Capital Group Fund Group > AMERICAN FUNDS STRATEGIC BOND FUND
American Funds Strategic Bond Fund
$17.48B
Avg Monthly Net Assets
$26.50B
Total Assets
$7.28B
Total Liabilities
$19.22B
Net Assets
American Funds Strategic Bond Fund is a Mutual Fund in AMERICAN FUNDS STRATEGIC BOND FUND
from Capital Group Fund Group,
based in California,
United States of America.
The fund has 21 share classes
and monthly net assets of $17.48B.
On August 28th, 2024 it reported 1,967 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (15.2%), UNITED STATES TREASURY (2.2%) and UNIFORM MBS (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 529-A | C000164459 | CANAX | |
| Class 529-C | C000164470 | CANCX | |
| Class 529-E | C000164471 | CANEX | |
| Class 529-F-1 | C000164472 | CANFX | |
| Class 529-F-2 | C000224627 | FSBMX | |
| Class 529-F-3 | C000224628 | FBSSX | |
| Class 529-T | C000189484 | TSFBX | |
| Class A | C000164473 | ANBAX | |
| Class C | C000164475 | ANBCX | |
| Class F-1 | C000164476 | ANBEX | |
| Class F-2 | C000164460 | ANBFX | |
| Class F-3 | C000179994 | ANBGX | |
| Class R-1 | C000164461 | RANAX | |
| Class R-2 | C000164462 | RANBX | |
| Class R-2E | C000164463 | RANHX | |
| Class R-3 | C000164464 | RANCX | |
| Class R-4 | C000164465 | RANEX | |
| Class R-5 | C000164466 | RANFX | |
| Class R-5E | C000164467 | RANJX | |
| Class R-6 | C000164468 | RANGX | |
| Class T | C000189485 | TFSBX |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC ULC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-25 (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $3M | – | 0.02 |
| 3650R 22-PF2 A5 FRN 11-15-55/10-18-32 (3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| 3650R 22-PF2 AS FRN 11-15-55/11-18-32 (3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| 3650R 22-PF2 B FRN 11-15-55/11-18-32 (3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| 3R LUX SARL 144A LIFE SR SEC 1ST LIEN 9.75% 02-05-31 | Long | Debt | LU | $7M | – | 0.03 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26 | Long | Debt | US | $6M | – | 0.03 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28 | Long | Debt | US | $2M | – | 0.01 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31 | Long | Debt | US | $10M | – | 0.05 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 2.5% 02-10-41 | Long | Debt | US | $7M | – | 0.03 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 2.8% 02-10-51 | Long | Debt | US | $5M | – | 0.03 |
| ABBSL 21-2 D CLO 144A FRN (TSFR3M+361.2) 04-15-34 (AB BSL CLO LTD ABBSL_21-2A) | Long | ABS-other | KY | $2M | – | 0.01 |
| ABBSL 23-4 A CLO 144A FRN (TSFR3M+200) 04-20-36 (AB BSL CLO LTD ABBSL_23-4) | Long | ABS-other | KY | $2M | – | 0.01 |
| ABBSL 23-4 B CLO 144A FRN (TSFR3M+250) 04-20-36 (AB BSL CLO LTD ABBSL_23-4) | Long | ABS-other | KY | $503K | – | 0.00 |
| ABBVIE INC SR UNSEC 2.6% 11-21-24 | Long | Debt | US | $4M | – | 0.02 |
| ABBVIE INC SR UNSEC 3.2% 11-21-29 | Long | Debt | US | $1M | – | 0.01 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $32M | – | 0.17 |
| ABBVIE INC SR UNSEC 5.35% 03-15-44 | Long | Debt | US | $1M | – | 0.01 |
| ABBVIE INC SR UNSEC 5.4% 03-15-54 | Long | Debt | US | $20M | – | 0.11 |
| ABBVIE INC SR UNSEC 5.5% 03-15-64 | Long | Debt | US | $4M | – | 0.02 |
| ACAR 22-2 C 144A 4.41% 06-13-28 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2) | Long | ABS-other | US | $525K | – | 0.00 |
| ACAR 22-3 C 144A 4.86% 10-13-28/04-14-25 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3) | Long | ABS-other | US | $1M | – | 0.01 |
| ACAR 22-3 D 144A 5.83% 10-13-28/03-13-26 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3) | Long | ABS-other | US | $553K | – | 0.00 |
| ACAR 22-4 C 144A 7.86% 02-15-29/08-13-25 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4) | Long | ABS-other | US | $684K | – | 0.00 |
| ACAR 24-1 B 144A 5.6% 11-12-27 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) | Long | ABS-other | US | $139K | – | 0.00 |
| ACAR 24-1 C 144A 5.63% 01-14-30 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) | Long | ABS-other | US | $873K | – | 0.00 |
| ACAR 24-1 D 144A 5.86% 05-13-30 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1) | Long | ABS-other | US | $588K | – | 0.00 |
| ACAR 24-2 B 144A 6.1% 12-13-27/11-12-25 (ACAR 2024-2) | Long | ABS-other | US | $649K | – | 0.00 |
| ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27 (ACAR 2024-2) | Long | ABS-other | US | $2M | – | 0.01 |
| ACHV 23-2PL B 6.88% 05-20-30 (ACHV ABS TRUST ACHV_23-2PL) | Long | ABS-other | US | $53K | – | 0.00 |
| ACHV 23-3PL B 144A 7.17% 08-19-30 (ACHV ABS TRUST ACHV_23-3PL) | Long | ABS-other | US | $112K | – | 0.00 |
| ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30 | Long | Debt | US | $6M | – | 0.03 |
| ADOBE INC SR UNSEC 4.95% 04-04-34 | Long | Debt | US | $2M | – | 0.01 |
| ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32 | Long | Debt | US | $2M | – | 0.01 |
| ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28 | Long | Debt | US | $1M | – | 0.01 |
| AEGEA FINANCE SARL 144A LIFE SR UNSEC 9.0% 01-20-31 | Long | Debt | LU | $8M | – | 0.04 |
| AES CORP SR UNSEC 2.45% 01-15-31 (AES CORP (THE)) | Long | Debt | US | $6M | – | 0.03 |
| AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30 | Long | Debt | PA | $2M | – | 0.01 |
| AESOP 19-2A D 144A 3.04% 09-22-25/09-20-24 (AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A) | Long | ABS-other | US | $5M | – | 0.03 |
| AESOP 19-3A B 144A 2.65% 03-20-26/25 (AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A) | Long | ABS-other | US | $417K | – | 0.00 |
| AESOP 22-5 A 144A 6.12% 04-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5) | Long | ABS-other | US | $6M | – | 0.03 |
| AFFRM 22-X1 A 144A 1.75% 02-15-27 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-X1) | Long | ABS-other | US | $14K | – | 0.00 |
| AFFRM 23-A A 144A 6.61% 01-18-28/08-15-25 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A) | Long | ABS-other | US | $452K | – | 0.00 |
| AFFRM 24-A 1A 144A 5.61% 02-15-29/02-17-26 (AFFRM 2024-A) | Long | ABS-other | US | $831K | – | 0.00 |
| AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26 (AFFRM 2024-A) | Long | ABS-other | US | $847K | – | 0.00 |
| AFFRM 24-X1 A 144A 6.27% 05-15-29 (AFFRM 2024-X1) | Long | ABS-other | US | $573K | – | 0.00 |
| AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28 | Long | Debt | US | $2M | – | 0.01 |
| AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27 | Long | Debt | US | $4M | – | 0.02 |
| AGL 23-24 A1 CLO 144A FRN (TSFR3M+200) 07-25-36 (AGL CLO LTD AGL_23-24) | Long | ABS-other | US | $31M | – | 0.16 |
| AI CANDELARIA SPAIN SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33 (AI CANDELARIA SPAIN SLU) | Long | Debt | ES | $2M | – | 0.01 |
| AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34 | Long | Debt | IE | $3M | – | 0.02 |
| AIMBRIDGE HOSPITALITY TL-B 1ST LIEN (TSFR3M+375)(FLR 0.0) FRN 02-02-26 (AIMBRIDGE ACQUISITION CO INC) | Long | Loan | US | $2M | – | 0.01 |
| AIR LEASE CORP SR UNSEC 5.3% 06-25-26 | Long | Debt | US | $2M | – | 0.01 |
| ALABAMA POWER CO SR UNSEC 3.0% 03-15-52 | Long | Debt | US | $9M | – | 0.04 |
| ALABAMA POWER CO SR UNSEC 3.94% 09-01-32 | Long | Debt | US | $7M | – | 0.04 |
| ALABAMA POWER CO SR UNSEC 5.85% 11-15-33 | Long | Debt | US | $3M | – | 0.02 |
| ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29 (ALBERTSONS COMPANIES INC) | Long | Debt | US | $5M | – | 0.03 |
| ALEON RENEWABLE METALS LLC 12.0% 06-01-43 (BRAZORIA CNTY TEX INDL DEV CORP) | Long | Debt | US | $13M | – | 0.07 |
| ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 5.25% 05-15-36 | Long | Debt | US | $849K | – | 0.00 |
| ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51 | Long | Debt | CL | $4M | – | 0.02 |
| ALLEG 19-2 CR CLO 144A FRN (TSFR3M+253) 01-19-33 (ALLEG 2019-2A) | Long | ABS-other | US | $2M | – | 0.01 |
| ALLIANT ENERGY FINANCE LLC 144A LIFE SR UNSEC 3.6% 03-01-32 | Long | Debt | US | $6M | – | 0.03 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27 | Long | Debt | US | $9M | – | 0.05 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27 | Long | Debt | US | $3M | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28 (ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL) | Long | Debt | US | $4M | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28 (ATLAS LUXCO 4 SARL) | Long | Debt | LU | $3M | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29 | Long | Debt | US | $2M | – | 0.01 |
| ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31 | Long | Debt | US | $4M | – | 0.02 |
| AMAZON.COM INC SR UNSEC 1.0% 05-12-26 | Long | Debt | US | $19M | – | 0.10 |
| AMAZON.COM INC SR UNSEC 2.1% 05-12-31 | Long | Debt | US | $17M | – | 0.09 |
| AMAZON.COM INC SR UNSEC 3.1% 05-12-51 | Long | Debt | US | $7M | – | 0.04 |
| AMAZON.COM INC SR UNSEC 4.7% 12-01-32 | Long | Debt | US | $1M | – | 0.01 |
| AMCAR 20-3 D 1.49% 09-18-26/24 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3) | Long | ABS-other | US | $7M | – | 0.04 |
| AMCAR 23-2 B 5.84% 07-18-29 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-other | US | $2M | – | 0.01 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29 | Long | Debt | MX | $59M | – | 0.31 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31 | Long | Debt | MX | $42M | – | 0.22 |
| AMERICAN EXPRESS CO SR UNSEC 5.043% 05-01-34/33 | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30 | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC SR UNSEC 3.0% 02-22-29 | Long | Debt | US | $552K | – | 0.00 |
| AMGEN INC SR UNSEC 4.05% 08-18-29 | Long | Debt | US | $15M | – | 0.08 |
| AMGEN INC SR UNSEC 4.2% 03-01-33 | Long | Debt | US | $13M | – | 0.07 |
| AMGEN INC SR UNSEC 4.875% 03-01-53 | Long | Debt | US | $4M | – | 0.02 |
| AMGEN INC SR UNSEC 5.25% 03-02-30 | Long | Debt | US | $12M | – | 0.06 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $54M | – | 0.28 |
| AMGEN INC SR UNSEC 5.65% 03-02-53 | Long | Debt | US | $21M | – | 0.11 |
| AMGEN INC SR UNSEC 5.75% 03-02-63 | Long | Debt | US | $12M | – | 0.06 |
| AMMC 16-18 BR CLO 144A FRN (TSFR3M+186.16) 05-26-31 (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A) | Long | ABS-other | KY | $1M | – | 0.01 |
| AMMC 22-25 DR CLO 144A FRN (TSFR3M+325) 04-15-35 (AMMC 2022-25A) | Long | ABS-other | KY | $1M | – | 0.01 |
| AMMST 20-MF1 B FRN 05-15-53/04-17-30 (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| AMMST 21-MF3 B 144A 2.5108% 10-15-54/10-20-31 (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_21-MF3) | Long | ABS-collateralized bond/debt obligation | US | $302K | – | 0.00 |
| AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29 | Long | Debt | US | $5M | – | 0.02 |
| ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28 | Long | Debt | US | $6M | – | 0.03 |
| ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31 | Long | Debt | US | $12M | – | 0.06 |
| ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34 | Long | Debt | US | $2M | – | 0.01 |
| ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54 | Long | Debt | US | $535K | – | 0.00 |
| ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25 | Long | Debt | GB | $915K | – | 0.00 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.0% 11-26-29 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $5M | – | 0.03 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $6M | – | 0.03 |
| ANHEUSER-BUSCH COS LLC SR UNSEC 4.7% 02-01-36 (ANHEUSER-BUSCH COMPANIES / ANHEUSER-BUSCH INBEV WORLDWIDE) | Long | Debt | US | $4M | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.0% 06-15-34 | Long | Debt | US | $5M | – | 0.02 |
| ANTOR 23-1 C CLO 144A (TSFR3M+325) 10-25-36 (ORION CLO LTD ANTOR_23-1) | Long | ABS-other | JE | $1M | – | 0.01 |
| ANTOR 23-1 D CLO 144A (TSFR3M+515) 10-25-36 (ORION CLO LTD ANTOR_23-1) | Long | ABS-other | JE | $2M | – | 0.01 |
| AON CORP SR UNSEC 5.35% 02-28-33 | Long | Debt | US | $6M | – | 0.03 |
| AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34 | Long | Debt | US | $2M | – | 0.01 |
| APACHE CORP SR UNSEC 4.625% 11-15-25 | Long | Debt | US | $5M | – | 0.03 |
| APACHE CORP SR UNSEC 4.75% 04-15-43 | Long | Debt | US | $9M | – | 0.04 |
| APACHE CORP SR UNSEC 5.1% 09-01-40 | Long | Debt | US | $1M | – | 0.01 |
| APACHE CORP SR UNSEC 5.35% 07-01-49 | Long | Debt | US | $894K | – | 0.00 |
| APEXC 19-2 AR1 CLO 144A FRN (TSFR3M+141.161) 10-25-32 (APEX CREDIT CLO LLC APEXC_19-2A) | Long | ABS-other | KY | $1M | – | 0.01 |
| APID 23-45 D CLO 144A FRN (TSFR3M+520) 04-26-36 (APIDOS CLO APID_23-45) | Long | ABS-other | JE | $818K | – | 0.00 |
| APPLE BIDCO LLC TL 1ST LIEN (TSFR3M+275)(FLR 0.5) 8.20841% 09-22-28 | Long | Loan | US | $9M | – | 0.05 |
| ARES 18-28RA CR CLO 144A FRN (TSFR3M+210) 10-17-30 (ARES XXVIIIR CLO LTD ARES_18-28RA) | Long | ABS-other | KY | $2M | – | 0.01 |
| ARES 18-50A D CLO 144A FRN (TSFR3M+316.2) 01-15-32 (ARES CLO LTD ARES_18-50A) | Long | ABS-other | KY | $499K | – | 0.00 |
| ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30 | Long | Debt | US | $8M | – | 0.04 |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 1.0% 07-09-29 (ARGENTINA REPUBLIC OF GOVERNMENT) | Long | Debt | AR | $92K | – | 0.00 |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 3.625% 07-09-35 (ARGENTINA REPUBLIC OF GOVERNMENT) | Long | Debt | AR | $7M | – | 0.04 |
| ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26 (ARROYO MORTGAGE TRUST ARRW_22-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29 | Long | Debt | US | $3M | – | 0.01 |
| ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32 | Long | Debt | US | $3M | – | 0.02 |
| ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28 | Long | Debt | US | $3M | – | 0.01 |
| ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31 | Long | Debt | US | $3M | – | 0.01 |
| ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34 | Long | Debt | US | $17M | – | 0.09 |
| ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25 | Long | Debt | GB | $4M | – | 0.02 |
| AT&T INC SR UNSEC 2.25% 02-01-32 | Long | Debt | US | $4M | – | 0.02 |
| AT&T INC SR UNSEC 3.5% 09-15-53 | Long | Debt | US | $15M | – | 0.08 |
| AT&T INC SR UNSEC 4.35% 03-01-29 | Long | Debt | US | $1M | – | 0.01 |
| ATHENAHEALTH GROUP INC 144A LIFE SR UNSEC 6.5% 02-15-30 | Long | Debt | US | $9M | – | 0.05 |
| AUTONATION INC SR UNSEC 3.85% 03-01-32 | Long | Debt | US | $13M | – | 0.07 |
| AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28 | Long | Debt | US | $6M | – | 0.03 |
| BABSN 21-3 A CLO 144A FRN (TSFR3M+141.16) 01-18-35 (BARINGS CLO LTD BABSN_21-3) | Long | ABS-other | KY | $2M | – | 0.01 |
| BACM 16-UB10 C FRN 07-15-49/05-15-26 (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_16-UB10) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34 | Long | Debt | GB | $15M | – | 0.08 |
| BALL CORP SR UNSEC 2.875% 08-15-30 | Long | Debt | US | $12M | – | 0.06 |
| BALLY 18-1 C CLO 144A FRN (TSFR3M+341.161) 04-20-31 (BALLYROCK LTD BALLY_18-1A) | Long | ABS-other | KY | $3M | – | 0.02 |
| BAMLL 15-200P A 144A 3.218% 04-14-33/25 (BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P) | Long | ABS-collateralized bond/debt obligation | US | $485K | – | 0.00 |
| BAMLL 15-200P B 3.49% 04-14-33/04-16-25 (BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P) | Long | ABS-collateralized bond/debt obligation | US | $771K | – | 0.00 |
| BAMLL 15-200P C 144A FRN 04-14-33/04-16-25 (BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANCO BTG PACTUAL SA 144A LIFE SR UNSEC 6.25% 04-08-29 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS) | Long | Debt | KY | $4M | – | 0.02 |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO 144A LIFE SR UNSEC 5.375% 04-17-25 (BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO) | Long | Debt | MX | $5M | – | 0.03 |
| BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29 (BANGKOK BANK PCL/HONG KONG) | Long | Debt | HK | $13M | – | 0.07 |
| BANK 17-BNK5 C FRN 06-15-60/06-17-27 (BANK BANK_17-BNK5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 17-BNK7 C FRN 09-15-60/09-17-27 (BANK BANK 17-BNK7) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 19-BN18 C FRN 05-17-62/29 (BANK BANK_19-BN18) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 19-BN20 B FRN 09-15-52/09-17-29 (BANK BANK_19-BN20) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 19-BN23 C FRN 12-15-52 (BANK_19-BNK23) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 20-BN25 C FRN 01-15-63/01-17-30 (BANK BANK_20-BNK25) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BANK 20-BN26 C FRN 03-15-63/30 (BANK_20-BN26) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BANK 21-BN35 B FRN 08-15-31 (BANK BANK_21-BN35) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BANK 21-BN36 B 2.867% 09-15-64/10-20-31 (BANK_21-BN36) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BANK 22-BN44 C FRN 11-15-32/11-18-32 (BANK BANK_22-BNK44) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 22-BNK40 AS FRN 03-15-64/32 (BANK BANK_22-BNK40) | Long | ABS-collateralized bond/debt obligation | US | $644K | – | 0.00 |
| BANK 22-BNK40 B FRN 03-15-64/32 (BANK BANK_22-BNK40) | Long | ABS-collateralized bond/debt obligation | US | $602K | – | 0.00 |
| BANK 22-BNK43 B FRN 08-15-55/08-16-32 (BANK BANK_22-BNK43) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 22-BNK44 B FRN 11-15-32/11-18-32 (BANK BANK_22-BNK44) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BANK 23-BNK45 B FRN 02-15-56/02-17-33 (BANK 2023-BNK45) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 23-BNK45 C FRN 02-15-56/02-17-33 (BANK 2023-BNK45) | Long | ABS-collateralized bond/debt obligation | US | $508K | – | 0.00 |
| BANK 23-BNK46 B FRN 08-15-56 (BANK BANK_23-BNK46) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK 23-BNK46 C FRN 08-15-56 (BANK BANK_23-BNK46) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30 | Long | Debt | US | $9M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31 | Long | Debt | US | $24M | – | 0.12 |
| BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27 | Long | Debt | US | $20M | – | 0.10 |
| BANK OF AMERICA CORP SR UNSEC 5.468% 01-23-35/34 | Long | Debt | US | $18M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33 | Long | Debt | US | $5M | – | 0.03 |
| BANK OF MONTREAL SR UNSEC 2.65% 03-08-27 | Long | Debt | CA | $28M | – | 0.15 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 5.188% 03-14-35/34 | Long | Debt | US | $13M | – | 0.07 |
| BANK OF NOVA SCOTIA SR UNSEC 2.45% 02-02-32 (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $15M | – | 0.08 |
| BANK5 23-5YR1 B 144A FRN 03-15-56/04-17-28 (BANK5 2023-5YR1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK5 23-5YR2 C FRN 07-15-28 (BANK5 BANK5_23-5YR2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BANK5 23-5YR3 C FRN 09-15-56/28 (BANK5 BANK5_23-5YR3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BANK5 23-5YR4 B FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BANK5 23-5YR4 C FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BANK5 24-5YR6 C FRN 05-15-57/04-17-29 (BANK5 BANK5_24-5YR6) | Long | ABS-collateralized bond/debt obligation | US | $727K | – | 0.00 |
| BANNER HEALTH SR UNSEC 2.913% 01-01-51 | Long | Debt | US | $7M | – | 0.03 |
| BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31 | Long | Debt | US | $4M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37 | Long | Debt | US | $887K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47 | Long | Debt | US | $883K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32 | Long | Debt | US | $9M | – | 0.05 |
| BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49 | Long | Debt | US | $742K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52 | Long | Debt | US | $4M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31 | Long | Debt | US | $679K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34 | Long | Debt | US | $15M | – | 0.08 |
| BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33 | Long | Debt | US | $6M | – | 0.03 |
| BAT CAPITAL CORP SR UNSEC 7.081% 08-02-53 | Long | Debt | US | $13M | – | 0.07 |
| BATLN 17-11 BR CLO 144A FRN (TSFR3M+198.16) 04-24-34 (BATTALION CLO LTD BATLN_17-11A) | Long | ABS-other | KY | $1M | – | 0.01 |
| BATLN 21-17 D CLO 144A FRN (TSFR3M+351.16) 03-09-34 (BATTALION CLO LTD BATLN_21-17A) | Long | ABS-other | KY | $986K | – | 0.01 |
| BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27 | Long | Debt | CA | $7M | – | 0.04 |
| BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.0% 02-15-29 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $2M | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28 | Long | Debt | US | $4M | – | 0.02 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32 | Long | Debt | US | $7M | – | 0.04 |
| BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51 | Long | Debt | US | $8M | – | 0.04 |
| BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | Long | Debt | US | $19M | – | 0.10 |
| BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 | Long | Debt | US | $4M | – | 0.02 |
| BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 0.827% 11-15-25 | Long | Debt | US | $5M | – | 0.03 |
| BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 1.777% 11-15-30 | Long | Debt | US | $16M | – | 0.08 |
| BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32 | Long | Debt | CA | $5M | – | 0.02 |
| BBCMS 17-C1 B 4.089% 02-15-50/02-18-27 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-C1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BBCMS 22-C17 B FRN 09-15-55/08-17-32 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BBCMS 22-C18 C FRN 12-15-55/11-18-32 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C18) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| BBCMS 23-5C23 B FRN 12-15-56/11-17-28 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BBCMS 23-5C23 C FRN 12-15-56/11-17-28 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BBCMS 23-C19 B FRN 04-15-56/33 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19) | Long | ABS-collateralized bond/debt obligation | US | $733K | – | 0.00 |
| BBCMS 23-C19 C FRN 04-15-56/33 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BBCMS 23-C20 C FRN 07-15-56/06-17-33 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C20) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BBCMS 23-C22 C FRN 11-15-56/10-17-33 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C22) | Long | ABS-collateralized bond/debt obligation | US | $728K | – | 0.00 |
| BBCMS 24-5C27 B FRN 07-15-57/06-15-29 (BBCMS 2024-5C27) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BBCMS 24-5C27 C FRN 07-15-57/06-15-29 (BBCMS 2024-5C27) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BBCMS 24-C24 C 6.0% 02-15-57/01-18-34 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-C24) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.00 |
| BBCMS 24-C26 C FRN 05-15-57/34 (BBCMS 2024-C26) | Long | ABS-collateralized bond/debt obligation | US | $559K | – | 0.00 |
| BBCMS_18-TALL A FRN 03-16-37 (BBCMS 2018-TALL) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28 (BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1) | Long | ABS-other | US | $1M | – | 0.01 |
| BCC 23-3 D CLO 144A FRN (TSFR3M+525) 07-24-36 (BAIN CAPITAL CREDIT CLO LTD BCC_23-3) | Long | ABS-other | US | $518K | – | 0.00 |
| BGCLO 23-6 A1 CLO 144A FRN (TSFR3M+220) 07-20-35 (BIRCH GROVE CLO LTD BGCLO_23-6) | Long | ABS-other | US | $42M | – | 0.22 |
| BHG 20-A B 144A 3.59% 09-17-31 (BHG 2020-A) | Long | ABS-other | US | $7M | – | 0.04 |
| BHG 20-A C 144A 5.17% 09-17-31 (BHG 2020-A) | Long | ABS-other | US | $7M | – | 0.04 |
| BHG 21-A B 144A 2.79% 11-17-33 (BHG SECURITIZATION TRUST BHG_21-A) | Long | ABS-other | US | $4M | – | 0.02 |
| BHG 21-B A 144A 0.9% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $578K | – | 0.00 |
| BHG 21-B B 144A 1.67% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $7M | – | 0.04 |
| BHG 21-B C 144A 2.24% 10-17-34 (BHG SECURITIZATION TRUST BHG_21-B) | Long | ABS-other | US | $8M | – | 0.04 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $4M | – | 0.02 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $22M | – | 0.11 |
| BHP BILLITON FINANCE USA LTD SR UNSEC 5.5% 09-08-53 (BHP BILLITON FINANCE (USA) LTD) | Long | Debt | AU | $5M | – | 0.03 |
| BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27 (BINOM SECURITIZATION TRUST BINOM_22-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BLACKROCK FUNDING INC SR UNSEC 5.0% 03-14-34 | Long | Debt | US | $7M | – | 0.04 |
| BLACKROCK FUNDING INC SR UNSEC 5.25% 03-14-54 | Long | Debt | US | $12M | – | 0.06 |
| BLAST 24-1 B 5.43% 08-15-28/04-15-26 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $160K | – | 0.00 |
| BLAST 24-1 C 5.65% 04-16-29/01-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $294K | – | 0.00 |
| BLAST 24-1 D 6.03% 11-15-29/11-15-27 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1) | Long | ABS-other | US | $573K | – | 0.00 |
| BLOCK INC 144A LIFE SR UNSEC 6.5% 05-15-32 | Long | Debt | US | $15M | – | 0.08 |
| BLP 24-IND2 D 144A LIFE FRN (TSFR1M+259.036) 03-15-41/03-16-26 (BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.0% 07-15-29 | Long | Debt | US | $3M | – | 0.01 |
| BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.25% 07-15-32 | Long | Debt | US | $2M | – | 0.01 |
| BLUEM 14-2 CR2 CLO 144A FRN (TSFR3M+246.16) 10-20-30 (BLUEMOUNTAIN CLO LTD BLUEM_14-2A) | Long | ABS-other | KY | $700K | – | 0.00 |
| BLUEM 18-2 D CLO 144A FRN (TSFR3M + 341.16) 08-15-31 (BLUEMOUNTAIN CLO LTD BLUEM_18-2A) | Long | ABS-other | US | $246K | – | 0.00 |
| BMARK 18-B2 B FRN 02-15-51/01-18-28 (BENCHMARK MORTGAGE TRUST BMARK_18-B2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 18-B3 B FRN 04-10-51/03-10-28 (BENCHMARK MORTGAGE TRUST BMARK 18-B3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BMARK 19-B13 B FRN 08-15-57/10-17-29 (BENCHMARK MORTGAGE TRUST BMARK_19-B13) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BMARK 21-B24 C 3.2934% 03-15-54/03-17-31 (BMK_21-B24) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BMARK 21-B25 B 2.635% 04-15-54/04-17-31 (BENCHMARK MORTGAGE TRUST BMARK_21-B25) | Long | ABS-collateralized bond/debt obligation | US | $379K | – | 0.00 |
| BMARK 22-B34 A5 FRN 04-15-55/03-17-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B34) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.06 |
| BMARK 22-B35 C FRN 05-15-55/05-17-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B35) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 22-B36 B FRN 07-15-55/08-17-32 (BENCHMARK MORTGAGE TRUST BMARK_22-B36) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 23-B38 B FRN 04-15-56/03-17-33 (BENCHMARK MORTGAGE TRUST BMARK_23-B38) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BMARK 23-B38 C FRN 04-15-56/33 (BENCHMARK MORTGAGE TRUST BMARK_23-B38) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 23-B40 B FRN 12-15-56/12-16-33 (BENCHMARK MORTGAGE TRUST BMARK_23-B40) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 23-V2 B FRN 05-15-50/28 (BMARK 2023-V2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BMARK 23-V2 C FRN 05-15-55/28 (BMARK 2023-V2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BMARK 23-V3 B 6.9237% 07-15-56/07-17-28 (BENCHMARK MORTGAGE TRUST BMARK_23-V3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 23-V3 C FRN 07-15-56/07-17-28 (BENCHMARK MORTGAGE TRUST BMARK_23-V3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BMARK 23-V4 B FRN 11-15-56/28 (BENCHMARK MORTGAGE TRUST BMARK_23-V4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 23-V4 C FRN 11-15-56/28 (BENCHMARK MORTGAGE TRUST BMARK_23-V4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMARK 24-V5 B 6.0594% 01-10-57/01-10-29 (BMARK 2024-V5) | Long | ABS-collateralized bond/debt obligation | US | $553K | – | 0.00 |
| BMARK 24-V5 C FRN 01-10-57/29 (BMARK 2024-V5) | Long | ABS-collateralized bond/debt obligation | US | $187K | – | 0.00 |
| BMM 21-I A1 CLO 144A (TSFR3M+181.16) FRN 07-20-33 (BARINGS MIDDLE MARKET CLO BMM_21-I) | Long | ABS-other | US | $4M | – | 0.02 |
| BMO 23-5C1 A3 FRN 08-15-56/07-17-28 (BMO MORTGAGE TRUST BMO_23-5C1) | Long | ABS-collateralized bond/debt obligation | US | $43M | – | 0.22 |
| BMO 23-5C1 B FRN 08-15-56/08-17-28 (BMO MORTGAGE TRUST BMO_23-5C1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BMO 23-5C1 C FRN 08-15-56/08-17-28 (BMO MORTGAGE TRUST BMO_23-5C1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BMO 23-5C2 C FRN 11-15-56/11-17-28 (BMO 2023-5C2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BMO 23-C4 B 5.39647% 02-15-56/01-18-33 (BMO MORTGAGE TRUST BMOMT_23-C4) | Long | ABS-collateralized bond/debt obligation | US | $939K | – | 0.00 |
| BMO 23-C5 B FRN 06-15-56/05-17-33 (BMO MORTGAGE TRUST BMO_23-C5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMO 23-C5 C FRN 06-15-56/05-17-33 (BMO MORTGAGE TRUST BMO_23-C5) | Long | ABS-collateralized bond/debt obligation | US | $680K | – | 0.00 |
| BMO 23-C6 B FRN 09-15-56/08-17-33 (BMO MORTGAGE TRUST BMO_23-C6) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BMO 23-C6 C FRN 09-15-56/08-17-33 (BMO MORTGAGE TRUST BMO_23-C6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BMO 23-C7 C FRN 12-15-56/12-16-33 (BMO MORTGAGE TRUST BMO_23-C7) | Long | ABS-collateralized bond/debt obligation | US | $588K | – | 0.00 |
| BMO 24-5C3 B FRN 02-15-57/02-16-29 (BMO 2024-5C3) | Long | ABS-collateralized bond/debt obligation | US | $681K | – | 0.00 |
| BMO 24-5C3 C FRN 02-15-57/02-16-29 (BMO 2024-5C3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BMO 24-5C3 D 144A 4.00% 02-15-57/02-16-29 (BMO 2024-5C3) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.00 |
| BMO 24-5C4 C FRN 05-15-57/05-17-29 (BMO 2024-5C4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BMP 24-MF23 E 144A FRN (TSFR1M+338.905) 06-15-41/26 (BMP 2024-MF23) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-01-27 | Long | Debt | US | $8M | – | 0.04 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25 | Long | Debt | US | $5M | – | 0.03 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31 | Long | Debt | FR | $4M | – | 0.02 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 5.738% 02-20-35/34 | Long | Debt | FR | $23M | – | 0.12 |
| BOCA 22-BOCA B 144A FRN (TSFR1M+231.91) 05-15-39/05-17-27 (BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.04 |
| BOEING CO 144A SR UNSEC 6.388% 05-01-31 | Long | Debt | US | $6M | – | 0.03 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $12M | – | 0.06 |
| BOEING CO 144A SR UNSEC 6.858% 05-01-54 | Long | Debt | US | $19M | – | 0.10 |
| BOEING CO 144A SR UNSEC 7.008% 05-01-64 | Long | Debt | US | $245K | – | 0.00 |
| BOEING CO SR UNSEC 3.6% 05-01-34 | Long | Debt | US | $5M | – | 0.03 |
| BOEING CO SR UNSEC 3.625% 02-01-31 | Long | Debt | US | $4M | – | 0.02 |
| BOEING CO SR UNSEC 4.875% 05-01-25 | Long | Debt | US | $160K | – | 0.00 |
| BOEING CO SR UNSEC 5.15% 05-01-30 | Long | Debt | US | $19M | – | 0.10 |
| BOEING CO SR UNSEC 5.705% 05-01-40 | Long | Debt | US | $4M | – | 0.02 |
| BOEING CO SR UNSEC 5.805% 05-01-50 | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO SR UNSEC 5.93% 05-01-60 | Long | Debt | US | $10M | – | 0.05 |
| BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28 | Long | Debt | CA | $4M | – | 0.02 |
| BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26 | Long | Debt | CA | $2M | – | 0.01 |
| BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 02-01-29 | Long | Debt | CA | $9M | – | 0.05 |
| BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27 | Long | Debt | CA | $1M | – | 0.01 |
| BOMBARDIER INC 144A LIFE SR UNSEC 8.75% 11-15-30 | Long | Debt | CA | $13M | – | 0.07 |
| BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31 | Long | Debt | US | $15M | – | 0.08 |
| BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28 (BORR IHC LTD) | Long | Debt | BM | $6M | – | 0.03 |
| BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30 | Long | Debt | BM | $10M | – | 0.05 |
| BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33 | Long | Debt | US | $440K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32 | Long | Debt | US | $705K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34 | Long | Debt | US | $20M | – | 0.10 |
| BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30 | Long | Debt | US | $2M | – | 0.01 |
| BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31 | Long | Debt | US | $9M | – | 0.05 |
| BOYD GAMING CORP SR UNSEC 4.75% 12-01-27 | Long | Debt | US | $2M | – | 0.01 |
| BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34 | Long | Debt | FR | $21M | – | 0.11 |
| BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 6.99% 02-20-32 | Long | Debt | MX | $10M | – | 0.05 |
| BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 6.99% 02-20-32 | Long | Debt | MX | $3M | – | 0.01 |
| BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29 | Long | Debt | MX | $11M | – | 0.06 |
| BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33 | Long | Debt | NL | $7M | – | 0.04 |
| BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $9M | – | 0.05 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28 | Long | Debt | NL | $4M | – | 0.02 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33 | Long | Debt | NL | $3M | – | 0.01 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $3M | – | 0.01 |
| BRAVO 22-R1 A 144A 3.125% 01-29-70/25 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.14 |
| BRAVO 22-RPL1 A1 144A 2.75% 09-25-61 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 07-01-24 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $166M | – | 0.87 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $10M | – | 0.05 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 05-15-55 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.01 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $178M | – | 0.92 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $10M | – | 0.05 |
| BREX 24-1 A1 144A 6.05% 07-15-27/03-16-26 (BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1) | Long | ABS-other | US | $605K | – | 0.00 |
| BREX 24-1 A2 144A 6.68% 07-15-27/03-16-26 (BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1) | Long | ABS-other | US | $2M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31 | Long | Debt | US | $1M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $75M | – | 0.39 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44 | Long | Debt | US | $3M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54 | Long | Debt | US | $8M | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64 | Long | Debt | US | $3M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 6.25% 11-15-53 | Long | Debt | US | $882K | – | 0.00 |
| BRL FWD PUR FROM USD NDF 7/1/2024 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| BRL FWD SALE TO USD NDF 7/1/2024 | Derivative-foreign exchange | $9M | – | 0.05 | ||
| BRL FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $571K | – | 0.00 | ||
| BRL FWD SALE TO USD NDF 8/13/2024 | Derivative-foreign exchange | $1M | – | 0.01 | ||
| BROADCOM INC 144A SR UNSEC 3.187% 11-15-36 | Long | Debt | US | $5M | – | 0.02 |
| BROADCOM INC 144A SR UNSEC 3.419% 04-15-33 | Long | Debt | US | $7M | – | 0.04 |
| BROADCOM INC 144A SR UNSEC 3.469% 04-15-34 | Long | Debt | US | $2M | – | 0.01 |
| BSP 19-19 CR CLO 144A FRN (TSFR3M+210) 01-15-33 (BSP 2019-19A) | Long | ABS-other | US | $993K | – | 0.01 |
| BSP 19-19 DR CLO 144A FRN (TSFR3M+310) 01-15-33 (BSP 2019-19A) | Long | ABS-other | US | $1M | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.3% 09-15-51 | Long | Debt | US | $3M | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 5.5% 03-15-55 | Long | Debt | US | $4M | – | 0.02 |
| BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28 | Long | Debt | US | $4M | – | 0.02 |
| BX 20-VIV2 C 144A FRN 03-09-44/03-11-30 (BX TRUST BX_20-VIV2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BX 20-VIV4 A 144A 2.843% 03-09-44/03-11-30 (BX TRUST BX_20-VIV4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX 21-ACNT B 144A FRN (TSFR1M+136.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| BX 21-ACNT C 144A FRN (TSFR1M+161.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BX 21-ACNT D 144A FRN TSFR1M+196.45) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BX 21-ACNT E 144A FRN (TSFR1M+231.15) 11-15-38/11-16-26 (BX TRUST BX_21-ACNT) | Long | ABS-collateralized bond/debt obligation | US | $648K | – | 0.00 |
| BX 21-ARIA B 144A FRN (TSFR1M+141.15) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.08 |
| BX 21-ARIA C 144A FRN (TSFR1M+176.05) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.08 |
| BX 21-ARIA D 144A FRN (TSFR1M+200.99) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| BX 21-SDMF C 144A FRN (TSFR1M+100.25) 09-15-34/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BX 21-SDMF E 144A FRN (TSFR1M +170.15) 09-15-34/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF) | Long | ABS-collateralized bond/debt obligation | US | $970K | – | 0.01 |
| BX 21-SOAR B 144A FRN (TSFR1M+98.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BX 21-SOAR C 144A FRN (TSFR1M+121.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BX 21-SOAR D 144A FRN (TSFR1M+151.45) 06-15-38/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.12 |
| BX 21-VOLT B 144A FRN (TSFR1M+106.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BX 21-VOLT D 144A FRN (TSFR1M+176.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BX 21-VOLT E 144A FRN (TSFR1M+211.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BX 22-AHP C 144A FRN (TSFR1M+209) 02-15-39/01-16-24 (BX COMMERCIAL MORTGAGE TRUST BX_22-AHP) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| BX 22-CSMO B 144A FRN (TSFR1M+314.07) 06-15-27 (BX COMMERCIAL MORTGAGE TRUST 2022-CSMO) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BX 22-GPA B 144A FRN (TSFR1M+266.4) 10-15-39/08-09-24 (BX TRUST BX_22-GPA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BX 22-GPA C 144 FRN (TSFR1M+321.3) 10-15-39/08-09-24 (BX TRUST BX_22-GPA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BX 22-GPA D 144A FRN (TSFR1M+406.1) 10-15-39/08-09-24 (BX TRUST BX_22-GPA) | Long | ABS-collateralized bond/debt obligation | US | $335K | – | 0.00 |
| BX 22-IND D 144A FRN (TSFR1M+283.9) 04-15-37/27 (BX TRUST BX_22-IND) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BX 22-LP2 D 144A FRN (TSFR1M+196.08) 02-15-39/24 (BX COMMERCIAL MORTGAGE TRUST BX_22-LP2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| BX 22-PSB B 144A FRN (TSFR1M+294.9) 08-15-39/08-16-27 (BX TRUST BX_22-PSB) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BX 22-PSB C 144A FRN (TSFR1M+369.7) 08-15-39/08-16-27 (BX TRUST BX_22-PSB) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| BX 22-PSB D 144A FRN (TSFR1M+469.3) 08-15-39/08-16-27 (BX TRUST BX_22-PSB) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| BX 24-KING A 144A FRN (TSFR1M+154.104) 05-15-34/26 (BX COMMERCIAL MORTGAGE TRUST BX_24-KING) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.09 |
| BX 24-KING C 144A FRN (TSFR1M+194.048) 05-15-34/26 (BX COMMERCIAL MORTGAGE TRUST BX_24-KING) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| BX 24-KING D 144A FRN (TSFR1M+248.969) 05-15-34/26 (BX COMMERCIAL MORTGAGE TRUST BX_24-KING) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BX_24-VLT4 E 144A FRN (TSFR1M+288.94) 07-15-29 (BX 2024-VLT4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BXSC 22-WSS B 144A FRN (TSFR1M+209.2) 03-15-35/27 (BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| BXSC 22-WSS D 144A FRN (TSFR1M+318.8) 03-15-35/27 (BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.05 |
| CAALT 22-1A D 144A 6.63% 12-15-32/04-15-26 (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-1) | Long | ABS-other | US | $3M | – | 0.02 |
| CAALT 23-3 B 144A 7.09% 10-17-33/11-16-26 (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3) | Long | ABS-other | US | $217K | – | 0.00 |
| CAALT 23-3 C 144A 7.62% 12-15-33/03-15-27 (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3) | Long | ABS-other | US | $253K | – | 0.00 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 | Long | Debt | ES | $8M | – | 0.04 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 | Long | Debt | ES | $17M | – | 0.09 |
| CALIFORNIA MUNICIPAL FINANCE AUTHORITY COMMUNITY FACILITIES DISTRICT NO 2022-27 7.25% 09-01-39 (CALIFORNIA ST MUNI FIN AUTH) | Long | Debt | US | $2M | – | 0.01 |
| CAMPBELL SOUP CO SR UNSEC 5.4% 03-21-34 | Long | Debt | US | $17M | – | 0.09 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30 | Long | Debt | CA | $6M | – | 0.03 |
| CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27 | Long | Debt | CA | $2M | – | 0.01 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.05% 03-05-30 | Long | Debt | CA | $2M | – | 0.01 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 | Long | Debt | CA | $11M | – | 0.06 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $3B | 29M | 15.22 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 5.468% 02-01-29/28 | Long | Debt | US | $6M | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29 | Long | Debt | US | $7M | – | 0.04 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34 | Long | Debt | US | $20M | – | 0.10 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33 | Long | Debt | US | $9M | – | 0.04 |
| CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28 | Long | Debt | US | $10M | – | 0.05 |
| CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29 | Long | Debt | US | $4M | – | 0.02 |
| CARNIVAL CORP 144A LIFE SR UNSEC 10.5% 06-01-30 | Long | Debt | US | $2M | – | 0.01 |
| CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-01-27 | Long | Debt | US | $11M | – | 0.06 |
| CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29 | Long | Debt | US | $14M | – | 0.07 |
| CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50 | Long | Debt | US | $1M | – | 0.01 |
| CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34 | Long | Debt | US | $17M | – | 0.09 |
| CARRIER GLOBAL CORP SR UNSEC 6.2% 03-15-54 | Long | Debt | US | $13M | – | 0.07 |
| CAS 14-C04 1M2 FRN (SOFR30A+501.45) 11-25-24 (FANNIE MAE FNMA_14-C04A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS 16-C02 1M2 FRN (SOFR30A+611.45) 09-25-28 (FANNIE MAE FNMA_16-C02) | Long | ABS-collateralized bond/debt obligation | US | $596K | – | 0.00 |
| CAS 20-R01 1B1 144A FRN (SOFR30A+336.448) 01-25-40 (CAS 2020-R01) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| CAS 22-R06 1M1 144A FRN (SOFR30A+275) 05-25-42 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06) | Long | ABS-collateralized bond/debt obligation | US | $806K | – | 0.00 |
| CAS 23-R01 1M1 144A FRN (SOFR30A+240) 12-25-42 (CAS 2023-R01) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| CAS 24-R01 1B1 144A FRN (SOFR30A+270) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $396K | – | 0.00 |
| CAS 24-R01 1B2 144A FRN (SOFR30A+400) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $518K | – | 0.00 |
| CAS 24-R02 1B1 144A FRN (SOFR30A+250) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.04 |
| CAS 24-R02 1B2 144A FRN (SOFR30A+370) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS 24-R02 1M1 144A FRN (SOFR30A+110) 02-25-44 (CAS 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34 | Long | Debt | US | $7M | – | 0.03 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31 | Long | Debt | US | $11M | – | 0.06 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33 | Long | Debt | US | $6M | – | 0.03 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32 | Long | Debt | US | $16M | – | 0.09 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30 | Long | Debt | US | $2M | – | 0.01 |
| CDX NA HY S42 5Y 5.0% 06-20-29 0.3 REC ICE (CDX HIGH YIELD ISSUER) | Derivative-credit | US | $34M | – | 0.17 | |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $3M | – | 0.02 | |
| CELANESE US HOLDINGS LLC SR UNSEC 6.35% 11-15-28 | Long | Debt | US | $13M | – | 0.07 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.7% 11-15-33 | Long | Debt | US | $4M | – | 0.02 |
| CENCORA INC SR UNSEC 5.125% 02-15-34 | Long | Debt | US | $2M | – | 0.01 |
| CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25 | Long | Debt | CA | $1M | – | 0.01 |
| CENT 23-CITY B 144A (TSFR1M+315) FRN 09-15-28 (CENTURITY 2023 CITY TRUST CENT_23-CITY) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CENTENE CORP SR UNSEC 2.45% 07-15-28 | Long | Debt | US | $21M | – | 0.11 |
| CENTENE CORP SR UNSEC 2.5% 03-01-31 | Long | Debt | US | $1M | – | 0.01 |
| CENTENE CORP SR UNSEC 2.625% 08-01-31 | Long | Debt | US | $3M | – | 0.01 |
| CENTENE CORP SR UNSEC 3.0% 10-15-30 | Long | Debt | US | $3M | – | 0.02 |
| CFCRE 17-C8 C FRN 06-15-50/05-17-27 (CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_17-C8) | Long | ABS-collateralized bond/debt obligation | US | $607K | – | 0.00 |
| CFG 23-1 A 144A 8.56% 07-25-34/12-28-26 (CFG INVESTMENTS LTD CFG_23-1) | Long | ABS-other | US | $2M | – | 0.01 |
| CFMT 18-RM2 B 144A FRN 10-25-68/23 (CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| CFMT 18-RM2 C 144A FRN 10-25-68/23 (CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CFMT 18-RM2 D 144A FRN 10-25-68/23 (CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CFMT 23-HB12 A 144A FRN 4.25% 04-25-33 (CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CFMT 23-HB12 M1 144A FRN 04-25-33/04-26-27 (CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CGCMT 14-GC25 B FRN 10-10-47/10-11-24 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC25) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| CGCMT 15-GC27 C FRN 02-10-48/01-10-25 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC27) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| CGCMT 15-GC29 C FRN 04-10-48/25 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CGCMT 15-P1 B FRN 09-15-48/08-15-25 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-P1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CGCMT 18-B2 B FRN 03-10-51/03-10-28 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_18-B2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CGCMT 20-GC46 B FRN 3.15% 02-15-53/30 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| CGCMT 22-GC48 C FRN 05-15-54/06-17-32 (CGCMT 2022-GC48) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CGCMT 23-PRM3 D 144A FRN 07-10-28 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| CGCMT 23-SMRT C 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-collateralized bond/debt obligation | US | $965K | – | 0.01 |
| CGCMT 23-SMRT D 144A FRN10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| CHARLES SCHWAB CORP SR UNSEC 5.853% 05-19-34/33 (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $5M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 | Long | Debt | US | $11M | – | 0.06 |
| CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31 | Long | Debt | US | $4M | – | 0.02 |
| CHENIERE ENERGY PARTNERS LP SR UNSEC 5.95% 06-30-33 | Long | Debt | US | $25M | – | 0.13 |
| CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.5% 02-01-26 | Long | Debt | US | $2M | – | 0.01 |
| CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29 | Long | Debt | US | $2M | – | 0.01 |
| CHEVRON CORP SR UNSEC 2.236% 05-11-30 | Long | Debt | US | $3M | – | 0.01 |
| CHEVRON CORP SR UNSEC 3.078% 05-11-50 | Long | Debt | US | $807K | – | 0.00 |
| CHICAGO BOARD OF EDUCATION 1.75% 12-15-25 (CHICAGO IL BRD ED) | Long | Debt | US | $18M | – | 0.09 |
| CHICAGO BOARD OF EDUCATION 6.138% 12-01-39 (CHICAGO IL BRD ED) | Long | Debt | US | $3M | – | 0.01 |
| CHICAGO BOARD OF EDUCATION 6.319% 11-01-29 (CHICAGO IL BRD ED) | Long | Debt | US | $557K | – | 0.00 |
| CHICAGO BOARD OF EDUCATION 6.519% 12-01-40 (CHICAGO IL BRD ED) | Long | Debt | US | $960K | – | 0.00 |
| CHICAGO BOARD OF EDUCATION 7.0% 12-01-44 (CHICAGO IL BRD ED) | Long | Debt | US | $103K | – | 0.00 |
| CHICAGO BOARD OF EDUCATION 7.0% 12-01-46 (CHICAGO IL BRD ED) | Long | Debt | US | $2M | – | 0.01 |
| CHILE GOVERNMENT INTERNATIONAL BOND 3.1% 01-22-61 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $14M | – | 0.07 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.34% 03-07-42 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $3M | – | 0.02 |
| CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $20M | – | 0.10 |
| CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31 (CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB/3332) | Long | Debt | MX | $6M | – | 0.03 |
| CIFC 19-5 A1R1 CLO 144A FRN (TSFR3M+140.16) 01-15-35 (CIFC FUNDING LTD CIFC_19-5A) | Long | ABS-other | KY | $502K | – | 0.00 |
| CIGNA GROUP SR UNSEC 2.375% 03-15-31 (CIGNA GROUP/THE) | Long | Debt | US | $1M | – | 0.01 |
| CIGNA GROUP SR UNSEC 5.25% 02-15-34 (CIGNA GROUP/THE) | Long | Debt | US | $5M | – | 0.03 |
| CIGNA GROUP SR UNSEC 5.6% 02-15-54 (CIGNA GROUP/THE) | Long | Debt | US | $1M | – | 0.01 |
| CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31 | Long | Debt | US | $4M | – | 0.02 |
| CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34 | Long | Debt | US | $29M | – | 0.15 |
| CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC SR UNSEC 2.52% 11-03-32/31 | Long | Debt | US | $4M | – | 0.02 |
| CITIGROUP INC SR UNSEC 2.572% 06-03-31/30 | Long | Debt | US | $3M | – | 0.02 |
| CITIGROUP INC SR UNSEC 3.057% 01-25-33/32 | Long | Debt | US | $7M | – | 0.04 |
| CITIGROUP INC SR UNSEC 6.27% 11-17-33/32 | Long | Debt | US | $14M | – | 0.07 |
| CITIGROUP INC SUB 6.174% 05-25-34/33 | Long | Debt | US | $7M | – | 0.04 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34 | Long | Debt | US | $5M | – | 0.02 |
| CITZN 23-2 A3 144A 5.83% 02-15-28/08-17-26 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $507K | – | 0.00 |
| CITZN 23-2 A4 144A 5.74% 10-15-30/01-15-27 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $606K | – | 0.00 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.375% 07-01-28 | Long | Debt | US | $13M | – | 0.07 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30 | Long | Debt | US | $3M | – | 0.01 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31 | Long | Debt | US | $10M | – | 0.05 |
| CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1) | Long | ABS-other | US | $6M | – | 0.03 |
| CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27 (CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R) | Long | ABS-other | US | $1M | – | 0.01 |
| CLIF 20-1A B 144A 3.62% 09-18-45 (CLI FUNDING LLC CLIF_20-1) | Long | ABS-other | US | $1M | – | 0.01 |
| CLIF 20-2A B 144A 3.56% 09-15-45 (CLI FUNDING LLC CLIF_20-2) | Long | ABS-other | US | $601K | – | 0.00 |
| CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32 | Long | Debt | US | $20M | – | 0.11 |
| CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29 | Long | Debt | US | $14M | – | 0.07 |
| CLOUD SOFTWARE GROUP INC TL 1ST LIEN (TSFR3M+400) FRN 03-30-29 | Long | Loan | US | $11M | – | 0.06 |
| CLP FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $-574K | – | -0.00 | ||
| CMHAT 22-MH1 A 144A 4.25% 08-25-54/11-25-27 (CASCADE MH ASSET TRUST CMHAT_22-MH1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CMXS 24-A C 5.62% 01-15-30/03-15-28 (CMXS 2024-A) | Long | ABS-other | US | $573K | – | 0.00 |
| CMXS 24-A D 6.27% 12-16-30/03-15-28 (CMXS 2024-A) | Long | ABS-other | US | $869K | – | 0.00 |
| CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32 | Long | Debt | US | $2M | – | 0.01 |
| CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31 | Long | Debt | US | $3M | – | 0.02 |
| COCA-COLA CO SR UNSEC 5.0% 05-13-34 | Long | Debt | US | $5M | – | 0.02 |
| COCA-COLA CO SR UNSEC 5.3% 05-13-54 | Long | Debt | US | $529K | – | 0.00 |
| COCA-COLA CONSOLIDATED INC SR UNSEC 5.45% 06-01-34 | Long | Debt | US | $4M | – | 0.02 |
| COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28 | Long | Debt | US | $10M | – | 0.05 |
| COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31 | Long | Debt | US | $37M | – | 0.19 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.0% 01-30-30 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $4M | – | 0.02 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.125% 04-15-31 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $3M | – | 0.01 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.0% 06-15-45 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $5M | – | 0.03 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.2% 05-15-49 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $904K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.625% 02-26-44 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $154K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $8M | – | 0.04 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 04-20-33 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $23M | – | 0.12 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $12M | – | 0.06 |
| COMCAST CORP SR UNSEC 5.3% 06-01-34 | Long | Debt | US | $36M | – | 0.19 |
| COMCAST CORP SR UNSEC 5.65% 06-01-54 | Long | Debt | US | $8M | – | 0.04 |
| COMM 14-UBS4 B 4.701% 03-10-47/02-12-24 (COMM MORTGAGE TRUST COMM_14-UBS2) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| COMM 20-C D 144A FRN 11-10-46/11-13-30 (COMM MORTGAGE TRUST COMM_20-CX) | Long | ABS-collateralized bond/debt obligation | US | $316K | – | 0.00 |
| COMM 20-CX E 144A FRN 11-10-46/30 (COMM MORTGAGE TRUST COMM_20-CX) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| COMM 2014-UBS6 AM 4.048% 12-10-47/11-10-24 (COMM MORTGAGE TRUST COMM_14-UBS6) | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| COMM 2014-UBS6 C FRN 12-10-47/12-12-24 (COMM MORTGAGE TRUST COMM_14-UBS6) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| COMMONWEALTH OF PUERTO RICO 0.0% 07-01-24 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $186K | – | 0.00 |
| COMMONWEALTH OF PUERTO RICO 0.0% 07-01-33 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $985K | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 4.0% 07-01-33 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 4.0% 07-01-35 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 4.0% 07-01-37 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $853K | – | 0.00 |
| COMMONWEALTH OF PUERTO RICO 4.0% 07-01-41 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 4.0% 07-01-46 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 5.375% 07-01-25 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 5.625% 07-01-27 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 5.625% 07-01-29 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO 5.75% 07-01-31 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $1M | – | 0.01 |
| COMMONWEALTH OF PUERTO RICO FRN 11-01-43 (PUERTO RICO COMMONWEALTH OF (GOVERNMENT)) | Long | Debt | PR | $3M | – | 0.02 |
| COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28 (COMMSCOPE INC) | Long | Debt | US | $898K | – | 0.00 |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32 | Long | Debt | US | $5M | – | 0.02 |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29 | Long | Debt | US | $5M | – | 0.03 |
| COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30 | Long | Debt | US | $3M | – | 0.01 |
| CONSOLIDATED COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.0% 10-01-28 | Long | Debt | US | $2M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC SR UNSEC 5.375% 05-15-34 (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $3M | – | 0.01 |
| CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31 | Long | Debt | LU | $19M | – | 0.10 |
| CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 6.5% 05-15-26 | Long | Debt | LU | $760K | – | 0.00 |
| CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27 | Long | Debt | US | $11M | – | 0.06 |
| CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32 | Long | Debt | US | $6M | – | 0.03 |
| CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33 | Long | Debt | US | $2M | – | 0.01 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $14M | – | 0.07 |
| COOK 18-1 B CLO 144A FRN (TSFR3M+166.16) 04-17-30 (COOK PARK CLO COOK_18-1A) | Long | ABS-other | US | $500K | – | 0.00 |
| COP FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $-620K | – | -0.00 | ||
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 | Long | Debt | US | $2M | – | 0.01 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29 | Long | Debt | US | $7M | – | 0.04 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $3M | – | 0.02 |
| COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52 | Long | Debt | US | $8M | – | 0.04 |
| CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28 | Long | Debt | US | $9M | – | 0.05 |
| CORELOGIC INC TL 2ND LIEN (TSFR3M+650) (FLR 0.5) 11.95841% 06-04-29 | Long | Loan | US | $3M | – | 0.02 |
| CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31 | Long | Debt | MX | $3M | – | 0.02 |
| COTERRA ENERGY INC SR UNSEC 5.6% 03-15-34 | Long | Debt | US | $2M | – | 0.01 |
| COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32 | Long | Debt | US | $4M | – | 0.02 |
| CPS 22-C C 144A 5.28% 04-15-30/08-15-25 (CPS AUTO RECEIVABLES TRUST CPS_22-C) | Long | ABS-other | US | $187K | – | 0.00 |
| CPS 22-C D 144A 6.45% 04-15-30/07-15-26 (CPS AUTO RECEIVABLES TRUST CPS_22-C) | Long | ABS-other | US | $1M | – | 0.01 |
| CPS 22-D E 144A 12.12% 06-17-30/11-16-26 (CPS AUTO RECEIVABLES TRUST CPS_22-D) | Long | ABS-other | US | $4M | – | 0.02 |
| CPS 23-A C 144A 5.54% 04-16-29/11-17-25 (CPS AUTO RECEIVABLES TRUST CPS_23-A) | Long | ABS-other | US | $349K | – | 0.00 |
| CPS 23-A D 6.44 144A 6.44% 04-16-29/11-16-26 (CPS AUTO RECEIVABLES TRUST CPS_23-A) | Long | ABS-other | US | $529K | – | 0.00 |
| CPS 23-C C 144A 6.27% 10-15-29/07-15-26 (CPS AUTO RECEIVABLES TRUST CPS_23-C) | Long | ABS-other | US | $693K | – | 0.00 |
| CPS 23-C D 144A 6.77% 10-15-29/06-15-27 (CPS AUTO RECEIVABLES TRUST CPS_23-C) | Long | ABS-other | US | $631K | – | 0.00 |
| CPS 24-A B 144A 5.65% 05-15-28/01-15-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $100K | – | 0.00 |
| CPS 24-A C 144A 5.74% 04-15-30/11-16-26 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $100K | – | 0.00 |
| CPS 24-A D 144A 6.13% 04-15-30/10-15-27 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $100K | – | 0.00 |
| CPS 24-A E 144A 8.42% 08-15-31/02-15-28 (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $3M | – | 0.01 |
| CPS 24-C E 144A 8.04% 03-15-32/08-15-28 (CPS 2024-C) | Long | ABS-other | US | $4M | – | 0.02 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33 | Long | Debt | US | $6M | – | 0.03 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32 | Long | Debt | US | $5M | – | 0.03 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28 | Long | Debt | US | $3M | – | 0.02 |
| CROWN CASTLE INC SR UNSEC 5.0% 01-11-28 | Long | Debt | US | $2M | – | 0.01 |
| CROWN CASTLE INC SR UNSEC 5.8% 03-01-34 | Long | Debt | US | $17M | – | 0.09 |
| CROWNROCK LP 144A LIFE SR UNSEC 5.0% 05-01-29 | Long | Debt | US | $3M | – | 0.02 |
| CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-other | US | $101K | – | 0.00 |
| CRVNA 23-P3 A4 144A 5.71% 07-10-29/04-10-28 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-other | US | $119K | – | 0.00 |
| CSAIL 16-C5 C FRN 11-15-48/11-18-25 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_16-C5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CSMC 20-NET C 144A 3.526% 08-15-37/25 (CREDIT SUISSE MORTGAGE TRUST 20-NETC) | Long | ABS-collateralized bond/debt obligation | US | $935K | – | 0.00 |
| CSX CORP SR UNSEC 3.8% 04-15-50 | Long | Debt | US | $417K | – | 0.00 |
| CSX CORP SR UNSEC 5.2% 11-15-33 | Long | Debt | US | $2M | – | 0.01 |
| CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28 | Long | Debt | US | $5M | – | 0.03 |
| CVS HEALTH CORP SR UNSEC 5.25% 02-21-33 | Long | Debt | US | $2M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.55% 06-01-31 | Long | Debt | US | $2M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.625% 02-21-53 | Long | Debt | US | $12M | – | 0.06 |
| CVS HEALTH CORP SR UNSEC 5.7% 06-01-34 | Long | Debt | US | $45M | – | 0.24 |
| CVS HEALTH CORP SR UNSEC 5.875% 06-01-53 | Long | Debt | US | $4M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 6.0% 06-01-44 | Long | Debt | US | $28M | – | 0.14 |
| CVS HEALTH CORP SR UNSEC 6.0% 06-01-63 | Long | Debt | US | $3M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 6.05% 06-01-54 | Long | Debt | US | $27M | – | 0.14 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 06-25-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $5M | – | 0.03 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28 | Long | Debt | US | $7M | – | 0.04 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31 | Long | Debt | US | $3M | – | 0.02 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28 | Long | Debt | US | $24M | – | 0.12 |
| DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27 (DANSKE BANK AS) | Long | Debt | DK | $12M | – | 0.06 |
| DATA 23-CNTR D 144A FRN 08-12-43/33 (MORTGAGE TRUST DATA_23-CNTR) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| DC 23-DC A 144A 6.3143% 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.13 |
| DC 23-DC D 144A FRN 09-10-40/09-11-28 (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-collateralized bond/debt obligation | US | $31M | – | 0.16 |
| DCLO 23-5 A1 CLO 144A FRN (TSFR3M+185) 10-15-36 (DIAMETER CAPITAL CLO DCLO_23-5) | Long | ABS-other | KY | $2M | – | 0.01 |
| DCLO 23-5 A2 CLO 144A FRN (TSFR3M+240) 10-15-36 (DIAMETER CAPITAL CLO DCLO_23-5) | Long | ABS-other | KY | $2M | – | 0.01 |
| DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.5% 10-20-25 (SKYMILES IP LTD) | Long | Debt | US | $2M | – | 0.01 |
| DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28 (SKYMILES IP LTD) | Long | Debt | US | $3M | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $9M | – | 0.05 |
| DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $8M | – | 0.04 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30 | Long | Debt | US | $3M | – | 0.02 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34 | Long | Debt | US | $10M | – | 0.05 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54 | Long | Debt | US | $5M | – | 0.03 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.9% 04-18-64 | Long | Debt | US | $3M | – | 0.02 |
| DIEBOLD NIXDORF INC TL 144A (TSFR3M+750) FRN 08-11-28 | Long | Loan | US | $21M | – | 0.11 |
| DISCOVER FINANCIAL SERVICES SR UNSEC 7.964% 11-02-34/33 | Long | Debt | US | $3M | – | 0.02 |
| DISH DBS CORP SR UNSEC 5.875% 11-15-24 | Long | Debt | US | $10M | – | 0.05 |
| DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27 | Long | Debt | US | $10M | – | 0.05 |
| DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $11M | – | 0.05 |
| DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $2M | – | 0.01 |
| DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $6M | – | 0.03 |
| DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $854K | – | 0.00 |
| DRIVE 24-1 A2 5.83% 12-15-26/03-17-25 (DRIVE 2024-1) | Long | ABS-other | US | $11M | – | 0.06 |
| DRIVE 24-1 A3 5.35% 02-15-28/12-15-25 (DRIVE 2024-1) | Long | ABS-other | US | $6M | – | 0.03 |
| DRIVE 24-1 B 5.31% 01-16-29/10-15-26 (DRIVE 2024-1) | Long | ABS-other | US | $5M | – | 0.03 |
| DRIVE 24-1 C 5.43% 11-17-31/10-15-27 (DRIVE 2024-1) | Long | ABS-other | US | $699K | – | 0.00 |
| DRSLF 22-98 D CLO 144A (TSFR3M+310) 04-20-35 (DRYDEN CLO LTD DRSLF_20-98) | Long | ABS-other | KY | $293K | – | 0.00 |
| DRSLF 23-113 DR CLO 144A (TSFR3M+440) 10-20-35 (DRYDEN SENIOR LOAN FUND DRSLF_23-113) | Long | ABS-other | KY | $2M | – | 0.01 |
| DTAOT 20-2A D 144A 4.73% 03-16-26 (DT AUTO OWNER TRUST DTAOT_20-2) | Long | ABS-other | US | $73K | – | 0.00 |
| DTAOT 23-1 C 144A 5.55% 10-16-28/12-15-25 (DT AUTO OWNER TRUST DTAOT_23-1) | Long | ABS-other | US | $398K | – | 0.00 |
| DTAOT 23-1 D 144A 6.44% 11-15-28/09-15-26 (DT AUTO OWNER TRUST DTAOT_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| DTAOT 23-3 C 144A 6.4% 05-15-29/07-15-26 (DT AUTO OWNER TRUST DTAOT_23-3) | Long | ABS-other | US | $528K | – | 0.00 |
| DTAOT 23-3 D 7.12% 05-15-29/04-15-27 (DT AUTO OWNER TRUST DTAOT_23-3) | Long | ABS-other | US | $554K | – | 0.00 |
| DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32 (DTE ELECTRIC COMPANY) | Long | Debt | US | $8M | – | 0.04 |
| DTE ELECTRIC CO SR SEC 1ST LIEN 3.65% 03-01-52 (DTE ELECTRIC COMPANY) | Long | Debt | US | $4M | – | 0.02 |
| DTRT 24-1 A2 5.6% 04-15-26/08-15-25 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) | Long | ABS-other | US | $8M | – | 0.04 |
| DTRT 24-1 A3 5.49% 12-15-27/04-15-27 (DAIMLER TRUCKS RETAIL TRUST DTRT_24-1) | Long | ABS-other | US | $16M | – | 0.08 |
| DUKE ENERGY CORP SR UNSEC 5.45% 06-15-34 | Long | Debt | US | $5M | – | 0.03 |
| DUKE ENERGY CORP SR UNSEC 6.1% 09-15-53 | Long | Debt | US | $8M | – | 0.04 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52 | Long | Debt | US | $3M | – | 0.02 |
| EART 20-1A D 144A 2.73% 12-15-25/03-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1) | Long | ABS-other | US | $969K | – | 0.01 |
| EART 20-2 D 144A 4.73% 04-15-26/04-15-24 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2) | Long | ABS-other | US | $52K | – | 0.00 |
| EART 22-2 C 3.85% 07-17-28 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $2M | – | 0.01 |
| EART 22-2A D 4.56% 07-17-28 (EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $1M | – | 0.01 |
| EART 22-4A B 4.57% 01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) | Long | ABS-other | US | $207K | – | 0.00 |
| EART 22-4A C 4.92% 12-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) | Long | ABS-other | US | $513K | – | 0.00 |
| EART 22-4A D 5.98% 12-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4) | Long | ABS-other | US | $315K | – | 0.00 |
| EART 22-6 B 6.03% 08-16-27/06-16-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) | Long | ABS-other | US | $278K | – | 0.00 |
| EART 22-6 C 6.32% 05-15-28/03-16-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) | Long | ABS-other | US | $1M | – | 0.01 |
| EART 22-6 D 8.03% 04-06-29/01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6) | Long | ABS-other | US | $445K | – | 0.00 |
| EART 23-1 B 5.72% 04-15-27/03-17-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $594K | – | 0.00 |
| EART 23-1 D 6.69% 06-15-29/01-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $733K | – | 0.00 |
| EART 23-1 E 12.07% 09-16-30/10-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-other | US | $7M | – | 0.04 |
| EART 23-2 E 144A 9.75% 11-15-30 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-2) | Long | ABS-other | US | $4M | – | 0.02 |
| EART 23-3 B 6.11% 09-15-27/07-15-25 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $227K | – | 0.00 |
| EART 23-3 C 6.21% 06-15-28/05-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $126K | – | 0.00 |
| EART 23-3 D 6.68% 04-16-29/05-17-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $229K | – | 0.00 |
| EART 23-3 E 144A 9.98% 01-15-31/02-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-other | US | $2M | – | 0.01 |
| EART 23-4 B 6.31% 10-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4) | Long | ABS-other | US | $698K | – | 0.00 |
| EART 23-4 C 6.51% 08-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4) | Long | ABS-other | US | $702K | – | 0.00 |
| EART 23-4 D 6.95% 12-17-29 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4) | Long | ABS-other | US | $1M | – | 0.01 |
| EART 23-4 E 144A 9.57% 02-18-31 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4) | Long | ABS-other | US | $3M | – | 0.01 |
| EART 23-5 E 144A 9.58% 06-16-31/07-17-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-other | US | $4M | – | 0.02 |
| EART 24-1 B 5.29% 08-15-28/06-15-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $326K | – | 0.00 |
| EART 24-1 C 5.41% 05-15-30/04-15-27 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $337K | – | 0.00 |
| EART 24-1 D 5.84% 06-17-30/05-15-28 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $2M | – | 0.01 |
| EART 24-1 E 144A 7.89% 08-15-31/01-16-29 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1) | Long | ABS-other | US | $4M | – | 0.02 |
| EART 24-2 C 5.74% 05-15-29/03-15-27 (EART 2024-2A) | Long | ABS-other | US | $1M | – | 0.01 |
| EART 24-2 D 5.92% 02-15-30/04-17-28 (EART 2024-2A) | Long | ABS-other | US | $2M | – | 0.01 |
| EART 24-2 E 144A 7.98% 10-15-31/11-15-28 (EART 2024-2A) | Long | ABS-other | US | $4M | – | 0.02 |
| EASTMAN CHEMICAL CO SR UNSEC 5.625% 02-20-34 | Long | Debt | US | $5M | – | 0.02 |
| ECOPETROL SA SR UNSEC 4.625% 11-02-31 | Long | Debt | CO | $180K | – | 0.00 |
| ECOPETROL SA SR UNSEC 8.375% 01-19-36 | Long | Debt | CO | $17M | – | 0.09 |
| ECOPETROL SA SR UNSEC 8.875% 01-13-33 | Long | Debt | CO | $16M | – | 0.08 |
| EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-79/03-15-27 | Long | Debt | US | $10M | – | 0.05 |
| EDVES 21-A A 144A 1.8% 11-25-45 (EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A) | Long | ABS-other | US | $2M | – | 0.01 |
| EFF 24-1 A3 144A 5.16% 09-20-30/28 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) | Long | ABS-other | US | $181K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.8% 09-30-27 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $2M | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.875% 02-16-31 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $3M | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.5% 02-16-61 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $619K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.6003% 03-01-29 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $632K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.903% 02-21-48 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $427K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.15% 11-20-59 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $18M | – | 0.09 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.5% 01-31-47 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $870K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.7002% 03-01-49 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $1M | – | 0.01 |
| EGYPT TREASURY BILLS EGP 0.0% 01-14-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $28M | – | 0.15 |
| EGYPT TREASURY BILLS EGP 0.0% 03-18-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $29M | – | 0.15 |
| EGYPT TREASURY BILLS EGP 0.0% 09-17-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $28M | – | 0.15 |
| EIDP INC SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $6M | – | 0.03 |
| ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33 | Long | Debt | FR | $11M | – | 0.06 |
| ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-33 | Long | Debt | US | $3M | – | 0.02 |
| ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53 | Long | Debt | US | $853K | – | 0.00 |
| ELM 24-ELM D10 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.00 |
| ELM 24-ELM D15 144A FRN 06-10-39/06-11-27 (ELM TRUST ELM_24-ELM) | Long | ABS-collateralized bond/debt obligation | US | $559K | – | 0.00 |
| ELMW2 19-2 AR CLO 144A FRN (TSFR3M+141.16) 04-20-34 (ELMWOOD CLO II LTD ELMW2_19-2A) | Long | ABS-other | KY | $2M | – | 0.01 |
| EMBARQ CORP SR UNSEC 7.995% 06-01-36 | Long | Debt | US | $164K | – | 0.00 |
| EMERA INC SUB (H) 6.75% 06-15-76/26 | Long | Debt | CA | $349K | – | 0.00 |
| ENBRIDGE ENERGY PARTNERS LP SR UNSEC 5.875% 10-15-25 | Long | Debt | US | $155K | – | 0.00 |
| ENBRIDGE INC SR UNSEC 6.7% 11-15-53 | Long | Debt | CA | $5M | – | 0.02 |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.75% 05-01-31 | Long | Debt | US | $3M | – | 0.02 |
| ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31 | Long | Debt | US | $4M | – | 0.02 |
| ENDO INC 144A 4(A)(2) (NOT LISTED OR TRADING) | Long | Equity-common | US | $706K | 25K | 0.00 |
| ENDO INC 1L 6.125 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.27 | 3M | 0.00 |
| ENDO INC 1L 6.875 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.06 | 625K | 0.00 |
| ENDO INC 1L 7.5 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.3 | 3M | 0.00 |
| ENDO INC GUC 6.0 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.43 | 4M | 0.00 |
| ENDO INTERNATIONAL PLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 04-23-31 | Long | Loan | IE | $4M | – | 0.02 |
| ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31 | Long | Debt | IL | $2M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSEC 2.9% 05-15-25 | Long | Debt | US | $3M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSEC 5.6% 09-01-34 | Long | Debt | US | $10M | – | 0.05 |
| ENERGY TRANSFER LP SR UNSEC 5.95% 05-15-54 | Long | Debt | US | $14M | – | 0.08 |
| ENERGY TRANSFER LP SR UNSEC 6.05% 09-01-54 | Long | Debt | US | $4M | – | 0.02 |
| ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-79/02-15-28 (ENERGY TRANSFER LP) | Long | Debt | US | $3M | – | 0.01 |
| ENI SPA 144A LIFE SR UNSEC 5.5% 05-15-34 | Long | Debt | IT | $14M | – | 0.08 |
| ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54 | Long | Debt | IT | $19M | – | 0.10 |
| ENTEGRIS INC 144A LIFE SR SEC 1ST LIEN 4.75% 04-15-29 | Long | Debt | US | $9M | – | 0.05 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52 | Long | Debt | US | $562K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.5% 01-15-29 | Long | Debt | US | $2M | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 01-15-31 | Long | Debt | US | $3M | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.0% 07-01-25 | Long | Debt | US | $7M | – | 0.04 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27 | Long | Debt | US | $4M | – | 0.02 |
| EQUINIX EUROPE 2 FINANCING CORP LLC SR UNSEC 5.5% 06-15-34 | Long | Debt | US | $1M | – | 0.01 |
| EQUINIX INC SR UNSEC 2.625% 11-18-24 | Long | Debt | US | $2M | – | 0.01 |
| EQUINIX INC SR UNSEC 2.9% 11-18-26 | Long | Debt | US | $834K | – | 0.00 |
| EQUINIX INC SR UNSEC 3.4% 02-15-52 | Long | Debt | US | $3M | – | 0.02 |
| EQUINOR ASA SR UNSEC 3.7% 04-06-50 | Long | Debt | NO | $925K | – | 0.00 |
| EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32 (EQUIPMENTSHARECOM INC) | Long | Debt | US | $5M | – | 0.03 |
| ESA 21-ESH A 144A FRN (TSFR1M+119.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| ESA 21-ESH B 144A FRN (TSFR1M+149.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| ESA 21-ESH C 144A FRN (TSFR1M+181.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| ESA 21-ESH D 144A FRN (TSFR1M+236.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-3M | – | -0.02 | ||
| EUR FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $112K | – | 0.00 | ||
| EURO-BUND 10YR FUT RXU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $3M | – | 0.01 | |
| EURO-BUXL 30YR FUT UBU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $398K | – | 0.00 | |
| EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $13M | – | 0.07 |
| EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34 | Long | Debt | US | $11M | – | 0.05 |
| EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51 | Long | Debt | US | $888K | – | 0.00 |
| EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40 | Long | Debt | US | $1M | – | 0.01 |
| FARM 24-1 B 144A FRN 10-01-53 (FARM 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FASST 19-JR2 A1 144A 2.0% 04-01-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| FASST 19-JR3 A 144A 2.0% 09-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR3) | Long | ABS-collateralized bond/debt obligation | US | $896K | – | 0.00 |
| FASST 19-JR4 A 144A 2.0% 11-25-69 (FINANCE OF AMERICA STRUCTURED FASST_19-JR4) | Long | ABS-collateralized bond/debt obligation | US | $965K | – | 0.01 |
| FCAT 23-3 A3 144A 5.44% 04-17-28/03-16-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $57K | – | 0.00 |
| FCAT 23-3 B 144A 5.64% 07-16-29/09-15-26 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $214K | – | 0.00 |
| FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $100K | – | 0.00 |
| FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-3) | Long | ABS-other | US | $68K | – | 0.00 |
| FED FARM CR 1.75% 02-14-25 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $3M | – | 0.02 |
| FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29 | Long | Debt | US | $5M | – | 0.02 |
| FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30 | Long | Debt | US | $4M | – | 0.02 |
| FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28 | Long | Debt | US | $3M | – | 0.02 |
| FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 | Long | Loan | US | $3M | – | 0.02 |
| FINASTRA USA INC TL-REVOLVER FUNDED PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 | Long | Loan | US | $40K | – | 0.00 |
| FINASTRA USA INC TL-REVOLVER UNFUNDED PP FRN 09-13-29 | Long | Loan | US | $264K | – | 0.00 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29 | Long | Debt | CA | $12M | – | 0.06 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27 | Long | Debt | CA | $6M | – | 0.03 |
| FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 | Long | Debt | US | $3M | – | 0.02 |
| FIVE 23-V1 B FRN 02-10-56/02-11-28 (FIVE 2023-V1 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FIVE 23-V1 C FRN 02-10-56/02-11-28 (FIVE 2023-V1 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25 (FIRSTKEY HOMES FKH_20-SFR2) | Long | ABS-other | US | $9M | – | 0.05 |
| FLORIDA HURRICANE CATASTROPHE FUND 1.258% 07-01-25 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $14M | – | 0.08 |
| FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30 (STATE BOARD OF ADMINISTRATION FINANCE CORP) | Long | Debt | US | $13M | – | 0.07 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.05% 04-01-28 | Long | Debt | US | $9M | – | 0.04 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33 | Long | Debt | US | $9M | – | 0.05 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53 | Long | Debt | US | $5M | – | 0.03 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34 | Long | Debt | US | $4M | – | 0.02 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 06-15-54 | Long | Debt | US | $1M | – | 0.01 |
| FMBT 19-FBLU D 144A FRN 12-10-36/12-12-24 (FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FMBT 19-FBLU E 144A FRN 12-10-36/12-12-24 (FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| FNCL 2.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $113M | – | 0.59 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $72M | – | 0.38 |
| FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $95M | – | 0.49 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $94M | – | 0.49 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $383M | – | 1.99 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $232M | – | 1.21 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $415M | – | 2.16 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $268M | – | 1.39 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $167M | – | 0.87 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $191M | – | 0.99 |
| FNCL UMBS 2.0 BQ7006 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 BR2666 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 2.0 BV3083 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 BV3101 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 2.0 BV4169 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 BV4172 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 CB3155 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNCL UMBS 2.0 FM7803 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNCL UMBS 2.0 FS1598 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.0 FS1742 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.0 FS6986 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNCL UMBS 2.0 FS7329 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 FS7498 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNCL UMBS 2.0 FS7823 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNCL UMBS 2.0 MA4465 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNCL UMBS 2.0 MA4492 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 MA4547 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.0 MA4562 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.0 QB8605 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNCL UMBS 2.0 QD1841 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCL UMBS 2.0 QD5748 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 QD6836 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 QD8103 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 QD8408 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 QE0312 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 SD5109 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.0 SD5343 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.0 SD5500 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 2.0 SD8160 08-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD8166 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 SD8182 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD8193 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| FNCL UMBS 2.0 SD8199 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 SD8204 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.5 BT9483 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| FNCL UMBS 2.5 BT9510 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $851K | – | 0.00 |
| FNCL UMBS 2.5 CA7737 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.17 |
| FNCL UMBS 2.5 CB2319 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $846K | – | 0.00 |
| FNCL UMBS 2.5 CB2372 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FNCL UMBS 2.5 FM9068 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 2.5 MA4282 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.5 MA4306 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FNCL UMBS 2.5 SD0644 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 2.5 SD7545 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $776K | – | 0.00 |
| FNCL UMBS 2.5 SD7554 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.0 CB0046 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $113M | – | 0.59 |
| FNCL UMBS 3.0 CB0191 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.20 |
| FNCL UMBS 3.0 CB0193 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 FM7909 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 3.0 FS4628 10-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 3.0 SD2602 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 3.0 SD2880 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FNCL UMBS 3.0 SD8225 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FNCL UMBS 3.0 SD8242 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNCL UMBS 3.5 FS5372 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $171M | – | 0.89 |
| FNCL UMBS 4.0 BT8154 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 4.0 BW9778 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $915K | – | 0.00 |
| FNCL UMBS 4.0 CB4118 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 4.0 CB4548 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 4.0 CB7075 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54M | – | 0.28 |
| FNCL UMBS 4.0 CB7076 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $64M | – | 0.34 |
| FNCL UMBS 4.0 FS2654 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 4.0 MA4993 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 4.0 MA5341 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 4.0 MA5385 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FNCL UMBS 4.0 SD1502 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FNCL UMBS 4.0 SD2066 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 4.0 SD2079 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 4.0 SD8244 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $112M | – | 0.58 |
| FNCL UMBS 4.0 SD8305 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.0 SD8425 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| FNCL UMBS 4.0 SD8428 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNCL UMBS 4.0 SD8435 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 BV7577 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FNCL UMBS 4.5 BV8052 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| FNCL UMBS 4.5 BW7702 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $428.87 | – | 0.00 |
| FNCL UMBS 4.5 CB4384 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $208M | – | 1.08 |
| FNCL UMBS 4.5 CB4801 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $166M | – | 0.86 |
| FNCL UMBS 4.5 CB4851 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $214M | – | 1.11 |
| FNCL UMBS 4.5 CB5633 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $119M | – | 0.62 |
| FNCL UMBS 4.5 CB6303 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 4.5 FS5520 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 0.19 |
| FNCL UMBS 4.5 FS5554 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| FNCL UMBS 4.5 MA5070 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $62M | – | 0.32 |
| FNCL UMBS 4.5 MA5105 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FNCL UMBS 4.5 MA5136 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| FNCL UMBS 4.5 QF0213 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FNCL UMBS 4.5 QF1236 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.5 SD8360 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FNCL UMBS 5.0 BW1849 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.0 BW5065 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.0 BX5114 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $57M | – | 0.30 |
| FNCL UMBS 5.0 BX6074 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $78M | – | 0.41 |
| FNCL UMBS 5.0 FS4142 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $69M | – | 0.36 |
| FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.0 FS5994 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $138M | – | 0.72 |
| FNCL UMBS 5.0 FS7252 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $314M | – | 1.63 |
| FNCL UMBS 5.0 MA4785 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $163M | – | 0.85 |
| FNCL UMBS 5.0 MA5038 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $99M | – | 0.51 |
| FNCL UMBS 5.0 QF5426 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNCL UMBS 5.0 QF7590 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNCL UMBS 5.0 QF8385 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.0 QF8705 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNCL UMBS 5.0 QF9074 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $962K | – | 0.01 |
| FNCL UMBS 5.0 SD2515 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $91M | – | 0.47 |
| FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $379M | – | 1.97 |
| FNCL UMBS 5.0 SD4999 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $60M | – | 0.31 |
| FNCL UMBS 5.0 SD8258 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $35M | – | 0.18 |
| FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $102M | – | 0.53 |
| FNCL UMBS 5.0 SD8315 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $80M | – | 0.41 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNCL UMBS 6.0 CB6465 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNCL UMBS 6.0 CB6485 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNCL UMBS 6.0 CB6486 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNCL UMBS 6.0 MA5139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 6.0 MA5216 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $133M | – | 0.69 |
| FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNCL UMBS 6.0 SD5303 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 6.0 SD8384 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $47M | – | 0.24 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 0.875% 08-05-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $16M | – | 0.08 |
| FORD MOTOR CO SR UNSEC 4.75% 01-15-43 | Long | Debt | US | $3M | – | 0.01 |
| FORD MOTOR CO SR UNSEC 5.291% 12-08-46 | Long | Debt | US | $6M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $7M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $9M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $8M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $20M | – | 0.10 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $13M | – | 0.07 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.02 |
| FORD OTOMOTIV SANAYI AS 144A LIFE SR UNSEC 7.125% 04-25-29 | Long | Debt | TR | $12M | – | 0.06 |
| FREMF K-142 A2 2.4% 03-25-32 (FREMF MORTGAGE TRUST FREMF_22-K142) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.11 |
| FS 23-4SZN C 144A FRN 11-10-39/11-15-27 (FS COMMERCIAL TRUST FS_23-4SZN) | Long | ABS-collateralized bond/debt obligation | US | $732K | – | 0.00 |
| FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $984K | – | 0.01 | |
| FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7M | – | 0.04 | |
| FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7M | – | 0.04 | |
| FSWP: OIS RECFIX USD 3.4615% 01-29-25/01-29-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-14M | – | -0.07 | |
| FSWP: OIS RECFIX USD 3.481% 01-29-25/01-29-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-13M | – | -0.07 | |
| FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-8M | – | -0.04 | |
| FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-15M | – | -0.08 | |
| FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-14M | – | -0.07 | |
| FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-14M | – | -0.07 | |
| FSWP: OIS RECFIX USD 4.26959% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26 | Long | Debt | US | $14M | – | 0.07 |
| FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26 | Long | Debt | US | $8M | – | 0.04 |
| G2SF 2.5 MA7881 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2SF 2.5 MA7987 04-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| G2SF 4.0 MA8426 11-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $37M | – | 0.19 |
| G2SF 4.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $111M | – | 0.58 |
| GABON GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.0% 11-24-31 (GABON REPUBLIC OF (GOVERNMENT)) | Long | Debt | GA | $8M | – | 0.04 |
| GBP FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| GCAR 23-3 B 144A 5.89% 01-18-28 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $988K | – | 0.01 |
| GCAR 23-3 C 144A 6.01% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $122K | – | 0.00 |
| GCAR 23-3 D 144A 6.44% 05-15-29 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $111K | – | 0.00 |
| GCAR 23-3 E 144A 9.27% 08-15-30 (GLS AUTO RECEIVABLES TRUST GCAR_23-3A) | Long | ABS-other | US | $2M | – | 0.01 |
| GCAR 23-4 E 144A 9.72% 08-15-30/06-15-28 (GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4) | Long | ABS-other | US | $2M | – | 0.01 |
| GCAR 24-1 C 144A 5.64% 12-17-29 (GCAR 2024-1A) | Long | ABS-other | US | $632K | – | 0.00 |
| GCAR 24-1 D 144A 5.95% 12-17-29 (GCAR 2024-1A) | Long | ABS-other | US | $610K | – | 0.00 |
| GCAR 24-1 E 144A 7.94% 10-15-30 (GCAR 2024-1A) | Long | ABS-other | US | $3M | – | 0.02 |
| GCAR_24-2 E 144A 7.98% 05-15-31/03-15-29 (GCAR 2024-2A) | Long | ABS-other | US | $1M | – | 0.01 |
| GCI 21-1 A 144A 2.38% 06-18-46/09-18-31 (GCI FUNDING I LLC GCI_21-1) | Long | ABS-other | US | $3M | – | 0.02 |
| GCI 21-1 B 144A 3.04% 06-18-46/09-18-31 (GCI FUNDING I LLC GCI_21-1) | Long | ABS-other | US | $176K | – | 0.00 |
| GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO SR UNSEC 4.418% 11-15-35 | Long | Debt | IE | $4M | – | 0.02 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27 | Long | Debt | US | $15M | – | 0.08 |
| GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.55% 07-15-29 | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.95% 04-04-34 | Long | Debt | US | $2M | – | 0.01 |
| GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27 | Long | Debt | CO | $2M | – | 0.01 |
| GEORGIA POWER CO SR UNSEC 4.95% 05-17-33 | Long | Debt | US | $6M | – | 0.03 |
| GILBT 17-1 A CLO 144A FRN (TSFR3M+145.2) 10-15-30 (GILBERT PARK CLO LTD GILBT_17-1A) | Long | ABS-other | KY | $259K | – | 0.00 |
| GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50 | Long | Debt | US | $917K | – | 0.00 |
| GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 | Long | Debt | US | $2M | – | 0.01 |
| GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53 | Long | Debt | US | $888K | – | 0.00 |
| GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32 (GLOBAL PARTNERS LP/MA) | Long | Debt | US | $2M | – | 0.01 |
| GLP CAPITAL LP SR UNSEC 4.0% 01-15-30 | Long | Debt | US | $2M | – | 0.01 |
| GMALT 23-3 A4 5.44% 08-20-27/02-20-26 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-other | US | $69K | – | 0.00 |
| GOCAP 14-21 AR CLO 144A FRN (TSFR3M+173.16) 01-25-31 (GOLUB CAPITAL PARTNERS CLO LTD GOCAP_14-21A) | Long | ABS-other | KY | $654K | – | 0.00 |
| GOCAP 21-57 A1 CLO 144A (TSFR3M+175.2) FRN 10-25-34 (GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-57A) | Long | ABS-other | KY | $3M | – | 0.02 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 3.487% 06-01-36 | Long | Debt | US | $4M | – | 0.02 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP 3.714% 06-01-41 | Long | Debt | US | $5M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26 | Long | Debt | US | $9M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31 | Long | Debt | US | $3M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30 | Long | Debt | US | $7M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31 | Long | Debt | US | $14M | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31 | Long | Debt | US | $30M | – | 0.16 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41 | Long | Debt | US | $2M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41 | Long | Debt | US | $7M | – | 0.03 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28 | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34 | Long | Debt | US | $17M | – | 0.09 |
| GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26 | Long | Debt | US | $10M | – | 0.05 |
| GRAND CANYON UNIVERSITY SR UNSEC SF 5.125% 10-01-28 | Long | Debt | US | $6M | – | 0.03 |
| GRAY OAK PIPELINE LLC 144A LIFE SR UNSEC 2.6% 10-15-25 | Long | Debt | US | $4M | – | 0.02 |
| GRAY TELEVISION INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29 | Long | Debt | US | $20M | – | 0.10 |
| GRAY TELEVISION INC 144A LIFE SR UNSEC 5.375% 11-15-31 | Long | Debt | US | $2M | – | 0.01 |
| GRAY TELEVISION INC TL-B 1ST LIEN (TSFR1M+525)(FLR 0.0) FRN 05-23-29 | Long | Loan | US | $5M | – | 0.03 |
| GRUPO AXO SAPI DE CV 144A LIFE SR UNSEC 5.75% 06-08-26 | Long | Debt | MX | $5M | – | 0.02 |
| GSAR 24-3 B 144A 5.64% 08-15-30 (GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-3) | Long | ABS-other | US | $851K | – | 0.00 |
| GSAR 24-3 C 144A 5.92% 08-15-30 (GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-3) | Long | ABS-other | US | $1M | – | 0.01 |
| GSFMT 21-A D 144A 2.09% 12-21-26/09-22-25 (GENESIS SALES FINANCE MASTER TRUST GSFMT_21-A) | Long | ABS-other | US | $2M | – | 0.01 |
| GSFMT 21-A E 144A 3.77% 12-21-26/10-20-25 (GENESIS SALES FINANCE MASTER TRUST GSFMT_21-A) | Long | ABS-other | US | $5M | – | 0.03 |
| GSMS 15-GC32 AS FRN 07-10-48/07-11-25 (GS MORTGAGE SECURITIES TRUST GSMS_15-GC32) | Long | ABS-collateralized bond/debt obligation | US | $234K | – | 0.00 |
| GSMS 16-GS2 B FRN 05-10-49/04-10-26 (GS MORTGAGE SECURITIES TRUST GSMS_16-GS2) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.00 |
| GSMS 16-GS2 C FRN 05-10-49/05-12-26 (GS MORTGAGE SECURITIES TRUST GSMS_16-GS2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GSMS 18-GS10 C FRN 07-10-51/07-12-28 (GS MORTGAGE SECURITIES TRUST GSMS_18-GS10) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| GSMS 19-GC40 C 3.946% 07-10-52 (GSMS 2019-GC40) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GSMS 20-GC45 B 3.4051% 02-13-53/12-14-29 (GSMS 2020-GC45) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GSMS 20-GC45 C FRN 02-13-53 (GSMS 2020-GC45) | Long | ABS-collateralized bond/debt obligation | US | $552K | – | 0.00 |
| GSMS 20-GSA2 C 2.989% 12-12-53/01-10-31 (GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GSMS 24-70P C 144A FRN 03-10-41/03-12-29 (GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GSMS 24-70P D 144A FRN 03-10-41/03-12-29 (GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GWOLF 13-1 B1RR CLO 144A FRN (TSFR3M+256) 04-15-34 (GREYWOLF CLO LTD GWOLF_13-1A) | Long | ABS-other | KY | $500K | – | 0.00 |
| GWT 24-WOLF C 144A FRN (TSFR1M+239.1) 03-15-39/29 (GWT 2024-WOLF) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GWT 24-WOLF D 144A FRN (TSFR1M+289) 03-15-39/29 (GWT 2024-WOLF) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31 | Long | Debt | US | $2M | – | 0.01 |
| HANESBRANDS INC TL-B (TSFR3M + 375) (FLR 0.50) 9.09393% 03-08-30 | Long | Loan | US | $3M | – | 0.01 |
| HARB_18-1A D CLO 144A FRN (TSFRM+26.161) 01-20-31 (HARBOR PARK CLO LTD HARB_18-1A) | Long | ABS-other | US | $403K | – | 0.00 |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A LIFE SR UNSEC 5.95% 06-11-29 | Long | Debt | US | $10M | – | 0.05 |
| HAYFN 19-2A CR 144A FRN (TSFR3M+271.161) 10-20-34 (HAYFIN KINGSLAND XI LTD KING_19-2A) | Long | ABS-other | US | $296K | – | 0.00 |
| HCA INC SR UNSEC 3.625% 03-15-32 | Long | Debt | US | $4M | – | 0.02 |
| HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29 | Long | Debt | US | $12M | – | 0.06 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 02-15-25 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $2M | – | 0.01 |
| HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29 | Long | Debt | US | $5M | – | 0.03 |
| HERTZ 21-1A B 144A 1.56% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $4M | – | 0.02 |
| HERTZ 21-1A C 144A 2.05% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $2M | – | 0.01 |
| HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $10M | – | 0.05 |
| HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $4M | – | 0.02 |
| HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26 (HERTZ VEHICLE FINANCING LLC HERTZ_21-2) | Long | ABS-other | US | $2M | – | 0.01 |
| HERTZ 21-A B 144A 9.44% 06-25-25 (HERTZ VEHICLE FINANCING III LLC HERTZ_21-A) | Long | ABS-other | US | $20M | – | 0.10 |
| HERTZ 22-1A C 144A 2.63% 06-25-26/25 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-1) | Long | ABS-other | US | $3M | – | 0.02 |
| HERTZ 22-2 D 144A 5.16% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-other | US | $13M | – | 0.07 |
| HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27 (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-other | US | $5M | – | 0.03 |
| HERTZ 23-1 1D 144A 9.13% 06-25-27/26 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-1) | Long | ABS-other | US | $4M | – | 0.02 |
| HERTZ 23-4 A 144A 6.15% 03-25-30/03-26-29 (HERTZ VEHICLE FINANCING III LLC HERTZ_23-4) | Long | ABS-other | US | $500K | – | 0.00 |
| HERTZ CORP 144A LIFE SR UNSEC 4.625% 12-01-26 (HERTZ CORPORATION (THE)) | Long | Debt | US | $2M | – | 0.01 |
| HERTZ CORPORATION (THE) TL-B 1ST LIEN (TSFR3M+325) FRN 06-30-28 | Long | Loan | US | $1M | – | 0.01 |
| HERTZ CORPORATION (THE) TL-C 1ST LIEN (TSFR3M+325) FRN 06-30-28 | Long | Loan | US | $226K | – | 0.00 |
| HESS CORP SR UNSEC 5.8% 04-01-47 | Long | Debt | US | $1M | – | 0.01 |
| HHT 19-MAUI E 144A FRN (TSFR1M + 220.70) 05-15-38/05-17-21 (HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $996K | – | 0.01 |
| HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29 | Long | Debt | US | $3M | – | 0.02 |
| HIGHWOODS REALTY LP SR UNSEC 7.65% 02-01-34 | Long | Debt | US | $3M | – | 0.02 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29 | Long | Debt | US | $1M | – | 0.01 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31 | Long | Debt | US | $829K | – | 0.00 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30 | Long | Debt | US | $3M | – | 0.01 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32 | Long | Debt | US | $4M | – | 0.02 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33 | Long | Debt | US | $6M | – | 0.03 |
| HILT 16-HHV C 144A 4.1935% 11-05-38/26 (HILTON USA TRUST HILT_16-HHV) | Long | ABS-collateralized bond/debt obligation | US | $286K | – | 0.00 |
| HILT 16-HHV D 144A 4.1935% 11-05-38/26 (HILTON USA TRUST HILT_16-HHV) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| HILT 24-ORL B 144A FRN (TSFR1M+194.067) 05-15-37/26 (HILT 2024-ORL) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| HILT 24-ORL C 144A FRN (TSFR1M+243.995) 05-15-37/26 (HILT 2024-ORL) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC 144A LIFE SR UNSEC 5.0% 06-01-29 (HILTON GRAND VACATIONS BORROWER LLC) | Long | Debt | US | $3M | – | 0.02 |
| HLM 6A-15 A1R CLO 144A FRN (TSFR3M+126.16) 02-05-31 (HIGHBRIDGE LOAN MANAGEMENT LTD HLM_6AR-2015) | Long | ABS-other | KY | $435K | – | 0.00 |
| HLSY 23-7 B CLO 144A FRN (TSFR3M+295) 07-20-36 (HLSY 2023-7A) | Long | ABS-other | JE | $2M | – | 0.01 |
| HOME DEPOT INC SR UNSEC 4.85% 06-25-31 | Long | Debt | US | $2M | – | 0.01 |
| HOME DEPOT INC SR UNSEC 4.95% 06-25-34 | Long | Debt | US | $3M | – | 0.02 |
| HOME DEPOT INC SR UNSEC 4.95% 09-15-52 | Long | Debt | US | $1M | – | 0.01 |
| HOME DEPOT INC SR UNSEC 5.4% 06-25-64 | Long | Debt | US | $14M | – | 0.08 |
| HOME DEPOT INC SR UNSEC 5.875% 12-16-36 | Long | Debt | US | $2M | – | 0.01 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 03-01-35 | Long | Debt | US | $8M | – | 0.04 |
| HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32 | Long | Debt | GB | $6M | – | 0.03 |
| HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31 | Long | Debt | GB | $7M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31 | Long | Debt | GB | $8M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSEC 5.402% 08-11-33/32 | Long | Debt | GB | $9M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSEC 5.719% 03-04-35/34 | Long | Debt | GB | $11M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43 | Long | Debt | GB | $23M | – | 0.12 |
| HTL 24-T53 C 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.00 |
| HTL 24-T53 D 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27 | Long | Debt | VG | $996K | – | 0.01 |
| HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30 | Long | Debt | US | $13M | – | 0.07 |
| HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29 | Long | Debt | US | $7M | – | 0.04 |
| HUDSON PACIFIC PROPERTIES LP SR UNSEC 3.25% 01-15-30 | Long | Debt | US | $3M | – | 0.01 |
| HUDSON PACIFIC PROPERTIES LP SR UNSEC 4.65% 04-01-29 | Long | Debt | US | $140K | – | 0.00 |
| HUMANA INC SR UNSEC 5.375% 04-15-31 | Long | Debt | US | $1M | – | 0.01 |
| HUMANA INC SR UNSEC 5.75% 04-15-54 | Long | Debt | US | $10M | – | 0.05 |
| HUMANA INC SR UNSEC 5.95% 03-15-34 | Long | Debt | US | $7M | – | 0.03 |
| ICAHN ENTERPRISES LP 144A SR UNSEC 9.75% 01-15-29 | Long | Debt | US | $13M | – | 0.07 |
| ICAHN ENTERPRISES LP SR UNSEC 5.25% 05-15-27 | Long | Debt | US | $3M | – | 0.01 |
| IFS PAYFIX USD CPURNSA 2.0233% 02-06-24/02-06-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $9M | – | 0.05 | |
| ILS FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $2M | – | 0.01 | ||
| ILS FWD SALE TO USD 7/17/2024 | Derivative-foreign exchange | $2M | – | 0.01 | ||
| IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34 | Long | Debt | GB | $20M | – | 0.10 |
| INDIA GOVERNMENT BOND INR 7.61% 05-09-30 (INDIA (REPUBLIC OF)) | Long | Debt | IN | $5M | – | 0.02 |
| INDIA GOVERNMENT BOND INR 7.88% 03-19-30 (INDIA (REPUBLIC OF)) | Long | Debt | IN | $4M | – | 0.02 |
| INGERSOLL RAND INC SR UNSEC 5.197% 06-15-27 (INGERSOLL-RAND INC) | Long | Debt | US | $11M | – | 0.06 |
| INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34 (INGERSOLL-RAND INC) | Long | Debt | US | $409K | – | 0.00 |
| INR FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| INTEL CORP SR UNSEC 5.15% 02-21-34 | Long | Debt | US | $15M | – | 0.08 |
| INTEL CORP SR UNSEC 5.6% 02-21-54 | Long | Debt | US | $6M | – | 0.03 |
| INTERAMER DEV BK 0.625% 07-15-25 (INTER-AMERICAN DEVELOPMENT BANK) | Long | Debt | US | $12M | – | 0.06 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33 | Long | Debt | US | $2M | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31 | Long | Debt | US | $2M | – | 0.01 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30 | Long | Debt | US | $13M | – | 0.07 |
| ION TRADING TECHNOLOGIES SARL 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29 | Long | Debt | LU | $7M | – | 0.04 |
| IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32 | Long | Debt | IN | $14M | – | 0.07 |
| IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28 | Long | Debt | US | $4M | – | 0.02 |
| IRS PAYFIX EUR 0.006% 12-03-20/12-03-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $39M | – | 0.20 | |
| IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $38M | – | 0.20 | |
| IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $20M | – | 0.11 | |
| IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $8M | – | 0.04 | |
| IRS PAYFIX MXN 6.95% 04-03-20/03-22-30 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $4M | – | 0.02 | |
| IRS PAYFIX MXN 8.188% 07-06-23/01-27-31 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| IRS PAYFIX MXN 8.3425% 07-12-23/01-27-31 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $368K | – | 0.00 | |
| IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-25M | – | -0.13 | |
| IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-25M | – | -0.13 | |
| IRS RECFIX EUR 0.649% 03-03-22/03-03-52 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-18M | – | -0.10 | |
| IRS RECFIX EUR 0.672% 03-03-22/03-03-52 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-15M | – | -0.08 | |
| IRS RECFIX EUR 0.702% 03-03-22/03-03-52 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-15M | – | -0.08 | |
| ISRAEL GOVERNMENT BOND - FIXED ILS 1.3% 04-30-32 (ISRAEL (STATE OF)) | Long | Debt | IL | $159M | – | 0.83 |
| ISRAEL GOVERNMENT BOND - FIXED ILS 3.75% 02-28-29 (ISRAEL (STATE OF)) | Long | Debt | IL | $38M | – | 0.20 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 5.5% 03-12-34 (ISRAEL (STATE OF)) | Long | Debt | IL | $26M | – | 0.14 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 5.75% 03-12-54 (ISRAEL (STATE OF)) | Long | Debt | IL | $16M | – | 0.08 |
| ITA GB 10YR FUT IKU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $12M | – | 0.06 | |
| J M SMUCKER CO SR UNSEC 6.2% 11-15-33 (JM SMUCKER CO (THE)) | Long | Debt | US | $4M | – | 0.02 |
| J M SMUCKER CO SR UNSEC 6.5% 11-15-53 (JM SMUCKER CO (THE)) | Long | Debt | US | $717K | – | 0.00 |
| JACOBS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.75% 02-15-29 | Long | Debt | US | $5M | – | 0.03 |
| JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.1% 03-10-25 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.02 |
| JBIC GLOBAL SR UNSEC 1.25% 01-21-31 (JAPAN BANK FOR INTERNATIONAL COOPERATION) | Long | Debt | JP | $9M | – | 0.05 |
| JOHNSON & JOHNSON SR UNSEC 4.9% 06-01-31 | Long | Debt | US | $2M | – | 0.01 |
| JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34 | Long | Debt | US | $4M | – | 0.02 |
| JOHNSON & JOHNSON SR UNSEC 5.25% 06-01-54 | Long | Debt | US | $1M | – | 0.01 |
| JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT 24-CES1 A3 144A FRN 06-25-54 (JP MORGAN MORTGAGE TRUST JPMMT_24-CES1) | Long | ABS-collateralized bond/debt obligation | US | $576K | – | 0.00 |
| JPMMT 24-CES1 M1 144A FRN 06-25-54 (JP MORGAN MORTGAGE TRUST JPMMT_24-CES1) | Long | ABS-collateralized bond/debt obligation | US | $464K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31 | Long | Debt | US | $3M | – | 0.02 |
| JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25 | Long | Debt | US | $14M | – | 0.07 |
| JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31 | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27 | Long | Debt | US | $15M | – | 0.08 |
| JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27 | Long | Debt | US | $11M | – | 0.06 |
| JPMORGAN CHASE & CO SR UNSEC 5.336% 01-23-35/34 | Long | Debt | US | $9M | – | 0.05 |
| JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 | Long | Debt | US | $37M | – | 0.19 |
| JPN GB 10YR FUT JBU4 09-12-24 (JAPAN EXCHANGE GROUP INC) | Derivative-interest rate | JP | $2M | – | 0.01 | |
| JPY FWD PUR FROM EUR 7/18/2024 | Derivative-foreign exchange | $-179K | – | -0.00 | ||
| JPY FWD PUR FROM USD 7/18/2024 | Derivative-foreign exchange | $-4M | – | -0.02 | ||
| JPY FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-14M | – | -0.07 | ||
| JTWN 18-11 A2 CLO 144A FRN (TSFR3M+196.16) 07-14-31 (JAMESTOWN CLO LTD JTWN_18-11A) | Long | ABS-other | US | $500K | – | 0.00 |
| JTWN 19-14 A2R CLO 144A FRN (TSFR3M+201.16) 10-20-34 (JAMESTOWN CLO LTD JTWN_19-14A) | Long | ABS-other | US | $2M | – | 0.01 |
| KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26 (KASIKORNBANK PCL (HONG KONG BRANCH)) | Long | Debt | HK | $5M | – | 0.02 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | Long | Debt | US | $781K | – | 0.00 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29 | Long | Debt | US | $4M | – | 0.02 |
| KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31 | Long | Debt | US | $5M | – | 0.02 |
| KILROY REALTY LP SR UNSEC 2.5% 11-15-32 | Long | Debt | US | $408K | – | 0.00 |
| KILROY REALTY LP SR UNSEC 2.65% 11-15-33 | Long | Debt | US | $1M | – | 0.01 |
| KILROY REALTY LP SR UNSEC 6.25% 01-15-36 | Long | Debt | US | $14M | – | 0.07 |
| KIMCO REALTY OP LLC SR UNSEC 6.4% 03-01-34 (KRC INTERIM CORP) | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN INC SR UNSEC 3.25% 08-01-50 | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN INC SR UNSEC 5.2% 06-01-33 | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN INC SR UNSEC 5.4% 02-01-34 | Long | Debt | US | $9M | – | 0.05 |
| KOREA HOUSING FINANCE CORP 144A LIFE SR UNSEC 4.625% 02-24-28 | Long | Debt | KR | $15M | – | 0.08 |
| KRAFT HEINZ FOODS CO SR UNSEC 3.0% 06-01-26 (HJ HEINZ CO) | Long | Debt | US | $2M | – | 0.01 |
| KRAFT HEINZ FOODS CO SR UNSEC 3.875% 05-15-27 (HJ HEINZ CO) | Long | Debt | US | $2M | – | 0.01 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-31 | Long | Debt | US | $15M | – | 0.08 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 10.75% 06-30-32 | Long | Debt | US | $14M | – | 0.07 |
| KRW FWD PUR FROM USD NDF 7/15/2024 | Derivative-foreign exchange | $-181K | – | -0.00 | ||
| LABL INC 144A LIFE SR SEC 1ST LIEN 9.5% 11-01-28 | Long | Debt | US | $4M | – | 0.02 |
| LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_22-1) | Long | ABS-other | US | $2M | – | 0.01 |
| LADAR 23-1 A2 144A 5.68% 10-15-26/11-15-24 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $136K | – | 0.00 |
| LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $549K | – | 0.00 |
| LADAR 23-1 C 144A 6.18% 12-15-27/01-15-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $208K | – | 0.00 |
| LADAR 23-1 D 144A 7.3% 06-17-30/04-15-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $222K | – | 0.00 |
| LADAR 23-2 A2 144A 5.93% 06-15-27/04-15-25 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $15M | – | 0.08 |
| LADAR 23-2 B 144A 5.45% 04-15-28/01-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $508K | – | 0.00 |
| LADAR 23-2 C 144A 5.58% 09-15-28/07-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.01 |
| LADAR 23-2 D 144A 6.3% 02-15-31/09-15-26 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.01 |
| LADAR 23-3 B 144A 6.06% 06-15-28/26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $590K | – | 0.00 |
| LADAR 23-3 C 144A 6.43% 12-15-28/26 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $501K | – | 0.00 |
| LADAR 23-3 D 144A 6.92% 12-16-30/02-16-27 (LAD AUTO RECEIVABLES TRUST LADAR_23-3) | Long | ABS-other | US | $343K | – | 0.00 |
| LADAR 24-1 A4 144A 5.17% 09-15-28/01-15-27 (LADAR 2024-1A) | Long | ABS-other | US | $259K | – | 0.00 |
| LADAR 24-1 B 144A 5.33% 02-15-29/06-15-27 (LADAR 2024-1A) | Long | ABS-other | US | $444K | – | 0.00 |
| LADAR 24-1 C 144A 5.64% 06-15-29/12-15-27 (LADAR 2024-1A) | Long | ABS-other | US | $538K | – | 0.00 |
| LADAR 24-1 D 144A 6.15% 06-16-31/02-15-28 (LADAR 2024-1A) | Long | ABS-other | US | $335K | – | 0.00 |
| LADAR 24-2 D 144A 6.37% 10-15-31/07-17-28 (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-other | US | $150K | – | 0.00 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.75% 06-15-29 | Long | Debt | US | $1M | – | 0.01 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31 (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $4M | – | 0.02 |
| LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31 | Long | Debt | US | $5M | – | 0.03 |
| LEVIATHAN BOND LTD 144A LIFE/REG S SR SEC 1ST LIEN 6.75% 06-30-30 | Long | Debt | IL | $3M | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34 | Long | Debt | GB | $21M | – | 0.11 |
| LMAT 20-GS3 A1 7.25% 05-25-60/05-25-24 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LMAT 20-GS4 A1 144A 6.25% 02-25-60/05-28-24 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25 (LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LNSTR 17-5 C 144A FRN 03-10-50/03-12-27 (LSTAR COMMERCIAL MORTGAGE TRUST LNSTR_17-5) | Long | ABS-collateralized bond/debt obligation | US | $859K | – | 0.00 |
| LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34 | Long | Debt | US | $375K | – | 0.00 |
| LOCKHEED MARTIN CORP SR UNSEC 4.8% 08-15-34 | Long | Debt | US | $2M | – | 0.01 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27 | Long | Debt | US | $8M | – | 0.04 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33 | Long | Debt | US | $13M | – | 0.07 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54 | Long | Debt | US | $7M | – | 0.03 |
| LOGN2 21-2 A CLO 144A FRN (TSFR3M+141.16) 01-20-35 (LOGAN CLO II LTD LOGN2_21-2A) | Long | ABS-other | KY | $2M | – | 0.01 |
| LUXE 21-TRIP B 144A FRN (TSFR1M+151.45) 10-15-38/24 (LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51 | Long | Debt | US | $6M | – | 0.03 |
| LYB INTERNATIONAL FINANCE III LLC SR UNSEC 4.2% 05-01-50 | Long | Debt | US | $2M | – | 0.01 |
| M&T BANK CORP SR UNSEC 6.082% 03-13-32/31 | Long | Debt | US | $4M | – | 0.02 |
| MARATHON OIL CORP SR UNSEC 4.4% 07-15-27 | Long | Debt | US | $1M | – | 0.01 |
| MARB BONDCO PLC 144A LIFE SR UNSEC 3.95% 01-29-31 | Long | Debt | GB | $2M | – | 0.01 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25 | Long | Debt | US | $129K | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $6M | – | 0.03 |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $31M | – | 0.16 |
| MASTERCARD INC SR UNSEC 4.85% 03-09-33 | Long | Debt | US | $765K | – | 0.00 |
| MASTERCARD INC SR UNSEC 4.875% 05-09-34 | Long | Debt | US | $3M | – | 0.01 |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 144A LIFE SR SEC 1ST LIEN 7.875% 08-15-26 | Long | Debt | US | $13M | – | 0.07 |
| MCAS 20-1 M10 144A (SOFR30A+386.45) FRN 03-25-50 (MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MCAS 23-01 M10 144A (SOFR30A+650) FRN 11-25-53/02-25-32 (MCAS 2023-01) | Long | ABS-collateralized bond/debt obligation | US | $52M | – | 0.27 |
| MCAS 23-01 M7 144A (SOFR30A+400) FRN 11-25-53/12-26-30 (MCAS 2023-01) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.11 |
| MCDONALD'S CORP SR UNSEC 3.625% 09-01-49 (MCDONALDS CORP) | Long | Debt | US | $710K | – | 0.00 |
| MCDONALD'S CORP SR UNSEC 4.2% 04-01-50 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 4.95% 08-14-33 (MCDONALDS CORP) | Long | Debt | US | $5M | – | 0.03 |
| MCDONALD'S CORP SR UNSEC 5.0% 05-17-29 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 5.15% 09-09-52 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 5.2% 05-17-34 (MCDONALDS CORP) | Long | Debt | US | $3M | – | 0.02 |
| MCMLT 17-1 B2 144A FRN 11-25-58 (MILL CITY MORTGAGE LOAN TRUST MCMLT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $885K | – | 0.00 |
| MCMLT 18-2 M3 144A FRN 05-25-58 (MILL CITY MORTGAGE TRUST MCMLT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| MDGH GMTN RSC LTD 144A LIFE SR UNSEC 5.084% 05-22-53 (MIC CAPITAL MANAGEMENT (RSC) SEVEN LTD) | Long | Debt | AE | $1M | – | 0.01 |
| MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29 | Long | Debt | US | $4M | – | 0.02 |
| MERCADOLIBRE INC SR UNSEC 2.375% 01-14-26 | Long | Debt | UY | $4M | – | 0.02 |
| META PLATFORMS INC SR UNSEC 3.85% 08-15-32 | Long | Debt | US | $33M | – | 0.17 |
| META PLATFORMS INC SR UNSEC 4.45% 08-15-52 | Long | Debt | US | $19M | – | 0.10 |
| METROPOLITAN PIER & EXPOSITION AUTHORITY 3.955% 12-15-26 (METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)) | Long | Debt | US | $6M | – | 0.03 |
| METROPOLITAN PIER & EXPOSITION AUTHORITY AGM-CR 0.0% 12-15-56 (METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)) | Long | Debt | US | $3M | – | 0.01 |
| MEXICAN BONOS MXN 10.0% 12-05-24 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $58M | – | 0.30 |
| MEXICAN BONOS MXN 7.5% 06-03-27 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.02 |
| MEXICAN BONOS MXN 8.0% 11-07-47 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $22M | – | 0.12 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $8M | – | 0.04 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $12M | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $6M | – | 0.03 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $5M | – | 0.02 |
| MFCC 24-2 A 144A 6.56% 07-20-29/26 (MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2) | Long | ABS-other | US | $1M | – | 0.01 |
| MFF 24-1 A 144A 5.82% 04-20-37/07-20-27 (MERCHANTS FLEET FUNDING LLC MFF_24-1) | Long | ABS-other | US | $823K | – | 0.00 |
| MIDO 17-7 A2R CLO 144A FRN (TSFR3M+171.16) 07-15-29 (MIDOCEAN CREDIT CLO MIDO_17-7A) | Long | ABS-other | US | $4M | – | 0.02 |
| MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27 | Long | Debt | US | $2M | – | 0.01 |
| MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28 | Long | Debt | AU | $9M | – | 0.04 |
| MINERVA LUXEMBOURG SA 144A LIFE SR UNSEC 8.875% 09-13-33 | Long | Debt | LU | $11M | – | 0.06 |
| MLANE 2024-A 144A 13.69% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $5M | – | 0.03 |
| MLANE 2024-A 144A 6.2% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $322K | – | 0.00 |
| MLANE 22-B A1 4(A)(2) 8.25% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $16M | – | 0.08 |
| MLANE 22-B A2 4(A)(2) 8.73% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $3M | – | 0.01 |
| MLANE 22-B B 4(A)(2) 10.42% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $12M | – | 0.06 |
| MLANE 22-B C 4(A)(2) 12.09% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $12M | – | 0.06 |
| MLANE 22-B D 4(A)(2) 14.45% 01-15-28/05-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_22-B) | Long | ABS-other | US | $5M | – | 0.03 |
| MLANE 23-A B 144A 8.15% 07-17-28/05-15-25 (MISSION LANE CREDIT MASTER TRUST MLANE_23-A) | Long | ABS-other | US | $2M | – | 0.01 |
| MLANE 23-A D 144A 11.95% 07-17-28/05-15-25 (MISSION LANE CREDIT MASTER TRUST MLANE_23-A) | Long | ABS-other | US | $7M | – | 0.04 |
| MLANE 23-B D 144A 11.97% 11-15-28/09-15-25 (MISSION LANE CREDIT CARD MASTER TRUST MLANE_23-B) | Long | ABS-other | US | $5M | – | 0.03 |
| MLANE 23-B E 144A 15.56% 11-15-28/09-15-25 (MISSION LANE CREDIT CARD MASTER TRUST MLANE_23-B) | Long | ABS-other | US | $5M | – | 0.03 |
| MLANE 24-A B 144A 6.59% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $318K | – | 0.00 |
| MODEC FINANCE BV 7.84% 07-15-26 | Long | Debt | JP | $9M | – | 0.05 |
| MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31 | Long | Debt | US | $5M | – | 0.03 |
| MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28 | Long | Debt | US | $3M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 5.424% 07-21-34/33 | Long | Debt | US | $12M | – | 0.06 |
| MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29 | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34 | Long | Debt | US | $41M | – | 0.21 |
| MORGAN STANLEY SR UNSEC 6.627% 11-01-34/33 | Long | Debt | US | $11M | – | 0.06 |
| MORGAN STANLEY SUB 5.942% 02-07-39/34 | Long | Debt | US | $10M | – | 0.05 |
| MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31 (REPUBLIC OF MOZAMBIQUE) | Long | Debt | MZ | $25M | – | 0.13 |
| MP15 19-1 BR CLO 144A FRN (TSFR3M+201.161) 07-23-32 (MARBLE POINT CLO XV LTD MP15_19-1A) | Long | ABS-other | KY | $1M | – | 0.01 |
| MP15 19-1 CR CLO 144A FRN (TSFR3M+261.16) 07-23-32 (MARBLE POINT CLO XV LTD MP15_19-1A) | Long | ABS-other | KY | $2M | – | 0.01 |
| MP16 19-2A D1R 144A FRN (TSFRM+26.161) 11-16-34 (MARBLE POINT CLO LTD MP16_19-2A) | Long | ABS-other | US | $993K | – | 0.01 |
| MP17 20-1 D CLO 144A FRN (TSFR3M+401.16) 04-20-33 (MP17_20-1A) | Long | ABS-other | KY | $2M | – | 0.01 |
| MP19 20-3 DR CLO 144A FRN (TSFR3M+400) 01-19-34 (MP19 2020-3A) | Long | ABS-other | US | $1M | – | 0.01 |
| MP23 21-4A C1 144A FRN (TSFR3M+286.16) 01-22-35 (MP23_21-4A) | Long | ABS-other | KY | $435K | – | 0.00 |
| MPLX LP SR UNSEC 1.75% 03-01-26 | Long | Debt | US | $6M | – | 0.03 |
| MPLX LP SR UNSEC 4.95% 09-01-32 | Long | Debt | US | $4M | – | 0.02 |
| MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27 | Long | Debt | US | $2M | – | 0.01 |
| MPT OPERATING PARTNERSHIP LP SR UNSEC 5.25% 08-01-26 (MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP) | Long | Debt | US | $2M | – | 0.01 |
| MSBAM 14-C18 AS FRN 10-15-47/09-17-24 (MORGAN STANLEY BAML TRUST MSBAM_14-C18) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| MSBAM 15-C20 B 4.16% 02-15-48/01-17-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C20) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| MSBAM 15-C22 AS 3.561% 04-15-48/04-17-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C22) | Long | ABS-collateralized bond/debt obligation | US | $940K | – | 0.00 |
| MSBAM 15-C25 AS FRN 05-15-48/07-15-25 (MORGAN STANLEY BAML TRUST MSBAM_15-C24) | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| MSCR 21-MN3 A1 144A FRN (SOFR30A+400) 11-25-51 (MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| MSWF 23-1 B FRN 05-15-33 (MSFW COMMERCIAL MORTGAGE TRUST MSFW_23-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| MSWF 23-1 C FRN 05-15-33 (MSFW COMMERCIAL MORTGAGE TRUST MSFW_23-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| MSWF 23-2 B FRN 12-15-56 (MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MSWF 23-2 C FRN 12-15-56 (MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2) | Long | ABS-collateralized bond/debt obligation | US | $408K | – | 0.00 |
| MURPHY OIL CORP SR UNSEC 5.875% 12-01-27 | Long | Debt | US | $1M | – | 0.01 |
| MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34 | Long | Debt | NL | $1M | – | 0.01 |
| MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34 | Long | Debt | NL | $12M | – | 0.06 |
| MXN FWD SALE TO EUR 7/17/2024 | Derivative-foreign exchange | $-145K | – | -0.00 | ||
| MXN FWD SALE TO USD 7/12/2024 | Derivative-foreign exchange | $9M | – | 0.05 | ||
| MXN FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $-284K | – | -0.00 | ||
| MYT HOLDING CO CL B (NOT LISTED OR TRADING) (MYT HOLDING LLC) | Long | Equity-common | US | $15K | 130K | 0.00 |
| NASDAQ INC SR UNSEC 6.1% 06-28-63 | Long | Debt | US | $1M | – | 0.01 |
| NATIONAL AUSTRALIA BANK LTD 144A LIFE SUB 2.99% 05-21-31 | Long | Debt | AU | $14M | – | 0.07 |
| NAVIENT CORP SR UNSEC 11.5% 03-15-31 | Long | Debt | US | $10M | – | 0.05 |
| NAVIENT CORP SR UNSEC 4.875% 03-15-28 | Long | Debt | US | $854K | – | 0.00 |
| NAVIENT CORP SR UNSEC 5.625% 08-01-33 | Long | Debt | US | $8M | – | 0.04 |
| NAVIENT CORP SR UNSEC 9.375% 07-25-30 | Long | Debt | US | $17M | – | 0.09 |
| NAVSL 21-FA A 1.11% 02-18-70/05-15-29 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F) | Long | ABS-other | US | $556K | – | 0.00 |
| NAVTR 21-1 A 144A 2.771% 11-15-46/28 (NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1) | Long | ABS-other | US | $5M | – | 0.03 |
| NAVTR 21-1 B 144A 3.571% 11-15-46/28 (NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1) | Long | ABS-other | US | $3M | – | 0.02 |
| NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29 | Long | Debt | US | $4M | – | 0.02 |
| NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27 (NCL CORPORATION LTD) | Long | Debt | US | $4M | – | 0.02 |
| NCL CORP LTD 144A LIFE SR UNSEC 7.75% 02-15-29 (NCL CORPORATION LTD) | Long | Debt | US | $5M | – | 0.03 |
| NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29 | Long | Debt | US | $15M | – | 0.08 |
| NESCO HOLDINGS II INC 144A LIFE SR SEC 2ND LIEN 5.5% 04-15-29 | Long | Debt | US | $5M | – | 0.02 |
| NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30 | Long | Debt | US | $155K | – | 0.00 |
| NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29 | Long | Debt | US | $836K | – | 0.00 |
| NETFLIX INC SR UNSEC 5.875% 11-15-28 | Long | Debt | US | $10M | – | 0.05 |
| NEUB 15-20 ARR CLO 144A FRN (TSFR3M+142.16) 07-15-34 (NEUBERGER BERMAN CLO LTD NEUB_15-20A) | Long | ABS-other | KY | $1M | – | 0.01 |
| NEUB 18-29A C CLO 144A FRN (TSFR3M+241.16) 10-19-31 (NEUBERGER BERMAN CLO LTD NEUB_18-29A) | Long | ABS-other | KY | $500K | – | 0.00 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26 | Long | Debt | US | $10M | – | 0.05 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 8.75% 03-15-29 | Long | Debt | US | $13M | – | 0.07 |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY NATL 7.425% 02-15-29 | Long | Debt | US | $1M | – | 0.01 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33 | Long | Debt | US | $6M | – | 0.03 |
| NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29 | Long | Debt | US | $3M | – | 0.02 |
| NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28 | Long | Debt | US | $5M | – | 0.03 |
| NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-29 | Long | Debt | US | $5M | – | 0.02 |
| NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-15-32 | Long | Debt | US | $9M | – | 0.05 |
| NMG PARENT LLC (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $21K | 182 | 0.00 |
| NMG PARENT LLC (NOT LISTED OR TRADING) | Long | Equity-common | US | $110K | 967 | 0.00 |
| NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING) | Long | Equity-common | US | $45K | 5K | 0.00 |
| NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30 | Long | Debt | US | $2M | – | 0.01 |
| NOK FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $15M | – | 0.08 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.55% 03-15-34 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $6M | – | 0.03 |
| NORTH PACIFIC PAPER CO LLC 9.0% 12-01-36 (WASHINGTON ST ECONOMIC DEV FIN AUTH) | Long | Debt | US | $26M | – | 0.13 |
| NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31 (NORTHERN OIL AND GAS INC) | Long | Debt | US | $5M | – | 0.02 |
| NORTHROP GRUMMAN CORP SR UNSEC 4.9% 06-01-34 | Long | Debt | US | $4M | – | 0.02 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29 | Long | Debt | CA | $9M | – | 0.05 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27 | Long | Debt | CA | $6M | – | 0.03 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30 | Long | Debt | CA | $6M | – | 0.03 |
| NSLT 21-A APT1 144A 1.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-A) | Long | ABS-other | US | $51K | – | 0.00 |
| NSLT 21-CA C 144A 3.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $4M | – | 0.02 |
| NSLT 21-CA D 144A 4.44% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $9M | – | 0.05 |
| OAKC 23-15 B1 CLO 144A FRN (TSFR3M+250) 04-20-35 (OHA CREDIT FUNDING LTD OAKC_23-15) | Long | ABS-other | US | $251K | – | 0.00 |
| OAKCL 19-1 A1R CLO 144A FRN (TSFR3M+137.16) 04-22-30 (OAKTREE CLO LTD OAKCL_19-1A) | Long | ABS-other | US | $3M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31 | Long | Debt | US | $10M | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36 | Long | Debt | US | $13M | – | 0.07 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46 | Long | Debt | US | $13M | – | 0.07 |
| OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33 | Long | Debt | NL | $14M | – | 0.07 |
| OCP 19-16A AR CLO 144A FRN (TSFR3M +126.16) 04-10-33 (OCP CLO LTD OCP_19-16A) | Long | ABS-other | US | $3M | – | 0.02 |
| OCP 2018-15A A1 CLO 144A FRN (TSFR3M+136.16) 07-20-31 (OCP CLO LTD OCP_18-15A) | Long | ABS-other | US | $5M | – | 0.02 |
| OCP 23-28 D CLO 144A FRN (TSFR3M+535) 07-16-36 (OCP CLO LTD OCP_23-28) | Long | ABS-other | US | $516K | – | 0.00 |
| OCTR 20-10 AR CLO 144A FRN (TSFR3M+122) 10-15-34 (OCEAN TRAILS CLO OCTR_20-10) | Long | ABS-other | US | $751K | – | 0.00 |
| OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $95K | – | 0.00 | |
| OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.02 | |
| OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $28M | – | 0.15 | |
| OIS PAYFIX USD 2.438% 01-11-19/01-11-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.02 | |
| OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $8M | – | 0.04 | |
| OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7M | – | 0.04 | |
| OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $16M | – | 0.08 | |
| OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $15M | – | 0.08 | |
| OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7M | – | 0.03 | |
| OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $13M | – | 0.07 | |
| OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6M | – | 0.03 | |
| OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7M | – | 0.03 | |
| OIS PAYFIX USD 3.6745% 02-28-24/02-28-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.02 | |
| OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $967K | – | 0.01 | |
| OIS PAYFIX USD 4.5265% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 4.528% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 4.5335% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS RECFIX BRL 11.49% 06-13-24/01-04-27 (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| OIS RECFIX USD 3.095% 04-03-23/09-27-48 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.02 | |
| OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-8M | – | -0.04 | |
| OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.03 | |
| OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-8M | – | -0.04 | |
| OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.03 | |
| OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-16M | – | -0.08 | |
| OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-15M | – | -0.08 | |
| OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-840K | – | -0.00 | |
| OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.04 | |
| OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-7M | – | -0.03 | |
| OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS RECFIX USD 5.018% 10-02-23/10-02-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OMAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.0% 01-25-51 (OMAN SULTANATE OF (GOVERNMENT)) | Long | Debt | OM | $11M | – | 0.05 |
| OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32 | Long | Debt | CA | $18M | – | 0.10 |
| OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52 | Long | Debt | CA | $16M | – | 0.08 |
| OMPT 17-1MKT A 3.6139% 02-10-32/02-12-24 (ONE MARKET PLAZA TRUST OMPT_17-1MKT) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| OMPT 17-1MKT B 144A 3.8453% 02-10-32/02-12-24 (ONE MARKET PLAZA TRUST OMPT_17-1MKT) | Long | ABS-collateralized bond/debt obligation | US | $867K | – | 0.00 |
| ONDK 23-1 B 144A 8.25% 08-19-30/08-17-26 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| ONDK 24-1 A 144A 6.27% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $11M | – | 0.06 |
| ONDK 24-1 B 144A 7.15% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $658K | – | 0.00 |
| ONDK 24-1 C 144A 8.99% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $482K | – | 0.00 |
| ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31 | Long | Debt | US | $11M | – | 0.06 |
| ONEOK INC SR UNSEC 3.95% 03-01-50 | Long | Debt | US | $9M | – | 0.05 |
| ONEOK INC SR UNSEC 6.05% 09-01-33 | Long | Debt | US | $6M | – | 0.03 |
| ONEOK INC SR UNSEC 7.15% 01-15-51 | Long | Debt | US | $3M | – | 0.01 |
| OPG 21-PORT D 144A FRN (TSFR1M+124.55) 10-15-36/10-16-23 (OPG TRUST 2021-PORT) | Long | ABS-collateralized bond/debt obligation | US | $941K | – | 0.00 |
| OPTN 21-B A 144A 1.47% 05-08-31/05-01-24 (OPORTUN FUNDING LLC OPTN_21-B) | Long | ABS-other | US | $3M | – | 0.02 |
| OPTN 21-B B 144A 1.96% 05-08-31/05-01-24 (OPORTUN FUNDING LLC OPTN_21-B) | Long | ABS-other | US | $3M | – | 0.01 |
| OPTN 22-A B 144A 5.25% 06-09-31 (OPORTUN FUNDING LLC OPTN_22-A) | Long | ABS-other | US | $976K | – | 0.01 |
| ORACLE CORP SR UNSEC 3.6% 04-01-50 | Long | Debt | US | $4M | – | 0.02 |
| ORACLE CORP SR UNSEC 3.95% 03-25-51 | Long | Debt | US | $4M | – | 0.02 |
| ORACLE CORP SR UNSEC 5.55% 02-06-53 | Long | Debt | US | $546K | – | 0.00 |
| ORL 23-GLKS C 144A FRN (TSFR1M+365.083) 10-19-36/10-21-25 (ORL TRUST ORL_23-GLKS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| ORL 23-GLKS D 144A FRN (TSFR1M+430.11) 10-19-36/10-21-25 (ORL TRUST ORL_23-GLKS) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| OSAIC HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27 | Long | Debt | US | $3M | – | 0.01 |
| OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30 | Long | Debt | US | $8M | – | 0.04 |
| OWENS-BROCKWAY GLASS CONTAINER INC 144A LIFE SR UNSEC 7.375% 06-01-32 (OWENS-BROCKWAY GLASS CONTAINER INC.) | Long | Debt | US | $5M | – | 0.03 |
| OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27 | Long | Debt | US | $6M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31 | Long | Debt | US | $10M | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26 | Long | Debt | US | $340K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28 | Long | Debt | US | $10M | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 | Long | Debt | US | $100K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31 | Long | Debt | US | $16M | – | 0.08 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50 | Long | Debt | US | $11M | – | 0.06 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30 | Long | Debt | US | $13M | – | 0.07 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 | Long | Debt | US | $137K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50 | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34 | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 | Long | Debt | US | $24M | – | 0.12 |
| PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52 | Long | Debt | US | $359K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51 | Long | Debt | US | $1M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53 | Long | Debt | US | $12M | – | 0.06 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $12M | – | 0.06 |
| PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 | Long | Debt | US | $22M | – | 0.11 |
| PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 | Long | Debt | US | $7M | – | 0.03 |
| PAIA 17-AR A2R CLO 144A FRN (TSFR3M + 181.16) 02-14-34 (PARK AVENUE INSTITUTIONAL ADVISERS PAIA_17-1A) | Long | ABS-other | KY | $1000K | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $6M | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $8M | – | 0.04 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 6.875% 01-31-36 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $10M | – | 0.05 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $3M | – | 0.02 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.875% 03-01-57 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $2M | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 3.87% 07-23-60 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $2M | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 01-19-63 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $5M | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 04-01-56 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $958K | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 04-16-50 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $5M | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 6.853% 03-28-54 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $7M | – | 0.04 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $15M | – | 0.08 |
| PARAMOUNT GLOBAL SR UNSEC 4.375% 03-15-43 | Long | Debt | US | $2M | – | 0.01 |
| PARAMOUNT GLOBAL SR UNSEC 4.95% 05-19-50 | Long | Debt | US | $1M | – | 0.01 |
| PARAMOUNT GLOBAL SR UNSEC 6.875% 04-30-36 | Long | Debt | US | $2M | – | 0.01 |
| PART 23-1 D 144A 6.33% 04-16-29/11-16-26 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| PART 24-1 B 144A 5.71% 05-15-28/03-16-26 (PART 2024-1A) | Long | ABS-other | US | $235K | – | 0.00 |
| PART 24-1 D 144A 6.21% 02-15-30/11-15-27 (PART 2024-1A) | Long | ABS-other | US | $424K | – | 0.00 |
| PART 24-1 E 144A 7.94% 04-15-31/04-17-28 (PART 2024-1A) | Long | ABS-other | US | $682K | – | 0.00 |
| Party City GUC Trust Escrow 0.0% 10-12-28 (PARTY CITY HOLDINGS INC) | Long | Debt | US | $0 | – | – |
| PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $2M | 131K | 0.01 |
| PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $23K | 1K | 0.00 |
| PARTY CITY HOLDCO INC 144A LIFE SR SEC 2ND LIEN PIK 12.0% 01-11-29 | Long | Debt | US | $2M | – | 0.01 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32 | Long | Debt | US | $2M | – | 0.01 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31 | Long | Debt | US | $8M | – | 0.04 |
| PERU GOVERNMENT BOND PEN 6.15% 08-12-32 (PERU (REPUBLIC OF)) | Long | Debt | PE | $64M | – | 0.33 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60 (PERU (REPUBLIC OF)) | Long | Debt | PE | $10M | – | 0.05 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND 3.0% 01-15-34 (PERU (REPUBLIC OF)) | Long | Debt | PE | $6M | – | 0.03 |
| PETROLEOS MEXICANOS SR UNSEC 10.0% 02-07-33 | Long | Debt | MX | $20M | – | 0.10 |
| PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26 | Long | Debt | MX | $2M | – | 0.01 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 | Long | Debt | MX | $25M | – | 0.13 |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | Long | Debt | MX | $10M | – | 0.05 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $17M | – | 0.09 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43 | Long | Debt | SG | $19M | – | 0.10 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 | Long | Debt | SG | $12M | – | 0.06 |
| PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_22-D) | Long | ABS-other | US | $8M | – | 0.04 |
| PFSFC 23-D A 144A FRN (SOFR30A+115) 08-16-27/08-15-25 (PFS FINANCING CORP PFSFC_23-D) | Long | ABS-other | US | $967K | – | 0.01 |
| PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28 | Long | Debt | US | $2M | – | 0.01 |
| PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30 | Long | Debt | US | $1M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27 | Long | Debt | US | $16M | – | 0.08 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34 | Long | Debt | US | $10M | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33 | Long | Debt | US | $20M | – | 0.10 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 | Long | Debt | US | $8M | – | 0.04 |
| PIPK 18-1 D CLO 144A FRN (TSFR3M+341.16) 07-24-31 (PIKES PEAK CLO PIPK_18-1A) | Long | ABS-other | US | $326K | – | 0.00 |
| PIPK 23-14 A1 CLO 144A FRN (TSFR3M+195) 04-20-36 (PIKES PEAK CLO PIPK_23-14) | Long | ABS-other | US | $3M | – | 0.02 |
| PIPK 23-14 C CLO 144A FRN (TSFR3M+330) 04-20-36 (PIKES PEAK CLO PIPK_23-14) | Long | ABS-other | US | $215K | – | 0.00 |
| PIPK 23-14 D CLO 144A FRN (TSFR3M+545) 04-20-36 (PIKES PEAK CLO PIPK_23-14) | Long | ABS-other | US | $513K | – | 0.00 |
| PKAIR 24-1 A1 144A 5.842% 09-15-39 (PKAIR 2024-1) | Long | ABS-other | US | $459K | – | 0.00 |
| PKAIR 24-1 AF 144A FRN (TSFR1M+0) 09-15-39 (PKAIR 2024-1) | Long | ABS-other | US | $250K | – | 0.00 |
| PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28 | Long | Debt | US | $6M | – | 0.03 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $372K | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32 | Long | Debt | US | $19M | – | 0.10 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 | Long | Debt | US | $68M | – | 0.35 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 4.5% 09-15-31 | Long | Debt | US | $10M | – | 0.05 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30 | Long | Debt | US | $4M | – | 0.02 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29 | Long | Debt | US | $4M | – | 0.02 |
| PPMC 19-2 CR2 CLO 144A FRN (TSFR3M+280) 04-16-37 (PPMC 2019-2A) | Long | ABS-other | KY | $1M | – | 0.01 |
| PRDGY 21-1A A 144A FRN (TSFR1M+136.45) 07-25-51 (PRODIGY FINANCE PRDGY_21-1) | Long | ABS-other | US | $602K | – | 0.00 |
| PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28 (PRKCM_21-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| PROG 24-SFR1 E1 144A 3.85% 02-17-41/02-20-29 (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PROG 24-SFR1 E2 144A 3.85% 02-17-41/02-20-29 (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PROG 24-SFR2 E1 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| PROG 24-SFR2 E2 144A FRN 04-17-41/04-19-29 (PROG 2024-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29 (PROG 2024-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.11 |
| PROG 24-SFR3 E1 144A 4.0% 06-17-41/06-18-29 (PROG 2024-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| PROG 24-SFR3 E2 144A 4.0% 06-17-41/06-18-29 (PROG 2024-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.00 |
| PROLOGIS LP SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $4M | – | 0.02 |
| PROLOGIS LP SR UNSEC 5.25% 03-15-54 | Long | Debt | US | $818K | – | 0.00 |
| PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27 (SASKATCHEWAN (PROVINCE OF)) | Long | Debt | CA | $8M | – | 0.04 |
| PSTAT 22-1A A1 CLO 144A FRN (TSFR3M+105) 04-15-30 (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-1A) | Long | ABS-other | US | $858K | – | 0.00 |
| PSTAT 23-1 C CLO 144A FRN (TSFR3M+475) 07-20-31 (PALMER SQUARE LOAN FUNDING LTD PSTAT_23-1) | Long | ABS-other | KY | $1M | – | 0.01 |
| PUBLIC FINANCE AUTHORITY 0.0% 12-17-61 (PUBLIC FINANCE AUTHORITY WISCONSIN) | Long | Debt | US | $11M | – | 0.06 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $3M | – | 0.02 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC STORAGE OPERATING CO SR UNSEC 5.35% 08-01-53 | Long | Debt | US | $10M | – | 0.05 |
| PUERTO RICO ELECTRIC POWER AUTHORITY .0% 07-01-17 | Long | Debt | US | $2M | – | 0.01 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 3.625% 07-01-21 | Long | Debt | US | $10K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 4.25% 07-01-18 | Long | Debt | US | $73K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 4.625% 07-01-25 | Long | Debt | US | $33K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 4.75% 07-01-26 | Long | Debt | US | $40K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 4.75% 07-01-27 | Long | Debt | US | $244K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 4.8% 07-01-28 | Long | Debt | US | $846K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-17 | Long | Debt | US | $30K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-18 | Long | Debt | US | $351K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-21 | Long | Debt | US | $709K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-21 | Long | Debt | US | $263K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-22 | Long | Debt | US | $2M | – | 0.01 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-23 | Long | Debt | US | $799K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-23 | Long | Debt | US | $70K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-24 | Long | Debt | US | $276K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-26 | Long | Debt | US | $23K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-28 | Long | Debt | US | $214K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-32 | Long | Debt | US | $625K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-37 | Long | Debt | US | $212K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-42 | Long | Debt | US | $400K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-21 | Long | Debt | US | $1M | – | 0.01 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-26 | Long | Debt | US | $1M | – | 0.01 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-26 | Long | Debt | US | $78K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-33 | Long | Debt | US | $2M | – | 0.01 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-40 | Long | Debt | US | $1M | – | 0.01 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.5% 07-01-20 | Long | Debt | US | $45K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 5.5% 07-01-38 | Long | Debt | US | $904K | – | 0.00 |
| PUERTO RICO ELECTRIC POWER AUTHORITY 6.75% 07-01-36 | Long | Debt | US | $247K | – | 0.00 |
| PUERTO RICO SALES TAX FINANCING CORP SALES TAX REVENUE 0.0% 07-01-46 | Long | Debt | PR | $16M | – | 0.09 |
| RAD 19-4 DR CLO 144A FRN (TSFR3M+325) 04-25-32 (RAD CLO LTD RAD_19-4A) | Long | ABS-other | KY | $1000K | – | 0.01 |
| RAD 19-5 AR CLO 144A FRN (TSFR3M+138.16) 07-24-32 (RAD CLO LTD RAD_19-5A) | Long | ABS-other | KY | $2M | – | 0.01 |
| RAD 19-6 A1 CLO 144A FRN (TSFR3M+164.16) 01-20-33 (RAD CLO LTD RAD_19-6A) | Long | ABS-other | KY | $251K | – | 0.00 |
| RAD 20-7 CR CLO 144A FRN (TSFR3M+260) 04-17-36 (RAD 2020-7A) | Long | ABS-other | KY | $4M | – | 0.02 |
| RAD 23-20 D CLO 144A FRN (TSFR3M+500) 07-20-36 (RAD CLO LTD RAD_23-20) | Long | ABS-other | KY | $892K | – | 0.00 |
| RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN PIK 7.775% 01-31-29 | Long | Debt | US | $11M | – | 0.06 |
| RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30 | Long | Debt | US | $560K | – | 0.00 |
| RADIOLOGY PARTNERS INC PIK TL-B 1ST LIEN (TSFR3M+500) FRN 01-31-29 | Long | Loan | US | $977K | – | 0.01 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34 | Long | Debt | LU | $1M | – | 0.01 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54 | Long | Debt | LU | $2M | – | 0.01 |
| RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30 | Long | Debt | US | $1M | – | 0.01 |
| REACH 23-1 A 144A 7.05% 02-18-31/25 (REACH FINANCIAL LLC REACH_23-1) | Long | ABS-other | US | $125K | – | 0.00 |
| REG12 19-1 AR CLO 144A FRN (TSFR3M+136.16) 10-15-32 (REGATTA XII FUNDING LTD REG12_19-1A) | Long | ABS-other | KY | $2M | – | 0.01 |
| REG23 21-4 A1 CLO 144A FRN (TSFR3M+141.16) 01-20-35 (REG23_21-4A) | Long | ABS-other | KY | $801K | – | 0.00 |
| REGAL REXNORD CORP SR UNSEC 6.3% 02-15-30 | Long | Debt | US | $15M | – | 0.08 |
| REGAL REXNORD CORP SR UNSEC 6.4% 04-15-33 | Long | Debt | US | $15M | – | 0.08 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 10.0% 02-02-38 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $210K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 8.35% 02-16-27 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $907K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 8.5% 02-15-28 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $790K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 8.65% 02-13-29 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $678K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 8.8% 02-12-30 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $626K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 8.95% 02-11-31 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $550K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 9.1% 02-10-32 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $521K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 9.25% 02-08-33 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $500K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 9.4% 02-07-34 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $216K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 9.55% 02-06-35 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $212K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 9.7% 02-05-36 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $210K | – | 0.00 |
| REPUBLIC OF GHANA GOVERNMENT BONDS GHS PIK 9.85% 02-03-37 (GHANA (REPUBLIC OF)) | Long | Debt | GH | $209K | – | 0.00 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.875% 04-20-32 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $14M | – | 0.07 |
| REPUBLIC SERVICES INC SR UNSEC 5.2% 11-15-34 | Long | Debt | US | $15M | – | 0.08 |
| REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45 | Long | Debt | US | $97K | – | 0.00 |
| RITCHIE BROS HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31 | Long | Debt | US | $847K | – | 0.00 |
| RMRK 18-1 A1 CLO 144A FRN (TSFR3M+129.16) 04-20-31 (ROMARK CLO LTD RMRK_18-1A) | Long | ABS-other | KY | $269K | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28 | Long | Debt | US | $21M | – | 0.11 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.607% 12-13-51 | Long | Debt | US | $6M | – | 0.03 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.985% 03-08-34 | Long | Debt | US | $16M | – | 0.08 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.218% 03-08-54 | Long | Debt | US | $598K | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.593% 11-13-33 | Long | Debt | US | $15M | – | 0.08 |
| ROCKT_21-1A D 144A FRN (TSFR3M+326.161) 07-20-34 (ROCKFORD TOWER CLO LTD ROCKT_21-1A) | Long | ABS-other | KY | $1M | – | 0.01 |
| ROLLS-ROYCE PLC 144A LIFE SR UNSEC 5.75% 10-15-27 | Long | Debt | GB | $10M | – | 0.05 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.5% 04-03-34 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $894K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29 | Long | Debt | US | $13M | – | 0.07 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 4.25% 07-01-26 | Long | Debt | US | $16M | – | 0.08 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28 | Long | Debt | US | $5M | – | 0.03 |
| RPM 22-3 A 144A 5.38% 11-25-30 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3) | Long | ABS-other | US | $5M | – | 0.03 |
| RPM 22-3 B 144A 6.58% 11-25-30 (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3) | Long | ABS-other | US | $8M | – | 0.04 |
| RRAM 21-14 A1 CLO 144A FRN (TSFR3M+138.16) 04-15-36 (RR LTD RRAM_21-14A) | Long | ABS-other | KY | $2M | – | 0.01 |
| RTX CORP SR UNSEC 5.375% 02-27-53 | Long | Debt | US | $12M | – | 0.06 |
| RTX CORP SR UNSEC 6.0% 03-15-31 | Long | Debt | US | $1M | – | 0.01 |
| RTX CORP SR UNSEC 6.1% 03-15-34 | Long | Debt | US | $8M | – | 0.04 |
| SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $492K | – | 0.00 |
| SALTT 21-1A B 144A 3.821% 02-28-33/01-18-28 (STONEPEAK 2021-1 ABS SALTT_21-1A) | Long | ABS-other | US | $4M | – | 0.02 |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 5.95% 12-31-79/05-05-25 | Long | Debt | PH | $494K | – | 0.00 |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) FRN 12-31-79 | Long | Debt | PH | $595K | – | 0.00 |
| SASOL FINANCING USA LLC 144A LIFE SR UNSEC 8.75% 05-03-29 | Long | Debt | US | $21M | – | 0.11 |
| SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29 | Long | Debt | CA | $5M | – | 0.02 |
| SAUDI GOVERNMENT INTERNATIONAL BOND REG S 5.75% 01-16-54 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $13M | – | 0.07 |
| SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26 (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-other | US | $398K | – | 0.00 |
| SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30 | Long | Debt | US | $5M | – | 0.03 |
| SDART 20-4 D 1.48% 01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4) | Long | ABS-other | US | $5M | – | 0.03 |
| SDART 22-5 B 4.43% 03-15-27/04-15-25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $3M | – | 0.01 |
| SDART 22-5 C 4.74% 10-15-28/02-17-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-other | US | $3M | – | 0.02 |
| SDART 22-6 C 4.96% 11-15-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) | Long | ABS-other | US | $1M | – | 0.01 |
| SDART 22-7 A3 5.75% 04-15-27/25 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $5M | – | 0.03 |
| SDART 22-7 B 5.95% 01-17-28/01-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $4M | – | 0.02 |
| SDART 22-7 C 6.69% 03-17-31/11-16-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-other | US | $7M | – | 0.03 |
| SDART 23-1 C 5.09% 05-15-30/01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) | Long | ABS-other | US | $880K | – | 0.00 |
| SDART 23-3 B 5.61% 07-17-28/07-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-other | US | $680K | – | 0.00 |
| SDART 23-3 C 5.77% 11-15-30/08-16-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-other | US | $535K | – | 0.00 |
| SDART 23-4 B 5.77% 12-15-28/01-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-other | US | $488K | – | 0.00 |
| SDART 24-1 A3 5.25% 04-17-28/04-15-26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $70K | – | 0.00 |
| SDART 24-1 B 5.23% 12-15-28/26 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $528K | – | 0.00 |
| SDART 24-1 C 5.45% 03-15-30/07-15-27 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-other | US | $118K | – | 0.00 |
| SDR 24-DSNY A 144A FRN (TSFR1M+139.165) 05-15-39/29 (SDR 2024-DSNY) | Long | ABS-collateralized bond/debt obligation | US | $35M | – | 0.18 |
| SDR 24-DSNY B 144A FRN (TSFR1M+174.115) 05-15-39/29 (SDR 2024-DSNY) | Long | ABS-collateralized bond/debt obligation | US | $485K | – | 0.00 |
| SEACO 19-1A B 144A 4.81% 09-17-39 (GLOBAL SC FINANCE SRL SEACO_19-1A) | Long | ABS-other | US | $1M | – | 0.01 |
| SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30 (SEACO_20-1) | Long | ABS-other | US | $2M | – | 0.01 |
| SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30 (SEACO_20-1) | Long | ABS-other | US | $1M | – | 0.01 |
| SEK FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $32K | – | 0.00 | ||
| SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31 | Long | Debt | US | $5M | – | 0.03 |
| SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28 | Long | Debt | US | $1M | – | 0.01 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30 | Long | Debt | US | $796K | – | 0.00 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.75% 10-01-26 | Long | Debt | US | $2M | – | 0.01 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27 | Long | Debt | US | $878K | – | 0.00 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29 | Long | Debt | US | $733K | – | 0.00 |
| SERVICENOW INC SR UNSEC 1.4% 09-01-30 | Long | Debt | US | $5M | – | 0.02 |
| SFAST 23-1 A3 144A 5.47% 10-20-28/12-21-26 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $203K | – | 0.00 |
| SFAST 23-1 A4 144A 5.47% 12-20-29/06-21-27 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-other | US | $118K | – | 0.00 |
| SFO 21-555 A 144A FRN (TSFR1M+126.4) 05-15-38/26 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SFO 21-555 B 144A FRN (TSFR1M+161.448) 05-15-38/28 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SFO 21-555 C 144A FRN (TSFR1M+191.4) 05-15-38/26 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SGD FWD SALE TO USD 7/18/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28 | Long | Debt | US | $7M | – | 0.04 |
| SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31 | Long | Debt | US | $9M | – | 0.04 |
| SKYMILES IP LIMITED TL (TSFR3M+375) (FLR 1.0) 9.03201% 10-20-27 (SKYMILES IP LTD) | Long | Loan | US | $1M | – | 0.01 |
| SLG 21-OVA A 144A 2.5854% 07-15-41/31 (SGL_21-OVA) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.09 |
| SMB 21-A D1 144A 3.86% 01-15-53 (SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A) | Long | ABS-other | US | $1M | – | 0.01 |
| SMB 21-A D2 144A 3.86% 01-15-53 (SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A) | Long | ABS-other | US | $1M | – | 0.01 |
| SMB 22-A D 144A 4.75% 11-16-54 (SMB PRIVATE EDUCATION LOAN TRUST SMB_22-A) | Long | ABS-other | US | $4M | – | 0.02 |
| SMB 22-B D 144A 5.95% 02-16-55 (SMB PRIVATE EDUCATION LOAN TRUST SMB_22-B) | Long | ABS-other | US | $5M | – | 0.02 |
| SMB 22-D D 144A 7.23% 10-15-58 (SMB PRIVATE EDUCATION LOAN TRUST SMB_22-D) | Long | ABS-other | US | $3M | – | 0.02 |
| SMB 23-B D 144A 7.56% 10-16-56 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-B) | Long | ABS-other | US | $5M | – | 0.03 |
| SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C) | Long | ABS-other | US | $269K | – | 0.00 |
| SMB 23-C B 144A 6.36% 11-15-52/01-16-35 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C) | Long | ABS-other | US | $464K | – | 0.00 |
| SMB 23-D D 144A 8.87% 09-15-53 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-D) | Long | ABS-other | US | $2M | – | 0.01 |
| SMB 24-A D 144A 8.22% 03-15-56 (SMB 2024-A) | Long | ABS-other | US | $8M | – | 0.04 |
| SMRT 22-MINI D 144A FRN (TSFR1M+195) 01-15-39/01-16-24 (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.06 |
| SMRT 22-MINI E 144A FRN (TSFR1M+270) 01-15-39/01-16-24 (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $3M | – | 0.01 | |
| SOFR 90DAY FUT OPT 2QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-4M | – | -0.02 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 95.25 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-13M | – | -0.07 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 98 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $467K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $30K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.4375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $91K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.625 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.6875 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-364K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.75 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.875 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-349K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.9375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $971K | – | 0.01 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.125 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.01 | |
| SOFR 90DAY FUT SFRM4 09-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-3M | – | -0.02 | |
| SOFR 90DAY FUT SFRM6 09-15-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $10M | – | 0.05 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.01 | |
| SOFR 90DAY FUT SFRZ5 03-17-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-111K | – | -0.00 | |
| SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28 (SOLRR AIRCRAFT SOLRR_21-1 LIMITED) | Long | ABS-other | IE | $5M | – | 0.03 |
| SOLVENTUM CORP 144A SR UNSEC 5.6% 03-23-34 | Long | Debt | US | $2M | – | 0.01 |
| SOLVENTUM CORP 144A SR UNSEC 5.9% 04-30-54 | Long | Debt | US | $2M | – | 0.01 |
| SORT 20-1 A1 144A 1.69% 07-15-60/25 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $4M | – | 0.02 |
| SORT 20-1 A2 144A 1.99% 07-15-60/27 (CF HIPPOLYTA ISSUER LLC SORT_20-1) | Long | ABS-other | US | $520K | – | 0.00 |
| SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26 (CF HIPPOLYTA ISSUER LLC SORT_21-1) | Long | ABS-other | US | $4M | – | 0.02 |
| SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $17M | – | 0.09 |
| SORT 22-1 A2 144A 6.11% 08-15-62/28 (CF HIPPOLYTA ISSUER LLC SORT_22-1) | Long | ABS-other | US | $3M | – | 0.01 |
| SOTERA HEALTH HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 7.375% 06-01-31 (STERIGENICS-NORDION HOLDINGS LLC) | Long | Debt | US | $5M | – | 0.03 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32 | Long | Debt | US | $14M | – | 0.07 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $988K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52 | Long | Debt | US | $16M | – | 0.08 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50 | Long | Debt | US | $662K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31 | Long | Debt | US | $4M | – | 0.02 |
| SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $8M | – | 0.04 |
| SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| SOUTHWESTERN PUBLIC SERVICE CO SR SEC 1ST LIEN 6.0% 06-01-54 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $12M | – | 0.06 |
| SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29 | Long | Debt | US | $3M | – | 0.01 |
| SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 2ND LIEN 9.75% 11-15-30 | Long | Debt | US | $5M | – | 0.03 |
| SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28 | Long | Debt | US | $6M | – | 0.03 |
| SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28 (SPRITE LIMITED SPRTE_21-1) | Long | ABS-other | US | $2M | – | 0.01 |
| SPSS 21-1 A 144A 1.95% 09-15-75 (SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1) | Long | ABS-other | US | $2M | – | 0.01 |
| SREIT 21-FLWR B 144A FRN (TSFR1M+104.04) 07-15-36 (SREIT TRUST SREIT_21-FLWR) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| SREIT 21-MFP C 144A FRN (TSFR1M+144.35) 11-15-38/11-16-26 (SREIT TRUST SREIT_21-MFP) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| SREIT 21-MFP D 144A FRN (TSFR1M+169.27) 11-15-38/11-16-26 (SREIT TRUST SREIT_21-MFP) | Long | ABS-collateralized bond/debt obligation | US | $236K | – | 0.00 |
| STACR 15-DNA1 M3 FRN (SOFR30A+341.45) 10-25-27 (STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.00 |
| STACR 15-DNA3 B FRN (SOFR30A+946.448) 04-25-28 (STACR 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 15-DNA3 M3 FRN (SOFR30A+481.45) 04-25-28 (STACR 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 16-DNA2 M3 FRN (SOFR30A+476.45) 10-25-28 (STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 16-DNA3 M3 FRN (SOFR30A+511.45) 12-25-28 (STRUCTURED AGENCY CREDIT RISK STACR_16-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $163K | – | 0.00 |
| STACR 16-DNA4 M34 FRN (SOFR30A+391.45) 03-25-29 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_16-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $378K | – | 0.00 |
| STACR 18-DNA3 B2 144A FRN (SOFR30A+786.4) 09-25-48 (STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| STACR 19-DNA3 B2 144A FRN (SOFR30A+826.45) 07-25-49 (FREDDIE MAC - STACR 2019-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.06 |
| STACR 19-HQA3 B2 144A FRN (SOFR30A+761.448) 09-25-49 (FREDDIE MAC-STACR_19-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| STACR 20-DNA1 B2 144A FRN (SOFR30A+536.448) 01-25-50 (FREDDIE MAC - STACR 2020-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| STACR 20-DNA1 M2 144A FRN (SOFR30A+181.45) 01-25-50 (FREDDIE MAC - STACR 2020-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $724K | – | 0.00 |
| STACR 20-DNA2 B2 144A FRN (SOFR30A+491.4) 02-25-50 (FREDDIE MAC - STACR 2020-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| STACR 20-DNA2 M2 144A FRN (SOFR30A+196.45) 02-25-50 (FREDDIE MAC - STACR 2020-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 20-DNA3 B1 144A FRN (SOFR30A+521.45) 06-25-50 (FREDDIE MAC - STACR 2020-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 20-DNA3 B2 144A FRN (SOFR30A+946.45) 06-25-50 (FREDDIE MAC - STACR 2020-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| STACR 20-DNA4 B1 144A FRN (SOFR30A+611.45) 08-25-50 (FREDDIE MAC - STACR_20-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.07 |
| STACR 20-DNA4 B2 144A FRN (SOFR30A+1011.45) 08-25-50 (FREDDIE MAC - STACR_20-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.06 |
| STACR 20-DNA5 B2 144A FRN (SOFR30A+1150) 10-25-50 (FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| STACR 20-DNA5 M2 144A FRN (SOFR30A+280) 10-25-50 (FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 20-DNA6 B2 144A FRN (SOFR30A+565) 12-25-50 (STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 20-HQA1 B2 144A FRN (SOFR30A+521.45) 01-25-50 (FREDDIE MAC STACR REMIC TRUST STACR_20-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 20-HQA2 B2 144A FRN (SOFRA30A+771.45) 03-25-50 (STACR 2020-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| STACR 20-HQA3 B2 144A FRN (SOFR30A+1011.45) 07-25-50 (FREDDIE MAC STACR REMIC TRUST STACR_20-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| STACR 22-DNA3 M1B 144A FRN (SOFR30A+290) 04-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| STACR 22-DNA4 M1B 144A FRN (SOFR30A+335) 05-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| STACR 22-DNA5 M1B 144A FRN (SOFR30A+450) 06-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $752K | – | 0.00 |
| STACR 22-DNA6 M1B 144A FRN (SOFR30A+370) 09-25-42 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| STACR 24-DNA2 A1 144A FRN (SOFR30A+125) 05-25-44 (STACR 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.05 |
| STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29 | Long | Debt | US | $5M | – | 0.03 |
| STARBUCKS CORP SR UNSEC 5.0% 02-15-34 | Long | Debt | US | $5M | – | 0.03 |
| STATE STREET CORP SR UNSEC 4.821% 01-26-34/33 | Long | Debt | US | $15M | – | 0.08 |
| STCP 24-5 C CLO 144A FRN (TSFR3M+275) 04-20-36 (SYCAMORE TREE CLO LTD STCP_24-5A) | Long | ABS-other | KY | $669K | – | 0.00 |
| STELR 21-1 A 144A 3.967% 10-15-41/03-15-28 (STELLAR JAY US LLC STELLAR_21-1) | Long | ABS-other | US | $10M | – | 0.05 |
| STELR 21-1 B 144A 5.926% 10-15-41/03-15-28 (STELLAR JAY US LLC STELLAR_21-1) | Long | ABS-other | US | $13M | – | 0.07 |
| SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51 | Long | Debt | US | $7M | – | 0.04 |
| SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28 | Long | Debt | US | $4M | – | 0.02 |
| SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31 | Long | Debt | US | $12M | – | 0.06 |
| SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32 | Long | Debt | US | $16M | – | 0.08 |
| SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29 | Long | Debt | US | $5M | – | 0.03 |
| SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32 | Long | Debt | US | $5M | – | 0.02 |
| SUTTER HEALTH SR UNSEC 1.321% 08-15-25 | Long | Debt | US | $6M | – | 0.03 |
| SUTTER HEALTH SR UNSEC 5.164% 08-15-33 | Long | Debt | US | $10M | – | 0.05 |
| SYNIT 23-A A 5.54% 07-15-29/26 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-other | US | $12M | – | 0.06 |
| T-MOBILE USA INC SR UNSEC 2.55% 02-15-31 | Long | Debt | US | $17M | – | 0.09 |
| T-MOBILE USA INC SR UNSEC 2.875% 02-15-31 | Long | Debt | US | $3M | – | 0.01 |
| TAL 20-1A B 144A 3.29% 09-20-45/05-21-29 (TAL ADVANTAGE VII LLC TAL_20-1A) | Long | ABS-other | US | $419K | – | 0.00 |
| TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30 | Long | Debt | US | $13M | – | 0.07 |
| TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29 | Long | Debt | US | $2M | – | 0.01 |
| TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31 | Long | Debt | US | $988K | – | 0.01 |
| TAOT 23-C A3 5.16% 04-17-28/12-15-26 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-other | US | $242K | – | 0.00 |
| TAPESTRY INC SR UNSEC 7.85% 11-27-33 | Long | Debt | US | $9M | – | 0.05 |
| TCF 20-1 A 144A 2.11% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) | Long | ABS-other | US | $843K | – | 0.00 |
| TCF 20-1 B 144A 3.74% 09-20-45/05-20-30 (TRITON CONTAINER FINANCE LLC TCF_20-1) | Long | ABS-other | US | $3M | – | 0.02 |
| TCF 21-1A B 144A 2.58% 03-20-46/12-20-30 (TRITON CONTAINER FINANCE LLC TCF_21-1) | Long | ABS-other | US | $430K | – | 0.00 |
| TCW 19-1 ASNR CLO 144A FRN (TSFR3M+148.2) 08-16-34 (TCW CLO LTD TCW_19-1R) | Long | ABS-other | KY | $1M | – | 0.01 |
| TEAM HEALTH HOLDINGS INC 144A LIFE SR UNSEC 6.375% 02-01-25 | Long | Debt | US | $1M | – | 0.01 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26 | Long | Debt | NL | $7M | – | 0.04 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46 | Long | Debt | NL | $3M | – | 0.02 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27 | Long | Debt | NL | $14M | – | 0.07 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29 | Long | Debt | NL | $16M | – | 0.08 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28 | Long | Debt | NL | $4M | – | 0.02 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29 | Long | Debt | NL | $11M | – | 0.06 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31 | Long | Debt | NL | $10M | – | 0.05 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34 | Long | Debt | US | $5M | – | 0.03 |
| THB FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| THB FWD SALE TO USD 8/26/2024 | Derivative-foreign exchange | $3M | – | 0.01 | ||
| THERMO FISHER SCIENTIFIC INC SR UNSEC 5.086% 08-10-33 | Long | Debt | US | $2M | – | 0.01 |
| TIA 18-1 B CLO 144A FRN (TSFR3M+241.16) 01-20-32 (TIAA CLO IV TIA_18-1A) | Long | ABS-other | KY | $751K | – | 0.00 |
| TICP 18-12 DR CLO 144A FRN (TSFR3M+356.161) 07-15-34 (TICP CLO LTD TICP_18-12A) | Long | ABS-other | US | $1M | – | 0.01 |
| TK ELEVATOR US NEWCO INC 144A LIFE SR SEC 1ST LIEN 5.25% 07-15-27 | Long | Debt | US | $3M | – | 0.01 |
| TMCL 20-1A B 144A 4.94% 08-21-45/05-21-29 (TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1) | Long | ABS-other | US | $1M | – | 0.01 |
| TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30 (TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2) | Long | ABS-other | US | $2M | – | 0.01 |
| TORONTO-DOMINION BANK SR UNSEC 2.0% 09-10-31 (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $16M | – | 0.08 |
| TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34 | Long | Debt | FR | $2M | – | 0.01 |
| TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54 | Long | Debt | FR | $660K | – | 0.00 |
| TOWN 22-STAY B 144A FRN (TSFR1M+328.63) 08-15-37/24 (INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| TOWN 22-STAY C 144A FRN (TSFR1M+368.52) 08-15-37/24 (INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY) | Long | ABS-collateralized bond/debt obligation | US | $784K | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30 | Long | Debt | US | $3M | – | 0.01 |
| TPMT 15-3 B1 144A FRN 03-25-54/04-25-29 (TOWD POINT MORTGAGE TRUST TPMT_15-3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| TPMT 16-3 B3 144A FRN 04-25-56 (TOWD POINT MORTGAGE TRUST TPMT_16-3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| TPMT 17-2 B2 144A FRN 04-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| TPMT 17-4 B1 144A FRN 06-25-57 (TOWD POINT MORTGAGE TRUST TPMT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $847K | – | 0.00 |
| TPMT 19-2 B1 144A FRN 12-25-58 (TOWD POINT MORTGAGE TRUST TPMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TPMT 19-2 M1 144A FRN 12-25-58 (TOWD POINT MORTGAGE TRUST TPMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| TRAL 21-7 D CLO 144A FRN (TSFR3M+344.16) 04-25-34 (TRALEE CDO LTD TRAL_21-7A) | Long | ABS-other | KY | $873K | – | 0.00 |
| TRANSDIGM INC SUB 4.875% 05-01-29 | Long | Debt | US | $2M | – | 0.01 |
| TRANSDIGM INC SUB 5.5% 11-15-27 | Long | Debt | US | $5M | – | 0.03 |
| TRANSOCEAN AQUILA LTD 144A LIFE SR SEC 1ST LIEN SF 8.0% 09-30-28 | Long | Debt | KY | $4M | – | 0.02 |
| TRANSOCEAN INC 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30 | Long | Debt | US | $4M | – | 0.02 |
| TRANSOCEAN INC 144A LIFE SR UNSEC 8.0% 02-01-27 | Long | Debt | US | $4M | – | 0.02 |
| TRANSOCEAN INC 144A LIFE SR UNSEC 8.25% 05-15-29 | Long | Debt | US | $5M | – | 0.03 |
| TRANSOCEAN INC 144A LIFE SR UNSEC 8.5% 05-15-31 | Long | Debt | US | $5M | – | 0.02 |
| TRANSOCEAN INC SR UNSEC 6.8% 03-15-38 | Long | Debt | US | $4M | – | 0.02 |
| TRAVELERS COS INC SR UNSEC 2.55% 04-27-50 (TRAVELERS COMPANIES INC) | Long | Debt | US | $220K | – | 0.00 |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33 | Long | Debt | US | $24M | – | 0.13 |
| TREST 23-6 A CLO 144A (TSFR3M+170) FRN 01-25-36 (TRESTLES CLO LTD TREST_23-6) | Long | ABS-other | KY | $29M | – | 0.15 |
| TRNTS 20-12 A1R CLO 144A FRN (TSFR3M+137) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) | Long | ABS-other | US | $10M | – | 0.05 |
| TRNTS 20-12 CR CLO 144A FRN (TSFR3M+260) 04-25-33 (TRINITAS CLO LTD TRNTS_20-12) | Long | ABS-other | US | $2M | – | 0.01 |
| TRNTS 23-22 D CLO 144A FRN (TSFR3M+619) 07-20-36 (TRINITAS CLO LTD TRNTS_23-22) | Long | ABS-other | BM | $519K | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34 | Long | Debt | US | $12M | – | 0.06 |
| TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33 | Long | Debt | US | $2M | – | 0.01 |
| TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR1M+475) FRN 03-08-32 | Long | Loan | US | $13M | – | 0.07 |
| TRYSL 21-1 C CLO 144A FRN (TSFR3M+266.16) 07-20-32 (TRYSL_21-1A) | Long | ABS-other | KY | $2M | – | 0.01 |
| UACST 24-1 B 144A 6.57% 06-10-27/10-10-25 (UACST 2024-1) | Long | ABS-other | US | $1M | – | 0.01 |
| UACST 24-1 C 144A 7.06% 10-10-29/03-10-26 (UACST 2024-1) | Long | ABS-other | US | $2M | – | 0.01 |
| UACST 24-1 D 144A 8.3% 11-12-29/03-10-27 (UACST 2024-1) | Long | ABS-other | US | $4M | – | 0.02 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31 | Long | Debt | CH | $603K | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30 | Long | Debt | CH | $21M | – | 0.11 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.699% 02-08-35/34 | Long | Debt | CH | $13M | – | 0.07 |
| UBS GROUP AG WD COCO PRP 144A LIFE SUB (H) 4.375% 12-31-79/02-10-31 | Long | Debt | CH | $4M | – | 0.02 |
| UBSCM 17-C3 C FRN 08-15-50/08-17-27 (UBS COMMERCIAL MORTGAGE TRUST UBSCM_17-C3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31 | Long | Debt | US | $8M | – | 0.04 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND REG S SF 7.375% 09-25-34 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $2M | – | 0.01 |
| UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31 | Long | Debt | US | $23M | – | 0.12 |
| UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32 | Long | Debt | US | $9M | – | 0.04 |
| UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52 | Long | Debt | US | $6M | – | 0.03 |
| UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27 | Long | Debt | US | $2M | – | 0.01 |
| UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.375% 04-15-26 | Long | Debt | US | $3M | – | 0.02 |
| UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.625% 04-15-29 | Long | Debt | US | $3M | – | 0.01 |
| UNITED KINGDOM INFLATION-LINKED GILT GBP REG S I/L 0.125% 08-10-41 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.02 |
| UNITED STATES DEPARTMENT OF DEFENSE 4.95% 03-01-34 (PUBLIC FINANCE AUTHORITY WISCONSIN) | Long | Debt | US | $21M | – | 0.11 |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS 4.425% 05-01-31 (CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH) | Long | Debt | US | $42M | – | 0.22 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $233M | – | 1.21 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 | Long | Debt | US | $50M | – | 0.26 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25 | Long | Debt | US | $50M | – | 0.26 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 07-15-32 | Long | Debt | US | $156M | – | 0.81 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-34 | Long | Debt | US | $140M | – | 0.73 |
| UNITED STATES TREASURY NOTE 0.875% 09-30-26 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.125% 08-15-40 | Long | Debt | US | $27M | – | 0.14 |
| UNITED STATES TREASURY NOTE 1.375% 08-15-50 | Long | Debt | US | $15M | – | 0.08 |
| UNITED STATES TREASURY NOTE 1.375% 11-15-31 | Long | Debt | US | $3M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.625% 09-30-26 | Long | Debt | US | $360K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.625% 11-15-50 | Long | Debt | US | $36M | – | 0.19 |
| UNITED STATES TREASURY NOTE 1.75% 08-15-41 | Long | Debt | US | $94M | – | 0.49 |
| UNITED STATES TREASURY NOTE 1.75% 12-31-26 | Long | Debt | US | $23M | – | 0.12 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $121M | – | 0.63 |
| UNITED STATES TREASURY NOTE 1.875% 02-28-29 | Long | Debt | US | $42M | – | 0.22 |
| UNITED STATES TREASURY NOTE 1.875% 06-30-26 | Long | Debt | US | $536K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 05-15-41 | Long | Debt | US | $71M | – | 0.37 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-51 | Long | Debt | US | $51M | – | 0.27 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-32 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-42 | Long | Debt | US | $40M | – | 0.21 |
| UNITED STATES TREASURY NOTE 3.125% 11-15-28 | Long | Debt | US | $194K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $96M | – | 0.50 |
| UNITED STATES TREASURY NOTE 3.25% 08-31-24 | Long | Debt | US | $164K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.5% 01-31-30 | Long | Debt | US | $329M | – | 1.71 |
| UNITED STATES TREASURY NOTE 3.625% 02-15-53 | Long | Debt | US | $13M | – | 0.07 |
| UNITED STATES TREASURY NOTE 3.625% 03-31-28 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.75% 12-31-28 | Long | Debt | US | $23M | – | 0.12 |
| UNITED STATES TREASURY NOTE 3.875% 02-15-43 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.875% 04-30-25 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.0% 01-15-27 | Long | Debt | US | $29M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-29 | Long | Debt | US | $20M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-34 | Long | Debt | US | $28M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.125% 03-31-29 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.125% 10-31-27 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.125% 11-15-32 | Long | Debt | US | $17M | – | 0.09 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $430M | – | 2.23 |
| UNITED STATES TREASURY NOTE 4.25% 02-28-29 | Long | Debt | US | $28M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.25% 03-15-27 | Long | Debt | US | $3M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.25% 09-30-24 | Long | Debt | US | $94K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $11M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-43 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.375% 10-31-24 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.375% 11-15-39 | Long | Debt | US | $207M | – | 1.08 |
| UNITED STATES TREASURY NOTE 4.375% 11-30-28 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.5% 02-15-44 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.5% 04-15-27 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.5% 05-15-27 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $13M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-29 | Long | Debt | US | $20M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-44 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.625% 06-15-27 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.625% 10-15-26 | Long | Debt | US | $3M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-43 | Long | Debt | US | $21M | – | 0.11 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-53 | Long | Debt | US | $14M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.875% 10-31-28 | Long | Debt | US | $3M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30 | Long | Debt | US | $5M | – | 0.02 |
| UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51 | Long | Debt | US | $10M | – | 0.05 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52 | Long | Debt | US | $3M | – | 0.02 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.0% 04-15-34 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30 | Long | Debt | US | $7M | – | 0.04 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33 | Long | Debt | US | $11M | – | 0.06 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.375% 04-15-54 | Long | Debt | US | $620K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.5% 04-15-64 | Long | Debt | US | $450K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.875% 02-15-53 | Long | Debt | US | $8M | – | 0.04 |
| UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 8.75% 12-11-24 | Long | Debt | JP | $6M | – | 0.03 |
| UNIVERSITY OF CALIFORNIA 0.883% 05-15-25 | Long | Debt | US | $5M | – | 0.03 |
| UNIVERSITY OF CALIFORNIA 1.316% 05-15-27 | Long | Debt | US | $5M | – | 0.03 |
| UNIVERSITY OF CALIFORNIA 1.614% 05-15-30 | Long | Debt | US | $5M | – | 0.03 |
| UNIVERSITY OF CALIFORNIA 5.1% 05-15-33 | Long | Debt | US | $14M | – | 0.07 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29 | Long | Debt | US | $6M | – | 0.03 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 6.625% 06-01-27 | Long | Debt | US | $7M | – | 0.04 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30 | Long | Debt | US | $2M | – | 0.01 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28 | Long | Debt | US | $5M | – | 0.03 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-31-31 | Long | Debt | US | $9M | – | 0.05 |
| US BANCORP SR UNSEC 4.839% 02-01-34/33 | Long | Debt | US | $2M | – | 0.01 |
| US BANCORP SR UNSEC 5.678% 01-23-35/34 | Long | Debt | US | $21M | – | 0.11 |
| US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33 | Long | Debt | US | $8M | – | 0.04 |
| USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 7.125% 03-15-29 | Long | Debt | US | $8M | – | 0.04 |
| USRE 21-1 A1 144A 1.91% 10-20-61/26 (NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1) | Long | ABS-other | US | $38M | – | 0.20 |
| UST 10YR FUT OPT TYU4C C @ 117 08-23-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $5K | – | 0.00 | |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-8M | – | -0.04 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-11M | – | -0.06 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-8M | – | -0.04 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.01 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $9M | – | 0.05 | |
| VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54 | Long | Debt | BR | $3M | – | 0.02 |
| VALLOUREC SACA 144A LIFE SR UNSEC 7.5% 04-15-32 | Long | Debt | FR | $10M | – | 0.05 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29 | Long | Debt | US | $4M | – | 0.02 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31 | Long | Debt | US | $4M | – | 0.02 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30 | Long | Debt | US | $11M | – | 0.06 |
| VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28 | Long | Debt | US | $13M | – | 0.07 |
| VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31 | Long | Debt | US | $8M | – | 0.04 |
| VERD-24-1 C 144A 6.25% 12-12-31/08-14-28 (VERD 2024-1A) | Long | ABS-other | US | $211K | – | 0.00 |
| VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31 | Long | Debt | US | $7M | – | 0.04 |
| VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51 | Long | Debt | US | $11M | – | 0.06 |
| VERUS 23-3 A1 144A 5.93% 03-25-68/04-01-27 (VERUS SECURITIZATION TRUST VERUS_23-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| VERUS 24-2 A1 144A 6.095% 02-25-69/02-01-28 (VERUS 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $42M | – | 0.22 |
| VIBR 17-7 B CLO 144A FRN (TSFR3M+266.16) 09-15-30 (VIBRANT CLO LTD VIBR_17-7A) | Long | ABS-other | KY | $731K | – | 0.00 |
| VIBR 21-12A BR 144A FRN (TSFR3M+250.00) 04-20-34 (VIBRANT CLO LTD VIBR_21-12A) | Long | ABS-other | KY | $3M | – | 0.01 |
| VIBR 21-12A C1R 144A FRN (TSFR3M+375.00) 04-20-34 (VIBRANT CLO LTD VIBR_21-12A) | Long | ABS-other | KY | $3M | – | 0.02 |
| VIBR 23-16 A2 CLO 144A FRN (TSFR3M+280) 04-15-36 (VIBRANT CLO LTD VIBR_23-16) | Long | ABS-other | US | $1M | – | 0.01 |
| VICI PROPERTIES LP 144A LIFE SR UNSEC 3.75% 02-15-27 | Long | Debt | US | $908K | – | 0.00 |
| VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29 | Long | Debt | US | $6M | – | 0.03 |
| VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30 | Long | Debt | US | $4M | – | 0.02 |
| VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32 | Long | Debt | US | $18M | – | 0.10 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $5M | – | 0.03 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32 | Long | Debt | US | $11M | – | 0.06 |
| VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28 | Long | Debt | US | $43M | – | 0.22 |
| VORNADO REALTY LP SR UNSEC 2.15% 06-01-26 | Long | Debt | US | $862K | – | 0.00 |
| VOYA 18-3 CR2 CLO 144A FRN (TSFR3M+235) 10-15-31 (VOYA 2018-3A) | Long | ABS-other | KY | $2M | – | 0.01 |
| VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26 (VSTRG 2024-A) | Long | ABS-other | US | $72K | – | 0.00 |
| VYSPK 22-1 AR CLO 144A FRN (TSFR3M+163) 10-20-34 (VALLEY STREAM PARK CLO LTD VYSPK_22-1A) | Long | ABS-other | JE | $20M | – | 0.10 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32 | Long | Debt | US | $3M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52 | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52 | Long | Debt | US | $12M | – | 0.06 |
| WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27 | Long | Debt | US | $15M | – | 0.08 |
| WELLS FARGO & CO SR UNSEC 4.897% 07-25-33/32 | Long | Debt | US | $5M | – | 0.02 |
| WELLS FARGO & CO SR UNSEC 5.499% 01-23-35/34 | Long | Debt | US | $37M | – | 0.19 |
| WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27 | Long | Debt | US | $4M | – | 0.02 |
| WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33 | Long | Debt | US | $33M | – | 0.17 |
| WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28 | Long | Debt | US | $3M | – | 0.02 |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP SR SEC 1ST LIEN 3.129% 06-01-50 | Long | Debt | US | $2M | – | 0.01 |
| WESTPAC BANKING CORP SR UNSEC 1.953% 11-20-28 | Long | Debt | AU | $6M | – | 0.03 |
| WEWORK INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $4M | 409K | 0.02 |
| WFCM 15-C28 AS FRN 05-15-48/04-17-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WFCM 15-C29 AS FRN 06-15-48/06-17-25 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C29) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| WFCM 15-LC22 C FRN 09-15-58 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| WFCM 16-C35 C FRN 07-15-58/26 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C35) | Long | ABS-collateralized bond/debt obligation | US | $467K | – | 0.00 |
| WFCM 16-NXS5 B FRN 01-15-59/01-16-26 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| WFCM 17-C40 C FRN 10-15-50/09-17-27 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| WFCM 18-C46 B 4.633% 08-15-51 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| WFCM 19-C49 C FRN 03-15-52/02-16-29 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C49) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| WFCM 19-C54 C 3.81% 12-15-52 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WFCMT 18-C48 B FRN 01-15-52/12-15-28 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C48) | Long | ABS-collateralized bond/debt obligation | US | $345K | – | 0.00 |
| WFLOOR 24-1 A 144A 5.43% 02-15-28/02-17-26 (WFLOOR 2024-1A) | Long | ABS-other | US | $5M | – | 0.02 |
| WFRBS 14-C22 B FRN 09-15-57/09-17-24 (WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WILLIAMS COS INC SR UNSEC 5.15% 03-15-34 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $24M | – | 0.12 |
| WINDR 23-1 B CLO 144A FRN (TSFR3M+250) 04-25-36 (WIND RIVER CLO LTD WINDR_23-1) | Long | ABS-other | KY | $753K | – | 0.00 |
| WINDR 23-1 C1 CLO 144A FRN (TSFR3M+350) 04-25-36 (WIND RIVER CLO LTD WINDR_23-1) | Long | ABS-other | KY | $506K | – | 0.00 |
| WLAKE 22-3 C 144A 6.44% 12-15-27/08-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3) | Long | ABS-other | US | $2M | – | 0.01 |
| WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $211K | – | 0.00 |
| WLAKE 23-1 C 144A 5.74% 08-15-28/10-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $412K | – | 0.00 |
| WLAKE 23-1 D 144A 6.79% 11-15-28/02-17-26 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 23-2 D 144A 7.01% 11-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2) | Long | ABS-other | US | $7M | – | 0.04 |
| WLAKE 23-3 B 144A 5.92% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $1M | – | 0.01 |
| WLAKE 23-3 C 144A 6.02% 09-15-28 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $485K | – | 0.00 |
| WLAKE 23-3 D 144A 6.47% 03-15-29 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-other | US | $271K | – | 0.00 |
| WLAKE 24-1 B 144A 5.55% 11-15-27 (WLAKE 2024-1A) | Long | ABS-other | US | $494K | – | 0.00 |
| WLAKE 24-1 C 144A 5.65% 02-15-29 (WLAKE 2024-1A) | Long | ABS-other | US | $520K | – | 0.00 |
| WLAKE 24-1 D 144A 6.02% 10-15-29 (WLAKE 2024-1A) | Long | ABS-other | US | $701K | – | 0.00 |
| WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27 (WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| WOART 23-C A3 5.15% 11-15-28 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C) | Long | ABS-other | US | $198K | – | 0.00 |
| WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN 9.875% 06-23-30 | Long | Debt | US | $10M | – | 0.05 |
| WSTN 23-MAUI C 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $485K | – | 0.00 |
| WSTN 23-MAUI D 144A FRN 07-05-37/08-06-27 (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31 | Long | Debt | US | $5M | – | 0.03 |
| XCEL ENERGY INC SR UNSEC 3.5% 12-01-49 | Long | Debt | US | $600K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 4.6% 06-01-32 | Long | Debt | US | $4M | – | 0.02 |
| XCEL ENERGY INC SR UNSEC 5.45% 08-15-33 | Long | Debt | US | $6M | – | 0.03 |
| XHR LP 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-29 | Long | Debt | US | $4M | – | 0.02 |
| XROAD 24-A A2 144A 5.90% 08-20-30 (XROAD 2024-A) | Long | ABS-other | US | $1M | – | 0.01 |
| ZAR FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $308K | – | 0.00 | ||
| ZF NORTH AMERICA CAPITAL INC 144A LIFE SR UNSEC 6.75% 04-23-30 | Long | Debt | US | $15M | – | 0.08 |
Address
AMERICAN FUNDS STRATEGIC BOND FUND
6455 Irvine Center Drive
Irvine
California
92618
United States of America
Websites
Directors
Alexandra Trower
Francisco G. Cigarroa
Jennifer C. Feikin
Karl J. Zeile
Leslie Stone Heisz
Margaret Spellings
Mary Davis Holt
Merit E. Janow
Michael C. Gitlin
Nariman Farvardin
Paul S. Williams
Transfer Agents
American Funds Service Company
Pricing Services
Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.
Custodians
JPMorgan Chase Bank, N.A.
J.P. Morgan S.A. DTVM
Standard Chartered Bank Ghana PLC
JPMorgan Chase Bank N.A.
Mizuho Bank, Ltd.
Banco Nacional de Mexico, S.A.
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Cantor Fitzgerald & Co