long Debt US $72K – 0.03
SR SECURED 144A 05/29 8.5 (AMERICAN AIRLINES INC) Long Debt US $94K – 0.05
SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HLDINGS LLC) Long Debt US $96K – 0.05
SR SECURED 144A 08/24 VAR (ATHENE GLOBAL FUNDING) Long Debt US $465K – 0.22
SR SECURED 144A 10/28 4.75 (DELTA AIR LINES/SKYMILES) Long Debt NA $390K – 0.19
SR SECURED 144A 12/28 5.75 (DISH DBS CORP) Long Debt US $49K – 0.02
SR SECURED 144A 12/31 7.125 (TRANSDIGM INC) Long Debt US $82K – 0.04
SR UNSECURED 01/25 2.375 (ELEVANCE HEALTH INC) Long Debt US $98K – 0.05
SR UNSECURED 01/25 2.93 (NORTHROP GRUMMAN CORP) Long Debt US $158K – 0.08
SR UNSECURED 01/25 7.95 (UBS AG STAMFORD CT) Long Debt CH $293K – 0.14
SR UNSECURED 01/26 1.25 (UNITEDHEALTH GROUP INC) Long Debt US $104K – 0.05
SR UNSECURED 01/26 4.75 (ENERGY TRANSFER LP) Long Debt US $237K – 0.11
SR UNSECURED 01/26 VAR (CITIGROUP INC) Long Debt US $93K – 0.04
SR UNSECURED 01/28 3.25 (NORTHROP GRUMMAN CORP) Long Debt US $141K – 0.07
SR UNSECURED 01/28 3.5 (REPUBLIC OF INDONESIA) Long Debt ID $302K – 0.15
SR UNSECURED 01/28 3.75 (UNITED MEXICAN STATES) Long Debt MX $194K – 0.09
SR UNSECURED 01/28 VAR (SANTANDER HOLDINGS USA) Long Debt US $124K – 0.06
SR UNSECURED 01/28 VAR (US BANCORP) Long Debt US $18K – 0.01
SR UNSECURED 01/31 5.3 (MICRON TECHNOLOGY INC) Long Debt US $90K – 0.04
SR UNSECURED 01/31 6.125 (OCCIDENTAL PETROLEUM COR) Long Debt US $87K – 0.04
SR UNSECURED 01/33 VAR (MORGAN STANLEY) Long Debt US $98K – 0.05
SR UNSECURED 01/33 VAR (JPMORGAN CHASE + CO) Long Debt US $21K – 0.01
SR UNSECURED 01/39 5.476 (FOX CORP) Long Debt US $86K – 0.04
SR UNSECURED 02/25 3.1 (WESTERN MIDSTREAM OPERAT) Long Debt US $236K – 0.11
SR UNSECURED 02/26 2.196 (BOEING CO) Long Debt US $75K – 0.04
SR UNSECURED 02/26 VAR (JPMORGAN CHASE + CO) Long Debt US $157K – 0.08
SR UNSECURED 02/27 2.15 (UNION PACIFIC CORP) Long Debt US $47K – 0.02
SR UNSECURED 02/28 7.5 (UBS AG STAMFORD CT) Long Debt CH $374K – 0.18
SR UNSECURED 02/28 VAR (CITIGROUP INC) Long Debt US $797K – 0.39
SR UNSECURED 02/29 3.875 (VERIZON COMMUNICATIONS) Long Debt US $523K – 0.25
SR UNSECURED 02/29 4.875 (PHILIP MORRIS INTL INC) Long Debt US $59K – 0.03
SR UNSECURED 02/30 2.95 (BOEING CO) Long Debt US $231K – 0.11
SR UNSECURED 02/30 4.05 (WESTERN MIDSTREAM OPERAT) Long Debt US $837K – 0.40
SR UNSECURED 02/31 5.1 (BRISTOL MYERS SQUIBB CO) Long Debt US $70K – 0.03
SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTL INC) Long Debt US $20K – 0.01
SR UNSECURED 02/32 3.25 (FORD MOTOR COMPANY) Long Debt US $1M – 0.61
SR UNSECURED 02/33 5.875 (MICRON TECHNOLOGY INC) Long Debt US $61K – 0.03
SR UNSECURED 02/33 VAR (BANK OF AMERICA CORP) Long Debt US $567K – 0.27
SR UNSECURED 02/34 4.7 (ELI LILLY + CO) Long Debt US $176K – 0.09
SR UNSECURED 02/34 5.15 (ROYAL BANK OF CANADA) Long Debt CA $99K – 0.05
SR UNSECURED 02/34 5.2 (BRISTOL MYERS SQUIBB CO) Long Debt US $210K – 0.10
SR UNSECURED 02/34 5.25 (PHILIP MORRIS INTL INC) Long Debt US $49K – 0.02
SR UNSECURED 02/42 4.125 (REPUBLIC OF COLOMBIA) Long Debt CO $286K – 0.14
SR UNSECURED 02/47 5.625 (FED REPUBLIC OF BRAZIL) Long Debt BR $249K – 0.12
SR UNSECURED 02/50 5.25 (WESTERN MIDSTREAM OPERAT) Long Debt US $1M – 0.68
SR UNSECURED 02/54 5 (ELI LILLY + CO) Long Debt US $19K – 0.01
SR UNSECURED 02/54 5.55 (BRISTOL MYERS SQUIBB CO) Long Debt US $30K – 0.01
SR UNSECURED 02/64 5.1 (ELI LILLY + CO) Long Debt US $134K – 0.06
SR UNSECURED 02/64 5.2 (LOCKHEED MARTIN CORP) Long Debt US $38K – 0.02
SR UNSECURED 02/64 5.65 (BRISTOL MYERS SQUIBB CO) Long Debt US $20K – 0.01
SR UNSECURED 02/70 3.75 (UNION PACIFIC CORP) Long Debt US $105K – 0.05
SR UNSECURED 03/26 1.65 (ORACLE CORP) Long Debt US $216K – 0.10
SR UNSECURED 03/27 2.8 (BOEING CO) Long Debt US $267K – 0.13
SR UNSECURED 03/28 4.3 (CVS HEALTH CORP) Long Debt US $560K – 0.27
SR UNSECURED 03/29 4.375 (COTERRA ENERGY INC) Long Debt US $210K – 0.10
SR UNSECURED 03/29 4.8 (ABBVIE INC) Long Debt US $129K – 0.06
SR UNSECURED 03/29 VAR (BANK OF AMERICA CORP) Long Debt US $545K – 0.26
SR UNSECURED 03/30 2.85 (NIKE INC) Long Debt US $54K – 0.03
SR UNSECURED 03/30 2.92 (HALLIBURTON CO) Long Debt US $94K – 0.05
SR UNSECURED 03/30 3.482 (EXXON MOBIL CORPORATION) Long Debt US $177K – 0.09
SR UNSECURED 03/30 VAR (CITIGROUP INC) Long Debt US $717K – 0.35
SR UNSECURED 03/31 2.5 (CENTENE CORP) Long Debt US $234K – 0.11
SR UNSECURED 03/31 4.95 (ABBVIE INC) Long Debt US $60K – 0.03
SR UNSECURED 03/31 6 (RTX CORP) Long Debt US $115K – 0.06
SR UNSECURED 03/33 VAR (CITIGROUP INC) Long Debt US $517K – 0.25
SR UNSECURED 03/33 VAR (WELLS FARGO + COMPANY) Long Debt US $312K – 0.15
SR UNSECURED 03/34 5 (WASTE CONNECTIONS INC) Long Debt CA $108K – 0.05
SR UNSECURED 03/34 5.05 (ABBVIE INC) Long Debt US $80K – 0.04
SR UNSECURED 03/34 5.15 (WILLIAMS COMPANIES INC) Long Debt US $166K – 0.08
SR UNSECURED 03/35 5 (HONEYWELL INTERNATIONAL) Long Debt US $178K – 0.09
SR UNSECURED 03/37 3.625 (JOHNSON + JOHNSON) Long Debt US $140K – 0.07
SR UNSECURED 03/37 6.55 (REPUBLIC OF PERU) Long Debt PE $277K – 0.13
SR UNSECURED 03/40 4.227 (EXXON MOBIL CORPORATION) Long Debt US $75K – 0.04
SR UNSECURED 03/42 4.5 (PHILIP MORRIS INTL INC) Long Debt US $68K – 0.03
SR UNSECURED 03/46 6.6 (OCCIDENTAL PETROLEUM COR) Long Debt US $323K – 0.16
SR UNSECURED 03/48 5.05 (CVS HEALTH CORP) Long Debt US $190K – 0.09
SR UNSECURED 03/50 3.85 (MASTERCARD INC) Long Debt US $39K – 0.02
SR UNSECURED 03/50 4.327 (EXXON MOBIL CORPORATION) Long Debt US $17K – 0.01
SR UNSECURED 03/51 VAR (BANK OF AMERICA CORP) Long Debt US $176K – 0.08
SR UNSECURED 03/52 2.921 (MICROSOFT CORP) Long Debt US $20K – 0.01
SR UNSECURED 03/52 3.03 (RTX CORP) Long Debt US $115K – 0.06
SR UNSECURED 03/52 3.875 (VERIZON COMMUNICATIONS) Long Debt US $330K – 0.16
SR UNSECURED 03/52 3.95 (NASDAQ INC) Long Debt US $34K – 0.02
SR UNSECURED 03/52 4.1 (EXELON CORP) Long Debt US $50K – 0.02
SR UNSECURED 03/60 3.839 (UNION PACIFIC CORP) Long Debt US $88K – 0.04
SR UNSECURED 04/26 VAR (WELLS FARGO + COMPANY) Long Debt US $194K – 0.09
SR UNSECURED 04/28 VAR (MORGAN STANLEY) Long Debt US $199K – 0.10
SR UNSECURED 04/30 1.6 (COSTCO WHOLESALE CORP) Long Debt US $17K – 0.01
SR UNSECURED 04/30 2.7 (HOME DEPOT INC) Long Debt US $62K – 0.03
SR UNSECURED 04/30 3.35 (CON EDISON CO OF NY INC) Long Debt US $64K – 0.03
SR UNSECURED 04/30 4.375 (EOG RESOURCES INC) Long Debt US $59K – 0.03
SR UNSECURED 04/30 4.5 (LOWE S COS INC) Long Debt US $49K – 0.02
SR UNSECURED 04/31 VAR (JPMORGAN CHASE + CO) Long Debt US $277K – 0.13
SR UNSECURED 04/32 3.25 (REPUBLIC OF COLOMBIA) Long Debt CO $176K – 0.08
SR UNSECURED 04/32 3.6 (AMAZON.COM INC) Long Debt US $276K – 0.13
SR UNSECURED 04/32 VAR (JPMORGAN CHASE + CO) Long Debt US $228K – 0.11
SR UNSECURED 04/35 3.9 (EOG RESOURCES INC) Long Debt US $179K – 0.09
SR UNSECURED 04/36 2.891 (UNION PACIFIC CORP) Long Debt US $217K – 0.11
SR UNSECURED 04/40 3.3 (HOME DEPOT INC) Long Debt US $93K – 0.05
SR UNSECURED 04/45 5.054 (L3HARRIS TECH INC) Long Debt US $74K – 0.04
SR UNSECURED 04/48 4.7 (MPLX LP) Long Debt US $329K – 0.16
SR UNSECURED 04/49 6.25 (ENERGY TRANSFER LP) Long Debt US $318K – 0.15
SR UNSECURED 04/50 3.35 (HOME DEPOT INC) Long Debt US $185K – 0.09
SR UNSECURED 04/50 3.95 (CON EDISON CO OF NY INC) Long Debt US $39K – 0.02
SR UNSECURED 04/50 4.25 (CVS HEALTH CORP) Long Debt US $53K – 0.03
SR UNSECURED 04/50 4.95 (EOG RESOURCES INC) Long Debt US $28K – 0.01
SR UNSECURED 04/51 VAR (JPMORGAN CHASE + CO) Long Debt US $68K – 0.03
SR UNSECURED 04/52 3.95 (AMAZON.COM INC) Long Debt US $105K – 0.05
SR UNSECURED 04/53 VAR (WELLS FARGO + COMPANY) Long Debt US $1M – 0.69
SR UNSECURED 04/60 3.7 (NVIDIA CORP) Long Debt US $129K – 0.06
SR UNSECURED 04/60 3.85 (ORACLE CORP) Long Debt US $172K – 0.08
SR UNSECURED 05/25 1.45 (US BANCORP) Long Debt US $203K – 0.10
SR UNSECURED 05/25 1.5 (MONDELEZ INTERNATIONAL) Long Debt US $213K – 0.10
SR UNSECURED 05/26 VAR (GOLDMAN SACHS GROUP INC) Long Debt US $559K – 0.27
SR UNSECURED 05/27 3.9 (COTERRA ENERGY INC) Long Debt US $221K – 0.11
SR UNSECURED 05/27 4.35 (CONSTELLATION BRANDS INC) Long Debt US $78K – 0.04
SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT CO LLC) Long Debt US $195K – 0.09
SR UNSECURED 05/29 4 (UNITEDHEALTH GROUP INC) Long Debt US $96K – 0.05
SR UNSECURED 05/29 4.05 (AMERICAN EXPRESS CO) Long Debt US $135K – 0.07
SR UNSECURED 05/29 VAR (GOLDMAN SACHS GROUP INC) Long Debt US $481K – 0.23
SR UNSECURED 05/30 1.7 (PFIZER INC) Long Debt US $236K – 0.11
SR UNSECURED 05/30 3.75 (ENERGY TRANSFER LP) Long Debt US $212K – 0.10
SR UNSECURED 05/30 4.65 (ORACLE CORP) Long Debt US $20K – 0.01
SR UNSECURED 05/31 2.3 (UNITEDHEALTH GROUP INC) Long Debt US $185K – 0.09
SR UNSECURED 05/31 2.659 (UNITED MEXICAN STATES) Long Debt MX $164K – 0.08
SR UNSECURED 05/32 4.2 (UNITEDHEALTH GROUP INC) Long Debt US $75K – 0.04
SR UNSECURED 05/34 5.55 (ENERGY TRANSFER LP) Long Debt US $99K – 0.05
SR UNSECURED 05/40 5.15 (NORTHROP GRUMMAN CORP) Long Debt US $267K – 0.13
SR UNSECURED 05/45 4.7 (ABBVIE INC) Long Debt US $23K – 0.01
SR UNSECURED 05/45 5.875 (ECOPETROL SA) Long Debt CO $552K – 0.27
SR UNSECURED 06/25 1.15 (ROYAL BANK OF CANADA) Long Debt CA $298K – 0.14
SR UNSECURED 06/25 1.15 (TORONTO DOMINION BANK) Long Debt CA $182K – 0.09
SR UNSECURED 06/26 VAR (HSBC HOLDINGS PLC) Long Debt GB $493K – 0.24
SR UNSECURED 06/26 VAR (PNC FINANCIAL SERVICES) Long Debt US $60K – 0.03
SR UNSECURED 06/27 1.375 (COSTCO WHOLESALE CORP) Long Debt US $18K – 0.01
SR UNSECURED 06/27 3.75 (WILLIAMS COMPANIES INC) Long Debt US $240K – 0.12
SR UNSECURED 06/27 VAR (WELLS FARGO + COMPANY) Long Debt US $235K – 0.11
SR UNSECURED 06/27 VAR (TRUIST FINANCIAL CORP) Long Debt US $121K – 0.06
SR UNSECURED 06/29 VAR (JPMORGAN CHASE + CO) Long Debt US $191K – 0.09
SR UNSECURED 06/29 VAR (PNC FINANCIAL SERVICES) Long Debt US $182K – 0.09
SR UNSECURED 06/29 VAR (US BANCORP) Long Debt US $142K – 0.07
SR UNSECURED 06/30 1.45 (MERCK + CO INC) Long Debt US $99K – 0.05
SR UNSECURED 06/31 2.75 (AT+T INC) Long Debt US $137K – 0.07
SR UNSECURED 06/32 3.9 (LOCKHEED MARTIN CORP) Long Debt US $47K – 0.02
SR UNSECURED 06/34 VAR (US BANCORP) Long Debt US $41K – 0.02
SR UNSECURED 06/42 4.5 (RTX CORP) Long Debt US $69K – 0.03
SR UNSECURED 06/45 5 (DEVON ENERGY CORPORATION) Long Debt US $332K – 0.16
SR UNSECURED 06/53 4.15 (LOCKHEED MARTIN CORP) Long Debt US $258K – 0.12
SR UNSECURED 07/25 1.412 (MITSUBISHI UFJ FIN GRP) Long Debt JP $225K – 0.11
SR UNSECURED 07/26 3.9 (ENERGY TRANSFER LP) Long Debt US $688K – 0.33
SR UNSECURED 07/27 3.5 (MCDONALD S CORP) Long Debt US $287K – 0.14
SR UNSECURED 07/28 VAR (BANK OF AMERICA CORP) Long Debt US $1M – 0.66
SR UNSECURED 07/30 2.25 (RTX CORP) Long Debt US $94K – 0.05
SR UNSECURED 07/30 2.75 (STATE OF ISRAEL) Long Debt IL $261K – 0.13
SR UNSECURED 07/30 3.3 (CROWN CASTLE INC) Long Debt US $31K – 0.02
SR UNSECURED 07/30 3.6 (MCDONALD S CORP) Long Debt US $83K – 0.04
SR UNSECURED 07/40 3.875 (REPUBLICA ORIENT URUGUAY) Long Debt UY $134K – 0.06
SR UNSECURED 07/41 5.6 (DEVON ENERGY CORPORATION) Long Debt US $130K – 0.06
SR UNSECURED 07/42 VAR (GOLDMAN SACHS GROUP INC) Long Debt US $169K – 0.08
SR UNSECURED 07/45 4.65 (CITIGROUP INC) Long Debt US $332K – 0.16
SR UNSECURED 08/25 5.125 (SANDS CHINA LTD) Long Debt KY $387K – 0.19
SR UNSECURED 08/26 1.875 (AIR LEASE CORP) Long Debt US $158K – 0.08
SR UNSECURED 08/26 5.875 (CHARLES SCHWAB CORP) Long Debt US $263K – 0.13
SR UNSECURED 08/27 3.15 (AMAZON.COM INC) Long Debt US $104K – 0.05
SR UNSECURED 08/28 1.6 (INTEL CORP) Long Debt US $105K – 0.05
SR UNSECURED 08/29 3.9 (LAS VEGAS SANDS CORP) Long Debt US $37K – 0.02
SR UNSECURED 08/29 6 (LAS VEGAS SANDS CORP) Long Debt US $60K – 0.03
SR UNSECURED 08/30 1.9 (PIONEER NATURAL RESOURCE) Long Debt US $142K – 0.07
SR UNSECURED 08/32 6.1 (FORD MOTOR COMPANY) Long Debt US $90K – 0.04
SR UNSECURED 08/34 VAR (CHARLES SCHWAB CORP) Long Debt US $52K – 0.03
SR UNSECURED 08/37 3.875 (AMAZON.COM INC) Long Debt US $44K – 0.02
SR UNSECURED 08/41 4.28 (UNITED MEXICAN STATES) Long Debt MX $348K – 0.17
SR UNSECURED 08/47 3.95 (DUKE ENERGY CORP) Long Debt US $49K – 0.02
SR UNSECURED 08/59 3.875 (UNITEDHEALTH GROUP INC) Long Debt US $178K – 0.09
SR UNSECURED 09/26 VAR (HSBC HOLDINGS PLC) Long Debt GB $313K – 0.15
SR UNSECURED 09/27 VAR (GOLDMAN SACHS GROUP INC) Long Debt US $165K – 0.08
SR UNSECURED 09/28 1.5 (WALMART INC) Long Debt US $53K – 0.03
SR UNSECURED 09/30 6.625 (OCCIDENTAL PETROLEUM COR) Long Debt US $63K – 0.03
SR UNSECURED 09/31 1.8 (WALMART INC) Long Debt US $16K – 0.01
SR UNSECURED 09/31 2.125 (CVS HEALTH CORP) Long Debt US $265K – 0.13
SR UNSECURED 09/31 3.75 (FED REPUBLIC OF BRAZIL) Long Debt BR $811K – 0.39
SR UNSECURED 09/36 6.45 (OCCIDENTAL PETROLEUM COR) Long Debt US $52K – 0.03
SR UNSECURED 09/53 3.5 (AT+T INC) Long Debt US $210K – 0.10
SR UNSECURED 09/55 3.55 (AT+T INC) Long Debt US $145K – 0.07
SR UNSECURED 10/26 3 (WELLS FARGO + COMPANY) Long Debt US $408K – 0.20
SR UNSECURED 10/28 2.4 (GENERAL MOTORS FINL CO) Long Debt US $243K – 0.12
SR UNSECURED 10/30 7.35 (INTER AMERICAN DEVEL BK) Long Debt NA $1M – 0.61
SR UNSECURED 10/30 VAR (WELLS FARGO + COMPANY) Long Debt US $208K – 0.10
SR UNSECURED 10/32 5.6 (GENERAL MOTORS CO) Long Debt US $125K – 0.06
SR UNSECURED 10/32 VAR (BANK OF AMERICA CORP) Long Debt US $157K – 0.08
SR UNSECURED 10/33 6.5 (FOX CORP) Long Debt US $105K – 0.05
SR UNSECURED 10/45 4.75 (GOLDMAN SACHS GROUP INC) Long Debt US $63K – 0.03
SR UNSECURED 10/51 3.5 (WILLIAMS COMPANIES INC) Long Debt US $86K – 0.04
SR UNSECURED 11/24 2.6 (ABBVIE INC) Long Debt US $870K – 0.42
SR UNSECURED 11/26 2.95 (ABBVIE INC) Long Debt US $248K – 0.12
SR UNSECURED 11/26 3.5 (GOLDMAN SACHS GROUP INC) Long Debt US $259K – 0.13
SR UNSECURED 11/28 4.125 (RTX CORP) Long Debt US $154K – 0.07
SR UNSECURED 11/28 VAR (LLOYDS BANKING GROUP PLC) Long Debt GB $188K – 0.09
SR UNSECURED 11/29 3.2 (ABBVIE INC) Long Debt US $551K – 0.27
SR UNSECURED 11/30 3.5 (WILLIAMS COMPANIES INC) Long Debt US $63K – 0.03
SR UNSECURED 11/30 9.625 (GOVERNMENT OF JAMAICA) Long Debt JM $148K – 0.07
SR UNSECURED 11/34 7.75 (MEX BONOS DESARR FIX RT) Long Debt MX $387K – 0.19
SR UNSECURED 11/36 4.75 (ABBOTT LABORATORIES) Long Debt US $10K – 0.00
SR UNSECURED 11/40 2.65 (VERIZON COMMUNICATIONS) Long Debt US $10K – 0.00
SR UNSECURED 11/42 3.85 (VERIZON COMMUNICATIONS) Long Debt US $341K – 0.16
SR UNSECURED 11/42 5.25 (SOUTHERN COPPER CORP) Long Debt US $233K – 0.11
SR UNSECURED 11/42 7.75 (MEX BONOS DESARR FIX RT) Long Debt MX $7M – 3.25
SR UNSECURED 11/45 5 (HALLIBURTON CO) Long Debt US $91K – 0.04
SR UNSECURED 11/47 4.35 (BRISTOL MYERS SQUIBB CO) Long Debt US $100K – 0.05
SR UNSECURED 12/25 5.85 (DEVON ENERGY CORPORATION) Long Debt US $120K – 0.06
SR UNSECURED 12/26 5.125 (MARATHON PETROLEUM CORP) Long Debt US $184K – 0.09
SR UNSECURED 12/27 3.65 (ELEVANCE HEALTH INC) Long Debt US $134K – 0.06
SR UNSECURED 12/29 VAR (JPMORGAN CHASE + CO) Long Debt US $621K – 0.30
SR UNSECURED 12/42 4.625 (HUMANA INC) Long Debt US $118K – 0.06
SR UNSECURED 12/45 4.3 (VISA INC) Long Debt US $139K – 0.07
SR UNSECURED 144A 01/31 4.75 (EQM MIDSTREAM PARTNERS L) Long Debt US $131K – 0.06
SR UNSECURED 144A 01/34 4.25 (CCO HLDGS LLC/CAP CORP) Long Debt US $49K – 0.02
SR UNSECURED 144A 01/34 6.3 (REPUBLIC OF KENYA) Long Debt KE $276K – 0.13
SR UNSECURED 144A 01/52 3.625 (RELIANCE INDUSTRIES LTD) Long Debt IN $231K – 0.11
SR UNSECURED 144A 02/30 7.143 (REPUBLIC OF NIGERIA) Long Debt NG $182K – 0.09
SR UNSECURED 144A 02/51 3.832 (PROSUS NV) Long Debt NL $137K – 0.07
SR UNSECURED 144A 03/28 4.253 (UBS GROUP AG) Long Debt CH $325K – 0.16
SR UNSECURED 144A 03/30 4.75 (CCO HLDGS LLC/CAP CORP) Long Debt US $91K – 0.04
SR UNSECURED 144A 03/32 6.25 (ROYAL CARIBBEAN CRUISES) Long Debt LR $61K – 0.03
SR UNSECURED 144A 03/49 4.487 (BROOKLYN UNION GAS CO) Long Debt US $335K – 0.16
SR UNSECURED 144A 04/25 1.5 (NATIONAL SECS CLEARING) Long Debt US $242K – 0.12
SR UNSECURED 144A 04/30 5.375 (KAZMUNAYGAS NATIONAL CO) Long Debt KZ $195K – 0.09
SR UNSECURED 144A 04/33 3.419 (BROADCOM INC) Long Debt US $255K – 0.12
SR UNSECURED 144A 05/32 VAR (UBS GROUP AG) Long Debt CH $546K – 0.26
SR UNSECURED 144A 05/34 6.75 (OFFICE CHERIFIEN DES PHO) Long Debt MA $205K – 0.10
SR UNSECURED 144A 06/26 VAR (UBS GROUP AG) Long Debt CH $464K – 0.22
SR UNSECURED 144A 06/31 3.75 (OFFICE CHERIFIEN DES PHO) Long Debt MA $224K – 0.11
SR UNSECURED 144A 06/33 4.5 (CCO HLDGS LLC/CAP CORP) Long Debt US $638K – 0.31
SR UNSECURED 144A 06/50 3 (EAST OHIO GAS CO/THE) Long Debt US $28K – 0.01
SR UNSECURED 144A 06/50 3.2 (HEALTH CARE SERVICE CORP) Long Debt US $94K – 0.05
SR UNSECURED 144A 06/51 5.125 (OFFICE CHERIFIEN DES PHO) Long Debt MA $165K – 0.08
SR UNSECURED 144A 07/31 3.061 (PROSUS NV) Long Debt NL $306K – 0.15
SR UNSECURED 144A 07/32 7.25 (BLUE RACER MID LLC/FINAN) Long Debt US $51K – 0.02
SR UNSECURED 144A 08/24 0.8 (NATWEST MARKETS PLC) Long Debt GB $199K – 0.10
SR UNSECURED 144A 08/33 VAR (UBS GROUP AG) Long Debt CH $315K – 0.15
SR UNSECURED 144A 08/50 4.027 (PROSUS NV) Long Debt NL $209K – 0.10
SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO) Long Debt JP $398K – 0.19
SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO) Long Debt JP $286K – 0.14
SR UNSECURED 144A 09/37 VAR (PROVINCIA DE BUENOS AIRE) Long Debt AR $218K – 0.11
SR UNSECURED 144A 09/48 5.625 (DP WORLD LTD UAE) Long Debt AE $314K – 0.15
SR UNSECURED 144A 10/25 1.8 (HYUNDAI CAPITAL AMERICA) Long Debt US $52K – 0.03
SR UNSECURED 144A 11/33 6.036 (COLUMBIA PIPELINES OPCO) Long Debt US $266K – 0.13
SR UNSECURED 144A 11/53 6.544 (COLUMBIA PIPELINES OPCO) Long Debt US $32K – 0.02
STACR 2022 DNA2 M2 144A (FREDDIE MAC STACR) Long ABS-other US $514K – 0.25
STKPK 2022 1A A1 144A (STORM KING PARK CLO, LTD) Long ABS-collateralized bond/debt obligation JE $251K – 0.12
SUBORDINATED 01/25 4 (BANK OF AMERICA CORP) Long Debt US $693K – 0.33
SUBORDINATED 05/37 VAR (BANK OF NOVA SCOTIA) Long Debt CA $162K – 0.08
SUBORDINATED 05/45 5.15 (GOLDMAN SACHS GROUP INC) Long Debt US $271K – 0.13
SUBORDINATED 08/24 4.2 (BANK OF AMERICA CORP) Long Debt US $379K – 0.18
SUBORDINATED 09/24 3.875 (JPMORGAN CHASE + CO) Long Debt US $428K – 0.21
SUBORDINATED 09/36 VAR (BANK OF AMERICA CORP) Long Debt US $414K – 0.20
SUBORDINATED 09/36 VAR (MORGAN STANLEY) Long Debt US $411K – 0.20
SUBORDINATED 10/25 4.25 (GOLDMAN SACHS GROUP INC) Long Debt US $196K – 0.09
SUBORDINATED 12/32 VAR (BANK OF MONTREAL) Long Debt CA $66K – 0.03
SUBORDINATED 144A 03/27 4.625 (BNP PARIBAS) Long Debt FR $253K – 0.12
SUBORDINATED 144A 07/25 4.75 (ABN AMRO BANK NV) Long Debt NL $256K – 0.12
SUBORDINATED 144A 09/44 4.9 (TEACHERS INSUR + ANNUITY) Long Debt US $71K – 0.03
SYMP 2023 40A A1 144A (SYMPHONY CLO LTD) Long ABS-collateralized bond/debt obligation BM $381K – 0.18
TERM LOAN (PCI GAMING AUTHORITY) Long Loan US $255K – 0.12
TERM LOAN (TRITON WATER HOLDINGS, INC.) Long Loan US $215K – 0.10
TERM LOAN B (BROWN GROUP HOLDING, LLC) Long Loan US $273K – 0.13
TERM LOAN B (FLUTTER FINANCING B.V.) Long Loan NL $239K – 0.12
TERM LOAN B (GAINWELL ACQUISITION CORP.) Long Loan US $158K – 0.08
TERM LOAN B (CASTLELAKE AVIATION ONE DSGNTD) Long Loan US $102K – 0.05
TERM LOAN B (CAESARS ENTERTAINMENT CORP) Long Loan US $17K – 0.01
TMCL 2020 2A A 144A (TEXTAINER MARINE CONTAINERS LI) Long ABS-other BM $288K – 0.14
TTN 2021 MHC F 144A (TTAN) Long ABS-other US $293K – 0.14
USAUP0047 USD PUT AUD CALL Derivative-foreign exchange US $-834 – -0.00
USD TERM LOAN B (GTCR W MERGER SUB LLC) Long Loan US $320K – 0.15
USD TERM LOAN B (TK ELEVATOR US NEWCO INC) Long Loan US $194K – 0.09
USMXC0175 USD CALL MXN PUT Derivative-foreign exchange US $83K – 0.04
VAULT 2021 1A A2 144A (VAULT DI ISSUER LLC) Long ABS-other US $440K – 0.21
VERUS 2021 4 M1 144A (VERUS SECURITIZATION TRUST) Long ABS-other US $616K – 0.30
VERUS 2021 R1 M1 144A (VERUS SECURITIZATION TRUST) Long ABS-other US $1M – 0.63
VERUS 2022 6 A1 144A (VERUS SECURITIZATION TRUST) Long ABS-other US $237K – 0.11
WBOX 2020 2A A1R 144A (WHITEBOX CLO I LTD) Long ABS-collateralized bond/debt obligation KY $150K – 0.07
WFCM 2015 NXS2 XA (WELLS FARGO COMMERCIAL MORTGAG) Long ABS-other US $32K – 0.02
WFCM 2015 P2 XA (WELLS FARGO COMMERCIAL MORTGAG) Long ABS-other US $31K – 0.01
WFCM 2016 C35 B (WELLS FARGO COMMERCIAL MORTGAG) Long ABS-other US $306K – 0.15
WFCM 2017 C38 A4 (WELLS FARGO COMMERCIAL MORTGAG) Long ABS-other US $265K – 0.13
WFCM 2019 C53 XA (WELLS FARGO COMMERCIAL MORTGAG) Long ABS-other US $185K – 0.09
WMABS 2006 HE5 2A2 (WASHINGTON MUTUAL ASSET BACKED) Long ABS-other US $17K – 0.01
WMALT 2006 4 3A5 (WASHINGTON MUTUAL MORTGAGE PAS) Long ABS-other US $492K – 0.24
XCBT 20240919 (US 10YR NOTE (CBT)SEP24) Derivative-interest rate US $0 – –
XCBT 20240919 (US 10YR ULTRA FUT SEP24) Derivative-interest rate US $0 – –
XCBT 20240919 (US LONG BOND(CBT) SEP24) Derivative-interest rate US $0 – –
XCBT 20240919 (US ULTRA BOND CBT SEP24) Derivative-interest rate US $0 – –
XCBT 20240930 (US 2YR NOTE (CBT) SEP24) Derivative-interest rate US $0 – –
XCBT 20240930 (US 5YR NOTE (CBT) SEP24) Derivative-interest rate US $0 – –
XCME 20250318 (3 MONTH SOFR FUT DEC24) Derivative-interest rate US $0 – –
XCME 20260317 (3 MONTH SOFR FUT DEC25) Derivative-interest rate US $0 – –
XOSE 20240912 (JPN 10Y BOND(OSE) SEP24) Derivative-interest rate JP $0 – –

Address

MML Series Investment Fund II
1295 State Street
Springfield
Massachusetts
01111-0001
United States of America

Websites

Directors

Susan B. Sweeney
Maria D. Furman
Allan W. Blair
Nabil N. El-Hage
C. Ann Merrifield
Clifford M. Noreen
Michael R. Fanning
R. Bradford Malt
Cynthia R. Plouche
Jason J. Price
Paul LaPiana

Transfer Agents

Massachusetts Mutual Life Insurance Company

Pricing Services

S&P Global, Inc.
StatPro Canada Inc.
Refinitiv US LLC
Virtu Financial, Inc.
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
PricingDirect Inc.

Custodians

State Street Bank and Trust Company
Fedwire Securities Service (Federal Reserve System)

Shareholder Servicing Agents

MML Investment Advisers, LLC

Admins

MML Investment Advisers, LLC
State Street Bank and Trust Company
Massachusetts Mutual Life Insurance Company

Brokers

N/A