Brinker Capital Destinations Trust
Destinations Core Fixed Income Fund
$2.06B
Avg Monthly Net Assets
$2.21B
Total Assets
$256.83M
Total Liabilities
$1.95B
Net Assets
Destinations Core Fixed Income Fund is a Mutual Fund in Brinker Capital Destinations Trust
,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $2.06B.
On July 29th, 2024 it reported 1,965 holdings, the largest
being ISHARES 20+ YEAR TREASURY BD (2.7%), US TREAS BDS 1.25% 05/15/50 (2.3%) and US TREAS NTS 3.5% 02/15/33 (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000176698 | DCFFX | |
| Class Z | C000202458 | DCFZX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 37 CAPITAL CLO 1 LTD SER 2021-1A CL A V/R REGD 144A P/P 6.79017000 (PUTNM 2021-1A A V/R 10/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.05 |
| 510 ASSET BACKED 2021-NPL1 TRUST SER 2021-NPL1 CL A1 V/R REGD 144A P/P 2.23950000 (FTAB 2021-NPL1 A V/R 06/25/61) | Long | ABS-collateralized bond/debt obligation | US | $660K | 676K | 0.03 |
| AAR ESCROW ISSUER LLC REGD 144A P/P 6.75000000 (AAR ESCROW ISSU 6.75% 03/15/29) | Long | Debt | US | $71K | 70K | 0.00 |
| ABBVIE INC REGD 4.95000000 (ABBVIE INC 4.95% 03/15/31) | Long | Debt | US | $203K | 205K | 0.01 |
| ABBVIE INC REGD 5.40000000 (ABBVIE INC 5.4% 03/15/54) | Long | Debt | US | $89K | 90K | 0.00 |
| ABBVIE INC REGD 5.50000000 (ABBVIE INC 5.5% 03/15/64) | Long | Debt | US | $206K | 210K | 0.01 |
| ABBVIE INC REGD SER WI 3.85000000 (ABBVIE INC 3.85% 06/15/24) | Long | Debt | US | $393K | 393K | 0.02 |
| ACADEMY LTD REGD 144A P/P 6.00000000 (ACADEMY LTD 6% 11/15/27) | Long | Debt | US | $113K | 115K | 0.01 |
| ACURIS FIN US/ACURIS FIN REGD 144A P/P 5.00000000 (ACURIS FIN US/ACUR 5% 05/01/28) | Long | Debt | US | $182K | 200K | 0.01 |
| ACUSHNET CO REGD 144A P/P 7.37500000 (ACUSHNET CO 7.375% 10/15/28) | Long | Debt | US | $67K | 65K | 0.00 |
| ADANI INTERNATIONAL CONT REGD 144A P/P 3.00000000 (ADANI INTERNATIONA 3% 02/16/31) | Long | Debt | IN | $215K | 258K | 0.01 |
| ADANI PORTS AND SPECIAL REGD REG S 4.00000000 (ADANI PORTS AND SP 4% 07/30/27) | Long | Debt | IN | $182K | 200K | 0.01 |
| ADANI PORTS AND SPECIAL REGD REG S 4.37500000 (ADANI PORTS AN 4.375% 07/03/29) | Long | Debt | IN | $175K | 200K | 0.01 |
| ADANI TRANS STEP-ONE LTD REGD REG S 4.00000000 (ADANI TRANS STEP-O 4% 08/03/26) | Long | Debt | IN | $188K | 200K | 0.01 |
| ADAPTHEALTH LLC REGD 144A P/P 5.12500000 (ADAPTHEALTH LL 5.125% 03/01/30) | Long | Debt | US | $52K | 60K | 0.00 |
| ADOBE INC REGD 4.80000000 (ADOBE INC 4.8% 04/04/29) | Long | Debt | US | $354K | 355K | 0.02 |
| ADVANCED DRAINAGE SYSTEM REGD 144A P/P 6.37500000 (ADVANCED DRAIN 6.375% 06/15/30) | Long | Debt | US | $215K | 215K | 0.01 |
| AEP TEXAS INC REGD 5.45000000 (AEP TEXAS INC 5.45% 05/15/29) | Long | Debt | US | $115K | 115K | 0.01 |
| AEP TEXAS INC REGD SER H 3.45000000 (AEP TEXAS INC 3.45% 01/15/50) | Long | Debt | US | $280K | 420K | 0.01 |
| AERCAP IRELAND CAP/GLOBA REGD 1.65000000 (AERCAP IRELAND 1.65% 10/29/24) | Long | Debt | IE | $1M | 1M | 0.06 |
| AERCAP IRELAND CAP/GLOBA REGD 6.45000000 (AERCAP IRELAND 6.45% 04/15/27) | Long | Debt | IE | $3M | 3M | 0.15 |
| AETHON UN/AETHIN UN FIN REGD 144A P/P 8.25000000 (AETHON UN/AETHI 8.25% 02/15/26) | Long | Debt | US | $66K | 65K | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2023-A SER 2023-A CL 1A REGD 144A P/P 6.61000000 (AFFRM 2023-A 1 6.61% 01/15/25) | Long | ABS-collateralized bond/debt obligation | US | $507K | 505K | 0.03 |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.61000000 (AFFRM 2024-A A 5.61% 09/15/26) | Long | ABS-collateralized bond/debt obligation | US | $403K | 405K | 0.02 |
| AGCO CORP REGD 5.45000000 (AGCO CORP 5.45% 03/21/27) | Long | Debt | US | $100K | 100K | 0.01 |
| AGCO CORP REGD 5.80000000 (AGCO CORP 5.8% 03/21/34) | Long | Debt | US | $135K | 135K | 0.01 |
| AGREE LP REGD 5.62500000 (AGREE LP 5.625% 06/15/34) | Long | Debt | US | $133K | 135K | 0.01 |
| AI CANDELARIA SPAIN SLU REGD 144A P/P 5.75000000 (AI CANDELARIA S 5.75% 06/15/33) | Long | Debt | ES | $198K | 250K | 0.01 |
| AI CANDELARIA SPAIN SLU REGD REG S 7.50000000 (AI CANDELARIA SP 7.5% 12/15/28) | Long | Debt | ES | $201K | 206K | 0.01 |
| AIR LEASE CORP REGD 3.25000000 (AIR LEASE CORP 3.25% 03/01/25) | Long | Debt | US | $313K | 319K | 0.02 |
| AJAX MORTGAGE LOAN TRUST 2021-C SER 2021-C CL A V/R REGD 144A P/P 2.11500000 (AJAXM 2021-C A V/R 01/25/61) | Long | ABS-collateralized bond/debt obligation | US | $238K | 245K | 0.01 |
| AKER BP ASA REGD 144A P/P 4.00000000 (AKER BP ASA 4% 01/15/31) | Long | Debt | NO | $271K | 300K | 0.01 |
| ALABAMA POWER CO REGD 3.45000000 (ALABAMA POWER C 3.45% 10/01/49) | Long | Debt | US | $320K | 450K | 0.02 |
| ALCON FINANCE CORP REGD 144A P/P 2.75000000 (ALCON FINANCE C 2.75% 09/23/26) | Long | Debt | US | $938K | 995K | 0.05 |
| ALEXANDRIA REAL ESTATE E REGD 5.25000000 (ALEXANDRIA REAL 5.25% 05/15/36) | Long | Debt | US | $290K | 303K | 0.01 |
| ALIGNED DATA CENTERS ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 6.00000000 (ADC 2023-1A A2 6% 08/15/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.11 |
| ALLEGION US HOLDING CO REGD 5.60000000 (ALLEGION US HOLD 5.6% 05/29/34) | Long | Debt | US | $165K | 165K | 0.01 |
| ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000 (ALLIANT HOLD / 6.75% 10/15/27) | Long | Debt | US | $98K | 100K | 0.01 |
| ALLIED UNIVERSAL HOLDCO REGD 144A P/P 7.87500000 (ALLIED UNIVERS 7.875% 02/15/31) | Long | Debt | US | $105K | 105K | 0.01 |
| ALLIED UNIVERSAL REGD 144A P/P 6.62500000 (ALLIED UNIVERS 6.625% 07/15/26) | Long | Debt | US | $48K | 48K | 0.00 |
| ALLIED UNIVERSAL REGD 144A P/P 9.75000000 (ALLIED UNIVERSA 9.75% 07/15/27) | Long | Debt | US | $89K | 90K | 0.00 |
| ALM 2020 LTD SER 2020-1A CL A2 V/R REGD 144A P/P 7.44017000 (ALM 2020-1A A2 V/R 10/15/29) | Long | ABS-collateralized bond/debt obligation | KY | $501K | 500K | 0.03 |
| ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 1A7 REGD 5.50000000 (CWALT 2005-28CB 5.5% 08/25/35) | Long | ABS-collateralized bond/debt obligation | US | $445K | 534K | 0.02 |
| ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A2 V/R REGD 0.00000000 (CWALT 2005-7CB 2 V/R 03/01/38) | Long | ABS-collateralized bond/debt obligation | US | $102K | 5M | 0.01 |
| ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A5 V/R REGD 5.50000000 (CWALT 2005-7CB 2 V/R 03/01/38) | Long | ABS-collateralized bond/debt obligation | US | $3M | 5M | 0.17 |
| ALTERNATIVE LOAN TRUST 2006-OA2 SER 2006-OA2 CL A1 V/R REGD 5.85456000 (CWALT 2006-OA2 A V/R 05/20/46) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.16 |
| ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A1 V/R REGD 5.75000000 (CWALT 2007-4CB 1 V/R 04/25/37) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.08 |
| ALTERNATIVE LOAN TRUST 2007-9T1 SER 2007-9T1 CL 2A2 REGD 6.00000000 (CWALT 2007-9T1 2A 6% 05/25/37) | Long | ABS-collateralized bond/debt obligation | US | $3M | 6M | 0.14 |
| ALTICE FRANCE SA REGD 144A P/P 5.50000000 (ALTICE FRANCE SA 5.5% 10/15/29) | Long | Debt | FR | $134K | 200K | 0.01 |
| AMC ENTERTAINMENT HLDGS REGD 144A P/P 7.50000000 (AMC ENTERTAINMEN 7.5% 02/15/29) | Long | Debt | US | $22K | 30K | 0.00 |
| AMERICAN AIRLINES INC REGD 144A P/P 7.25000000 (AMERICAN AIRLIN 7.25% 02/15/28) | Long | Debt | US | $140K | 140K | 0.01 |
| AMERICAN AIRLINES INC REGD 144A P/P 8.50000000 (AMERICAN AIRLINE 8.5% 05/15/29) | Long | Debt | US | $134K | 130K | 0.01 |
| AMERICAN AXLE & MFG INC REGD 5.00000000 (AMERICAN AXLE & MF 5% 10/01/29) | Long | Debt | US | $55K | 60K | 0.00 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3 SER 2023-3 CL B REGD 144A P/P 6.09000000 (ACAR 2023-3 B 6.09% 06/12/25) | Long | ABS-collateralized bond/debt obligation | US | $415K | 415K | 0.02 |
| AMERICAN EXPRESS CO REGD 3.95000000 (AMERICAN EXPRES 3.95% 08/01/25) | Long | Debt | US | $372K | 378K | 0.02 |
| AMERICAN HOMES 4 RENT REGD 5.50000000 (AMERICAN HOMES 4 5.5% 02/01/34) | Long | Debt | US | $318K | 325K | 0.02 |
| AMERICAN TOWER CORP REGD 2.10000000 (AMERICAN TOWER C 2.1% 06/15/30) | Long | Debt | US | $2M | 3M | 0.11 |
| AMERICAN TOWER CORP REGD 3.60000000 (AMERICAN TOWER C 3.6% 01/15/28) | Long | Debt | US | $234K | 249K | 0.01 |
| AMERICAN TOWER CORP REGD 3.80000000 (AMERICAN TOWER C 3.8% 08/15/29) | Long | Debt | US | $291K | 315K | 0.01 |
| AMERICAN TOWER CORP REGD 3.95000000 (AMERICAN TOWER 3.95% 03/15/29) | Long | Debt | US | $2M | 2M | 0.08 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2 CL B REGD 4.81000000 (AMCAR 2022-2 B 4.81% 07/18/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| AMGEN INC REGD 5.25000000 (AMGEN INC 5.25% 03/02/33) | Long | Debt | US | $3M | 3M | 0.14 |
| AMGEN INC REGD 5.25000000 (AMGEN INC 5.25% 03/02/30) | Long | Debt | US | $135K | 135K | 0.01 |
| AMGEN INC REGD 5.75000000 (AMGEN INC 5.75% 03/02/63) | Long | Debt | US | $378K | 384K | 0.02 |
| AMSR 2020-SFR4 TRUST SER 2020-SFR4 CL E2 REGD 144A P/P 2.45600000 (AMSR 2020-SFR 2.456% 11/17/25) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.19 |
| AMWINS GROUP INC REGD 144A P/P 4.87500000 (AMWINS GROUP I 4.875% 06/30/29) | Long | Debt | US | $92K | 100K | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2020-R1 SER 2020-R1 CL A1 V/R REGD 144A P/P 0.99000000 (AOMT 2020-R1 A1 V/R 12/25/24) | Long | ABS-collateralized bond/debt obligation | US | $220K | 239K | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.90900000 (AOMT 2021-1 A1 V/R 02/25/25) | Long | ABS-collateralized bond/debt obligation | US | $288K | 343K | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.98500000 (AOMT 2021-2 A1 V/R 04/25/25) | Long | ABS-collateralized bond/debt obligation | US | $260K | 315K | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.06800000 (AOMT 2021-3 A1 V/R 06/25/25) | Long | ABS-collateralized bond/debt obligation | US | $483K | 581K | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2021-4 SER 2021-4 CL A1 V/R REGD 144A P/P 1.03500000 (AOMT 2021-4 A1 V/R 07/20/25) | Long | ABS-collateralized bond/debt obligation | US | $395K | 488K | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 0.95100000 (AOMT 2021-5 A1 V/R 07/25/66) | Long | ABS-collateralized bond/debt obligation | US | $622K | 744K | 0.03 |
| ANGEL OAK MORTGAGE TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.45800000 (AOMT 2021-6 A1 V/R 09/25/66) | Long | ABS-collateralized bond/debt obligation | US | $914K | 1M | 0.05 |
| ANGEL OAK MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.88100000 (AOMT 2022-1 A1 V/R 01/25/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| ANGLOGOLD HOLDINGS PLC REGD 3.75000000 (ANGLOGOLD HOLDI 3.75% 10/01/30) | Long | Debt | GB | $174K | 200K | 0.01 |
| AON CORP REGD 2.80000000 (AON CORP 2.8% 05/15/30) | Long | Debt | US | $253K | 290K | 0.01 |
| AON CORP/AON GLOBAL HOLD REGD 5.35000000 (AON CORP/AON GL 5.35% 02/28/33) | Long | Debt | US | $143K | 145K | 0.01 |
| AON NORTH AMERICA INC REGD 5.45000000 (AON NORTH AMERI 5.45% 03/01/34) | Long | Debt | US | $599K | 605K | 0.03 |
| APIDOS CLO XII SER 2013-12A CL CR V/R REGD 144A P/P 7.39017000 (APID 2013-12A CR V/R 04/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $500K | 500K | 0.03 |
| ARCHER-DANIELS-MIDLAND C REGD 2.90000000 (ARCHER-DANIELS-M 2.9% 03/01/32) | Long | Debt | US | $161K | 190K | 0.01 |
| AREIT 2024-CRE9 LTD SER 2024-CRE9 CL A V/R REGD 144A P/P 7.00700000 (AREIT 2024-CRE9 V/R 01/17/29) | Long | ABS-collateralized bond/debt obligation | KY | $120K | 120K | 0.01 |
| ARES CAPITAL CORP REGD 3.25000000 (ARES CAPITAL CO 3.25% 07/15/25) | Long | Debt | US | $197K | 203K | 0.01 |
| ARES XLIII CLO LTD SER 2017-43A CL BR V/R REGD 144A P/P 7.29017000 (ARES 2017-43A BR V/R 07/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| ARI FLEET LEASE TRUST 2023-A SER 2023-A CL A2 REGD 144A P/P 5.41000000 (ARIFL 2023-A A 5.41% 03/16/26) | Long | ABS-collateralized bond/debt obligation | US | $701K | 703K | 0.04 |
| ARIZONA PUBLIC SERVICE REGD 5.55000000 (ARIZONA PUBLIC 5.55% 08/01/33) | Long | Debt | US | $153K | 155K | 0.01 |
| ARIZONA PUBLIC SERVICE REGD 5.70000000 (ARIZONA PUBLIC S 5.7% 08/15/34) | Long | Debt | US | $180K | 180K | 0.01 |
| ARIZONA PUBLIC SERVICE REGD 6.35000000 (ARIZONA PUBLIC 6.35% 12/15/32) | Long | Debt | US | $136K | 130K | 0.01 |
| ARROW ELECTRONICS INC REGD 3.87500000 (ARROW ELECTRON 3.875% 01/12/28) | Long | Debt | US | $314K | 331K | 0.02 |
| ARSENAL AIC PARENT LLC REGD 144A P/P 8.00000000 (ARSENAL AIC PARENT 8% 10/01/30) | Long | Debt | US | $42K | 40K | 0.00 |
| ARTERA SERVICES LLC REGD 144A P/P 8.50000000 (ARTERA SERVICES 8.5% 02/15/31) | Long | Debt | US | $51K | 50K | 0.00 |
| ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000 (ASHTEAD CAPITAL 5.8% 04/15/34) | Long | Debt | US | $199K | 200K | 0.01 |
| ASHTON WOODS USA/FINANCE REGD 144A P/P 4.62500000 (ASHTON WOODS U 4.625% 04/01/30) | Long | Debt | US | $67K | 75K | 0.00 |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES SER 2007-HE2 CL A4 V/R REGD 5.66936000 (ABSHE 2007-HE2 A V/R 05/25/37) | Long | ABS-collateralized bond/debt obligation | US | $908K | 1M | 0.05 |
| ASSUREDPARTNERS INC ZCP REGD TERM LOAN 0.00000000 (ASSUREDPARTNERS 0% 02/08/31) | Long | Loan | US | $166K | 165K | 0.01 |
| ASSUREDPARTNERS INC REGD 144A P/P 5.62500000 (ASSUREDPARTNER 5.625% 01/15/29) | Long | Debt | US | $79K | 85K | 0.00 |
| AT&T INC REGD 2.25000000 (AT&T INC 2.25% 02/01/32) | Long | Debt | US | $3M | 4M | 0.17 |
| AT&T INC REGD 2.55000000 (AT&T INC 2.55% 12/01/33) | Long | Debt | US | $4M | 5M | 0.20 |
| AT&T INC REGD 5.40000000 (AT&T INC 5.4% 02/15/34) | Long | Debt | US | $223K | 225K | 0.01 |
| ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000 (ATHENAHEALTH GRO 6.5% 02/15/30) | Long | Debt | US | $100K | 110K | 0.01 |
| ATHENE GLOBAL FUNDING REGD 144A P/P MTN 2.64600000 (ATHENE GLOBAL 2.646% 10/04/31) | Long | Debt | US | $652K | 800K | 0.03 |
| ATHENE HOLDING LTD REGD 5.87500000 (ATHENE HOLDING 5.875% 01/15/34) | Long | Debt | US | $579K | 580K | 0.03 |
| ATHENE HOLDING LTD REGD 6.25000000 (ATHENE HOLDING 6.25% 04/01/54) | Long | Debt | US | $211K | 210K | 0.01 |
| ATLASSIAN CORPORATION REGD 5.25000000 (ATLASSIAN CORPO 5.25% 05/15/29) | Long | Debt | AU | $164K | 165K | 0.01 |
| AUTOZONE INC REGD 6.55000000 (AUTOZONE INC 6.55% 11/01/33) | Long | Debt | US | $510K | 475K | 0.03 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2020-1A CL A REGD 144A P/P 2.33000000 (AESOP 2020-1A 2.33% 08/20/25) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.29 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 (AESOP 2023-7A A 5.9% 08/20/27) | Long | ABS-collateralized bond/debt obligation | US | $474K | 470K | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000 (AESOP 2024-1A 5.36% 06/20/29) | Long | ABS-collateralized bond/debt obligation | US | $382K | 385K | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000 (AESOP 2024-3A 5.23% 12/20/29) | Long | ABS-collateralized bond/debt obligation | US | $526K | 535K | 0.03 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000 (AVOLON HOLDINGS 5.75% 03/01/29) | Long | Debt | IE | $393K | 396K | 0.02 |
| BAE SYSTEMS PLC REGD 144A P/P 5.12500000 (BAE SYSTEMS PL 5.125% 03/26/29) | Long | Debt | GB | $382K | 385K | 0.02 |
| BAIN CAPITAL CREDIT CLO 2023-4 LTD SER 2023-4A CL B V/R REGD 144A P/P 7.82456000 (BCC 2023-4A B V/R 10/21/36) | Long | ABS-collateralized bond/debt obligation | JE | $1M | 1M | 0.05 |
| BANCO DAVIVIENDA SA REGD V/R /PERP/ 144A P/P 6.65000000 (BANCO DAVIVIENDA SA V/R /PERP/) | Long | Debt | CO | $138K | 200K | 0.01 |
| BANCO DE CREDITO DEL PER REGD V/R EMTN 3.25000000 (BANCO DE CREDITO V/R 09/30/31) | Long | Debt | PE | $321K | 350K | 0.02 |
| BANCO DEL ESTADO -CHILE REGD V/R /PERP/ 144A P/P 7.95000000 (BANCO DEL ESTADO -C V/R /PERP/) | Long | Debt | CL | $206K | 200K | 0.01 |
| BANCO DO BRASIL (CAYMAN) REGD V/R /PERP/ 8.74800000 (BANCO DO BRASIL (CA V/R /PERP/) | Long | Debt | KY | $403K | 400K | 0.02 |
| BANCO EST RIO GRANDE SUL REGD V/R 144A P/P 5.37500000 (BANCO EST RIO GRA V/R 01/28/31) | Long | Debt | BR | $189K | 200K | 0.01 |
| BANCO INDUSTRIAL SA REGD V/R REG S 4.87500000 (BANCO INDUSTRIAL V/R 01/29/31) | Long | Debt | GT | $145K | 150K | 0.01 |
| BANCO INTERNAC DEL PERU REGD V/R REG S 4.00000000 (BANCO INTERNAC DE V/R 07/08/30) | Long | Debt | PE | $290K | 300K | 0.01 |
| BANCO MERCANTIL DE NORTE REGD V/R /PERP/ REG S 7.62500000 (BANCO MERCANTIL DE V/R /PERP/) | Long | Debt | KY | $398K | 400K | 0.02 |
| BANCO SANTANDER SA REGD V/R SER * 5.53800000 (BANCO SANTANDER S V/R 03/14/30) | Long | Debt | ES | $397K | 400K | 0.02 |
| BANCOLOMBIA SA REGD V/R 4.62500000 (BANCOLOMBIA SA V/R 12/18/29) | Long | Debt | CO | $392K | 400K | 0.02 |
| BANK 2017-BNK4 SER 2017-BNK4 CL XA V/R REGD 1.33394600 (BANK 2017-BNK4 X V/R 05/15/50) | Long | ABS-collateralized bond/debt obligation | US | $292K | 10M | 0.01 |
| BANK 2018-BNK10 SER 2018-BN10 CL XA V/R REGD 0.68918700 (BANK 2018-BN10 X V/R 02/15/61) | Long | ABS-collateralized bond/debt obligation | US | $324K | 15M | 0.02 |
| BANK 2020-BNK30 SER 2020-BN30 CL A4 V/R REGD 1.92500000 (BANK 2020-BN30 A V/R 12/15/30) | Long | ABS-collateralized bond/debt obligation | US | $6M | 7M | 0.30 |
| BANK 2022-BNK39 SER 2022-BNK39 CL XA V/R REGD 0.42163500 (BANK 2022-BNK39 V/R 09/15/31) | Long | ABS-collateralized bond/debt obligation | US | $166K | 6M | 0.01 |
| BANK 2023-BNK45 SER 2023-BNK45 CL XA V/R REGD 0.99459700 (BANK 2023-BNK45 V/R 01/15/33) | Long | ABS-collateralized bond/debt obligation | US | $103K | 2M | 0.01 |
| BANK OF AMERICA CORP REGD V/R 2.48200000 (BANK OF AMERICA C V/R 09/21/36) | Long | Debt | US | $591K | 739K | 0.03 |
| BANK OF AMERICA CORP REGD V/R 2.57200000 (BANK OF AMERICA C V/R 10/20/32) | Long | Debt | US | $198K | 240K | 0.01 |
| BANK OF AMERICA CORP REGD V/R 2.59200000 (BANK OF AMERICA C V/R 04/29/31) | Long | Debt | US | $879K | 1M | 0.05 |
| BANK OF AMERICA CORP REGD V/R 2.68700000 (BANK OF AMERICA C V/R 04/22/32) | Long | Debt | US | $3M | 4M | 0.18 |
| BANK OF AMERICA CORP REGD V/R 5.46800000 (BANK OF AMERICA C V/R 01/23/35) | Long | Debt | US | $402K | 405K | 0.02 |
| BANK OF AMERICA CORP REGD V/R 5.93300000 (BANK OF AMERICA C V/R 09/15/27) | Long | Debt | US | $293K | 290K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 1.89800000 (BANK OF AMERICA C V/R 07/23/31) | Long | Debt | US | $306K | 375K | 0.02 |
| BANK OF AMERICA CORP REGD V/R MTN 1.92200000 (BANK OF AMERICA C V/R 10/24/31) | Long | Debt | US | $6M | 7M | 0.30 |
| BANK OF AMERICA CORP REGD V/R MTN 2.97200000 (BANK OF AMERICA C V/R 02/04/33) | Long | Debt | US | $451K | 535K | 0.02 |
| BANK OF AMERICA CORP REGD V/R MTN 3.97400000 (BANK OF AMERICA C V/R 02/07/30) | Long | Debt | US | $561K | 595K | 0.03 |
| BANK OF AMERICA CORP REGD V/R MTN 4.82700000 (BANK OF AMERICA C V/R 07/22/26) | Long | Debt | US | $117K | 118K | 0.01 |
| BANK OF MONTREAL REGD 5.51100000 (BANK OF MONTRE 5.511% 06/04/31) | Long | Debt | CA | $351K | 350K | 0.02 |
| BANK OF MONTREAL REGD V/R 3.08800000 (BANK OF MONTREAL V/R 01/10/37) | Long | Debt | CA | $387K | 480K | 0.02 |
| BANK OF NY MELLON CORP REGD V/R MTN 4.97500000 (BANK OF NY MELLON V/R 03/14/30) | Long | Debt | US | $228K | 230K | 0.01 |
| BANK OF NY MELLON CORP REGD V/R MTN 5.18800000 (BANK OF NY MELLON V/R 03/14/35) | Long | Debt | US | $300K | 305K | 0.02 |
| BANK OF NY MELLON CORP REGD V/R MTN 6.31700000 (BANK OF NY MELLON V/R 10/25/29) | Long | Debt | US | $552K | 530K | 0.03 |
| BANK5 2023-5YR4 SER 2023-5YR4 CL XA V/R REGD 0.94620700 (BANK5 2023-5YR4 V/R 12/15/56) | Long | ABS-collateralized bond/debt obligation | US | $40K | 1M | 0.00 |
| BARCLAYS PLC REGD V/R 5.69000000 (BARCLAYS PLC V/R 03/12/30) | Long | Debt | GB | $755K | 755K | 0.04 |
| BARCLAYS PLC REGD V/R 6.49000000 (BARCLAYS PLC V/R 09/13/29) | Long | Debt | GB | $222K | 215K | 0.01 |
| BARCLAYS PLC REGD V/R 7.38500000 (BARCLAYS PLC V/R 11/02/28) | Long | Debt | GB | $316K | 300K | 0.02 |
| BARCLAYS PLC REGD V/R MTN 4.97200000 (BARCLAYS PLC V/R 05/16/29) | Long | Debt | GB | $5M | 5M | 0.25 |
| BARINGS CLO LTD 2024-I SER 2024-1A CL B V/R REGD 144A P/P 7.36900000 (BABSN 2024-1A B V/R 01/20/37) | Long | ABS-collateralized bond/debt obligation | KY | $838K | 835K | 0.04 |
| BAT CAPITAL CORP REGD 5.83400000 (BAT CAPITAL CO 5.834% 02/20/31) | Long | Debt | US | $279K | 275K | 0.01 |
| BAT CAPITAL CORP REGD 6.00000000 (BAT CAPITAL CORP 6% 02/20/34) | Long | Debt | US | $141K | 140K | 0.01 |
| BAT CAPITAL CORP REGD SER WI 4.54000000 (BAT CAPITAL COR 4.54% 08/15/47) | Long | Debt | US | $135K | 174K | 0.01 |
| BATTALION CLO XI LTD SER 2017-11A CL AR V/R REGD 144A P/P 6.73455000 (BATLN 2017-11A A V/R 04/24/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.05 |
| BAUSCH + LOMB CORP REGD 144A P/P 8.37500000 (BAUSCH + LOMB 8.375% 10/01/28) | Long | Debt | CA | $173K | 170K | 0.01 |
| BAUSCH HEALTH AMERICAS REGD P/P 8.50000000 (BAUSCH HEALTH AM 8.5% 01/31/27) | Long | Debt | US | $33K | 45K | 0.00 |
| BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000 (BAUSCH HEALTH 4.875% 06/01/28) | Long | Debt | CA | $81K | 110K | 0.00 |
| BAUSCH HEALTH COS INC REGD 144A P/P 5.25000000 (BAUSCH HEALTH C 5.25% 01/30/30) | Long | Debt | CA | $15K | 30K | 0.00 |
| BBCMS 2018-TALL MORTGAGE TRUST SER 2018-TALL CL F V/R REGD 144A P/P 8.74901000 (BBCMS 2018-TALL V/R 03/15/21) | Long | ABS-collateralized bond/debt obligation | US | $783K | 1M | 0.04 |
| BBCMS MORTGAGE TRUST 2020-C6 SER 2020-C6 CL A4 REGD 2.63900000 (BBCMS 2020-C6 2.639% 01/15/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.08 |
| BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL XA V/R REGD 1.61141400 (BBCMS 2020-C7 XA V/R 02/15/30) | Long | ABS-collateralized bond/debt obligation | US | $84K | 1M | 0.00 |
| BBCMS MORTGAGE TRUST 2022-C15 SER 2022-C15 CL A5 V/R REGD 3.66200000 (BBCMS 2022-C15 A V/R 03/15/32) | Long | ABS-collateralized bond/debt obligation | US | $270K | 305K | 0.01 |
| BBCMS MORTGAGE TRUST 2024-C24 SER 2024-C24 CL XA V/R REGD 1.62541100 (BBCMS 2024-C24 X V/R 12/15/33) | Long | ABS-collateralized bond/debt obligation | US | $266K | 3M | 0.01 |
| BBCMS MORTGAGE TRUST 2024-C26 SER 2024-C26 CL A5 V/R REGD 5.82900000 (BBCMS 2024-C26 A V/R 05/15/34) | Long | ABS-collateralized bond/debt obligation | US | $911K | 880K | 0.05 |
| BBCMS MORTGAGE TRUST 2024-C26 SER 2024-C26 CL XA V/R REGD 1.24209800 (BBCMS 2024-C26 X V/R 05/15/34) | Long | ABS-collateralized bond/debt obligation | US | $286K | 4M | 0.01 |
| BBVA BANCOMER SA TEXAS REGD V/R 5.87500000 (BBVA BANCOMER SA V/R 09/13/34) | Long | Debt | US | $374K | 400K | 0.02 |
| BCPE EMPIRE HOLDINGS INC REGD 144A P/P 7.62500000 (BCPE EMPIRE HO 7.625% 05/01/27) | Long | Debt | US | $116K | 120K | 0.01 |
| BEACON ROOFING SUPPLY IN REGD 144A P/P 6.50000000 (BEACON ROOFING S 6.5% 08/01/30) | Long | Debt | US | $115K | 115K | 0.01 |
| BEAR STEARNS ALT-A TRUST 2006-1 SER 2006-1 CL 21A2 V/R REGD 4.48335400 (BALTA 2006-1 21A V/R 02/25/36) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A5 REGD 2.92800000 (BENCHMARK MTG 2.928% 12/15/72) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.08 |
| BENCHMARK 2020-B22 MORTGAGE TRUST SER 2020-B22 CL XA V/R REGD 1.62380300 (BMARK 2020-B22 X V/R 09/15/30) | Long | ABS-collateralized bond/debt obligation | US | $176K | 2M | 0.01 |
| BENCHMARK 2022-B35 MORTGAGE TRUST SER 2022-B35 CL A5 V/R REGD 4.44400400 (BMARK 2022-B35 A V/R 05/15/32) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.21 |
| BENCHMARK 2023-B39 MORTGAGE TRUST SER 2023-B39 CL XA V/R REGD 0.57380400 (BMARK 2023-B39 X V/R 01/15/33) | Long | ABS-collateralized bond/debt obligation | US | $248K | 6M | 0.01 |
| BENCHMARK 2023-B40 MORTGAGE TRUST SER 2023-B40 CL XA V/R REGD 1.15735200 (BMARK 2023-B40 X V/R 06/15/33) | Long | ABS-collateralized bond/debt obligation | US | $112K | 2M | 0.01 |
| BENCHMARK 2024-V7 MORTGAGE TRUST SER 2024-V7 CL A2 REGD 5.77222000 (BMARK 2024-V7 5.772% 04/15/29) | Long | ABS-collateralized bond/debt obligation | US | $368K | 365K | 0.02 |
| BERKSHIRE HATHAWAY ENERG REGD 5.95000000 (BERKSHIRE HATHA 5.95% 05/15/37) | Long | Debt | US | $1M | 1M | 0.06 |
| BERRY GLOBAL INC REGD 144A P/P 5.80000000 (BERRY GLOBAL INC 5.8% 06/15/31) | Long | Debt | US | $194K | 195K | 0.01 |
| BG ENERGY CAPITAL PLC REGD P/P 5.12500000 (BG ENERGY CAPI 5.125% 10/15/41) | Long | Debt | GB | $460K | 500K | 0.02 |
| BHG SECURITIZATION TRUST 2021-B SER 2021-B CL A REGD 144A P/P 0.90000000 (BHG 2021-B A 0.9% 10/17/34) | Long | ABS-collateralized bond/debt obligation | US | $56K | 57K | 0.00 |
| BHP BILLITON FIN USA LTD REGD 4.90000000 (BHP BILLITON FIN 4.9% 02/28/33) | Long | Debt | AU | $376K | 385K | 0.02 |
| BHP BILLITON FIN USA LTD REGD 5.25000000 (BHP BILLITON FI 5.25% 09/08/33) | Long | Debt | AU | $328K | 330K | 0.02 |
| BINOM SECURITIZATION TRUST 2021-INV1 SER 2021-INV1 CL A1 V/R REGD 144A P/P 2.03400000 (BINOM 2021-INV1 V/R 06/25/56) | Long | ABS-collateralized bond/debt obligation | US | $306K | 356K | 0.02 |
| BIOCEANICO SOVEREIGN REGD ZCP REG S 0.00000000 (BIOCEANICO SOVERE ZCP 06/05/34) | Long | Debt | KY | $289K | 390K | 0.01 |
| BLACK HILLS CORP REGD 6.00000000 (BLACK HILLS CORP 6% 01/15/35) | Long | Debt | US | $115K | 115K | 0.01 |
| BLACKROCK FUNDING INC REGD 5.25000000 (BLACKROCK FUNDI 5.25% 03/14/54) | Long | Debt | US | $116K | 120K | 0.01 |
| BLACKSTONE HOLDINGS FINA REGD 144A P/P 2.00000000 (BLACKSTONE HOLDING 2% 01/30/32) | Long | Debt | US | $473K | 604K | 0.02 |
| BLUE RACER MID LLC/FINAN REGD 144A P/P 7.25000000 (BLUE RACER MID 7.25% 07/15/32) | Long | Debt | US | $51K | 50K | 0.00 |
| BLUEMOUNTAIN CLO XXIV LTD SER 2019-24A CL AR V/R REGD 144A P/P 6.68617000 (BLUEM 2019-24A A V/R 04/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| BMP 2024-MF23 SER 2024-MF23 CL B V/R REGD 144A 0.00000000 (BMP 2024-MF23 B V/R 06/15/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.17 |
| BNP PARIBAS REGD V/R 144A P/P 5.89400000 (BNP PARIBAS V/R 12/05/34) | Long | Debt | FR | $700K | 680K | 0.04 |
| BOEING CO REGD 144A P/P 6.29800000 (BOEING CO 6.298% 05/01/29) | Long | Debt | US | $192K | 190K | 0.01 |
| BOEING CO REGD 144A P/P 6.38800000 (BOEING CO 6.388% 05/01/31) | Long | Debt | US | $224K | 221K | 0.01 |
| BOEING CO REGD 144A P/P 6.52800000 (BOEING CO 6.528% 05/01/34) | Long | Debt | US | $309K | 305K | 0.02 |
| BOEING CO REGD 144A P/P 6.85800000 (BOEING CO 6.858% 05/01/54) | Long | Debt | US | $122K | 120K | 0.01 |
| BOEING CO REGD 3.75000000 (BOEING CO 3.75% 02/01/50) | Long | Debt | US | $36K | 55K | 0.00 |
| BOEING CO REGD 5.04000000 (BOEING CO 5.04% 05/01/27) | Long | Debt | US | $143K | 146K | 0.01 |
| BOEING CO REGD 5.15000000 (BOEING CO 5.15% 05/01/30) | Long | Debt | US | $153K | 160K | 0.01 |
| BOEING CO REGD 5.80500000 (BOEING CO 5.805% 05/01/50) | Long | Debt | US | $40K | 45K | 0.00 |
| BOEING CO REGD 5.93000000 (BOEING CO 5.93% 05/01/60) | Long | Debt | US | $198K | 225K | 0.01 |
| BOMBARDIER INC REGD 144A P/P 7.00000000 (BOMBARDIER INC 7% 06/01/32) | Long | Debt | CA | $20K | 20K | 0.00 |
| BOMBARDIER INC REGD 144A P/P 8.75000000 (BOMBARDIER INC 8.75% 11/15/30) | Long | Debt | CA | $118K | 110K | 0.01 |
| BOSTON GAS COMPANY REGD 144A P/P 3.75700000 (BOSTON GAS COM 3.757% 03/16/32) | Long | Debt | US | $134K | 155K | 0.01 |
| BOSTON PROPERTIES LP REGD 3.25000000 (BOSTON PROPERTI 3.25% 01/30/31) | Long | Debt | US | $3M | 3M | 0.13 |
| BOSTON PROPERTIES LP REGD 3.40000000 (BOSTON PROPERTIE 3.4% 06/21/29) | Long | Debt | US | $3M | 3M | 0.14 |
| BOXER PARENT CO INC REGD 144A P/P 7.12500000 (BOXER PARENT C 7.125% 10/02/25) | Long | Debt | US | $15K | 15K | 0.00 |
| BP CAP MARKETS AMERICA REGD 2.72100000 (BP CAP MARKETS 2.721% 01/12/32) | Long | Debt | US | $76K | 90K | 0.00 |
| BP CAP MARKETS AMERICA REGD 2.93900000 (BP CAP MARKETS 2.939% 06/04/51) | Long | Debt | US | $45K | 70K | 0.00 |
| BP CAP MARKETS AMERICA REGD 3.37900000 (BP CAP MARKETS 3.379% 02/08/61) | Long | Debt | US | $92K | 140K | 0.00 |
| BP CAP MARKETS AMERICA REGD 4.81200000 (BP CAP MARKETS 4.812% 02/13/33) | Long | Debt | US | $3M | 3M | 0.15 |
| BP CAP MARKETS AMERICA REGD 4.89300000 (BP CAP MARKETS 4.893% 09/11/33) | Long | Debt | US | $3M | 3M | 0.16 |
| BP CAP MARKETS AMERICA REGD 5.22700000 (BP CAP MARKETS 5.227% 11/17/34) | Long | Debt | US | $503K | 508K | 0.03 |
| BPCE SA REGD V/R 144A P/P 2.04500000 (BPCE SA V/R 10/19/27) | Long | Debt | FR | $477K | 520K | 0.02 |
| BPCE SA REGD V/R 144A P/P 5.93600000 (BPCE SA V/R 05/30/35) | Long | Debt | FR | $500K | 500K | 0.03 |
| BPCE SA REGD V/R 144A P/P 6.71400000 (BPCE SA V/R 10/19/29) | Long | Debt | FR | $639K | 615K | 0.03 |
| BPCE SA REGD V/R 144A P/P 7.00300000 (BPCE SA V/R 10/19/34) | Long | Debt | FR | $711K | 660K | 0.04 |
| BRAND INDUSTRIAL SERVICE REGD 144A P/P 10.37500000 (BRAND INDUSTR 10.375% 08/01/30) | Long | Debt | US | $75K | 70K | 0.00 |
| BRASKEM NETHERLANDS REGD V/R REG S 8.50000000 (BRASKEM NETHERLAN V/R 01/23/81) | Long | Debt | NL | $397K | 400K | 0.02 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-C SER 2021-C CL A1 V/R REGD 144A P/P 1.61950000 (BRAVO 2021-C A1 V/R 03/01/61) | Long | ABS-collateralized bond/debt obligation | US | $890K | 948K | 0.05 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.94100000 (BRAVO 2021-NQM1 V/R 02/25/49) | Long | ABS-collateralized bond/debt obligation | US | $170K | 192K | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 0.97000000 (BRAVO 2021-NQM2 V/R 03/25/60) | Long | ABS-collateralized bond/debt obligation | US | $137K | 147K | 0.01 |
| BRISTOL-MYERS SQUIBB CO REGD 5.20000000 (BRISTOL-MYERS SQ 5.2% 02/22/34) | Long | Debt | US | $293K | 295K | 0.02 |
| BRISTOL-MYERS SQUIBB CO REGD 5.50000000 (BRISTOL-MYERS SQ 5.5% 02/22/44) | Long | Debt | US | $84K | 85K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 5.55000000 (BRISTOL-MYERS S 5.55% 02/22/54) | Long | Debt | US | $542K | 550K | 0.03 |
| BROADCOM INC REGD 144A P/P 3.41900000 (BROADCOM INC 3.419% 04/15/33) | Long | Debt | US | $391K | 457K | 0.02 |
| BROOKLYN UNION GAS CO REGD 144A P/P 4.86600000 (BROOKLYN UNION 4.866% 08/05/32) | Long | Debt | US | $741K | 800K | 0.04 |
| BROWN & BROWN INC REGD 2.37500000 (BROWN & BROWN 2.375% 03/15/31) | Long | Debt | US | $273K | 334K | 0.01 |
| BSPRT 2021-FL6 ISSUER LTD SER 2021-FL6 CL A V/R REGD 144A P/P 6.53125000 (BSPRT 2021-FL6 A V/R 03/15/36) | Long | ABS-collateralized bond/debt obligation | KY | $559K | 565K | 0.03 |
| BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL B V/R REGD 144A P/P 7.48125000 (BSPRT 2021-FL7 B V/R 12/15/38) | Long | ABS-collateralized bond/debt obligation | KY | $359K | 370K | 0.02 |
| BUFFALO ENERGY MX HLDGS REGD 144A P/P 7.87500000 (BUFFALO ENERGY 7.875% 02/15/39) | Long | Debt | MX | $212K | 200K | 0.01 |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.37500000 (BUILDERS FIRST 6.375% 03/01/34) | Long | Debt | US | $103K | 105K | 0.01 |
| BX 2021-MFM1 SER 2021-MFM1 CL D V/R REGD 144A P/P 6.93148000 (BX 2021-MFM1 D V/R 01/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2021-CIP SER 2021-CIP CL A V/R REGD 144A P/P 6.35248000 (BX 2021-CIP A V/R 12/15/23) | Long | ABS-collateralized bond/debt obligation | US | $497K | 500K | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT SER 2021-VOLT CL C V/R REGD 144A P/P 6.53125000 (BX 2021-VOLT C V/R 09/15/23) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.15 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT SER 2021-VOLT CL E V/R REGD 144A P/P 7.43125000 (BX 2021-VOLT E V/R 09/15/23) | Long | ABS-collateralized bond/debt obligation | US | $531K | 536K | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS SER 2024-MDHS CL B V/R REGD 144A P/P 7.19100000 (BX 2024-MDHS B V/R 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.28 |
| BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 3.94399000 (BX 2019-OC11 E V/R 12/09/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| BX TRUST 2021-ARIA SER 2021-ARIA CL A V/R REGD 144A P/P 6.33058000 (BX 2021-ARIA A V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| BX TRUST 2024-PAT SER 2024-PAT CL A V/R REGD 144A P/P 7.40677000 (BX 2024-PAT A V/R 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $280K | 280K | 0.01 |
| C-BASS 2006-CB9 TRUST SER 2006-CB9 CL A4 V/R REGD 5.89936000 (CBASS 2006-CB9 A V/R 11/25/36) | Long | ABS-collateralized bond/debt obligation | US | $2M | 4M | 0.10 |
| CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000 (CADILLAC FAIRVIE 2.5% 10/15/31) | Long | Debt | CA | $2M | 2M | 0.10 |
| CAESARS ENTERTAIN INC REGD 144A P/P 6.50000000 (CAESARS ENTERTAI 6.5% 02/15/32) | Long | Debt | US | $104K | 105K | 0.01 |
| CAIXABANK SA REGD V/R 144A P/P 5.67300000 (CAIXABANK SA V/R 03/15/30) | Long | Debt | ES | $199K | 200K | 0.01 |
| CALIFORNIA ST REGD N/C B/E 7.30000000 (CALIFORNIA ST 7.3% 10/01/39) | Long | Debt | US | $414K | 360K | 0.02 |
| CALPINE CORP REGD 144A P/P 4.50000000 (CALPINE CORP 4.5% 02/15/28) | Long | Debt | US | $89K | 95K | 0.00 |
| CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 SER 2021-CX2 CL C V/R REGD 144A P/P 2.77120000 (CAMB 2021-CX2 C V/R 11/10/31) | Long | ABS-collateralized bond/debt obligation | US | $4M | 5M | 0.21 |
| CAMPBELL SOUP CO REGD 5.40000000 (CAMPBELL SOUP CO 5.4% 03/21/34) | Long | Debt | US | $104K | 105K | 0.01 |
| CANACOL ENERGY LTD REGD REG S 5.75000000 (CANACOL ENERGY 5.75% 11/24/28) | Long | Debt | CA | $106K | 200K | 0.01 |
| CANADIAN NATL RESOURCES REGD 2.95000000 (CANADIAN NATL R 2.95% 07/15/30) | Long | Debt | CA | $126K | 145K | 0.01 |
| CAP SA REGD REG S 3.90000000 (CAP SA 3.9% 04/27/31) | Long | Debt | CL | $315K | 400K | 0.02 |
| CAPITAL ONE FINANCIAL CO REGD V/R 3.27300000 (CAPITAL ONE FINAN V/R 03/01/30) | Long | Debt | US | $584K | 650K | 0.03 |
| CAPITAL ONE FINANCIAL CO REGD V/R 5.24700000 (CAPITAL ONE FINAN V/R 07/26/30) | Long | Debt | US | $73K | 75K | 0.00 |
| CAPITAL ONE FINANCIAL CO REGD V/R 5.46800000 (CAPITAL ONE FINAN V/R 02/01/29) | Long | Debt | US | $99K | 100K | 0.01 |
| CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000 (CAPITAL ONE FINAN V/R 06/08/29) | Long | Debt | US | $393K | 385K | 0.02 |
| CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000 (CAPITAL ONE FINAN V/R 10/30/31) | Long | Debt | US | $656K | 600K | 0.03 |
| CARDINAL HEALTH INC REGD 4.90000000 (CARDINAL HEALTH 4.9% 09/15/45) | Long | Debt | US | $388K | 443K | 0.02 |
| CARGILL INC REGD 144A P/P 2.12500000 (CARGILL INC 2.125% 11/10/31) | Long | Debt | US | $536K | 660K | 0.03 |
| CARGILL INC REGD 144A P/P 4.00000000 (CARGILL INC 4% 06/22/32) | Long | Debt | US | $74K | 80K | 0.00 |
| CARGILL INC REGD 144A P/P 4.75000000 (CARGILL INC 4.75% 04/24/33) | Long | Debt | US | $309K | 320K | 0.02 |
| CARLYLE US CLO 2024-4 SER 2024-4A CL D V/R REGD 144A P/P 0.00000000 (CGMS 2024-4A D V/R 07/20/37) | Long | ABS-collateralized bond/debt obligation | KY | $500K | 500K | 0.03 |
| CARMAX AUTO OWNER TRUST 2021-1 SER 2021-1 CL C REGD 0.94000000 (CARMX 2021-1 C 0.94% 02/18/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.08 |
| CARNIVAL CORP REGD 144A P/P 5.75000000 (CARNIVAL CORP 5.75% 03/01/27) | Long | Debt | US | $79K | 80K | 0.00 |
| CARNIVAL CORP REGD 144A P/P 7.00000000 (CARNIVAL CORP 7% 08/15/29) | Long | Debt | US | $98K | 95K | 0.00 |
| CARR 2006-NC4 V/R 10/25/36 5.59936000 | Long | ABS-collateralized bond/debt obligation | US | $906K | 937K | 0.05 |
| CASCADE MH ASSET TRUST 2021-MH1 SER 2021-MH1 CL A1 REGD 144A P/P 1.75300000 (CMHAT 2021-MH 1.753% 02/25/46) | Long | ABS-collateralized bond/debt obligation | US | $198K | 231K | 0.01 |
| CASTLE US HOLDING CORP REGD 144A P/P 9.50000000 (CASTLE US HOLDIN 9.5% 02/15/28) | Long | Debt | US | $10K | 20K | 0.00 |
| CATALENT PHARMA SOLUTION REGD 144A P/P 3.50000000 (CATALENT PHARMA 3.5% 04/01/30) | Long | Debt | US | $29K | 30K | 0.00 |
| CBAM 2017-2 LTD SER 2017-2A CL BR V/R REGD 144A P/P 7.42868000 (CBAM 2017-2A BR V/R 07/17/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.08 |
| CBAM 2019-10 LTD SER 2019-10A CL DR V/R REGD 144A P/P 9.08617000 (CBAM 2019-10A DR V/R 04/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $750K | 750K | 0.04 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000 (CCO HLDGS LLC/C 4.75% 03/01/30) | Long | Debt | US | $179K | 210K | 0.01 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000 (CCO HLDGS LLC/C 4.75% 02/01/32) | Long | Debt | US | $76K | 95K | 0.00 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.12500000 (CCO HLDGS LLC/ 5.125% 05/01/27) | Long | Debt | US | $110K | 115K | 0.01 |
| CD 2017-CD4 MORTGAGE TRUST SER 2017-CD4 CL XA V/R REGD 1.22062800 (CD 2017-CD4 XA V/R 04/10/27) | Long | ABS-collateralized bond/debt obligation | US | $434K | 16M | 0.02 |
| CDW LLC/CDW FINANCE REGD 2.67000000 (CDW LLC/CDW FIN 2.67% 12/01/26) | Long | Debt | US | $195K | 210K | 0.01 |
| CEDAR FAIR LP REGD 5.25000000 (CEDAR FAIR LP 5.25% 07/15/29) | Long | Debt | US | $57K | 60K | 0.00 |
| CELANESE US HOLDINGS LLC REGD 6.16500000 (CELANESE US HO 6.165% 07/15/27) | Long | Debt | US | $537K | 530K | 0.03 |
| CELANESE US HOLDINGS LLC REGD 6.55000000 (CELANESE US HOL 6.55% 11/15/30) | Long | Debt | US | $397K | 380K | 0.02 |
| CEMEX SAB DE CV REGD V/R /PERP/ 144A P/P 9.12500000 (CEMEX SAB DE CV V/R /PERP/) | Long | Debt | MX | $215K | 200K | 0.01 |
| CENOVUS ENERGY INC REGD 2.65000000 (CENOVUS ENERGY 2.65% 01/15/32) | Long | Debt | CA | $58K | 70K | 0.00 |
| CENTENE CORP REGD 3.00000000 (CENTENE CORP 3% 10/15/30) | Long | Debt | US | $383K | 450K | 0.02 |
| CENTERPOINT ENERGY INC REGD 5.40000000 (CENTERPOINT ENER 5.4% 06/01/29) | Long | Debt | US | $460K | 460K | 0.02 |
| CF HIPPOLYTA ISSUER LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000 (SORT 2020-1 A1 1.69% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $269K | 285K | 0.01 |
| CF HIPPOLYTA ISSUER LLC SER 2021-1A CL A1 REGD 144A P/P 1.53000000 (SORT 2021-1A A 1.53% 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $112K | 123K | 0.01 |
| CF HIPPOLYTA ISSUER LLC SER 2021-1A CL B1 REGD 144A P/P 1.98000000 (SORT 2021-1A B 1.98% 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $96K | 108K | 0.00 |
| CF HIPPOLYTA ISSUER LLC SER 2022-1A CL A1 REGD 144A P/P 5.97000000 (SORT 2022-1A A 5.97% 02/15/27) | Long | ABS-collateralized bond/debt obligation | US | $180K | 184K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.50000000 (CHARTER COMM OPT 3.5% 03/01/42) | Long | Debt | US | $104K | 156K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.70000000 (CHARTER COMM OPT 3.7% 04/01/51) | Long | Debt | US | $217K | 355K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.85000000 (CHARTER COMM OP 3.85% 04/01/61) | Long | Debt | US | $109K | 185K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.90000000 (CHARTER COMM OPT 3.9% 06/01/52) | Long | Debt | US | $286K | 455K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 4.40000000 (CHARTER COMM OPT 4.4% 12/01/61) | Long | Debt | US | $120K | 185K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 4.80000000 (CHARTER COMM OPT 4.8% 03/01/50) | Long | Debt | US | $516K | 700K | 0.03 |
| CHARTER COMM OPT LLC/CAP REGD 5.75000000 (CHARTER COMM OP 5.75% 04/01/48) | Long | Debt | US | $34K | 40K | 0.00 |
| CHARTER COMM OPT LLC/CAP REGD 6.10000000 (CHARTER COMM OPT 6.1% 06/01/29) | Long | Debt | US | $75K | 75K | 0.00 |
| CHARTER COMM OPT LLC/CAP REGD 6.55000000 (CHARTER COMM OP 6.55% 06/01/34) | Long | Debt | US | $997K | 995K | 0.05 |
| CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000 (CHARTER COMM OPT 4.2% 03/15/28) | Long | Debt | US | $339K | 360K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000 (CHARTER COMM O 6.384% 10/23/35) | Long | Debt | US | $4M | 4M | 0.20 |
| CHENIERE ENERGY INC REGD SER WI 4.62500000 (CHENIERE ENERG 4.625% 10/15/28) | Long | Debt | US | $392K | 407K | 0.02 |
| CHENIERE ENERGY PARTNERS REGD 4.50000000 (CHENIERE ENERGY 4.5% 10/01/29) | Long | Debt | US | $238K | 250K | 0.01 |
| CHESAPEAKE FUNDING II LLC SER 2023-1A CL A1 REGD 144A P/P 5.65000000 (CFII 2023-1A A 5.65% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $654K | 654K | 0.03 |
| CHILE ELEC PEC SPA REGD ZCP 144A P/P 0.00000000 (CHILE ELEC PEC SP ZCP 01/25/28) | Long | Debt | CL | $156K | 198K | 0.01 |
| CHORD ENERGY CORP REGD 144A P/P 6.37500000 (CHORD ENERGY C 6.375% 06/01/26) | Long | Debt | US | $130K | 130K | 0.01 |
| CHS/COMMUNITY HEALTH SYS REGD 144A P/P 4.75000000 (CHS/COMMUNITY H 4.75% 02/15/31) | Long | Debt | US | $67K | 85K | 0.00 |
| CHS/COMMUNITY HEALTH SYS REGD 144A P/P 6.00000000 (CHS/COMMUNITY HEAL 6% 01/15/29) | Long | Debt | US | $63K | 70K | 0.00 |
| CIA DE MINAS BUENAVENTUR REGD REG S 5.50000000 (CIA DE MINAS BUE 5.5% 07/23/26) | Long | Debt | PE | $192K | 200K | 0.01 |
| CIGNA GROUP/THE REGD 5.00000000 (CIGNA GROUP/THE 5% 05/15/29) | Long | Debt | US | $768K | 775K | 0.04 |
| CIM TRUST 2021-R6 SER 2021-R6 CL A1 V/R REGD 144A P/P 1.42500000 (CIM 2021-R6 A1 V/R 07/25/61) | Long | ABS-collateralized bond/debt obligation | US | $810K | 947K | 0.04 |
| CISCO SYSTEMS INC REGD 4.95000000 (CISCO SYSTEMS I 4.95% 02/26/31) | Long | Debt | US | $318K | 320K | 0.02 |
| CISCO SYSTEMS INC REGD 5.35000000 (CISCO SYSTEMS I 5.35% 02/26/64) | Long | Debt | US | $209K | 215K | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 SER 2015-GC31 CL A4 REGD 3.76200000 (CGCMT 2015-GC 3.762% 06/10/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35 SER 2015-GC35 CL XA V/R REGD 0.70748600 (CGCMT 2015-GC35 V/R 11/10/48) | Long | ABS-collateralized bond/debt obligation | US | $215K | 31M | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL B V/R REGD 3.37700000 (CGCMT 2016-P4 B V/R 06/10/26) | Long | ABS-collateralized bond/debt obligation | US | $693K | 805K | 0.04 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43 SER 2019-GC43 CL A4 REGD 3.03800000 (CGCMT 2019-GC 3.038% 10/10/29) | Long | ABS-collateralized bond/debt obligation | US | $7M | 8M | 0.34 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT SER 2023-SMRT CL B V/R REGD 144A P/P 5.85242200 (CGCMT 2023-SMRT V/R 10/12/40) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.11 |
| CITIGROUP INC REGD V/R 2.52000000 (CITIGROUP INC V/R 11/03/32) | Long | Debt | US | $6M | 7M | 0.29 |
| CITIGROUP INC REGD V/R 3.66800000 (CITIGROUP INC V/R 07/24/28) | Long | Debt | US | $782K | 823K | 0.04 |
| CITIGROUP INC REGD V/R 5.17400000 (CITIGROUP INC V/R 02/13/30) | Long | Debt | US | $208K | 210K | 0.01 |
| CITIZENS FINANCIAL GROUP REGD V/R 5.84100000 (CITIZENS FINANCIA V/R 01/23/30) | Long | Debt | US | $248K | 250K | 0.01 |
| CITIZENS FINANCIAL GROUP REGD V/R 6.64500000 (CITIZENS FINANCIA V/R 04/25/35) | Long | Debt | US | $200K | 195K | 0.01 |
| CIVITAS RESOURCES INC REGD 144A P/P 8.37500000 (CIVITAS RESOUR 8.375% 07/01/28) | Long | Debt | US | $79K | 75K | 0.00 |
| CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000 (CLARIOS GLOBAL 6.75% 05/15/28) | Long | Debt | US | $141K | 140K | 0.01 |
| CLARIV SCI HLD CORP REGD 144A P/P 4.87500000 (CLARIV SCI HLD 4.875% 07/01/29) | Long | Debt | US | $50K | 55K | 0.00 |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000 (CLEAR CHANNEL OU 7.5% 06/01/29) | Long | Debt | US | $41K | 50K | 0.00 |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 9.00000000 (CLEAR CHANNEL OUTD 9% 09/15/28) | Long | Debt | US | $47K | 45K | 0.00 |
| CLEARWAY ENERGY OP LLC REGD 144A P/P 4.75000000 (CLEARWAY ENERGY 4.75% 03/15/28) | Long | Debt | US | $57K | 60K | 0.00 |
| CLECO CORPORATE HOLDINGS REGD 3.37500000 (CLECO CORPORAT 3.375% 09/15/29) | Long | Debt | US | $156K | 180K | 0.01 |
| CLECO CORPORATE HOLDINGS REGD 4.97300000 (CLECO CORPORAT 4.973% 05/01/46) | Long | Debt | US | $57K | 70K | 0.00 |
| CLOUD SOFTWARE GRP INC REGD 144A P/P 6.50000000 (CLOUD SOFTWARE G 6.5% 03/31/29) | Long | Debt | US | $62K | 65K | 0.00 |
| CLOUD SOFTWARE GRP INC REGD 144A P/P 9.00000000 (CLOUD SOFTWARE GRP 9% 09/30/29) | Long | Debt | US | $39K | 40K | 0.00 |
| CLOVER CLO 2021-1 LLC SER 2021-1A CL A V/R REGD 144A P/P 6.68617000 (CLVR 2021-1A A V/R 04/22/34) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.08 |
| CNH EQUIPMENT TRUST 2023-A SER 2023-A CL A4 REGD 4.77000000 (CNH 2023-A A4 4.77% 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $226K | 230K | 0.01 |
| CNH INDUSTRIAL CAP LLC REGD 5.10000000 (CNH INDUSTRIAL C 5.1% 04/20/29) | Long | Debt | US | $99K | 100K | 0.01 |
| CNT PRNT/CDK GLO II/FIN REGD 144A P/P 8.00000000 (CNT PRNT/CDK GLO I 8% 06/15/29) | Long | Debt | US | $108K | 105K | 0.01 |
| CNX MIDSTREAM PART LP REGD 144A P/P 4.75000000 (CNX MIDSTREAM P 4.75% 04/15/30) | Long | Debt | US | $112K | 125K | 0.01 |
| CNX RESOURCES CORP REGD 144A P/P 6.00000000 (CNX RESOURCES CORP 6% 01/15/29) | Long | Debt | US | $68K | 70K | 0.00 |
| COHERENT CORP REGD 144A P/P 5.00000000 (COHERENT CORP 5% 12/15/29) | Long | Debt | US | $56K | 60K | 0.00 |
| COLD STORAGE TRUST 2020-ICE5 SER 2020-ICE5 CL A V/R REGD 144A P/P 6.33448000 (COLD 2020-ICE5 A V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $393K | 393K | 0.02 |
| COLD STORAGE TRUST 2020-ICE5 SER 2020-ICE5 CL B V/R REGD 144A P/P 6.73448000 (COLD 2020-ICE5 B V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $197K | 197K | 0.01 |
| COLOGIX DATA CENTERS US ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 3.30000000 (CLGIX 2021-1A A 3.3% 12/28/26) | Long | ABS-collateralized bond/debt obligation | US | $916K | 1M | 0.05 |
| COLT 2021-1 MORTGAGE LOAN TRUST SER 2021-1 CL A1 V/R REGD 144A P/P 0.91000000 (COLT 2021-1 A1 V/R 06/25/66) | Long | ABS-collateralized bond/debt obligation | US | $407K | 501K | 0.02 |
| COLT 2021-2 MORTGAGE LOAN TRUST SER 2021-2 CL A1 V/R REGD 144A P/P 0.92400000 (COLT 2021-2 A1 V/R 08/25/66) | Long | ABS-collateralized bond/debt obligation | US | $406K | 506K | 0.02 |
| COLT 2021-2R MORTGAGE LOAN TRUST SER 2021-2R CL A1 V/R REGD 144A P/P 0.79800000 (COLT 2021-2R A1 V/R 07/27/54) | Long | ABS-collateralized bond/debt obligation | US | $126K | 146K | 0.01 |
| COLT 2021-3 MORTGAGE LOAN TRUST SER 2021-3 CL A1 V/R REGD 144A P/P 0.95600000 (COLT 2021-3 A1 V/R 09/27/66) | Long | ABS-collateralized bond/debt obligation | US | $742K | 930K | 0.04 |
| COLT 2021-HX1 MORTGAGE LOAN TRUST SER 2021-HX1 CL A1 V/R REGD 144A P/P 1.11000000 (COLT 2021-HX1 A1 V/R 10/25/66) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| COLT 2022-1 MORTGAGE LOAN TRUST SER 2022-1 CL A1 V/R REGD 144A P/P 2.28400000 (COLT 2022-1 A1 V/R 12/27/66) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| COLUMBIA PIPELINE HOLDCO REGD 144A P/P 5.68100000 (COLUMBIA PIPEL 5.681% 01/15/34) | Long | Debt | US | $304K | 310K | 0.02 |
| COLUMBIA PIPELINE HOLDCO REGD 144A P/P 6.04200000 (COLUMBIA PIPEL 6.042% 08/15/28) | Long | Debt | US | $219K | 215K | 0.01 |
| COLUMBIA PIPELINES OPCO REGD 144A P/P 5.92700000 (COLUMBIA PIPEL 5.927% 08/15/30) | Long | Debt | US | $573K | 565K | 0.03 |
| COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000 (COLUMBIA PIPEL 6.036% 11/15/33) | Long | Debt | US | $199K | 195K | 0.01 |
| COLUMBIA PIPELINES OPCO REGD 144A P/P 6.54400000 (COLUMBIA PIPEL 6.544% 11/15/53) | Long | Debt | US | $207K | 195K | 0.01 |
| COMCAST CORP REGD 3.75000000 (COMCAST CORP 3.75% 04/01/40) | Long | Debt | US | $871K | 1M | 0.04 |
| COMCAST CORP REGD 4.80000000 (COMCAST CORP 4.8% 05/15/33) | Long | Debt | US | $208K | 215K | 0.01 |
| COMCAST CORP REGD 5.65000000 (COMCAST CORP 5.65% 06/01/54) | Long | Debt | US | $184K | 185K | 0.01 |
| COMCAST CORP REGD SER WI 2.88700000 (COMCAST CORP 2.887% 11/01/51) | Long | Debt | US | $255K | 410K | 0.01 |
| COMETA ENERGIA SA REGD REG S 6.37500000 (COMETA ENERGIA 6.375% 04/24/35) | Long | Debt | MX | $156K | 156K | 0.01 |
| COMM 2015-CCRE23 MORTGAGE TRUST SER 2015-CR23 CL A4 REGD 3.49700000 (COMM 2015-CR2 3.497% 04/10/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| COMM 2020-CX MORTGAGE TRUST SER 2020-CX CL A REGD 144A P/P 2.17300000 (COMM 2020-CX 2.173% 11/10/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.12 |
| COMM 2020-CX MORTGAGE TRUST SER 2020-CX CL B REGD 144A P/P 2.44600000 (COMM 2020-CX 2.446% 11/10/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.11 |
| COMM 2020-CX MORTGAGE TRUST SER 2020-CX CL D V/R REGD 144A P/P 2.68349800 (COMM 2020-CX D V/R 11/10/30) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| COMM 2022-HC MORTGAGE TRUST SER 2022-HC CL A REGD 144A P/P 2.81900000 (COMM 2022-HC 2.819% 01/10/27) | Long | ABS-collateralized bond/debt obligation | US | $184K | 203K | 0.01 |
| COMM 2022-HC MORTGAGE TRUST SER 2022-HC CL C REGD 144A P/P 3.37600000 (COMM 2022-HC 3.376% 01/10/27) | Long | ABS-collateralized bond/debt obligation | US | $264K | 300K | 0.01 |
| COMMERCIAL EQUIPMENT FINANCE 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 5.97000000 (CEFI 2024-1A A 5.97% 06/15/27) | Long | ABS-collateralized bond/debt obligation | US | $568K | 569K | 0.03 |
| COMMONSPIRIT HEALTH REGD 2.76000000 (COMMONSPIRIT HE 2.76% 10/01/24) | Long | Debt | US | $322K | 325K | 0.02 |
| COMMONSPIRIT HEALTH REGD 5.20500000 (COMMONSPIRIT H 5.205% 12/01/31) | Long | Debt | US | $348K | 355K | 0.02 |
| COMMSCOPE INC REGD 144A P/P 4.75000000 (COMMSCOPE INC 4.75% 09/01/29) | Long | Debt | US | $25K | 35K | 0.00 |
| COMMSCOPE TECH LLC REGD 144A P/P 5.00000000 (COMMSCOPE TECH LLC 5% 03/15/27) | Long | Debt | US | $18K | 45K | 0.00 |
| CON EDISON CO OF NY INC REGD 3.20000000 (CON EDISON CO OF 3.2% 12/01/51) | Long | Debt | US | $264K | 400K | 0.01 |
| CON EDISON CO OF NY INC REGD 5.37500000 (CON EDISON CO 5.375% 05/15/34) | Long | Debt | US | $105K | 105K | 0.01 |
| CON EDISON CO OF NY INC REGD 5.70000000 (CON EDISON CO OF 5.7% 05/15/54) | Long | Debt | US | $164K | 165K | 0.01 |
| CONAGRA BRANDS INC REGD 4.85000000 (CONAGRA BRANDS 4.85% 11/01/28) | Long | Debt | US | $709K | 725K | 0.04 |
| CONAGRA BRANDS INC REGD 5.30000000 (CONAGRA BRANDS I 5.3% 10/01/26) | Long | Debt | US | $599K | 600K | 0.03 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 SER 2023-R03 CL 2M1 V/R REGD 144A P/P 7.82374000 (CAS 2023-R03 2M1 V/R 04/25/43) | Long | ABS-collateralized bond/debt obligation | US | $292K | 287K | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 SER 2023-R04 CL 1M1 V/R REGD 144A P/P 7.62374000 (CAS 2023-R04 1M1 V/R 05/25/43) | Long | ABS-collateralized bond/debt obligation | US | $215K | 210K | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 SER 2023-R05 CL 1M1 V/R REGD 144A P/P 7.22374000 (CAS 2023-R05 1M1 V/R 06/25/43) | Long | ABS-collateralized bond/debt obligation | US | $594K | 587K | 0.03 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 SER 2024-R02 CL 1M2 V/R REGD 144A P/P 7.12374000 (CAS 2024-R02 1M2 V/R 02/25/44) | Long | ABS-collateralized bond/debt obligation | US | $232K | 230K | 0.01 |
| CONOCOPHILLIPS COMPANY REGD 3.80000000 (CONOCOPHILLIPS C 3.8% 03/15/52) | Long | Debt | US | $251K | 336K | 0.01 |
| CONOCOPHILLIPS COMPANY REGD 4.02500000 (CONOCOPHILLIPS 4.025% 03/15/62) | Long | Debt | US | $143K | 190K | 0.01 |
| CONOCOPHILLIPS COMPANY REGD 5.05000000 (CONOCOPHILLIPS 5.05% 09/15/33) | Long | Debt | US | $365K | 370K | 0.02 |
| CONOCOPHILLIPS COMPANY REGD 5.55000000 (CONOCOPHILLIPS 5.55% 03/15/54) | Long | Debt | US | $49K | 50K | 0.00 |
| CONOCOPHILLIPS COMPANY REGD 5.70000000 (CONOCOPHILLIPS C 5.7% 09/15/63) | Long | Debt | US | $214K | 215K | 0.01 |
| CONSOLIDATED COMMUNICATI REGD 144A P/P 5.00000000 (CONSOLIDATED COMMU 5% 10/01/28) | Long | Debt | US | $66K | 80K | 0.00 |
| CONSTELLATION SOFTWARE REGD 144A P/P 5.15800000 (CONSTELLATION 5.158% 02/16/29) | Long | Debt | CA | $30K | 30K | 0.00 |
| CONSTELLATION SOFTWARE REGD 144A P/P 5.46100000 (CONSTELLATION 5.461% 02/16/34) | Long | Debt | CA | $229K | 230K | 0.01 |
| CONSUMERS 23 SECURE FUND REGD SER A1 5.55000000 (CONSUMERS 23 SE 5.55% 03/01/28) | Long | Debt | US | $2M | 2M | 0.08 |
| COREBRIDGE FINANCIAL INC REGD 144A P/P 6.05000000 (COREBRIDGE FINA 6.05% 09/15/33) | Long | Debt | US | $112K | 110K | 0.01 |
| COREBRIDGE FINANCIAL INC REGD 3.85000000 (COREBRIDGE FINA 3.85% 04/05/29) | Long | Debt | US | $410K | 440K | 0.02 |
| COREBRIDGE FINANCIAL INC REGD 5.75000000 (COREBRIDGE FINA 5.75% 01/15/34) | Long | Debt | US | $392K | 390K | 0.02 |
| CORNERSTONE BUILDING REGD 144A P/P 6.12500000 (CORNERSTONE BU 6.125% 01/15/29) | Long | Debt | US | $61K | 75K | 0.00 |
| COSAN OVERSEAS LTD REGD /PERP/ 8.25000000 (COSAN OVERSEAS 8.25% /PERP/) | Long | Debt | KY | $304K | 300K | 0.02 |
| COTY INC REGD 144A P/P 5.00000000 (COTY INC 5% 04/15/26) | Long | Debt | US | $94K | 95K | 0.00 |
| COTY/HFC PRESTIGE/INT US REGD 144A P/P 6.62500000 (COTY/HFC PREST 6.625% 07/15/30) | Long | Debt | US | $91K | 90K | 0.00 |
| COUGAR JV SUBSIDIARY LLC REGD 144A P/P 8.00000000 (COUGAR JV SUBSIDIA 8% 05/15/32) | Long | Debt | US | $52K | 50K | 0.00 |
| COX COMMUNICATIONS INC REGD 144A P/P 2.60000000 (COX COMMUNICATIO 2.6% 06/15/31) | Long | Debt | US | $354K | 430K | 0.02 |
| CPS AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A REGD 144A P/P 5.91000000 (CPS 2023-B A 5.91% 03/17/25) | Long | ABS-collateralized bond/debt obligation | US | $626K | 626K | 0.03 |
| CQP HOLDCO LP/BIP-V CHIN REGD P/P 5.50000000 (CQP HOLDCO LP/BI 5.5% 06/15/31) | Long | Debt | US | $234K | 250K | 0.01 |
| CQS US CLO 2021-1 LTD SER 2021-1A CL A V/R REGD 144A P/P 6.80617000 (CQS 2021-1A A V/R 01/20/35) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.68000000 (CAALT 2024-1A 5.68% 03/15/34) | Long | ABS-collateralized bond/debt obligation | US | $465K | 465K | 0.02 |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB4 CL AV4 V/R REGD 5.91936000 (CBASS 2006-CB4 A V/R 05/25/36) | Long | ABS-collateralized bond/debt obligation | US | $2M | 4M | 0.13 |
| CROWN CASTLE INC REGD 2.10000000 (CROWN CASTLE INC 2.1% 04/01/31) | Long | Debt | US | $3M | 3M | 0.14 |
| CROWN CASTLE INC REGD 3.10000000 (CROWN CASTLE INC 3.1% 11/15/29) | Long | Debt | US | $218K | 245K | 0.01 |
| CROWN CASTLE INC REGD 3.80000000 (CROWN CASTLE INC 3.8% 02/15/28) | Long | Debt | US | $108K | 115K | 0.01 |
| CROWN CASTLE INC REGD 4.30000000 (CROWN CASTLE INC 4.3% 02/15/29) | Long | Debt | US | $391K | 411K | 0.02 |
| CROWN CASTLE INC REGD 4.80000000 (CROWN CASTLE INC 4.8% 09/01/28) | Long | Debt | US | $678K | 695K | 0.03 |
| CROWN CASTLE INC REGD 5.60000000 (CROWN CASTLE INC 5.6% 06/01/29) | Long | Debt | US | $483K | 480K | 0.02 |
| CROWN CASTLE TOWERS LLC REGD 144A P/P 4.24100000 (CROWN CASTLE T 4.241% 07/15/28) | Long | Debt | US | $3M | 3M | 0.13 |
| CSAIL 2015-C4 COMMERCIAL MORTGAGE TRUST SER 2015-C4 CL A3 V/R REGD 3.54380000 (CSAIL 2015-C4 A3 V/R 08/15/20) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.10 |
| CSC HOLDINGS LLC REGD 144A P/P 6.50000000 (CSC HOLDINGS LLC 6.5% 02/01/29) | Long | Debt | US | $135K | 200K | 0.01 |
| CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2005-9 CL 5A6 REGD 5.50000000 (CSFB 2005-9 5A6 5.5% 10/25/35) | Long | ABS-collateralized bond/debt obligation | US | $679K | 1M | 0.03 |
| CSL FINANCE PLC REGD 144A P/P 4.05000000 (CSL FINANCE PLC 4.05% 04/27/29) | Long | Debt | GB | $200K | 210K | 0.01 |
| CSL FINANCE PLC REGD 144A P/P 4.25000000 (CSL FINANCE PLC 4.25% 04/27/32) | Long | Debt | GB | $173K | 185K | 0.01 |
| CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000 (CSMC 2018-RPL9 A V/R 01/25/46) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| CSMC 2020-NET SER 2020-NET CL A REGD 144A P/P 2.25690000 (CSMC 2020-NET 2.256% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $470K | 499K | 0.02 |
| CSMC 2021-AFC1 TRUST SER 2021-AFC1 CL A1 V/R REGD 144A P/P 0.83000000 (CSMC 2021-AFC1 A V/R 02/25/25) | Long | ABS-collateralized bond/debt obligation | US | $309K | 388K | 0.02 |
| CSMC 2021-B33 SER 2021-B33 CL A1 REGD 144A P/P 3.05250000 (CSMC 2021-B33 3.052% 10/10/31) | Long | ABS-collateralized bond/debt obligation | US | $165K | 183K | 0.01 |
| CSMC 2021-B33 SER 2021-B33 CL A2 REGD 144A P/P 3.16710000 (CSMC 2021-B33 3.167% 10/10/31) | Long | ABS-collateralized bond/debt obligation | US | $541K | 650K | 0.03 |
| CSMC 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.80900000 (CSMC 2021-NQM1 A V/R 05/25/65) | Long | ABS-collateralized bond/debt obligation | US | $133K | 153K | 0.01 |
| CSMC 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.17900000 (CSMC 2021-NQM2 A V/R 02/25/66) | Long | ABS-collateralized bond/debt obligation | US | $569K | 663K | 0.03 |
| CSMC 2021-NQM4 SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.10100000 (CSMC 2021-NQM4 A V/R 06/25/25) | Long | ABS-collateralized bond/debt obligation | US | $609K | 735K | 0.03 |
| CSMC 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 0.93800000 (CSMC 2021-NQM5 A V/R 06/25/25) | Long | ABS-collateralized bond/debt obligation | US | $360K | 450K | 0.02 |
| CSMC 2021-NQM6 SER 2021-NQM6 CL A1 V/R REGD 144A P/P 1.17400000 (CSMC 2021-NQM6 A V/R 07/25/66) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 1.84100000 (CSMC 2021-NQM8 A V/R 10/25/66) | Long | ABS-collateralized bond/debt obligation | US | $495K | 575K | 0.03 |
| CSMC 2021-RPL3 TRUST SER 2021-RPL3 CL A1 V/R REGD 144A P/P 2.00000000 (CSMC 2021-RPL3 A V/R 01/25/60) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.12 |
| CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.03881000 (CSMC 2021-RPL4 A V/R 12/27/60) | Long | ABS-collateralized bond/debt obligation | US | $320K | 330K | 0.02 |
| CSMC 2022-NQM1 SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.26500000 (CSMC 2022-NQM1 A V/R 01/25/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| CSMC SERIES 2010-8R SER 2010-8R CL 5A11 V/R REGD 144A P/P 5.26394000 (CSMC 2010-8R 5A1 V/R 02/26/37) | Long | ABS-collateralized bond/debt obligation | US | $898K | 962K | 0.05 |
| CSN RESOURCES SA REGD REG S 5.87500000 (CSN RESOURCES 5.875% 04/08/32) | Long | Debt | BR | $166K | 200K | 0.01 |
| CSX CORP REGD 3.35000000 (CSX CORP 3.35% 09/15/49) | Long | Debt | US | $382K | 544K | 0.02 |
| CUMMINS INC REGD 5.45000000 (CUMMINS INC 5.45% 02/20/54) | Long | Debt | US | $93K | 95K | 0.00 |
| CVR PARTNERS/CVR NITROGE REGD 144A P/P 6.12500000 (CVR PARTNERS/C 6.125% 06/15/28) | Long | Debt | US | $72K | 75K | 0.00 |
| CVS HEALTH CORP REGD 2.70000000 (CVS HEALTH CORP 2.7% 08/21/40) | Long | Debt | US | $298K | 450K | 0.02 |
| CVS HEALTH CORP REGD 4.12500000 (CVS HEALTH COR 4.125% 04/01/40) | Long | Debt | US | $117K | 145K | 0.01 |
| CVS HEALTH CORP REGD 4.78000000 (CVS HEALTH CORP 4.78% 03/25/38) | Long | Debt | US | $842K | 947K | 0.04 |
| CVS HEALTH CORP REGD 5.30000000 (CVS HEALTH CORP 5.3% 06/01/33) | Long | Debt | US | $204K | 210K | 0.01 |
| CVS HEALTH CORP REGD 5.87500000 (CVS HEALTH COR 5.875% 06/01/53) | Long | Debt | US | $283K | 295K | 0.01 |
| CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-2A CL A2 REGD 144A P/P 4.50000000 (CYRUS 2024-2A A 4.5% 05/20/29) | Long | ABS-collateralized bond/debt obligation | US | $924K | 1M | 0.05 |
| DAE FUNDING LLC REGD 144A P/P MTN 1.55000000 (DAE FUNDING LLC 1.55% 08/01/24) | Long | Debt | AE | $1M | 1M | 0.06 |
| DALLAS-FORT WORTH TX INTERNATI REGD B/E 4.50700000 (DALLAS-FORT WO 4.507% 11/01/51) | Long | Debt | US | $84K | 95K | 0.00 |
| DANA INC REGD 4.25000000 (DANA INC 4.25% 09/01/30) | Long | Debt | US | $17K | 20K | 0.00 |
| DANA INC REGD 5.37500000 (DANA INC 5.375% 11/15/27) | Long | Debt | US | $44K | 45K | 0.00 |
| DANSKE BANK A/S REGD V/R 144A P/P 5.70500000 (DANSKE BANK A/S V/R 03/01/30) | Long | Debt | DK | $200K | 200K | 0.01 |
| DB MASTER FINANCE LLC SER 2019-1A CL A23 REGD 144A P/P 4.35200000 (DNKN 2019-1A 4.352% 05/20/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.08 |
| DB MASTER FINANCE LLC SER 2021-1A CL A23 REGD 144A P/P 2.79100000 (DNKN 2021-1A 2.791% 11/20/31) | Long | ABS-collateralized bond/debt obligation | US | $267K | 326K | 0.01 |
| DBGS 2018-BIOD MORTGAGE TRUST SER 2018-BIOD CL E V/R REGD 144A P/P 7.31301000 (DBGS 2018-BIOD E V/R 05/15/20) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.14 |
| DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL XA V/R REGD 1.81812700 (DBJPM 2020-C9 XA V/R 08/15/30) | Long | ABS-collateralized bond/debt obligation | US | $113K | 2M | 0.01 |
| DBJPM 2017-C6 MORTGAGE TRUST SER 2017-C6 CL XB V/R REGD 0.19745000 (DBJPM 2017-C6 XB V/R 06/10/27) | Long | ABS-collateralized bond/debt obligation | US | $192K | 21M | 0.01 |
| DBS GROUP HOLDINGS LTD REGD V/R EMTN SER GMTN 1.82200000 (DBS GROUP HOLDING V/R 03/10/31) | Long | Debt | SG | $187K | 200K | 0.01 |
| DC TRUST 2024-HLTN SER 2024-HLTN CL A V/R REGD 144A P/P 5.72700000 (DC 2024-HLTN A V/R 04/13/28) | Long | ABS-collateralized bond/debt obligation | US | $296K | 300K | 0.02 |
| DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000 (DEALER TIRE LLC/DT 8% 02/01/28) | Long | Debt | US | $63K | 65K | 0.00 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-1 CL A1 V/R REGD 144A P/P 0.71500000 (DRMT 2021-1 A1 V/R 02/25/25) | Long | ABS-collateralized bond/debt obligation | US | $90K | 98K | 0.00 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000 (DRMT 2021-2 A1 V/R 04/25/66) | Long | ABS-collateralized bond/debt obligation | US | $174K | 203K | 0.01 |
| DEUTSCHE BANK NY REGD 5.41400000 (DEUTSCHE BANK 5.414% 05/10/29) | Long | Debt | US | $235K | 235K | 0.01 |
| DEUTSCHE BANK NY REGD V/R 6.72000000 (DEUTSCHE BANK NY V/R 01/18/29) | Long | Debt | US | $294K | 285K | 0.02 |
| DEUTSCHE BANK NY REGD V/R 6.81900000 (DEUTSCHE BANK NY V/R 11/20/29) | Long | Debt | US | $156K | 150K | 0.01 |
| DIAMONDBACK ENERGY INC REGD 5.40000000 (DIAMONDBACK ENER 5.4% 04/18/34) | Long | Debt | US | $133K | 135K | 0.01 |
| DIAMONDBACK ENERGY INC REGD 5.90000000 (DIAMONDBACK ENER 5.9% 04/18/64) | Long | Debt | US | $58K | 60K | 0.00 |
| DIAMONDBACK ENERGY INC REGD 6.25000000 (DIAMONDBACK ENE 6.25% 03/15/33) | Long | Debt | US | $350K | 335K | 0.02 |
| DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2A14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) | Long | Debt | JM | $2K | 2K | 0.00 |
| DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2B14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) | Long | Debt | JM | $6K | 32K | 0.00 |
| DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 4A14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) | Long | Debt | JM | $706.3 | 718.58 | 0.00 |
| DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 4B14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) | Long | Debt | JM | $2K | 82K | 0.00 |
| DIRECTV FIN LLC/COINC REGD 144A P/P 5.87500000 (DIRECTV FIN LL 5.875% 08/15/27) | Long | Debt | US | $89K | 95K | 0.00 |
| DISCOVER FINANCIAL SVS REGD V/R 7.96400000 (DISCOVER FINANCIA V/R 11/02/34) | Long | Debt | US | $152K | 135K | 0.01 |
| DISCOVERY COMMUNICATIONS REGD 4.12500000 (DISCOVERY COMM 4.125% 05/15/29) | Long | Debt | US | $50K | 54K | 0.00 |
| DISCOVERY COMMUNICATIONS REGD 4.65000000 (DISCOVERY COMMU 4.65% 05/15/50) | Long | Debt | US | $582K | 785K | 0.03 |
| DISCOVERY COMMUNICATIONS REGD 5.20000000 (DISCOVERY COMMUN 5.2% 09/20/47) | Long | Debt | US | $190K | 236K | 0.01 |
| DISCOVERY COMMUNICATIONS REGD 5.30000000 (DISCOVERY COMMUN 5.3% 05/15/49) | Long | Debt | US | $145K | 179K | 0.01 |
| DISH DBS CORP REGD 144A P/P 5.75000000 (DISH DBS CORP 5.75% 12/01/28) | Long | Debt | US | $77K | 110K | 0.00 |
| DISH DBS CORP REGD 5.12500000 (DISH DBS CORP 5.125% 06/01/29) | Long | Debt | US | $30K | 75K | 0.00 |
| DLLAA 2023-1 LLC SER 2023-1A CL A3 REGD 144A P/P 5.64000000 (DLLAA 2023-1A 5.64% 02/22/28) | Long | ABS-collateralized bond/debt obligation | US | $366K | 365K | 0.02 |
| DOLLAR GENERAL CORP REGD 4.25000000 (DOLLAR GENERAL 4.25% 09/20/24) | Long | Debt | US | $196K | 197K | 0.01 |
| DOLLAR TREE INC REGD 4.00000000 (DOLLAR TREE INC 4% 05/15/25) | Long | Debt | US | $353K | 358K | 0.02 |
| DOMINION ENERGY INC REGD 5.37500000 (DOMINION ENERG 5.375% 11/15/32) | Long | Debt | US | $993K | 1M | 0.05 |
| DOMINION ENERGY INC REGD SER C 3.37500000 (DOMINION ENERG 3.375% 04/01/30) | Long | Debt | US | $3M | 3M | 0.16 |
| DOMINION ENERGY INC REGD SER E 6.30000000 (DOMINION ENERGY 6.3% 03/15/33) | Long | Debt | US | $31K | 30K | 0.00 |
| DOMINO'S PIZZA MASTER ISSUER LLC SER 2015-1A CL A2II REGD 144A P/P 4.47400000 (DPABS 2015-1A 4.474% 10/25/25) | Long | ABS-collateralized bond/debt obligation | US | $831K | 849K | 0.04 |
| DOMINO'S PIZZA MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.66800000 (DPABS 2019-1A 3.668% 10/25/29) | Long | ABS-collateralized bond/debt obligation | US | $883K | 974K | 0.05 |
| DOMINO'S PIZZA MASTER ISSUER LLC SER 2021-1A CL A2I REGD 144A P/P 2.66200000 (DPABS 2021-1A 2.662% 10/25/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| DORNOCH DEBT MERGER SUB REGD 144A P/P 6.62500000 (DORNOCH DEBT M 6.625% 10/15/29) | Long | Debt | US | $99K | 115K | 0.01 |
| DSLA MORTGAGE LOAN TRUST 2005-AR4 SER 2005-AR4 CL 1A V/R REGD 5.95456000 (DSLA 2005-AR4 1A V/R 08/19/45) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.15 |
| DT AUTO OWNER TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.19000000 (DTAOT 2023-1A 5.19% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $308K | 310K | 0.02 |
| DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 5.41000000 (DTAOT 2023-2A 5.41% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $373K | 375K | 0.02 |
| DTE ENERGY CO REGD 5.85000000 (DTE ENERGY CO 5.85% 06/01/34) | Long | Debt | US | $314K | 310K | 0.02 |
| DUKE ENERGY CAROLINAS REGD 5.30000000 (DUKE ENERGY CARO 5.3% 02/15/40) | Long | Debt | US | $1M | 1M | 0.06 |
| DUKE ENERGY CORP REGD 0.90000000 (DUKE ENERGY CORP 0.9% 09/15/25) | Long | Debt | US | $4M | 4M | 0.19 |
| DUKE ENERGY CORP REGD 2.45000000 (DUKE ENERGY COR 2.45% 06/01/30) | Long | Debt | US | $141K | 165K | 0.01 |
| DUKE ENERGY CORP REGD 2.55000000 (DUKE ENERGY COR 2.55% 06/15/31) | Long | Debt | US | $698K | 835K | 0.04 |
| DUKE ENERGY CORP REGD 2.65000000 (DUKE ENERGY COR 2.65% 09/01/26) | Long | Debt | US | $587K | 623K | 0.03 |
| DUKE ENERGY CORP REGD 5.00000000 (DUKE ENERGY CORP 5% 08/15/52) | Long | Debt | US | $57K | 65K | 0.00 |
| DUKE ENERGY FLORIDA LLC REGD 5.87500000 (DUKE ENERGY FL 5.875% 11/15/33) | Long | Debt | US | $286K | 275K | 0.01 |
| DUKE ENERGY OHIO INC REGD 5.55000000 (DUKE ENERGY OHI 5.55% 03/15/54) | Long | Debt | US | $184K | 190K | 0.01 |
| DUN & BRADSTREET CORP REGD 144A P/P 5.00000000 (DUN & BRADSTREET C 5% 12/15/29) | Long | Debt | US | $112K | 120K | 0.01 |
| ECOPETROL SA REGD 5.87500000 (ECOPETROL SA 5.875% 11/02/51) | Long | Debt | CO | $381K | 550K | 0.02 |
| EDISON INTERNATIONAL REGD 5.25000000 (EDISON INTERNAT 5.25% 11/15/28) | Long | Debt | US | $708K | 715K | 0.04 |
| ELEVANCE HEALTH INC REGD 5.12500000 (ELEVANCE HEALT 5.125% 02/15/53) | Long | Debt | US | $386K | 420K | 0.02 |
| ELEVANCE HEALTH INC REGD 5.37500000 (ELEVANCE HEALT 5.375% 06/15/34) | Long | Debt | US | $543K | 545K | 0.03 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.79700000 (EFMT 2021-1 A1 V/R 02/25/66) | Long | ABS-collateralized bond/debt obligation | US | $66K | 80K | 0.00 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.93100000 (EFMT 2021-2 A1 V/R 06/25/66) | Long | ABS-collateralized bond/debt obligation | US | $176K | 217K | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.24100000 (EFMT 2021-3 A1 V/R 09/25/66) | Long | ABS-collateralized bond/debt obligation | US | $663K | 831K | 0.03 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.20600000 (EFMT 2022-1 A1 V/R 01/25/67) | Long | ABS-collateralized bond/debt obligation | US | $540K | 641K | 0.03 |
| ELMWOOD CLO 19 LTD SER 2022-6A CL BR V/R REGD 144A P/P 7.71707000 (ELM19 2022-6A BR V/R 10/17/36) | Long | ABS-collateralized bond/debt obligation | KY | $983K | 970K | 0.05 |
| ELMWOOD CLO 23 LTD SER 2023-2A CL B V/R REGD 144A P/P 7.57766000 (ELM23 2023-2A B V/R 04/16/36) | Long | ABS-collateralized bond/debt obligation | KY | $658K | 655K | 0.03 |
| EMBARQ CORP REGD 7.99500000 (EMBARQ CORP 7.995% 06/01/36) | Long | Debt | US | $20K | 65K | 0.00 |
| EMPRESA ELECTRICA ANGAMO REGD 4.87500000 (EMPRESA ELECTR 4.875% 05/25/29) | Long | Debt | CL | $116K | 130K | 0.01 |
| EMPRESA ELECTRICA COCHRA REGD REG S 5.50000000 (EMPRESA ELECTRIC 5.5% 05/14/27) | Long | Debt | CL | $89K | 91K | 0.00 |
| EMPRESAS PUBLIC MEDELLIN REGD REG S 4.37500000 (EMPRESAS PUBLI 4.375% 02/15/31) | Long | Debt | CO | $164K | 200K | 0.01 |
| EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000 (EMRLD BOR / EM 6.625% 12/15/30) | Long | Debt | US | $115K | 115K | 0.01 |
| ENBRIDGE INC REGD 2.50000000 (ENBRIDGE INC 2.5% 08/01/33) | Long | Debt | CA | $43K | 55K | 0.00 |
| ENBRIDGE INC REGD 5.30000000 (ENBRIDGE INC 5.3% 04/05/29) | Long | Debt | CA | $170K | 170K | 0.01 |
| ENBRIDGE INC REGD 5.62500000 (ENBRIDGE INC 5.625% 04/05/34) | Long | Debt | CA | $572K | 575K | 0.03 |
| ENBRIDGE INC REGD 5.70000000 (ENBRIDGE INC 5.7% 03/08/33) | Long | Debt | CA | $938K | 935K | 0.05 |
| ENBRIDGE INC REGD 6.00000000 (ENBRIDGE INC 6% 11/15/28) | Long | Debt | CA | $36K | 35K | 0.00 |
| ENCOMPASS HEALTH CORP REGD 4.75000000 (ENCOMPASS HEALT 4.75% 02/01/30) | Long | Debt | US | $19K | 20K | 0.00 |
| ENERGIZER HOLDINGS INC REGD 144A P/P 6.50000000 (ENERGIZER HOLDIN 6.5% 12/31/27) | Long | Debt | US | $104K | 105K | 0.01 |
| ENERGY TRANSFER LP REGD 4.90000000 (ENERGY TRANSFER 4.9% 03/15/35) | Long | Debt | US | $3M | 3M | 0.16 |
| ENERGY TRANSFER LP REGD 5.00000000 (ENERGY TRANSFER LP 5% 05/15/44) | Long | Debt | US | $195K | 225K | 0.01 |
| ENERGY TRANSFER LP REGD 5.95000000 (ENERGY TRANSFER 5.95% 10/01/43) | Long | Debt | US | $2M | 2M | 0.08 |
| ENERGY TRANSFER LP REGD 5.95000000 (ENERGY TRANSFER 5.95% 05/15/54) | Long | Debt | US | $195K | 203K | 0.01 |
| ENERGY TRANSFER LP REGD 6.40000000 (ENERGY TRANSFER 6.4% 12/01/30) | Long | Debt | US | $778K | 745K | 0.04 |
| ENI SPA REGD 144A P/P 5.50000000 (ENI SPA 5.5% 05/15/34) | Long | Debt | IT | $561K | 565K | 0.03 |
| ENTERGY ARKANSAS LLC REGD 5.75000000 (ENTERGY ARKANSA 5.75% 06/01/54) | Long | Debt | US | $99K | 100K | 0.01 |
| ENTERGY LOUISIANA LLC REGD 4.75000000 (ENTERGY LOUISIA 4.75% 09/15/52) | Long | Debt | US | $107K | 125K | 0.01 |
| ENTERGY LOUISIANA LLC REGD 4.95000000 (ENTERGY LOUISIA 4.95% 01/15/45) | Long | Debt | US | $971K | 1M | 0.05 |
| ENTERPRISE FLEET FINANCING 2023-1 LLC SER 2023-1 CL A3 REGD 144A P/P 5.42000000 (EFF 2023-1 A3 5.42% 11/22/27) | Long | ABS-collateralized bond/debt obligation | US | $478K | 480K | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC SER 2024-1 CL A3 REGD 144A P/P 5.16000000 (EFF 2024-1 A3 5.16% 09/20/28) | Long | ABS-collateralized bond/debt obligation | US | $199K | 200K | 0.01 |
| EQUINIX INC REGD 2.95000000 (EQUINIX INC 2.95% 09/15/51) | Long | Debt | US | $224K | 363K | 0.01 |
| EQUINIX INC REGD 3.90000000 (EQUINIX INC 3.9% 04/15/32) | Long | Debt | US | $194K | 215K | 0.01 |
| EQUINOR ASA REGD 3.70000000 (EQUINOR ASA 3.7% 04/06/50) | Long | Debt | NO | $258K | 340K | 0.01 |
| EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.80000000 (EQUITABLE FINANC 1.8% 03/08/28) | Long | Debt | US | $422K | 480K | 0.02 |
| EQUITABLE HOLDINGS INC REGD 4.35000000 (EQUITABLE HOLDI 4.35% 04/20/28) | Long | Debt | US | $77K | 80K | 0.00 |
| EVERGY INC REGD 2.90000000 (EVERGY INC 2.9% 09/15/29) | Long | Debt | US | $693K | 780K | 0.04 |
| EVERI HOLDINGS INC REGD 144A P/P 5.00000000 (EVERI HOLDINGS INC 5% 07/15/29) | Long | Debt | US | $73K | 75K | 0.00 |
| EVERSOURCE ENERGY REGD 5.12500000 (EVERSOURCE ENE 5.125% 05/15/33) | Long | Debt | US | $919K | 960K | 0.05 |
| EVERSOURCE ENERGY REGD 5.50000000 (EVERSOURCE ENERG 5.5% 01/01/34) | Long | Debt | US | $453K | 463K | 0.02 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-1A CL D REGD 1.08000000 (EART 2021-1A D 1.08% 01/15/25) | Long | ABS-collateralized bond/debt obligation | US | $405K | 414K | 0.02 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-1A CL E REGD 144A P/P 2.21000000 (EART 2021-1A E 2.21% 02/18/25) | Long | ABS-collateralized bond/debt obligation | US | $858K | 900K | 0.04 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 SER 2022-6A CL B REGD 6.03000000 (EART 2022-6A B 6.03% 06/15/25) | Long | ABS-collateralized bond/debt obligation | US | $197K | 197K | 0.01 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL B REGD 5.72000000 (EART 2023-1A B 5.72% 03/15/25) | Long | ABS-collateralized bond/debt obligation | US | $470K | 470K | 0.02 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL B REGD 6.11000000 (EART 2023-3A B 6.11% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $201K | 201K | 0.01 |
| EXPEDIA GROUP INC REGD SER WI 3.80000000 (EXPEDIA GROUP IN 3.8% 02/15/28) | Long | Debt | US | $490K | 517K | 0.03 |
| EXPEDIA GROUP INC REGD SER WI 5.00000000 (EXPEDIA GROUP INC 5% 02/15/26) | Long | Debt | US | $292K | 295K | 0.01 |
| EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.51148000 (ESA 2021-ESH A V/R 07/15/26) | Long | ABS-collateralized bond/debt obligation | US | $328K | 329K | 0.02 |
| EXTRA SPACE STORAGE LP REGD 5.40000000 (EXTRA SPACE STOR 5.4% 02/01/34) | Long | Debt | US | $194K | 199K | 0.01 |
| F&G ANNUITIES & LIFE INC REGD 6.50000000 (F&G ANNUITIES & 6.5% 06/04/29) | Long | Debt | US | $165K | 165K | 0.01 |
| FANNIE MAE INTEREST STRIP SER 426 CL C38 2.00000000 (FNS 426 C38 2% 03/25/52) | Long | ABS-collateralized bond/debt obligation | US | $154K | 1M | 0.01 |
| FANNIE MAE INTEREST STRIP SER 429 CL C3 2.50000000 (FNS 429 C3 2.5% 09/25/52) | Long | ABS-collateralized bond/debt obligation | US | $151K | 956K | 0.01 |
| FANNIE MAE INTEREST STRIP SER 437 CL C8 2.50000000 (FNS 437 C8 2.5% 06/25/52) | Long | ABS-collateralized bond/debt obligation | US | $149K | 980K | 0.01 |
| FANNIE MAE POOL UMBS P#310229 3.50000000 (UMBS P#310229 3.5% 08/01/43) | Long | ABS-mortgage backed security | US | $580K | 636K | 0.03 |
| FANNIE MAE POOL UMBS P#AL6942 2.50000000 (UMBS P#AL6942 2.5% 06/01/30) | Long | ABS-mortgage backed security | US | $73K | 77K | 0.00 |
| FANNIE MAE POOL UMBS P#AL7968 3.00000000 (UMBS P#AL7968 3% 01/01/31) | Long | ABS-mortgage backed security | US | $400K | 422K | 0.02 |
| FANNIE MAE POOL UMBS P#AR9215 3.00000000 (UMBS P#AR9215 3% 03/01/43) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FANNIE MAE POOL UMBS P#AS4501 3.00000000 (UMBS P#AS4501 3% 02/01/30) | Long | ABS-mortgage backed security | US | $275K | 289K | 0.01 |
| FANNIE MAE POOL UMBS P#AT7623 3.00000000 (UMBS P#AT7623 3% 06/01/43) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.28 |
| FANNIE MAE POOL UMBS P#AZ4794 3.00000000 (UMBS P#AZ4794 3% 10/01/30) | Long | ABS-mortgage backed security | US | $173K | 182K | 0.01 |
| FANNIE MAE POOL UMBS P#BA4018 3.50000000 (UMBS P#BA4018 3.5% 03/01/46) | Long | ABS-mortgage backed security | US | $551K | 614K | 0.03 |
| FANNIE MAE POOL UMBS P#BD7043 4.00000000 (UMBS P#BD7043 4% 03/01/47) | Long | ABS-mortgage backed security | US | $505K | 545K | 0.03 |
| FANNIE MAE POOL UMBS P#BF0144 3.50000000 (UMBS P#BF0144 3.5% 10/01/56) | Long | ABS-mortgage backed security | US | $831K | 950K | 0.04 |
| FANNIE MAE POOL UMBS P#BF0168 3.50000000 (UMBS P#BF0168 3.5% 02/01/57) | Long | ABS-mortgage backed security | US | $170K | 195K | 0.01 |
| FANNIE MAE POOL UMBS P#BF0175 2.50000000 (UMBS P#BF0175 2.5% 01/01/57) | Long | ABS-mortgage backed security | US | $515K | 638K | 0.03 |
| FANNIE MAE POOL UMBS P#BF0352 3.00000000 (UMBS P#BF0352 3% 04/01/53) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.17 |
| FANNIE MAE POOL UMBS P#BH5752 3.50000000 (UMBS P#BH5752 3.5% 11/01/47) | Long | ABS-mortgage backed security | US | $691K | 772K | 0.04 |
| FANNIE MAE POOL UMBS P#BJ2763 4.50000000 (UMBS P#BJ2763 4.5% 05/01/48) | Long | ABS-mortgage backed security | US | $203K | 213K | 0.01 |
| FANNIE MAE POOL UMBS P#BK1983 3.50000000 (UMBS P#BK1983 3.5% 03/01/33) | Long | ABS-mortgage backed security | US | $574K | 603K | 0.03 |
| FANNIE MAE POOL UMBS P#BK3050 2.00000000 (UMBS P#BK3050 2% 09/01/40) | Long | ABS-mortgage backed security | US | $286K | 343K | 0.01 |
| FANNIE MAE POOL UMBS P#BM3075 3.50000000 (UMBS P#BM3075 3.5% 07/01/32) | Long | ABS-mortgage backed security | US | $187K | 196K | 0.01 |
| FANNIE MAE POOL UMBS P#BM3415 2.50000000 (UMBS P#BM3415 2.5% 02/01/47) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.25 |
| FANNIE MAE POOL UMBS P#BM4513 V/R 6.79600000 (UMBS P#BM4513 V/R 05/01/44) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#BM4919 4.00000000 (UMBS P#BM4919 4% 11/01/38) | Long | ABS-mortgage backed security | US | $405K | 425K | 0.02 |
| FANNIE MAE POOL UMBS P#BM5010 3.50000000 (UMBS P#BM5010 3.5% 02/01/48) | Long | ABS-mortgage backed security | US | $728K | 809K | 0.04 |
| FANNIE MAE POOL UMBS P#BM5024 3.00000000 (UMBS P#BM5024 3% 11/01/48) | Long | ABS-mortgage backed security | US | $95K | 111K | 0.00 |
| FANNIE MAE POOL UMBS P#BP3414 2.00000000 (UMBS P#BP3414 2% 05/01/36) | Long | ABS-mortgage backed security | US | $244K | 278K | 0.01 |
| FANNIE MAE POOL UMBS P#BQ0194 2.00000000 (UMBS P#BQ0194 2% 08/01/50) | Long | ABS-mortgage backed security | US | $4M | 5M | 0.18 |
| FANNIE MAE POOL UMBS P#BQ1150 2.50000000 (UMBS P#BQ1150 2.5% 10/01/50) | Long | ABS-mortgage backed security | US | $78K | 95K | 0.00 |
| FANNIE MAE POOL UMBS P#BQ4491 2.00000000 (UMBS P#BQ4491 2% 02/01/51) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.07 |
| FANNIE MAE POOL UMBS P#BQ7737 2.00000000 (UMBS P#BQ7737 2% 03/01/51) | Long | ABS-mortgage backed security | US | $579K | 741K | 0.03 |
| FANNIE MAE POOL UMBS P#BR0948 2.00000000 (UMBS P#BR0948 2% 04/01/51) | Long | ABS-mortgage backed security | US | $648K | 832K | 0.03 |
| FANNIE MAE POOL UMBS P#BR1035 2.00000000 (UMBS P#BR1035 2% 05/01/51) | Long | ABS-mortgage backed security | US | $343K | 443K | 0.02 |
| FANNIE MAE POOL UMBS P#BR1339 2.00000000 (UMBS P#BR1339 2% 02/01/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#BR4390 2.00000000 (UMBS P#BR4390 2% 03/01/51) | Long | ABS-mortgage backed security | US | $609K | 782K | 0.03 |
| FANNIE MAE POOL UMBS P#BR4393 2.00000000 (UMBS P#BR4393 2% 03/01/51) | Long | ABS-mortgage backed security | US | $733K | 942K | 0.04 |
| FANNIE MAE POOL UMBS P#BS1636 2.25000000 (UMBS P#BS1636 2.25% 04/01/33) | Long | ABS-mortgage backed security | US | $184K | 225K | 0.01 |
| FANNIE MAE POOL UMBS P#BS6519 3.52000000 (UMBS P#BS6519 3.52% 11/01/32) | Long | ABS-mortgage backed security | US | $429K | 475K | 0.02 |
| FANNIE MAE POOL UMBS P#BS8225 4.41000000 (UMBS P#BS8225 4.41% 04/01/30) | Long | ABS-mortgage backed security | US | $282K | 290K | 0.01 |
| FANNIE MAE POOL UMBS P#BS8234 4.37000000 (UMBS P#BS8234 4.37% 05/01/28) | Long | ABS-mortgage backed security | US | $163K | 167K | 0.01 |
| FANNIE MAE POOL UMBS P#BS8255 4.19000000 (UMBS P#BS8255 4.19% 04/01/28) | Long | ABS-mortgage backed security | US | $461K | 475K | 0.02 |
| FANNIE MAE POOL UMBS P#BS8266 4.75000000 (UMBS P#BS8266 4.75% 04/01/28) | Long | ABS-mortgage backed security | US | $119K | 120K | 0.01 |
| FANNIE MAE POOL UMBS P#BS8547 4.46000000 (UMBS P#BS8547 4.46% 05/01/28) | Long | ABS-mortgage backed security | US | $443K | 452K | 0.02 |
| FANNIE MAE POOL UMBS P#BS8762 4.03000000 (UMBS P#BS8762 4.03% 06/01/28) | Long | ABS-mortgage backed security | US | $374K | 388K | 0.02 |
| FANNIE MAE POOL UMBS P#BT2752 2.00000000 (UMBS P#BT2752 2% 08/01/36) | Long | ABS-mortgage backed security | US | $55K | 63K | 0.00 |
| FANNIE MAE POOL UMBS P#BT5572 3.00000000 (UMBS P#BT5572 3% 08/01/51) | Long | ABS-mortgage backed security | US | $397K | 468K | 0.02 |
| FANNIE MAE POOL UMBS P#BT7341 2.00000000 (UMBS P#BT7341 2% 09/01/36) | Long | ABS-mortgage backed security | US | $292K | 332K | 0.01 |
| FANNIE MAE POOL UMBS P#BU0986 2.50000000 (UMBS P#BU0986 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $256K | 312K | 0.01 |
| FANNIE MAE POOL UMBS P#BU1062 2.50000000 (UMBS P#BU1062 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $209K | 258K | 0.01 |
| FANNIE MAE POOL UMBS P#BU5932 2.00000000 (UMBS P#BU5932 2% 12/01/36) | Long | ABS-mortgage backed security | US | $242K | 275K | 0.01 |
| FANNIE MAE POOL UMBS P#BU7573 3.00000000 (UMBS P#BU7573 3% 01/01/52) | Long | ABS-mortgage backed security | US | $249K | 294K | 0.01 |
| FANNIE MAE POOL UMBS P#BU7899 2.50000000 (UMBS P#BU7899 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $397K | 485K | 0.02 |
| FANNIE MAE POOL UMBS P#BU8959 1.50000000 (UMBS P#BU8959 1.5% 11/01/51) | Long | ABS-mortgage backed security | US | $107K | 145K | 0.01 |
| FANNIE MAE POOL UMBS P#BV4196 3.00000000 (UMBS P#BV4196 3% 04/01/52) | Long | ABS-mortgage backed security | US | $276K | 324K | 0.01 |
| FANNIE MAE POOL UMBS P#BW1201 5.00000000 (UMBS P#BW1201 5% 09/01/52) | Long | ABS-mortgage backed security | US | $932K | 967K | 0.05 |
| FANNIE MAE POOL UMBS P#BW9008 5.00000000 (UMBS P#BW9008 5% 10/01/52) | Long | ABS-mortgage backed security | US | $861K | 895K | 0.04 |
| FANNIE MAE POOL UMBS P#BX1766 5.00000000 (UMBS P#BX1766 5% 11/01/52) | Long | ABS-mortgage backed security | US | $108K | 112K | 0.01 |
| FANNIE MAE POOL UMBS P#BX2554 5.00000000 (UMBS P#BX2554 5% 11/01/52) | Long | ABS-mortgage backed security | US | $26K | 27K | 0.00 |
| FANNIE MAE POOL UMBS P#BX8385 5.00000000 (UMBS P#BX8385 5% 03/01/53) | Long | ABS-mortgage backed security | US | $80K | 83K | 0.00 |
| FANNIE MAE POOL UMBS P#BZ0044 5.06500000 (UMBS P#BZ0044 5.065% 12/01/28) | Long | ABS-mortgage backed security | US | $587K | 585K | 0.03 |
| FANNIE MAE POOL UMBS P#BZ0611 4.39000000 (UMBS P#BZ0611 4.39% 04/01/29) | Long | ABS-mortgage backed security | US | $776K | 794K | 0.04 |
| FANNIE MAE POOL UMBS P#CA1909 4.50000000 (UMBS P#CA1909 4.5% 06/01/48) | Long | ABS-mortgage backed security | US | $208K | 218K | 0.01 |
| FANNIE MAE POOL UMBS P#CA4794 3.00000000 (UMBS P#CA4794 3% 12/01/49) | Long | ABS-mortgage backed security | US | $45K | 52K | 0.00 |
| FANNIE MAE POOL UMBS P#CA5224 3.00000000 (UMBS P#CA5224 3% 02/01/50) | Long | ABS-mortgage backed security | US | $180K | 209K | 0.01 |
| FANNIE MAE POOL UMBS P#CA5504 2.50000000 (UMBS P#CA5504 2.5% 04/01/50) | Long | ABS-mortgage backed security | US | $248K | 304K | 0.01 |
| FANNIE MAE POOL UMBS P#CA6347 2.50000000 (UMBS P#CA6347 2.5% 07/01/50) | Long | ABS-mortgage backed security | US | $45K | 55K | 0.00 |
| FANNIE MAE POOL UMBS P#CA6614 3.00000000 (UMBS P#CA6614 3% 08/01/50) | Long | ABS-mortgage backed security | US | $179K | 210K | 0.01 |
| FANNIE MAE POOL UMBS P#CA6740 3.00000000 (UMBS P#CA6740 3% 08/01/50) | Long | ABS-mortgage backed security | US | $400K | 467K | 0.02 |
| FANNIE MAE POOL UMBS P#CA6902 2.00000000 (UMBS P#CA6902 2% 09/01/50) | Long | ABS-mortgage backed security | US | $972K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#CA7057 3.50000000 (UMBS P#CA7057 3.5% 09/01/50) | Long | ABS-mortgage backed security | US | $144K | 161K | 0.01 |
| FANNIE MAE POOL UMBS P#CA7228 2.50000000 (UMBS P#CA7228 2.5% 10/01/50) | Long | ABS-mortgage backed security | US | $4M | 5M | 0.21 |
| FANNIE MAE POOL UMBS P#CA7257 2.50000000 (UMBS P#CA7257 2.5% 10/01/50) | Long | ABS-mortgage backed security | US | $620K | 753K | 0.03 |
| FANNIE MAE POOL UMBS P#CA7381 3.00000000 (UMBS P#CA7381 3% 10/01/50) | Long | ABS-mortgage backed security | US | $311K | 365K | 0.02 |
| FANNIE MAE POOL UMBS P#CA7605 3.00000000 (UMBS P#CA7605 3% 11/01/50) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#CA8304 2.00000000 (UMBS P#CA8304 2% 12/01/40) | Long | ABS-mortgage backed security | US | $90K | 108K | 0.00 |
| FANNIE MAE POOL UMBS P#CA8933 2.00000000 (UMBS P#CA8933 2% 02/01/51) | Long | ABS-mortgage backed security | US | $343K | 439K | 0.02 |
| FANNIE MAE POOL UMBS P#CA9381 2.00000000 (UMBS P#CA9381 2% 03/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#CB0414 2.50000000 (UMBS P#CB0414 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $370K | 454K | 0.02 |
| FANNIE MAE POOL UMBS P#CB0440 2.50000000 (UMBS P#CB0440 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#CB0463 2.00000000 (UMBS P#CB0463 2% 05/01/41) | Long | ABS-mortgage backed security | US | $96K | 116K | 0.00 |
| FANNIE MAE POOL UMBS P#CB0609 2.50000000 (UMBS P#CB0609 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $726K | 889K | 0.04 |
| FANNIE MAE POOL UMBS P#CB0737 3.00000000 (UMBS P#CB0737 3% 06/01/51) | Long | ABS-mortgage backed security | US | $78K | 92K | 0.00 |
| FANNIE MAE POOL UMBS P#CB1131 2.50000000 (UMBS P#CB1131 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $346K | 423K | 0.02 |
| FANNIE MAE POOL UMBS P#CB1146 3.00000000 (UMBS P#CB1146 3% 07/01/51) | Long | ABS-mortgage backed security | US | $564K | 665K | 0.03 |
| FANNIE MAE POOL UMBS P#CB1805 2.50000000 (UMBS P#CB1805 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $148K | 180K | 0.01 |
| FANNIE MAE POOL UMBS P#CB1908 2.50000000 (UMBS P#CB1908 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#CB2436 3.00000000 (UMBS P#CB2436 3% 12/01/51) | Long | ABS-mortgage backed security | US | $175K | 207K | 0.01 |
| FANNIE MAE POOL UMBS P#CB4135 5.00000000 (UMBS P#CB4135 5% 07/01/52) | Long | ABS-mortgage backed security | US | $589K | 611K | 0.03 |
| FANNIE MAE POOL UMBS P#CB4573 5.00000000 (UMBS P#CB4573 5% 09/01/52) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.27 |
| FANNIE MAE POOL UMBS P#CB4917 5.50000000 (UMBS P#CB4917 5.5% 10/01/52) | Long | ABS-mortgage backed security | US | $418K | 423K | 0.02 |
| FANNIE MAE POOL UMBS P#CB5113 5.50000000 (UMBS P#CB5113 5.5% 11/01/52) | Long | ABS-mortgage backed security | US | $533K | 541K | 0.03 |
| FANNIE MAE POOL UMBS P#CB5300 5.50000000 (UMBS P#CB5300 5.5% 12/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#CB6484 5.50000000 (UMBS P#CB6484 5.5% 06/01/53) | Long | ABS-mortgage backed security | US | $744K | 755K | 0.04 |
| FANNIE MAE POOL UMBS P#CB7426 6.50000000 (UMBS P#CB7426 6.5% 11/01/53) | Long | ABS-mortgage backed security | US | $822K | 804K | 0.04 |
| FANNIE MAE POOL UMBS P#DA5006 6.00000000 (UMBS P#DA5006 6% 11/01/53) | Long | ABS-mortgage backed security | US | $880K | 875K | 0.05 |
| FANNIE MAE POOL UMBS P#DA5054 6.00000000 (UMBS P#DA5054 6% 11/01/53) | Long | ABS-mortgage backed security | US | $25K | 25K | 0.00 |
| FANNIE MAE POOL UMBS P#DB2218 6.00000000 (UMBS P#DB2218 6% 05/01/54) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#FM3505 2.50000000 (UMBS P#FM3505 2.5% 06/01/50) | Long | ABS-mortgage backed security | US | $244K | 299K | 0.01 |
| FANNIE MAE POOL UMBS P#FM4733 4.00000000 (UMBS P#FM4733 4% 10/01/48) | Long | ABS-mortgage backed security | US | $985K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#FM4865 2.50000000 (UMBS P#FM4865 2.5% 11/01/50) | Long | ABS-mortgage backed security | US | $8M | 10M | 0.40 |
| FANNIE MAE POOL UMBS P#FM4969 2.00000000 (UMBS P#FM4969 2% 12/01/50) | Long | ABS-mortgage backed security | US | $237K | 302K | 0.01 |
| FANNIE MAE POOL UMBS P#FM5063 3.50000000 (UMBS P#FM5063 3.5% 07/01/50) | Long | ABS-mortgage backed security | US | $396K | 445K | 0.02 |
| FANNIE MAE POOL UMBS P#FM5109 3.50000000 (UMBS P#FM5109 3.5% 05/01/47) | Long | ABS-mortgage backed security | US | $575K | 639K | 0.03 |
| FANNIE MAE POOL UMBS P#FM5166 3.00000000 (UMBS P#FM5166 3% 12/01/50) | Long | ABS-mortgage backed security | US | $426K | 501K | 0.02 |
| FANNIE MAE POOL UMBS P#FM5423 2.50000000 (UMBS P#FM5423 2.5% 01/01/51) | Long | ABS-mortgage backed security | US | $242K | 294K | 0.01 |
| FANNIE MAE POOL UMBS P#FM6887 2.50000000 (UMBS P#FM6887 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $368K | 449K | 0.02 |
| FANNIE MAE POOL UMBS P#FM7203 2.00000000 (UMBS P#FM7203 2% 05/01/51) | Long | ABS-mortgage backed security | US | $4M | 6M | 0.22 |
| FANNIE MAE POOL UMBS P#FM7599 3.50000000 (UMBS P#FM7599 3.5% 01/01/51) | Long | ABS-mortgage backed security | US | $539K | 608K | 0.03 |
| FANNIE MAE POOL UMBS P#FM7815 2.00000000 (UMBS P#FM7815 2% 05/01/36) | Long | ABS-mortgage backed security | US | $216K | 245K | 0.01 |
| FANNIE MAE POOL UMBS P#FM7861 4.00000000 (UMBS P#FM7861 4% 08/01/38) | Long | ABS-mortgage backed security | US | $258K | 268K | 0.01 |
| FANNIE MAE POOL UMBS P#FM8350 1.50000000 (UMBS P#FM8350 1.5% 09/01/51) | Long | ABS-mortgage backed security | US | $765K | 1M | 0.04 |
| FANNIE MAE POOL UMBS P#FM8373 2.00000000 (UMBS P#FM8373 2% 08/01/36) | Long | ABS-mortgage backed security | US | $393K | 448K | 0.02 |
| FANNIE MAE POOL UMBS P#FM8535 4.00000000 (UMBS P#FM8535 4% 06/01/48) | Long | ABS-mortgage backed security | US | $772K | 832K | 0.04 |
| FANNIE MAE POOL UMBS P#FM8609 3.00000000 (UMBS P#FM8609 3% 09/01/51) | Long | ABS-mortgage backed security | US | $606K | 712K | 0.03 |
| FANNIE MAE POOL UMBS P#FM8911 3.50000000 (UMBS P#FM8911 3.5% 02/01/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#FM8981 3.00000000 (UMBS P#FM8981 3% 10/01/51) | Long | ABS-mortgage backed security | US | $99K | 116K | 0.01 |
| FANNIE MAE POOL UMBS P#FM9115 2.00000000 (UMBS P#FM9115 2% 10/01/41) | Long | ABS-mortgage backed security | US | $132K | 159K | 0.01 |
| FANNIE MAE POOL UMBS P#FM9210 3.00000000 (UMBS P#FM9210 3% 10/01/51) | Long | ABS-mortgage backed security | US | $109K | 129K | 0.01 |
| FANNIE MAE POOL UMBS P#FM9330 3.00000000 (UMBS P#FM9330 3% 07/01/51) | Long | ABS-mortgage backed security | US | $94K | 110K | 0.00 |
| FANNIE MAE POOL UMBS P#FM9499 2.50000000 (UMBS P#FM9499 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#FM9993 3.50000000 (UMBS P#FM9993 3.5% 07/01/51) | Long | ABS-mortgage backed security | US | $6M | 7M | 0.32 |
| FANNIE MAE POOL UMBS P#FP0036 2.50000000 (UMBS P#FP0036 2.5% 02/01/51) | Long | ABS-mortgage backed security | US | $461K | 568K | 0.02 |
| FANNIE MAE POOL UMBS P#FS0043 3.00000000 (UMBS P#FS0043 3% 05/01/51) | Long | ABS-mortgage backed security | US | $355K | 413K | 0.02 |
| FANNIE MAE POOL UMBS P#FS0434 2.50000000 (UMBS P#FS0434 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $929K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#FS0701 3.00000000 (UMBS P#FS0701 3% 12/01/51) | Long | ABS-mortgage backed security | US | $338K | 398K | 0.02 |
| FANNIE MAE POOL UMBS P#FS0973 3.00000000 (UMBS P#FS0973 3% 08/01/50) | Long | ABS-mortgage backed security | US | $159K | 185K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1107 2.50000000 (UMBS P#FS1107 2.5% 12/01/51) | Long | ABS-mortgage backed security | US | $318K | 387K | 0.02 |
| FANNIE MAE POOL UMBS P#FS1108 2.50000000 (UMBS P#FS1108 2.5% 09/01/51) | Long | ABS-mortgage backed security | US | $220K | 270K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1133 4.00000000 (UMBS P#FS1133 4% 10/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#FS1172 3.00000000 (UMBS P#FS1172 3% 11/01/51) | Long | ABS-mortgage backed security | US | $801K | 947K | 0.04 |
| FANNIE MAE POOL UMBS P#FS1369 4.00000000 (UMBS P#FS1369 4% 04/01/50) | Long | ABS-mortgage backed security | US | $562K | 610K | 0.03 |
| FANNIE MAE POOL UMBS P#FS1386 3.00000000 (UMBS P#FS1386 3% 10/01/51) | Long | ABS-mortgage backed security | US | $524K | 615K | 0.03 |
| FANNIE MAE POOL UMBS P#FS1621 2.00000000 (UMBS P#FS1621 2% 07/01/51) | Long | ABS-mortgage backed security | US | $110K | 141K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1862 2.50000000 (UMBS P#FS1862 2.5% 03/01/52) | Long | ABS-mortgage backed security | US | $264K | 325K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1886 3.00000000 (UMBS P#FS1886 3% 11/01/51) | Long | ABS-mortgage backed security | US | $185K | 218K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1892 4.00000000 (UMBS P#FS1892 4% 08/01/49) | Long | ABS-mortgage backed security | US | $35K | 38K | 0.00 |
| FANNIE MAE POOL UMBS P#FS1911 3.00000000 (UMBS P#FS1911 3% 08/01/51) | Long | ABS-mortgage backed security | US | $171K | 201K | 0.01 |
| FANNIE MAE POOL UMBS P#FS2020 4.00000000 (UMBS P#FS2020 4% 04/01/49) | Long | ABS-mortgage backed security | US | $827K | 899K | 0.04 |
| FANNIE MAE POOL UMBS P#FS2033 2.00000000 (UMBS P#FS2033 2% 06/01/36) | Long | ABS-mortgage backed security | US | $593K | 673K | 0.03 |
| FANNIE MAE POOL UMBS P#FS2099 1.50000000 (UMBS P#FS2099 1.5% 04/01/52) | Long | ABS-mortgage backed security | US | $624K | 846K | 0.03 |
| FANNIE MAE POOL UMBS P#FS2185 4.00000000 (UMBS P#FS2185 4% 06/01/52) | Long | ABS-mortgage backed security | US | $404K | 443K | 0.02 |
| FANNIE MAE POOL UMBS P#FS2380 4.00000000 (UMBS P#FS2380 4% 08/01/51) | Long | ABS-mortgage backed security | US | $254K | 276K | 0.01 |
| FANNIE MAE POOL UMBS P#FS2451 4.00000000 (UMBS P#FS2451 4% 05/01/49) | Long | ABS-mortgage backed security | US | $133K | 144K | 0.01 |
| FANNIE MAE POOL UMBS P#FS2598 3.00000000 (UMBS P#FS2598 3% 05/01/52) | Long | ABS-mortgage backed security | US | $376K | 443K | 0.02 |
| FANNIE MAE POOL UMBS P#FS2715 3.50000000 (UMBS P#FS2715 3.5% 04/01/52) | Long | ABS-mortgage backed security | US | $595K | 669K | 0.03 |
| FANNIE MAE POOL UMBS P#FS2831 4.00000000 (UMBS P#FS2831 4% 03/01/46) | Long | ABS-mortgage backed security | US | $79K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#FS3026 2.50000000 (UMBS P#FS3026 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $90K | 109K | 0.00 |
| FANNIE MAE POOL UMBS P#FS3092 2.50000000 (UMBS P#FS3092 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $317K | 390K | 0.02 |
| FANNIE MAE POOL UMBS P#FS3293 5.50000000 (UMBS P#FS3293 5.5% 11/01/52) | Long | ABS-mortgage backed security | US | $257K | 260K | 0.01 |
| FANNIE MAE POOL UMBS P#FS3451 2.50000000 (UMBS P#FS3451 2.5% 03/01/52) | Long | ABS-mortgage backed security | US | $307K | 377K | 0.02 |
| FANNIE MAE POOL UMBS P#FS3621 2.50000000 (UMBS P#FS3621 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $502K | 617K | 0.03 |
| FANNIE MAE POOL UMBS P#FS3771 4.50000000 (UMBS P#FS3771 4.5% 12/01/37) | Long | ABS-mortgage backed security | US | $335K | 341K | 0.02 |
| FANNIE MAE POOL UMBS P#FS4114 4.50000000 (UMBS P#FS4114 4.5% 03/01/53) | Long | ABS-mortgage backed security | US | $780K | 833K | 0.04 |
| FANNIE MAE POOL UMBS P#FS4605 2.50000000 (UMBS P#FS4605 2.5% 07/01/50) | Long | ABS-mortgage backed security | US | $208K | 252K | 0.01 |
| FANNIE MAE POOL UMBS P#FS4619 4.50000000 (UMBS P#FS4619 4.5% 10/01/50) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.17 |
| FANNIE MAE POOL UMBS P#FS4639 6.00000000 (UMBS P#FS4639 6% 05/01/53) | Long | ABS-mortgage backed security | US | $456K | 451K | 0.02 |
| FANNIE MAE POOL UMBS P#FS5180 5.00000000 (UMBS P#FS5180 5% 09/01/52) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.22 |
| FANNIE MAE POOL UMBS P#FS5497 4.00000000 (UMBS P#FS5497 4% 01/01/49) | Long | ABS-mortgage backed security | US | $103K | 111K | 0.01 |
| FANNIE MAE POOL UMBS P#FS6067 4.00000000 (UMBS P#FS6067 4% 08/01/51) | Long | ABS-mortgage backed security | US | $103K | 111K | 0.01 |
| FANNIE MAE POOL UMBS P#MA2804 3.00000000 (UMBS P#MA2804 3% 11/01/36) | Long | ABS-mortgage backed security | US | $862K | 942K | 0.04 |
| FANNIE MAE POOL UMBS P#MA3059 3.50000000 (UMBS P#MA3059 3.5% 07/01/37) | Long | ABS-mortgage backed security | US | $350K | 375K | 0.02 |
| FANNIE MAE POOL UMBS P#MA3211 4.00000000 (UMBS P#MA3211 4% 12/01/47) | Long | ABS-mortgage backed security | US | $49K | 53K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3277 4.00000000 (UMBS P#MA3277 4% 02/01/48) | Long | ABS-mortgage backed security | US | $70K | 76K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3834 3.00000000 (UMBS P#MA3834 3% 11/01/49) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.17 |
| FANNIE MAE POOL UMBS P#MA4100 2.00000000 (UMBS P#MA4100 2% 08/01/50) | Long | ABS-mortgage backed security | US | $5M | 7M | 0.26 |
| FANNIE MAE POOL UMBS P#MA4120 2.50000000 (UMBS P#MA4120 2.5% 09/01/50) | Long | ABS-mortgage backed security | US | $414K | 508K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4204 2.00000000 (UMBS P#MA4204 2% 12/01/40) | Long | ABS-mortgage backed security | US | $595K | 714K | 0.03 |
| FANNIE MAE POOL UMBS P#MA4208 2.00000000 (UMBS P#MA4208 2% 12/01/50) | Long | ABS-mortgage backed security | US | $394K | 507K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4255 2.00000000 (UMBS P#MA4255 2% 02/01/51) | Long | ABS-mortgage backed security | US | $176K | 227K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4256 2.50000000 (UMBS P#MA4256 2.5% 02/01/51) | Long | ABS-mortgage backed security | US | $400K | 493K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4281 2.00000000 (UMBS P#MA4281 2% 03/01/51) | Long | ABS-mortgage backed security | US | $655K | 843K | 0.03 |
| FANNIE MAE POOL UMBS P#MA4305 2.00000000 (UMBS P#MA4305 2% 04/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#MA4311 2.00000000 (UMBS P#MA4311 2% 04/01/41) | Long | ABS-mortgage backed security | US | $314K | 376K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4325 2.00000000 (UMBS P#MA4325 2% 05/01/51) | Long | ABS-mortgage backed security | US | $6M | 8M | 0.32 |
| FANNIE MAE POOL UMBS P#MA4326 2.50000000 (UMBS P#MA4326 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#MA4356 2.50000000 (UMBS P#MA4356 2.5% 06/01/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#MA4399 2.50000000 (UMBS P#MA4399 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $9M | 10M | 0.44 |
| FANNIE MAE POOL UMBS P#MA4400 3.00000000 (UMBS P#MA4400 3% 08/01/51) | Long | ABS-mortgage backed security | US | $271K | 321K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4415 3.00000000 (UMBS P#MA4415 3% 09/01/51) | Long | ABS-mortgage backed security | US | $85K | 100K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4436 1.50000000 (UMBS P#MA4436 1.5% 10/01/51) | Long | ABS-mortgage backed security | US | $179K | 243K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4438 2.50000000 (UMBS P#MA4438 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.25 |
| FANNIE MAE POOL UMBS P#MA4439 3.00000000 (UMBS P#MA4439 3% 10/01/51) | Long | ABS-mortgage backed security | US | $313K | 370K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4446 2.00000000 (UMBS P#MA4446 2% 10/01/41) | Long | ABS-mortgage backed security | US | $263K | 319K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4466 2.50000000 (UMBS P#MA4466 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.24 |
| FANNIE MAE POOL UMBS P#MA4493 2.50000000 (UMBS P#MA4493 2.5% 12/01/51) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.25 |
| FANNIE MAE POOL UMBS P#MA4548 2.50000000 (UMBS P#MA4548 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $6M | 7M | 0.30 |
| FANNIE MAE POOL UMBS P#MA4549 3.00000000 (UMBS P#MA4549 3% 02/01/52) | Long | ABS-mortgage backed security | US | $6M | 7M | 0.28 |
| FANNIE MAE POOL UMBS P#MA4655 4.00000000 (UMBS P#MA4655 4% 07/01/52) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.19 |
| FANNIE MAE POOL UMBS P#MA4656 4.50000000 (UMBS P#MA4656 4.5% 07/01/52) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.18 |
| FANNIE MAE POOL UMBS P#MA4761 5.00000000 (UMBS P#MA4761 5% 09/01/52) | Long | ABS-mortgage backed security | US | $10M | 10M | 0.51 |
| FANNIE MAE POOL UMBS P#MA4841 5.00000000 (UMBS P#MA4841 5% 12/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FANNIE MAE POOL UMBS P#MA4869 5.50000000 (UMBS P#MA4869 5.5% 01/01/53) | Long | ABS-mortgage backed security | US | $6M | 6M | 0.31 |
| FANNIE MAE POOL UMBS P#MA4919 5.50000000 (UMBS P#MA4919 5.5% 02/01/53) | Long | ABS-mortgage backed security | US | $6M | 6M | 0.30 |
| FANNIE MAE POOL UMBS P#MA4978 5.00000000 (UMBS P#MA4978 5% 04/01/53) | Long | ABS-mortgage backed security | US | $8M | 9M | 0.42 |
| FANNIE MAE POOL UMBS P#MA5354 6.00000000 (UMBS P#MA5354 6% 05/01/54) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FANNIE MAE REMICS SER 2011-142 CL PE 3.50000000 (FNR 2011-142 PE 3.5% 01/25/42) | Long | ABS-collateralized bond/debt obligation | US | $419K | 471K | 0.02 |
| FANNIE MAE REMICS SER 2011-51 CL TO ZCP 0.00000000 (FNR 2011-51 TO ZCP 06/25/41) | Long | ABS-collateralized bond/debt obligation | US | $83K | 112K | 0.00 |
| FANNIE MAE REMICS SER 2013-2 CL MA 3.50000000 (FNR 2013-2 MA 3.5% 02/25/43) | Long | ABS-collateralized bond/debt obligation | US | $114K | 125K | 0.01 |
| FANNIE MAE REMICS SER 2013-62 CL PY 2.50000000 (FNR 2013-62 PY 2.5% 06/25/43) | Long | ABS-collateralized bond/debt obligation | US | $861K | 1M | 0.04 |
| FANNIE MAE REMICS SER 2013-72 CL IW 3.50000000 (FNR 2013-72 IW 3.5% 07/25/33) | Long | ABS-collateralized bond/debt obligation | US | $86K | 1M | 0.00 |
| FANNIE MAE REMICS SER 2014-11 CL KZ 2.50000000 (FNR 2014-11 KZ 2.5% 10/25/41) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.11 |
| FANNIE MAE REMICS SER 2014-95 CL ZC 3.00000000 (FNR 2014-95 ZC 3% 01/25/45) | Long | ABS-collateralized bond/debt obligation | US | $471K | 547K | 0.02 |
| FANNIE MAE REMICS SER 2015-55 CL PD 2.50000000 (FNR 2015-55 PD 2.5% 03/25/43) | Long | ABS-collateralized bond/debt obligation | US | $473K | 497K | 0.02 |
| FANNIE MAE REMICS SER 2016-3 CL MI 5.50000000 (FNR 2016-3 MI 5.5% 02/25/46) | Long | ABS-collateralized bond/debt obligation | US | $87K | 594K | 0.00 |
| FANNIE MAE REMICS SER 2016-43 CL GZ 3.00000000 (FNR 2016-43 GZ 3% 07/25/46) | Long | ABS-collateralized bond/debt obligation | US | $437K | 523K | 0.02 |
| FANNIE MAE REMICS SER 2017-105 CL ZE 3.00000000 (FNR 2017-105 ZE 3% 01/25/48) | Long | ABS-collateralized bond/debt obligation | US | $611K | 804K | 0.03 |
| FANNIE MAE REMICS SER 2017-22 CL BZ 3.50000000 (FNR 2017-22 BZ 3.5% 04/25/47) | Long | ABS-collateralized bond/debt obligation | US | $630K | 711K | 0.03 |
| FANNIE MAE REMICS SER 2017-24 CL LG 3.00000000 (FNR 2017-24 LG 3% 04/25/37) | Long | ABS-collateralized bond/debt obligation | US | $7M | 8M | 0.35 |
| FANNIE MAE REMICS SER 2018-91 CL BE 3.50000000 (FNR 2018-91 BE 3.5% 12/25/58) | Long | ABS-collateralized bond/debt obligation | US | $472K | 539K | 0.02 |
| FANNIE MAE REMICS SER 2020-35 CL AI 3.00000000 (FNR 2020-35 AI 3% 06/25/50) | Long | ABS-collateralized bond/debt obligation | US | $56K | 359K | 0.00 |
| FANNIE MAE REMICS SER 2020-37 CL IM 4.00000000 (FNR 2020-37 IM 4% 06/25/50) | Long | ABS-collateralized bond/debt obligation | US | $136K | 671K | 0.01 |
| FANNIE MAE REMICS SER 2020-74 CL HI 5.50000000 (FNR 2020-74 HI 5.5% 10/25/50) | Long | ABS-collateralized bond/debt obligation | US | $114K | 604K | 0.01 |
| FANNIE MAE REMICS SER 2020-77 CL HI 4.00000000 (FNR 2020-77 HI 4% 11/25/50) | Long | ABS-collateralized bond/debt obligation | US | $147K | 718K | 0.01 |
| FANNIE MAE REMICS SER 2020-99 CL KI 1.50000000 (FNR 2020-99 KI 1.5% 11/25/35) | Long | ABS-collateralized bond/debt obligation | US | $90K | 2M | 0.00 |
| FANNIE MAE REMICS SER 2021-3 CL NI 2.50000000 (FNR 2021-3 NI 2.5% 02/25/51) | Long | ABS-collateralized bond/debt obligation | US | $141K | 941K | 0.01 |
| FANNIE MAE REMICS SER 2021-3 CL TI 2.50000000 (FNR 2021-3 TI 2.5% 02/25/51) | Long | ABS-collateralized bond/debt obligation | US | $147K | 903K | 0.01 |
| FANNIE MAE REMICS SER 2021-4 CL GD 1.00000000 (FNR 2021-4 GD 1% 02/25/51) | Long | ABS-collateralized bond/debt obligation | US | $8M | 11M | 0.41 |
| FANNIE MAE REMICS SER 2021-95 CL GI 3.00000000 (FNR 2021-95 GI 3% 01/25/52) | Long | ABS-collateralized bond/debt obligation | US | $143K | 935K | 0.01 |
| FANNIE MAE REMICS SER 2022-3 CL PI 3.00000000 (FNR 2022-3 PI 3% 01/25/52) | Long | ABS-collateralized bond/debt obligation | US | $110K | 806K | 0.01 |
| FANNIE MAE REMICS SER 2023-36 CL IO 2.50000000 (FNR 2023-36 IO 2.5% 10/25/52) | Long | ABS-collateralized bond/debt obligation | US | $1M | 9M | 0.07 |
| FANNIE MAE-ACES SER 2020-M12 CL IO V/R 1.28500000 (FNA 2020-M12 IO V/R 07/25/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 33M | 0.07 |
| FANNIE MAE-ACES SER 2020-M15 CL X1 V/R 1.44700000 (FNA 2020-M15 X1 V/R 09/25/31) | Long | ABS-collateralized bond/debt obligation | US | $662K | 10M | 0.03 |
| FANNIE MAE-ACES SER 2020-M7 CL X2 V/R 1.23900000 (FNA 2020-M7 X2 V/R 03/25/31) | Long | ABS-collateralized bond/debt obligation | US | $1M | 21M | 0.06 |
| FANNIE MAE-ACES SER 2022-M4 CL A1X V/R 2.46400000 (FNA 2022-M4 A1X V/R 05/25/30) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.25 |
| FANNIE MAE-ACES SER 2022-M5 CL A1 V/R 2.35400000 (FNA 2022-M5 A1 V/R 01/01/34) | Long | ABS-collateralized bond/debt obligation | US | $6M | 7M | 0.32 |
| FERRELLGAS LP/FERRELLGAS REGD 144A P/P 5.37500000 (FERRELLGAS LP/ 5.375% 04/01/26) | Long | Debt | US | $68K | 70K | 0.00 |
| FERTITTA ENTERTAINMENT REGD 144A P/P 6.75000000 (FERTITTA ENTERT 6.75% 01/15/30) | Long | Debt | US | $84K | 95K | 0.00 |
| FIDEICOMISO PA PACIFICO REGD REG S 8.25000000 (FIDEICOMISO PA 8.25% 01/15/35) | Long | Debt | CO | $167K | 172K | 0.01 |
| FILLMORE PARK CLO LTD 2018-1A SER 2018-1A CL D V/R REGD 144A P/P 8.49017000 (FILPK 2018-1A D V/R 07/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $800K | 800K | 0.04 |
| FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2007-FF2 SER 2007-FF2 CL A1 V/R REGD 5.71936000 (FFML 2007-FF2 A1 V/R 03/25/37) | Long | ABS-collateralized bond/debt obligation | US | $3M | 5M | 0.13 |
| FIRSTENERGY CORP REGD SER B 4.15000000 (FIRSTENERGY CORP 4.15% 07/15/27) | Long | Debt | US | $119K | 125K | 0.01 |
| FIRSTKEY HOMES 2022-SFR2 TRUST SER 2022-SFR2 CL A REGD 144A P/P 4.25000000 (FKH 2022-SFR2 4.25% 07/17/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| FISERV INC REGD 5.45000000 (FISERV INC 5.45% 03/15/34) | Long | Debt | US | $193K | 195K | 0.01 |
| FIVE CORNERS FND TR II REGD 144A P/P 2.85000000 (FIVE CORNERS FN 2.85% 05/15/30) | Long | Debt | US | $5M | 6M | 0.27 |
| FLAGSHIP CREDIT AUTO TRUST 2023-1 SER 2023-1 CL B REGD 144A P/P 5.05000000 (FCAT 2023-1 B 5.05% 02/17/26) | Long | ABS-collateralized bond/debt obligation | US | $171K | 173K | 0.01 |
| FLAGSHIP CREDIT AUTO TRUST 2023-2 SER 2023-2 CL B REGD 144A P/P 5.21000000 (FCAT 2023-2 B 5.21% 05/15/28) | Long | ABS-collateralized bond/debt obligation | US | $465K | 470K | 0.02 |
| FLAME AGGREGATOR /RESTRICTED/ 0.00000000 (FLAME AGGREGATOR /REST/) | Long | Equity-common | US | $11K | 2K | 0.00 |
| FLAME AGGREGATOR 0.00000000 | Long | Equity-common | US | $1K | 171 | 0.00 |
| FLORIDA POWER & LIGHT CO REGD 5.30000000 (FLORIDA POWER & 5.3% 06/15/34) | Long | Debt | US | $2M | 2M | 0.10 |
| FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000 (FMMSR 2021-GT1 A V/R 07/25/26) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.18 |
| FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000 (FMMSR 2021-GT2 A V/R 10/25/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.16 |
| FNCI 15YR TBA 3.5% JUN 24 TO BE ANNOUNCED 3.50000000 | Short | ABS-mortgage backed security | US | $-634K | -675K | -0.03 |
| FNCI TBA 15YR 2% JUNE24 TO BE ANNOUNCED 2.00000000 | Long | ABS-mortgage backed security | US | $2M | 3M | 0.12 |
| FNCI TBA 15YR 2% JUNE24 TO BE ANNOUNCED 2.00000000 | Short | ABS-mortgage backed security | US | $-66K | -75K | -0.00 |
| FNCL TBA 30YR 2% JUNE 24 TO BE ANNOUNCED 2.00000000 | Long | ABS-mortgage backed security | US | $7M | 8M | 0.33 |
| FNMA 15YR TO BE ANNOUNCED 3.00000000 (FNMA 15YR TBA 3.0% 6/15/24) | Short | ABS-mortgage backed security | US | $-1M | -2M | -0.07 |
| FNMA 15YR TBA 4.5% JUN 38 TO BE ANNOUNCED 4.50000000 | Short | ABS-mortgage backed security | US | $-341K | -350K | -0.02 |
| FNMA 30YR TBA 2.5% JUN 24 TO BE ANNOUNCED 2.50000000 | Long | ABS-mortgage backed security | US | $6M | 8M | 0.31 |
| FNMA 30YR TBA 3.0% JUNE 53 TO BE ANNOUNCED 3.00000000 (FNMA 30YR TBA 3.0% JUNE 53) | Short | ABS-mortgage backed security | US | $-2M | -2M | -0.10 |
| FNMA 30YR TBA 3.5% JUN 24 TO BE ANNOUNCED 3.50000000 | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FNMA 30YR TBA 4.5% JUN 24 TO BE ANNOUNCED 4.50000000 | Long | ABS-mortgage backed security | US | $21M | 22M | 1.06 |
| FNMA 30YR TBA 4% JUN 24 TO BE ANNOUNCED 4.00000000 | Short | ABS-mortgage backed security | US | $-4M | -4M | -0.19 |
| FNMA 30YR TBA 5.5% JUN 53 TO BE ANNOUNCED 5.50000000 | Long | ABS-mortgage backed security | US | $21M | 21M | 1.06 |
| FNMA 30YR TBA 5% JUL 24 TO BE ANNOUNCED 5.00000000 | Short | ABS-mortgage backed security | US | $-11M | -12M | -0.57 |
| FNMA 30YR TBA 6.5% JUN 24 TO BE ANNOUNCED 6.50000000 | Long | ABS-mortgage backed security | US | $610K | 600K | 0.03 |
| FNMA 30YR TBA 6.5% JUN 24 TO BE ANNOUNCED 6.50000000 | Short | ABS-mortgage backed security | US | $-1M | -1M | -0.07 |
| FNMA 30YR TBA 6% JUN 24 TO BE ANNOUNCED 6.00000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FNMA 30YR TBA 7.0% JUN 24 TO BE ANNOUNCED 7.00000000 | Long | ABS-mortgage backed security | US | $4M | 4M | 0.20 |
| FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL B REGD 6.20000000 (FORDL 2023-B B 6.2% 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.29 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV1 SER 2020-1 CL C REGD 144A P/P 2.54000000 (FORDR 2020-1 C 2.54% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.34 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV2 SER 2020-2 CL C REGD 144A P/P 1.74000000 (FORDR 2020-2 C 1.74% 10/15/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.18 |
| FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL B REGD 5.56000000 (FORDO 2023-B B 5.56% 02/15/27) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.17 |
| FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL C REGD 5.71000000 (FORDO 2023-B C 5.71% 02/15/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| FORD MOTOR COMPANY REGD 3.25000000 (FORD MOTOR COMP 3.25% 02/12/32) | Long | Debt | US | $196K | 238K | 0.01 |
| FORTREA HOLDINGS INC REGD 144A P/P 7.50000000 (FORTREA HOLDINGS 7.5% 07/01/30) | Long | Debt | US | $150K | 150K | 0.01 |
| FORTRESS TRANS & INFRAST REGD 144A P/P 7.87500000 (FORTRESS TRANS 7.875% 12/01/30) | Long | Debt | US | $162K | 155K | 0.01 |
| FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.15000000 (FOUNDRY JV HOLD 6.15% 01/25/32) | Long | Debt | US | $769K | 755K | 0.04 |
| FRANKLIN PARK PLACE CLO I LLC SER 2022-1A CL A V/R REGD 144A P/P 6.72856000 (FPPC 2022-1A A V/R 04/14/35) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.10 |
| FREDDIE MAC GOLD POOL P#C91815 3.00000000 (FGLMC P#C91815 3% 03/01/35) | Long | ABS-mortgage backed security | US | $245K | 266K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08741 3.00000000 (FGLMC P#G08741 3% 01/01/47) | Long | ABS-mortgage backed security | US | $98K | 114K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08747 3.00000000 (FGLMC P#G08747 3% 02/01/47) | Long | ABS-mortgage backed security | US | $197K | 228K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08793 4.00000000 (FGLMC P#G08793 4% 12/01/47) | Long | ABS-mortgage backed security | US | $42K | 45K | 0.00 |
| FREDDIE MAC GOLD POOL P#G60910 3.00000000 (FGLMC P#G60910 3% 03/01/42) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.17 |
| FREDDIE MAC GOLD POOL P#Q44630 3.50000000 (FGLMC P#Q44630 3.5% 12/01/46) | Long | ABS-mortgage backed security | US | $11M | 12M | 0.57 |
| FREDDIE MAC GOLD POOL P#Q53571 3.50000000 (FGLMC P#Q53571 3.5% 01/01/48) | Long | ABS-mortgage backed security | US | $312K | 347K | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-1519 CL X1 V/R 0.59398600 (FHMS K-1519 X1 V/R 12/25/35) | Long | ABS-collateralized bond/debt obligation | US | $1M | 30M | 0.07 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-154 CL A2 V/R 4.35000000 (FHMS K-154 A2 V/R 01/25/33) | Long | ABS-collateralized bond/debt obligation | US | $6M | 7M | 0.32 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-162 CL X1 V/R 0.56969000 (FHMS K-162 X1 V/R 12/25/33) | Long | ABS-collateralized bond/debt obligation | US | $55K | 2M | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K064 CL X1 V/R 0.59375900 (FHMS K064 X1 V/R 03/25/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 104M | 0.08 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K066 CL X1 V/R 0.88100600 (FHMS K066 X1 V/R 06/25/27) | Long | ABS-collateralized bond/debt obligation | US | $496K | 28M | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K118 CL X1 V/R 1.04891400 (FHMS K118 X1 V/R 09/25/30) | Long | ABS-collateralized bond/debt obligation | US | $97K | 2M | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K119 CL X1 V/R 1.02171300 (FHMS K119 X1 V/R 09/25/30) | Long | ABS-collateralized bond/debt obligation | US | $3M | 63M | 0.15 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K120 CL X1 V/R 1.12989200 (FHMS K120 X1 V/R 10/25/30) | Long | ABS-collateralized bond/debt obligation | US | $1M | 29M | 0.07 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K121 CL X1 V/R 1.11664600 (FHMS K121 X1 V/R 10/25/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 41M | 0.10 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K122 CL X1 V/R 0.96825400 (FHMS K122 X1 V/R 11/25/30) | Long | ABS-collateralized bond/debt obligation | US | $554K | 13M | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K124 CL X1 V/R 0.80875200 (FHMS K124 X1 V/R 12/25/30) | Long | ABS-collateralized bond/debt obligation | US | $887K | 24M | 0.05 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K125 CL X1 V/R 0.67248900 (FHMS K125 X1 V/R 01/25/31) | Long | ABS-collateralized bond/debt obligation | US | $2M | 54M | 0.08 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K129 CL X1 V/R 1.14070800 (FHMS K129 X1 V/R 05/25/31) | Long | ABS-collateralized bond/debt obligation | US | $2M | 31M | 0.08 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K130 CL X1 V/R 1.14327700 (FHMS K130 X1 V/R 06/25/31) | Long | ABS-collateralized bond/debt obligation | US | $2M | 30M | 0.09 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K132 CL X1 V/R 0.60779700 (FHMS K132 X1 V/R 08/25/31) | Long | ABS-collateralized bond/debt obligation | US | $2M | 56M | 0.08 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K517 CL A2 V/R 5.35500000 (FHMS K517 A2 V/R 01/25/29) | Long | ABS-collateralized bond/debt obligation | US | $696K | 686K | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K753 CL X1 V/R 0.22786900 (FHMS K753 X1 V/R 01/01/50) | Long | ABS-collateralized bond/debt obligation | US | $36K | 2M | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-158 CL A2 4.05000000 (FHMS K-158 A2 4.05% 07/25/33) | Long | ABS-collateralized bond/debt obligation | US | $6M | 6M | 0.30 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER Q001 CL A3 3.81500000 (FHMS Q001 A3 3.815% 02/25/32) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| FREDDIE MAC POOL UMBS P#QB9896 2.00000000 (UMBS P#QB9896 2% 03/01/51) | Long | ABS-mortgage backed security | US | $482K | 621K | 0.02 |
| FREDDIE MAC POOL UMBS P#QC5983 2.50000000 (UMBS P#QC5983 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $137K | 168K | 0.01 |
| FREDDIE MAC POOL UMBS P#QC9119 3.00000000 (UMBS P#QC9119 3% 10/01/51) | Long | ABS-mortgage backed security | US | $504K | 592K | 0.03 |
| FREDDIE MAC POOL UMBS P#QF2008 5.00000000 (UMBS P#QF2008 5% 10/01/52) | Long | ABS-mortgage backed security | US | $824K | 855K | 0.04 |
| FREDDIE MAC POOL UMBS P#QN6383 2.00000000 (UMBS P#QN6383 2% 05/01/36) | Long | ABS-mortgage backed security | US | $423K | 481K | 0.02 |
| FREDDIE MAC POOL UMBS P#QN6604 2.00000000 (UMBS P#QN6604 2% 06/01/36) | Long | ABS-mortgage backed security | US | $158K | 180K | 0.01 |
| FREDDIE MAC POOL UMBS P#QU7398 3.00000000 (UMBS P#QU7398 3% 04/01/50) | Long | ABS-mortgage backed security | US | $4M | 5M | 0.21 |
| FREDDIE MAC POOL UMBS P#RA2618 2.50000000 (UMBS P#RA2618 2.5% 05/01/50) | Long | ABS-mortgage backed security | US | $229K | 278K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA2898 2.50000000 (UMBS P#RA2898 2.5% 06/01/50) | Long | ABS-mortgage backed security | US | $267K | 327K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA2971 3.00000000 (UMBS P#RA2971 3% 07/01/50) | Long | ABS-mortgage backed security | US | $180K | 211K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA2977 2.50000000 (UMBS P#RA2977 2.5% 07/01/50) | Long | ABS-mortgage backed security | US | $815K | 995K | 0.04 |
| FREDDIE MAC POOL UMBS P#RA3454 2.00000000 (UMBS P#RA3454 2% 09/01/50) | Long | ABS-mortgage backed security | US | $216K | 275K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA3513 2.50000000 (UMBS P#RA3513 2.5% 09/01/50) | Long | ABS-mortgage backed security | US | $398K | 486K | 0.02 |
| FREDDIE MAC POOL UMBS P#RA3988 2.50000000 (UMBS P#RA3988 2.5% 11/01/50) | Long | ABS-mortgage backed security | US | $463K | 567K | 0.02 |
| FREDDIE MAC POOL UMBS P#RA5052 2.00000000 (UMBS P#RA5052 2% 04/01/51) | Long | ABS-mortgage backed security | US | $625K | 804K | 0.03 |
| FREDDIE MAC POOL UMBS P#RA5285 2.50000000 (UMBS P#RA5285 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $166K | 203K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA5560 2.50000000 (UMBS P#RA5560 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $128K | 157K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA5663 3.00000000 (UMBS P#RA5663 3% 08/01/51) | Long | ABS-mortgage backed security | US | $563K | 662K | 0.03 |
| FREDDIE MAC POOL UMBS P#RA5731 2.00000000 (UMBS P#RA5731 2% 08/01/51) | Long | ABS-mortgage backed security | US | $143K | 184K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA5917 3.00000000 (UMBS P#RA5917 3% 09/01/51) | Long | ABS-mortgage backed security | US | $416K | 488K | 0.02 |
| FREDDIE MAC POOL UMBS P#RA6115 2.50000000 (UMBS P#RA6115 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $257K | 315K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA6332 2.00000000 (UMBS P#RA6332 2% 11/01/51) | Long | ABS-mortgage backed security | US | $146K | 186K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA7673 4.50000000 (UMBS P#RA7673 4.5% 07/01/52) | Long | ABS-mortgage backed security | US | $5M | 5M | 0.26 |
| FREDDIE MAC POOL UMBS P#RA7790 5.00000000 (UMBS P#RA7790 5% 08/01/52) | Long | ABS-mortgage backed security | US | $174K | 180K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA8307 6.00000000 (UMBS P#RA8307 6% 12/01/52) | Long | ABS-mortgage backed security | US | $431K | 428K | 0.02 |
| FREDDIE MAC POOL UMBS P#RA8751 6.00000000 (UMBS P#RA8751 6% 03/01/53) | Long | ABS-mortgage backed security | US | $180K | 178K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB0369 2.00000000 (UMBS P#RB0369 2% 12/01/40) | Long | ABS-mortgage backed security | US | $73K | 87K | 0.00 |
| FREDDIE MAC POOL UMBS P#RB0715 2.00000000 (UMBS P#RB0715 2% 12/01/41) | Long | ABS-mortgage backed security | US | $545K | 660K | 0.03 |
| FREDDIE MAC POOL UMBS P#RB5111 2.00000000 (UMBS P#RB5111 2% 05/01/41) | Long | ABS-mortgage backed security | US | $463K | 555K | 0.02 |
| FREDDIE MAC POOL UMBS P#RJ0203 6.50000000 (UMBS P#RJ0203 6.5% 11/01/53) | Long | ABS-mortgage backed security | US | $474K | 464K | 0.02 |
| FREDDIE MAC POOL UMBS P#SB8046 3.00000000 (UMBS P#SB8046 3% 05/01/35) | Long | ABS-mortgage backed security | US | $437K | 474K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD0665 3.00000000 (UMBS P#SD0665 3% 08/01/51) | Long | ABS-mortgage backed security | US | $75K | 89K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD1011 2.50000000 (UMBS P#SD1011 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $193K | 238K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD1090 2.00000000 (UMBS P#SD1090 2% 04/01/52) | Long | ABS-mortgage backed security | US | $572K | 728K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD1098 2.50000000 (UMBS P#SD1098 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.27 |
| FREDDIE MAC POOL UMBS P#SD1181 3.00000000 (UMBS P#SD1181 3% 06/01/52) | Long | ABS-mortgage backed security | US | $6M | 7M | 0.29 |
| FREDDIE MAC POOL UMBS P#SD1218 4.00000000 (UMBS P#SD1218 4% 07/01/49) | Long | ABS-mortgage backed security | US | $297K | 322K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD1460 3.00000000 (UMBS P#SD1460 3% 05/01/52) | Long | ABS-mortgage backed security | US | $7M | 8M | 0.34 |
| FREDDIE MAC POOL UMBS P#SD1461 3.00000000 (UMBS P#SD1461 3% 05/01/52) | Long | ABS-mortgage backed security | US | $234K | 275K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD1529 4.00000000 (UMBS P#SD1529 4% 03/01/49) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.27 |
| FREDDIE MAC POOL UMBS P#SD2102 2.50000000 (UMBS P#SD2102 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $106K | 130K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2305 5.50000000 (UMBS P#SD2305 5.5% 02/01/53) | Long | ABS-mortgage backed security | US | $611K | 619K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD2553 4.00000000 (UMBS P#SD2553 4% 05/01/49) | Long | ABS-mortgage backed security | US | $138K | 149K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2960 5.00000000 (UMBS P#SD2960 5% 04/01/53) | Long | ABS-mortgage backed security | US | $325K | 336K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3029 4.00000000 (UMBS P#SD3029 4% 04/01/47) | Long | ABS-mortgage backed security | US | $38K | 41K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD3118 4.00000000 (UMBS P#SD3118 4% 08/01/51) | Long | ABS-mortgage backed security | US | $9M | 10M | 0.45 |
| FREDDIE MAC POOL UMBS P#SD3209 2.50000000 (UMBS P#SD3209 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $715K | 882K | 0.04 |
| FREDDIE MAC POOL UMBS P#SD3698 6.00000000 (UMBS P#SD3698 6% 08/01/53) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.19 |
| FREDDIE MAC POOL UMBS P#SD4010 4.00000000 (UMBS P#SD4010 4% 07/01/49) | Long | ABS-mortgage backed security | US | $164K | 176K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD4182 3.50000000 (UMBS P#SD4182 3.5% 08/01/52) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.14 |
| FREDDIE MAC POOL UMBS P#SD4850 6.00000000 (UMBS P#SD4850 6% 12/01/53) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.18 |
| FREDDIE MAC POOL UMBS P#SD7513 3.50000000 (UMBS P#SD7513 3.5% 04/01/50) | Long | ABS-mortgage backed security | US | $321K | 358K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD7525 2.50000000 (UMBS P#SD7525 2.5% 10/01/50) | Long | ABS-mortgage backed security | US | $59K | 71K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD7535 2.50000000 (UMBS P#SD7535 2.5% 02/01/51) | Long | ABS-mortgage backed security | US | $143K | 173K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD7541 2.00000000 (UMBS P#SD7541 2% 05/01/51) | Long | ABS-mortgage backed security | US | $371K | 471K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD7551 3.00000000 (UMBS P#SD7551 3% 01/01/52) | Long | ABS-mortgage backed security | US | $6M | 7M | 0.32 |
| FREDDIE MAC POOL UMBS P#SD7552 2.50000000 (UMBS P#SD7552 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $892K | 1M | 0.05 |
| FREDDIE MAC POOL UMBS P#SD8089 2.50000000 (UMBS P#SD8089 2.5% 07/01/50) | Long | ABS-mortgage backed security | US | $253K | 310K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD8098 2.00000000 (UMBS P#SD8098 2% 10/01/50) | Long | ABS-mortgage backed security | US | $377K | 484K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD8134 2.00000000 (UMBS P#SD8134 2% 03/01/51) | Long | ABS-mortgage backed security | US | $5M | 7M | 0.26 |
| FREDDIE MAC POOL UMBS P#SD8135 2.50000000 (UMBS P#SD8135 2.5% 03/01/51) | Long | ABS-mortgage backed security | US | $354K | 435K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD8140 2.00000000 (UMBS P#SD8140 2% 04/01/51) | Long | ABS-mortgage backed security | US | $304K | 392K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD8183 2.50000000 (UMBS P#SD8183 2.5% 12/01/51) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.24 |
| FREDDIE MAC POOL UMBS P#SD8246 5.00000000 (UMBS P#SD8246 5% 09/01/52) | Long | ABS-mortgage backed security | US | $6M | 6M | 0.29 |
| FREDDIE MAC POOL UMBS P#SD8288 5.00000000 (UMBS P#SD8288 5% 01/01/53) | Long | ABS-mortgage backed security | US | $792K | 822K | 0.04 |
| FREDDIE MAC POOL UMBS P#SD8324 5.50000000 (UMBS P#SD8324 5.5% 05/01/53) | Long | ABS-mortgage backed security | US | $7M | 7M | 0.35 |
| FREDDIE MAC POOL UMBS P#SI2047 2.50000000 (UMBS P#SI2047 2.5% 07/01/50) | Long | ABS-mortgage backed security | US | $424K | 518K | 0.02 |
| FREDDIE MAC POOL UMBS P#WA0506 3.03000000 (UMBS P#WA0506 3.03% 01/01/50) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.15 |
| FREDDIE MAC POOL UMBS P#WA1627 4.35000000 (UMBS P#WA1627 4.35% 10/01/32) | Long | ABS-mortgage backed security | US | $12M | 13M | 0.64 |
| FREDDIE MAC POOL UMBS P#WN2407 4.38000000 (UMBS P#WN2407 4.38% 05/01/28) | Long | ABS-mortgage backed security | US | $7M | 8M | 0.38 |
| FREDDIE MAC POOL UMBS P#ZA3968 3.00000000 (UMBS P#ZA3968 3% 05/01/33) | Long | ABS-mortgage backed security | US | $319K | 340K | 0.02 |
| FREDDIE MAC POOL UMBS P#ZA6520 4.00000000 (UMBS P#ZA6520 4% 04/01/49) | Long | ABS-mortgage backed security | US | $378K | 412K | 0.02 |
| FREDDIE MAC POOL UMBS P#ZA6679 4.00000000 (UMBS P#ZA6679 4% 04/01/49) | Long | ABS-mortgage backed security | US | $254K | 275K | 0.01 |
| FREDDIE MAC POOL UMBS P#ZK9295 3.00000000 (UMBS P#ZK9295 3% 02/01/33) | Long | ABS-mortgage backed security | US | $570K | 611K | 0.03 |
| FREDDIE MAC POOL UMBS P#ZL6785 3.50000000 (UMBS P#ZL6785 3.5% 08/01/43) | Long | ABS-mortgage backed security | US | $692K | 763K | 0.04 |
| FREDDIE MAC POOL UMBS P#ZS4586 4.00000000 (UMBS P#ZS4586 4% 10/01/44) | Long | ABS-mortgage backed security | US | $577K | 621K | 0.03 |
| FREDDIE MAC POOL UMBS P#ZS9972 3.00000000 (UMBS P#ZS9972 3% 03/01/42) | Long | ABS-mortgage backed security | US | $145K | 165K | 0.01 |
| FREDDIE MAC POOL UMBS P#ZT0371 4.50000000 (UMBS P#ZT0371 4.5% 05/01/48) | Long | ABS-mortgage backed security | US | $271K | 285K | 0.01 |
| FREDDIE MAC REMICS SER 3835 CL FO ZCP 0.00000000 (FHR 3835 FO ZCP 04/15/41) | Long | ABS-collateralized bond/debt obligation | US | $416K | 566K | 0.02 |
| FREDDIE MAC REMICS SER 4116 CL AP 1.35000000 (FHR 4116 AP 1.35% 08/15/42) | Long | ABS-collateralized bond/debt obligation | US | $802K | 958K | 0.04 |
| FREDDIE MAC REMICS SER 4223 CL SB V/R 0.00000000 (FHR 4223 SB V/R 07/15/43) | Long | ABS-collateralized bond/debt obligation | US | $2M | 4M | 0.12 |
| FREDDIE MAC REMICS SER 4265 CL GL 3.00000000 (FHR 4265 GL 3% 04/15/42) | Long | ABS-collateralized bond/debt obligation | US | $868K | 1M | 0.04 |
| FREDDIE MAC REMICS SER 4447 CL IO 5.00000000 (FHR 4447 IO 5% 03/15/45) | Long | ABS-collateralized bond/debt obligation | US | $139K | 647K | 0.01 |
| FREDDIE MAC REMICS SER 4457 CL A 2.50000000 (FHR 4457 A 2.5% 04/15/45) | Long | ABS-collateralized bond/debt obligation | US | $8M | 9M | 0.42 |
| FREDDIE MAC REMICS SER 4504 CL DZ 3.50000000 (FHR 4504 DZ 3.5% 08/15/45) | Long | ABS-collateralized bond/debt obligation | US | $658K | 722K | 0.03 |
| FREDDIE MAC REMICS SER 4518 CL CZ 3.50000000 (FHR 4518 CZ 3.5% 10/15/45) | Long | ABS-collateralized bond/debt obligation | US | $119K | 135K | 0.01 |
| FREDDIE MAC REMICS SER 4655 CL CZ 3.00000000 (FHR 4655 CZ 3% 02/15/47) | Long | ABS-collateralized bond/debt obligation | US | $8M | 10M | 0.41 |
| FREDDIE MAC REMICS SER 4751 CL PL 3.00000000 (FHR 4751 PL 3% 12/15/47) | Long | ABS-collateralized bond/debt obligation | US | $122K | 161K | 0.01 |
| FREDDIE MAC REMICS SER 4892 CL ES V/R 0.71178000 (FHR 4892 ES V/R 07/25/45) | Long | ABS-collateralized bond/debt obligation | US | $413K | 4M | 0.02 |
| FREDDIE MAC REMICS SER 4957 CL PB 2.50000000 (FHR 4957 PB 2.5% 03/25/50) | Long | ABS-collateralized bond/debt obligation | US | $7M | 8M | 0.34 |
| FREDDIE MAC REMICS SER 5018 CL LW 1.00000000 (FHR 5018 LW 1% 10/25/40) | Long | ABS-collateralized bond/debt obligation | US | $263K | 338K | 0.01 |
| FREDDIE MAC REMICS SER 5083 CL AI 2.50000000 (FHR 5083 AI 2.5% 03/25/51) | Long | ABS-collateralized bond/debt obligation | US | $97K | 691K | 0.00 |
| FREDDIE MAC REMICS SER 5092 CL WI 2.50000000 (FHR 5092 WI 2.5% 04/25/36) | Long | ABS-collateralized bond/debt obligation | US | $142K | 1M | 0.01 |
| FREDDIE MAC REMICS SER 5169 CL IO 3.00000000 (FHR 5169 IO 3% 09/25/51) | Long | ABS-collateralized bond/debt obligation | US | $130K | 828K | 0.01 |
| FREDDIE MAC REMICS SER 5178 CL IO 4.00000000 (FHR 5178 IO 4% 03/25/45) | Long | ABS-collateralized bond/debt obligation | US | $123K | 703K | 0.01 |
| FREDDIE MAC REMICS SER 5201 CL PA 2.50000000 (FHR 5201 PA 2.5% 03/25/52) | Long | ABS-collateralized bond/debt obligation | US | $468K | 545K | 0.02 |
| FREDDIE MAC REMICS SER 5228 CL JL 2.50000000 (FHR 5228 JL 2.5% 10/25/41) | Long | ABS-collateralized bond/debt obligation | US | $124K | 159K | 0.01 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MA 3.50000000 (SCRT 2019-1 MA 3.5% 07/25/58) | Long | ABS-collateralized bond/debt obligation | US | $272K | 292K | 0.01 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MT 3.50000000 (SCRT 2019-1 MT 3.5% 07/25/58) | Long | ABS-collateralized bond/debt obligation | US | $420K | 483K | 0.02 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL MV 3.00000000 (SCRT 2019-4 MV 3% 02/25/59) | Long | ABS-collateralized bond/debt obligation | US | $4M | 5M | 0.23 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 SER 2020-1 CL MT 2.50000000 (SCRT 2020-1 MT 2.5% 08/25/59) | Long | ABS-collateralized bond/debt obligation | US | $491K | 604K | 0.03 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 SER 2020-2 CL MT 2.00000000 (SCRT 2020-2 MT 2% 11/25/59) | Long | ABS-collateralized bond/debt obligation | US | $5M | 6M | 0.24 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000 (SCRT 2020-3 M5TW 3% 05/25/60) | Long | ABS-collateralized bond/debt obligation | US | $5M | 6M | 0.25 |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA2 SER 2021-HQA2 CL M2 V/R REGD 144A P/P 7.37374000 (STACR 2021-HQA2 V/R 12/25/33) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.25 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4 SER 2022-DNA4 CL M1B V/R REGD 144A P/P 8.67374000 (STACR 2022-DNA4 V/R 05/25/42) | Long | ABS-collateralized bond/debt obligation | US | $578K | 550K | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 10.32374000 (STACR 2022-DNA7 V/R 09/25/42) | Long | ABS-collateralized bond/debt obligation | US | $270K | 245K | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3 SER 2022-HQA3 CL M1B V/R REGD 144A P/P 8.87374000 (STACR 2022-HQA3 V/R 08/25/42) | Long | ABS-collateralized bond/debt obligation | US | $248K | 235K | 0.01 |
| FREDDIE MAC STRIPS SER 303 CL C10 3.50000000 (FHS 303 C10 3.5% 01/15/33) | Long | ABS-collateralized bond/debt obligation | US | $69K | 740K | 0.00 |
| FREDDIE MAC STRIPS SER 375 CL C1 2.50000000 (FHS 375 C1 2.5% 01/25/51) | Long | ABS-collateralized bond/debt obligation | US | $139K | 898K | 0.01 |
| FREDDIE MAC STRIPS SER 386 CL C14 2.50000000 (FHS 386 C14 2.5% 03/15/52) | Long | ABS-collateralized bond/debt obligation | US | $113K | 824K | 0.01 |
| FREDDIE MAC STRIPS SER 389 CL C1 1.50000000 (FHS 389 C1 1.5% 05/15/37) | Long | ABS-collateralized bond/debt obligation | US | $149K | 3M | 0.01 |
| FREDDIE MAC STRIPS SER 389 CL C35 2.00000000 (FHS 389 C35 2% 06/15/52) | Long | ABS-collateralized bond/debt obligation | US | $154K | 1M | 0.01 |
| FREDDIE MAC UMBS POOL P#ZS4748 4.00000000 (UMBS P#ZS4748 4% 12/01/47) | Long | ABS-mortgage backed security | US | $692K | 748K | 0.04 |
| FREEPORT-MCMORAN INC REGD 4.37500000 (FREEPORT-MCMOR 4.375% 08/01/28) | Long | Debt | US | $96K | 100K | 0.00 |
| FREEPORT-MCMORAN INC REGD 4.62500000 (FREEPORT-MCMOR 4.625% 08/01/30) | Long | Debt | US | $96K | 100K | 0.00 |
| FRIGORIFICO CONCEPCION REGD REG S 7.70000000 (FRIGORIFICO CONC 7.7% 07/21/28) | Long | Debt | PY | $254K | 400K | 0.01 |
| FRONTIER COMMUNICATIONS REGD 144A P/P 5.00000000 (FRONTIER COMMUNICA 5% 05/01/28) | Long | Debt | US | $84K | 90K | 0.00 |
| FRONTIER COMMUNICATIONS REGD 144A P/P 5.87500000 (FRONTIER COMMU 5.875% 10/15/27) | Long | Debt | US | $44K | 45K | 0.00 |
| FRONTIER COMMUNICATIONS REGD 5.87500000 (FRONTIER COMMU 5.875% 11/01/29) | Long | Debt | US | $65K | 75K | 0.00 |
| FS RIALTO SER 2021-FL2 CL A V/R REGD 144A P/P 6.65412000 (FSRIA 2021-FL2 A V/R 05/16/38) | Long | ABS-collateralized bond/debt obligation | US | $484K | 491K | 0.02 |
| FULL HOUSE RESORTS INC REGD 144A P/P 8.25000000 (FULL HOUSE RESO 8.25% 02/15/28) | Long | Debt | US | $52K | 55K | 0.00 |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $34M | – | 1.73 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $-13M | – | -0.65 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-26M | – | -1.34 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $11M | – | 0.57 | |
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $-6M | – | -0.31 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $-12M | – | -0.59 | |
| G2SF 30 YR TBA 4.5% JUL 24 TO BE ANNOUNCED 4.50000000 | Short | ABS-mortgage backed security | US | $-775K | -820K | -0.04 |
| G2SF 30 YR TBA 5.5% JUN 54 TO BE ANNOUNCED 5.50000000 | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| G2SF 30 YR TBA 3.5 JUN 24 TO BE ANNOUNCED 3.50000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.13 |
| G2SF 30YR TBA 4% JUN 24 TO BE ANNOUNCED 4.00000000 | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| G2SF 30YR TBA 4% JUN 24 TO BE ANNOUNCED 4.00000000 | Short | ABS-mortgage backed security | US | $-1M | -2M | -0.08 |
| GALAXY PIPELINE ASSETS REGD 144A P/P 2.94000000 (GALAXY PIPELINE 2.94% 09/30/40) | Long | Debt | AE | $259K | 330K | 0.01 |
| GALAXY PIPELINE ASSETS REGD P/P 2.62500000 (GALAXY PIPELIN 2.625% 03/31/36) | Long | Debt | AE | $160K | 200K | 0.01 |
| GAP INC/THE REGD 144A P/P 3.87500000 (GAP INC/THE 3.875% 10/01/31) | Long | Debt | US | $46K | 55K | 0.00 |
| GARDA WORLD SECURITY REGD 144A P/P 4.62500000 (GARDA WORLD SE 4.625% 02/15/27) | Long | Debt | CA | $109K | 115K | 0.01 |
| GARDA WORLD SECURITY REGD 144A P/P 6.00000000 (GARDA WORLD SECURI 6% 06/01/29) | Long | Debt | CA | $76K | 85K | 0.00 |
| GATES CORPORATION REGD 144A P/P 6.87500000 (GATES CORPORAT 6.875% 07/01/29) | Long | Debt | US | $71K | 70K | 0.00 |
| GCAT 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.87400000 (GCAT 2021-NQM1 A V/R 01/25/66) | Long | ABS-collateralized bond/debt obligation | US | $330K | 393K | 0.02 |
| GCAT 2021-NQM2 TRUST SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.03600000 (GCAT 2021-NQM2 A V/R 05/25/66) | Long | ABS-collateralized bond/debt obligation | US | $352K | 426K | 0.02 |
| GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000 (GCAT 2021-NQM3 A V/R 05/25/66) | Long | ABS-collateralized bond/debt obligation | US | $473K | 576K | 0.02 |
| GCAT 2021-NQM4 TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.09300000 (GCAT 2021-NQM4 A V/R 08/25/25) | Long | ABS-collateralized bond/debt obligation | US | $631K | 790K | 0.03 |
| GCAT 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 1.26200000 (GCAT 2021-NQM5 A V/R 07/25/66) | Long | ABS-collateralized bond/debt obligation | US | $892K | 1M | 0.05 |
| GCAT 2021-NQM7 TRUST SER 2021-NQM7 CL A1 V/R REGD 144A P/P 1.91500000 (GCAT 2021-NQM7 A V/R 12/25/25) | Long | ABS-collateralized bond/debt obligation | US | $348K | 391K | 0.02 |
| GCI LLC REGD 144A P/P 4.75000000 (GCI LLC 4.75% 10/15/28) | Long | Debt | US | $123K | 135K | 0.01 |
| GENERAL MOTORS FINL CO REGD 2.40000000 (GENERAL MOTORS F 2.4% 10/15/28) | Long | Debt | US | $195K | 222K | 0.01 |
| GENERAL MOTORS FINL CO REGD 3.10000000 (GENERAL MOTORS F 3.1% 01/12/32) | Long | Debt | US | $71K | 85K | 0.00 |
| GENESEE & WYOMING INC REGD 144A P/P 6.25000000 (GENESEE & WYOMI 6.25% 04/15/32) | Long | Debt | US | $208K | 210K | 0.01 |
| GEORGIA POWER CO REGD 4.70000000 (GEORGIA POWER CO 4.7% 05/15/32) | Long | Debt | US | $178K | 185K | 0.01 |
| GEORGIA POWER CO REGD 4.95000000 (GEORGIA POWER C 4.95% 05/17/33) | Long | Debt | US | $282K | 290K | 0.01 |
| GEORGIA POWER CO REGD 5.25000000 (GEORGIA POWER C 5.25% 03/15/34) | Long | Debt | US | $243K | 245K | 0.01 |
| GEORGIA-PACIFIC LLC REGD P/P 3.60000000 (GEORGIA-PACIFIC 3.6% 03/01/25) | Long | Debt | US | $391K | 397K | 0.02 |
| GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000 (GFL ENVIRONMENT 6.75% 01/15/31) | Long | Debt | CA | $66K | 65K | 0.00 |
| GGAM FINANCE LTD REGD 144A P/P 6.87500000 (GGAM FINANCE L 6.875% 04/15/29) | Long | Debt | IE | $106K | 105K | 0.01 |
| GILEAD SCIENCES INC REGD 5.25000000 (GILEAD SCIENCES 5.25% 10/15/33) | Long | Debt | US | $195K | 195K | 0.01 |
| GINNIE MAE II POOL P#4636 4.50000000 (GNMA II P#4636 4.5% 02/20/40) | Long | ABS-mortgage backed security | US | $580K | 598K | 0.03 |
| GINNIE MAE II POOL P#4697 5.00000000 (GNMA II P#4697 5% 05/20/40) | Long | ABS-mortgage backed security | US | $267K | 268K | 0.01 |
| GINNIE MAE II POOL P#4715 5.00000000 (GNMA II P#4715 5% 06/20/40) | Long | ABS-mortgage backed security | US | $211K | 212K | 0.01 |
| GINNIE MAE II POOL P#4747 5.00000000 (GNMA II P#4747 5% 07/20/40) | Long | ABS-mortgage backed security | US | $83K | 83K | 0.00 |
| GINNIE MAE II POOL P#785305 3.00000000 (GNMA II P#785305 3% 06/20/50) | Long | ABS-mortgage backed security | US | $398K | 472K | 0.02 |
| GINNIE MAE II POOL P#785713 2.50000000 (GNMA II P#785713 2.5% 10/20/51) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.16 |
| GINNIE MAE II POOL P#MA0318 3.50000000 (GNMA II P#MA0318 3.5% 08/20/42) | Long | ABS-mortgage backed security | US | $100K | 110K | 0.01 |
| GINNIE MAE II POOL P#MA1375 3.50000000 (GNMA II P#MA1375 3.5% 10/20/43) | Long | ABS-mortgage backed security | US | $376K | 413K | 0.02 |
| GINNIE MAE II POOL P#MA1521 3.50000000 (GNMA II P#MA1521 3.5% 12/20/43) | Long | ABS-mortgage backed security | US | $67K | 74K | 0.00 |
| GINNIE MAE II POOL P#MA1760 3.50000000 (GNMA II P#MA1760 3.5% 03/20/44) | Long | ABS-mortgage backed security | US | $302K | 332K | 0.02 |
| GINNIE MAE II POOL P#MA2073 3.50000000 (GNMA II P#MA2073 3.5% 07/20/44) | Long | ABS-mortgage backed security | US | $13K | 15K | 0.00 |
| GINNIE MAE II POOL P#MA2304 4.00000000 (GNMA II P#MA2304 4% 10/20/44) | Long | ABS-mortgage backed security | US | $433K | 459K | 0.02 |
| GINNIE MAE II POOL P#MA2602 4.00000000 (GNMA II P#MA2602 4% 02/20/45) | Long | ABS-mortgage backed security | US | $288K | 306K | 0.01 |
| GINNIE MAE II POOL P#MA3174 4.00000000 (GNMA II P#MA3174 4% 10/20/45) | Long | ABS-mortgage backed security | US | $196K | 209K | 0.01 |
| GINNIE MAE II POOL P#MA3572 3.00000000 (GNMA II P#MA3572 3% 04/20/31) | Long | ABS-mortgage backed security | US | $208K | 219K | 0.01 |
| GINNIE MAE II POOL P#MA3736 3.50000000 (GNMA II P#MA3736 3.5% 06/20/46) | Long | ABS-mortgage backed security | US | $330K | 365K | 0.02 |
| GINNIE MAE II POOL P#MA4263 4.00000000 (GNMA II P#MA4263 4% 02/20/47) | Long | ABS-mortgage backed security | US | $243K | 260K | 0.01 |
| GINNIE MAE II POOL P#MA5762 3.50000000 (GNMA II P#MA5762 3.5% 02/20/49) | Long | ABS-mortgage backed security | US | $275K | 305K | 0.01 |
| GINNIE MAE II POOL P#MA5817 4.00000000 (GNMA II P#MA5817 4% 03/20/49) | Long | ABS-mortgage backed security | US | $416K | 448K | 0.02 |
| GINNIE MAE II POOL P#MA6041 4.50000000 (GNMA II P#MA6041 4.5% 07/20/49) | Long | ABS-mortgage backed security | US | $193K | 202K | 0.01 |
| GINNIE MAE II POOL P#MA6092 4.50000000 (GNMA II P#MA6092 4.5% 08/20/49) | Long | ABS-mortgage backed security | US | $198K | 208K | 0.01 |
| GINNIE MAE II POOL P#MA6282 2.50000000 (GNMA II P#MA6282 2.5% 11/20/49) | Long | ABS-mortgage backed security | US | $515K | 613K | 0.03 |
| GINNIE MAE II POOL P#MA6711 3.50000000 (GNMA II P#MA6711 3.5% 06/20/50) | Long | ABS-mortgage backed security | US | $284K | 318K | 0.01 |
| GINNIE MAE II POOL P#MA6867 3.50000000 (GNMA II P#MA6867 3.5% 09/20/50) | Long | ABS-mortgage backed security | US | $555K | 617K | 0.03 |
| GINNIE MAE II POOL P#MA6930 2.00000000 (GNMA II P#MA6930 2% 10/20/50) | Long | ABS-mortgage backed security | US | $511K | 637K | 0.03 |
| GINNIE MAE II POOL P#MA7051 2.00000000 (GNMA II P#MA7051 2% 12/20/50) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#MA7053 3.00000000 (GNMA II P#MA7053 3% 12/20/50) | Long | ABS-mortgage backed security | US | $77K | 89K | 0.00 |
| GINNIE MAE II POOL P#MA7255 2.50000000 (GNMA II P#MA7255 2.5% 03/20/51) | Long | ABS-mortgage backed security | US | $401K | 480K | 0.02 |
| GINNIE MAE II POOL P#MA7313 3.00000000 (GNMA II P#MA7313 3% 04/20/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| GINNIE MAE II POOL P#MA7535 3.00000000 (GNMA II P#MA7535 3% 08/20/51) | Long | ABS-mortgage backed security | US | $701K | 811K | 0.04 |
| GINNIE MAE II POOL P#MA7589 2.50000000 (GNMA II P#MA7589 2.5% 09/20/51) | Long | ABS-mortgage backed security | US | $546K | 655K | 0.03 |
| GINNIE MAE II POOL P#MA7590 3.00000000 (GNMA II P#MA7590 3% 09/20/51) | Long | ABS-mortgage backed security | US | $697K | 806K | 0.04 |
| GINNIE MAE II POOL P#MA7649 2.50000000 (GNMA II P#MA7649 2.5% 10/20/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| GINNIE MAE II POOL P#MA7651 3.50000000 (GNMA II P#MA7651 3.5% 10/20/51) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.13 |
| GINNIE MAE II POOL P#MA7768 3.00000000 (GNMA II P#MA7768 3% 12/20/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| GINNIE MAE II POOL P#MA7883 3.50000000 (GNMA II P#MA7883 3.5% 02/20/52) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.20 |
| GINNIE MAE II POOL P#MA7884 4.00000000 (GNMA II P#MA7884 4% 02/20/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#MA8201 4.50000000 (GNMA II P#MA8201 4.5% 08/20/52) | Long | ABS-mortgage backed security | US | $277K | 292K | 0.01 |
| GINNIE MAE II POOL P#MA8268 4.50000000 (GNMA II P#MA8268 4.5% 09/20/52) | Long | ABS-mortgage backed security | US | $258K | 272K | 0.01 |
| GINNIE MAE II POOL P#MA8347 4.50000000 (GNMA II P#MA8347 4.5% 10/20/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#MA8486 3.00000000 (GNMA II P#MA8486 3% 12/20/52) | Long | ABS-mortgage backed security | US | $411K | 475K | 0.02 |
| GINNIE MAE II POOL P#MA8566 3.50000000 (GNMA II P#MA8566 3.5% 01/20/53) | Long | ABS-mortgage backed security | US | $878K | 983K | 0.04 |
| GINNIE MAE P#MA5528 4.00000000 (GNMA II P#MA5528 4% 10/20/48) | Long | ABS-mortgage backed security | US | $504K | 544K | 0.03 |
| GLENCORE FUNDING LLC REGD 144A P/P 1.62500000 (GLENCORE FUNDI 1.625% 04/27/26) | Long | Debt | US | $236K | 254K | 0.01 |
| GLENCORE FUNDING LLC REGD 144A P/P 2.85000000 (GLENCORE FUNDIN 2.85% 04/27/31) | Long | Debt | US | $206K | 245K | 0.01 |
| GLENCORE FUNDING LLC REGD 144A P/P 5.37100000 (GLENCORE FUNDI 5.371% 04/04/29) | Long | Debt | US | $1M | 1M | 0.06 |
| GLENCORE FUNDING LLC REGD 144A P/P 5.63400000 (GLENCORE FUNDI 5.634% 04/04/34) | Long | Debt | US | $565K | 575K | 0.03 |
| GLENCORE FUNDING LLC REGD 144A P/P 6.37500000 (GLENCORE FUNDI 6.375% 10/06/30) | Long | Debt | US | $166K | 160K | 0.01 |
| GLOBAL AIR LEASE CO LTD REGD 144A P/P 6.50000000 (GLOBAL AIR LEASE 6.5% 09/15/24) | Long | Debt | KY | $214K | 225K | 0.01 |
| GLP CAPITAL LP / FIN II REGD 5.30000000 (GLP CAPITAL LP / 5.3% 01/15/29) | Long | Debt | US | $338K | 345K | 0.02 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 SER 2021-2A CL C REGD 144A P/P 1.08000000 (GCAR 2021-2A C 1.08% 07/15/24) | Long | ABS-collateralized bond/debt obligation | US | $212K | 213K | 0.01 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 SER 2022-3A CL B REGD 144A P/P 4.92000000 (GCAR 2022-3A B 4.92% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $99K | 100K | 0.01 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL C REGD 1.04000000 (GMCAR 2021-1 C 1.04% 10/16/24) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.14 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL B REGD 4.82000000 (GMCAR 2023-2 B 4.82% 10/16/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL C REGD 5.21000000 (GMCAR 2023-2 C 5.21% 12/18/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.08 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL B REGD 5.72000000 (GMCAR 2023-3 B 5.72% 03/16/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.08 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.92000000 (GMCAR 2023-3 C 5.92% 03/16/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| GNL QUINTERO SA REGD 4.63400000 (GNL QUINTERO S 4.634% 07/31/29) | Long | Debt | CL | $126K | 129K | 0.01 |
| GNMA 30YR TBA 5% JUN 24 TO BE ANNOUNCED 5.00000000 | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| GNMA II 30 YR TBA 2% OCT 24 TO BE ANNOUNCED 2.00000000 | Long | ABS-mortgage backed security | US | $4M | 5M | 0.22 |
| GNMA TBA 30 UR 2.5% JUL 24 TO BE ANNOUNCED 2.50000000 | Short | ABS-mortgage backed security | US | $-4M | -5M | -0.20 |
| GNMA TBA 30 YR 3% JUN 24 TO BE ANNOUNCED 3.00000000 | Short | ABS-mortgage backed security | US | $-3M | -4M | -0.16 |
| GOLDENTREE LOAN MANAGEMENT US CLO 15 LTD SER 2022-15A CL DR V/R REGD 144A P/P 9.72456000 (GLM 2022-15A DR V/R 10/20/36) | Long | ABS-collateralized bond/debt obligation | JE | $1M | 1M | 0.05 |
| GOLDMAN SACHS GROUP INC REGD V/R 1.99200000 (GOLDMAN SACHS GRO V/R 01/27/32) | Long | Debt | US | $242K | 300K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD V/R 2.61500000 (GOLDMAN SACHS GRO V/R 04/22/32) | Long | Debt | US | $814K | 975K | 0.04 |
| GOLDMAN SACHS GROUP INC REGD V/R 4.48200000 (GOLDMAN SACHS GRO V/R 08/23/28) | Long | Debt | US | $122K | 125K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD V/R 5.72700000 (GOLDMAN SACHS GRO V/R 04/25/30) | Long | Debt | US | $456K | 450K | 0.02 |
| GOLDMAN SACHS GROUP INC REGD V/R SER . 6.75399000 (GOLDMAN SACHS GRO V/R 05/15/26) | Long | Debt | US | $781K | 775K | 0.04 |
| GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000 (GOLDMAN SACHS GRO V/R 07/21/32) | Long | Debt | US | $526K | 645K | 0.03 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 SER 2021-5CS CL C REGD 144A P/P 3.50000000 (GOOD 2021-5CS C 3.5% 10/20/48) | Long | ABS-collateralized bond/debt obligation | US | $958K | 1M | 0.05 |
| GOODYEAR TIRE & RUBBER REGD 5.25000000 (GOODYEAR TIRE & 5.25% 07/15/31) | Long | Debt | US | $50K | 55K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-116 CL IB 4.00000000 (GNR 2012-116 IB 4% 09/16/42) | Long | ABS-collateralized bond/debt obligation | US | $127K | 654K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-32 CL Z 3.50000000 (GNR 2012-32 Z 3.5% 03/20/42) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-12 CL ZB 3.00000000 (GNR 2014-12 ZB 3% 01/16/44) | Long | ABS-collateralized bond/debt obligation | US | $601K | 688K | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-46 CL IO 5.00000000 (GNR 2014-46 IO 5% 03/16/44) | Long | ABS-collateralized bond/debt obligation | US | $82K | 620K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-37 CL QF V/R 5.83456000 (GNR 2016-37 QF V/R 03/20/46) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-37 CL BY 3.50000000 (GNR 2018-37 BY 3.5% 03/20/48) | Long | ABS-collateralized bond/debt obligation | US | $535K | 625K | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-5 CL JI 5.00000000 (GNR 2019-5 JI 5% 07/16/44) | Long | ABS-collateralized bond/debt obligation | US | $70K | 464K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-151 CL MI 2.50000000 (GNR 2020-151 MI 2.5% 10/20/50) | Long | ABS-collateralized bond/debt obligation | US | $1M | 8M | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-173 CL JI 2.00000000 (GNR 2020-173 JI 2% 11/20/50) | Long | ABS-collateralized bond/debt obligation | US | $3M | 23M | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-129 CL IO V/R 0.98216000 (GNR 2021-129 IO V/R 06/16/63) | Long | ABS-collateralized bond/debt obligation | US | $1M | 15M | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-137 CL IQ 3.00000000 (GNR 2021-137 IQ 3% 08/20/51) | Long | ABS-collateralized bond/debt obligation | US | $2M | 11M | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-184 CL IO V/R 0.88366000 (GNR 2021-184 IO V/R 12/16/61) | Long | ABS-collateralized bond/debt obligation | US | $1M | 21M | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-215 CL KA 2.50000000 (GNR 2021-215 KA 2.5% 10/20/49) | Long | ABS-collateralized bond/debt obligation | US | $707K | 828K | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-30 CL IB 2.50000000 (GNR 2021-30 IB 2.5% 02/20/51) | Long | ABS-collateralized bond/debt obligation | US | $2M | 13M | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-35 CL IO V/R 1.03038000 (GNR 2021-35 IO V/R 12/16/62) | Long | ABS-collateralized bond/debt obligation | US | $1M | 17M | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-52 CL IO V/R 0.72021000 (GNR 2021-52 IO V/R 04/16/63) | Long | ABS-collateralized bond/debt obligation | US | $1M | 19M | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-58 CL SL V/R 0.00000000 (GNR 2021-58 SL V/R 04/20/51) | Long | ABS-collateralized bond/debt obligation | US | $344K | 15M | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL EA 1.00000000 (GNR 2021-77 EA 1% 07/20/50) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL IT 2.50000000 (GNR 2021-77 IT 2.5% 05/20/51) | Long | ABS-collateralized bond/debt obligation | US | $2M | 14M | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-79 CL IO V/R 0.88245000 (GNR 2021-79 IO V/R 08/16/63) | Long | ABS-collateralized bond/debt obligation | US | $1M | 19M | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-174 CL AZ 3.50000000 (GNR 2022-174 AZ 3.5% 05/20/51) | Long | ABS-collateralized bond/debt obligation | US | $8M | 10M | 0.42 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-213 CL DO ZCP 0.00000000 (GNR 2022-213 DO ZCP 01/20/52) | Long | ABS-collateralized bond/debt obligation | US | $2M | 7M | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-24 CL GA 3.00000000 (GNR 2022-24 GA 3% 02/20/52) | Long | ABS-collateralized bond/debt obligation | US | $389K | 438K | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-49 CL IO V/R 0.76174000 (GNR 2022-49 IO V/R 03/16/64) | Long | ABS-collateralized bond/debt obligation | US | $2M | 28M | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-61 CL EI 3.00000000 (GNR 2022-61 EI 3% 07/20/51) | Long | ABS-collateralized bond/debt obligation | US | $2M | 15M | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-64 CL IO 2.50000000 (GNR 2022-64 IO 2.5% 02/20/50) | Long | ABS-collateralized bond/debt obligation | US | $896K | 8M | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-80 CL IO V/R 0.59297000 (GNR 2022-80 IO V/R 06/16/64) | Long | ABS-collateralized bond/debt obligation | US | $1M | 31M | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-82 CL IO V/R 0.53838000 (GNR 2022-82 IO V/R 02/16/64) | Long | ABS-collateralized bond/debt obligation | US | $1M | 28M | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-29 CL AI V/R 0.74474000 (GNR 2024-29 AI V/R 10/16/65) | Long | ABS-collateralized bond/debt obligation | US | $2M | 24M | 0.08 |
| GOVT OF BERMUDA REGD REG S 2.37500000 (GOVT OF BERMUD 2.375% 08/20/30) | Long | Debt | BM | $740K | 890K | 0.04 |
| GOVT OF BERMUDA REGD REG S 5.00000000 (GOVT OF BERMUDA 5% 07/15/32) | Long | Debt | BM | $765K | 800K | 0.04 |
| GRAFTECH FINANCE INC REGD 144A P/P 4.62500000 (GRAFTECH FINAN 4.625% 12/15/28) | Long | Debt | US | $32K | 50K | 0.00 |
| GRAY TELEVISION INC REGD 144A P/P 10.50000000 (GRAY TELEVISION 10.5% 07/15/29) | Long | Debt | US | $50K | 50K | 0.00 |
| GREENSAIF PIPELINES BIDC REGD 144A P/P 6.12900000 (GREENSAIF PIPE 6.129% 02/23/38) | Long | Debt | LU | $334K | 330K | 0.02 |
| GREENSAIF PIPELINES BIDC REGD 144A P/P 6.51000000 (GREENSAIF PIPEL 6.51% 02/23/42) | Long | Debt | LU | $207K | 200K | 0.01 |
| GREYSTONE CRE NOTES 2019-FL2 LTD SER 2019-FL2 CL C V/R REGD 144A P/P 7.43125000 (GSTNE 2019-FL2 C V/R 10/15/24) | Long | ABS-collateralized bond/debt obligation | KY | $781K | 785K | 0.04 |
| GRIFFON CORPORATION REGD 5.75000000 (GRIFFON CORPORA 5.75% 03/01/28) | Long | Debt | US | $111K | 115K | 0.01 |
| GRUPO KUO SAB DE CV REGD REG S 5.75000000 (GRUPO KUO SAB D 5.75% 07/07/27) | Long | Debt | MX | $190K | 200K | 0.01 |
| GS MORTGAGE SECURITIES CORP II SER 2024-70P CL A V/R REGD 144A P/P 5.31021000 (GSMS 2024-70P A V/R 03/10/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL D V/R REGD 144A P/P 7.21400000 (GSMS 2018-TWR D V/R 07/15/21) | Long | ABS-collateralized bond/debt obligation | US | $152K | 400K | 0.01 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL E V/R REGD 144A P/P 7.71400000 (GSMS 2018-TWR E V/R 07/15/21) | Long | ABS-collateralized bond/debt obligation | US | $112K | 400K | 0.01 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL F V/R REGD 144A P/P 8.41400000 (GSMS 2018-TWR F V/R 07/15/21) | Long | ABS-collateralized bond/debt obligation | US | $70K | 400K | 0.00 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL G V/R REGD 144A P/P 9.53866000 (GSMS 2018-TWR G V/R 07/15/21) | Long | ABS-collateralized bond/debt obligation | US | $16K | 400K | 0.00 |
| GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL D V/R REGD 144A P/P 7.53148000 (GSMS 2021-IP D V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $686K | 700K | 0.04 |
| GS MORTGAGE SECURITIES TRUST 2015-GC30 SER 2015-GC30 CL A4 REGD 3.38200000 (GSMS 2015-GC3 3.382% 05/10/25) | Long | ABS-collateralized bond/debt obligation | US | $688K | 705K | 0.04 |
| GS MORTGAGE SECURITIES TRUST 2017-GS7 SER 2017-GS7 CL XA V/R REGD 1.07706000 (GSMS 2017-GS7 XA V/R 07/10/27) | Long | ABS-collateralized bond/debt obligation | US | $255K | 10M | 0.01 |
| GS MORTGAGE SECURITIES TRUST 2018-GS9 SER 2018-GS9 CL A4 V/R REGD 3.99200000 (GSMS 2018-GS9 A4 V/R 02/10/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| GS MORTGAGE SECURITIES TRUST 2018-GS9 SER 2018-GS9 CL C V/R REGD 4.34807400 (GSMS 2018-GS9 C V/R 03/10/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| GS MORTGAGE SECURITIES TRUST 2020-GC45 SER 2020-GC45 CL A5 REGD 2.91060000 (GSMS 2020-GC45 2.91% 12/13/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| GUARA NORTE SARL REGD REG S 5.19800000 (GUARA NORTE SA 5.198% 06/15/34) | Long | Debt | BR | $156K | 171K | 0.01 |
| GUARDIAN LIFE GLOB FUND REGD 144A P/P 1.25000000 (GUARDIAN LIFE G 1.25% 05/13/26) | Long | Debt | US | $396K | 429K | 0.02 |
| GULFPORT ENERGY CORP /REGD/ 8.00000000 (GULFPORT ENERGY CO 8% 04/28/26) | Long | Debt | US | $160.17 | 158 | 0.00 |
| GULFPORT ENERGY OP CORP REGD 144A P/P 8.00000000 (GULFPORT ENERGY OP 8% 05/17/26) | Long | Debt | US | $57K | 56K | 0.00 |
| H-FOOD HOLDNG/HEARTHSIDE REGD 144A P/P 8.50000000 (H-FOOD HOLDNG/HE 8.5% 06/01/26) | Long | Debt | US | $7K | 80K | 0.00 |
| HALEON US CAPITAL LLC REGD SER WI 3.37500000 (HALEON US CAPI 3.375% 03/24/27) | Long | Debt | US | $290K | 305K | 0.01 |
| HALLIBURTON CO REGD 4.85000000 (HALLIBURTON CO 4.85% 11/15/35) | Long | Debt | US | $162K | 170K | 0.01 |
| HALSEY POINT CLO I LTD SER 2019-1A CL B1 V/R REGD 144A P/P 7.78617000 (HLSY 2019-1A B1 V/R 01/20/33) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | 1M | 0.05 |
| HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 5.73456000 (HVMLT 2006-14 2A V/R 01/25/47) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.20 |
| HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000 (HARVEST MIDSTREA 7.5% 05/15/32) | Long | Debt | US | $101K | 100K | 0.01 |
| HCA INC REGD 5.12500000 (HCA INC 5.125% 06/15/39) | Long | Debt | US | $195K | 210K | 0.01 |
| HCA INC REGD 5.25000000 (HCA INC 5.25% 06/15/49) | Long | Debt | US | $191K | 215K | 0.01 |
| HCA INC REGD 5.45000000 (HCA INC 5.45% 04/01/31) | Long | Debt | US | $65K | 65K | 0.00 |
| HCA INC REGD 5.60000000 (HCA INC 5.6% 04/01/34) | Long | Debt | US | $426K | 430K | 0.02 |
| HERTZ VEHICLE FINANCING III LLC SER 2023-3A CL A REGD 144A P/P 5.94000000 (HERTZ 2023-3A 5.94% 02/25/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| HESS CORP REGD 7.12500000 (HESS CORP 7.125% 03/15/33) | Long | Debt | US | $301K | 268K | 0.02 |
| HESS CORP REGD 7.30000000 (HESS CORP 7.3% 08/15/31) | Long | Debt | US | $480K | 430K | 0.02 |
| HIGHTOWER HOLDING LLC REGD 144A P/P 6.75000000 (HIGHTOWER HOLDI 6.75% 04/15/29) | Long | Debt | US | $61K | 65K | 0.00 |
| HILCORP ENERGY I/HILCORP REGD 144A P/P 6.25000000 (HILCORP ENERGY 6.25% 11/01/28) | Long | Debt | US | $148K | 150K | 0.01 |
| HILCORP ENERGY I/HILCORP REGD 144A P/P 8.37500000 (HILCORP ENERGY 8.375% 11/01/33) | Long | Debt | US | $32K | 30K | 0.00 |
| HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL D REGD 144A P/P 2.47700000 (HPA 2021-1 D 2.477% 09/17/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000 (HPA 2021-1 E 2.577% 09/17/29) | Long | ABS-collateralized bond/debt obligation | US | $609K | 754K | 0.03 |
| HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL F REGD 144A P/P 3.32500000 (HPA 2021-1 F 3.325% 09/17/29) | Long | ABS-collateralized bond/debt obligation | US | $690K | 868K | 0.04 |
| HOMES 2023-NQM2 TRUST SER 2023-NQM2 CL A1 V/R REGD 144A P/P 6.45600000 (HOMES 2023-NQM2 V/R 05/25/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000 (HORZN 2019-2 3.425% 11/15/26) | Long | ABS-collateralized bond/debt obligation | KY | $4M | 4M | 0.18 |
| HORMEL FOODS CORP REGD 4.80000000 (HORMEL FOODS COR 4.8% 03/30/27) | Long | Debt | US | $478K | 480K | 0.02 |
| HOST HOTELS & RESORTS LP REGD 5.70000000 (HOST HOTELS & RE 5.7% 07/01/34) | Long | Debt | US | $392K | 400K | 0.02 |
| HOST HOTELS & RESORTS LP REGD SER I 3.50000000 (HOST HOTELS & RE 3.5% 09/15/30) | Long | Debt | US | $391K | 443K | 0.02 |
| HP ENTERPRISE CO REGD 5.90000000 (HP ENTERPRISE CO 5.9% 10/01/24) | Long | Debt | US | $155K | 155K | 0.01 |
| HPEFS EQUIPMENT TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.18000000 (HPEFS 2024-1A 5.18% 05/20/31) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.16 |
| HSBC HOLDINGS PLC REGD V/R 2.20600000 (HSBC HOLDINGS PLC V/R 08/17/29) | Long | Debt | GB | $543K | 620K | 0.03 |
| HSBC HOLDINGS PLC REGD V/R 4.58300000 (HSBC HOLDINGS PLC V/R 06/19/29) | Long | Debt | GB | $338K | 350K | 0.02 |
| HSBC HOLDINGS PLC REGD V/R 5.40200000 (HSBC HOLDINGS PLC V/R 08/11/33) | Long | Debt | GB | $681K | 690K | 0.03 |
| HSBC HOLDINGS PLC REGD V/R 5.73300000 (HSBC HOLDINGS PLC V/R 05/17/32) | Long | Debt | GB | $707K | 705K | 0.04 |
| HSBC HOLDINGS PLC REGD V/R 5.88700000 (HSBC HOLDINGS PLC V/R 08/14/27) | Long | Debt | GB | $443K | 440K | 0.02 |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53 SER 2024-T53 CL A V/R REGD 144A P/P 5.87564000 (HTL 2024-T53 A V/R 05/10/27) | Long | ABS-collateralized bond/debt obligation | US | $319K | 320K | 0.02 |
| HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000 (HUB INTERNATION 7.25% 06/15/30) | Long | Debt | US | $66K | 65K | 0.00 |
| HUMANA INC REGD 5.37500000 (HUMANA INC 5.375% 04/15/31) | Long | Debt | US | $213K | 215K | 0.01 |
| HUMANA INC REGD 5.87500000 (HUMANA INC 5.875% 03/01/33) | Long | Debt | US | $182K | 180K | 0.01 |
| HUNGARY REGD 144A P/P 5.50000000 (HUNGARY 5.5% 03/26/36) | Long | Debt | HU | $795K | 835K | 0.04 |
| HUNGARY REGD 144A P/P 6.12500000 (HUNGARY 6.125% 05/22/28) | Long | Debt | HU | $366K | 360K | 0.02 |
| HUNTINGTON NATIONAL BANK REGD 5.65000000 (HUNTINGTON NATI 5.65% 01/10/30) | Long | Debt | US | $500K | 500K | 0.03 |
| HUSKY INJECTION / TITAN REGD 144A P/P 9.00000000 (HUSKY INJECTION / 9% 02/15/29) | Long | Debt | CA | $139K | 135K | 0.01 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000 (HYUNDAI CAPITAL 5.3% 01/08/29) | Long | Debt | US | $389K | 392K | 0.02 |
| ICON INVESTMENTS SIX DAC REGD 5.80900000 (ICON INVESTMEN 5.809% 05/08/27) | Long | Debt | IE | $202K | 200K | 0.01 |
| ILLUMINATE BUYER/HLDG REGD 144A P/P 9.00000000 (ILLUMINATE BUYER/H 9% 07/01/28) | Long | Debt | US | $105K | 105K | 0.01 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.07300000 (IMPRL 2021-NQM2 V/R 09/25/56) | Long | ABS-collateralized bond/debt obligation | US | $356K | 439K | 0.02 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.59500000 (IMPRL 2021-NQM3 V/R 11/25/56) | Long | ABS-collateralized bond/debt obligation | US | $678K | 810K | 0.03 |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM2 SER 2022-NQM2 CL A1 V/R REGD 144A P/P 3.63800000 (IMPRL 2022-NQM2 V/R 03/25/67) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| IMT TRUST 2017-APTS SER 2017-APTS CL AFX V/R REGD 144A P/P 3.47800000 (IMTT 2017-APTS A V/R 06/15/24) | Long | ABS-collateralized bond/debt obligation | US | $499K | 500K | 0.03 |
| INRETAIL SHOPPIN REGD REG S 5.75000000 (INRETAIL SHOPPI 5.75% 04/03/28) | Long | Debt | PE | $49K | 50K | 0.00 |
| INSTALLED BUILDING PRODU REGD 144A P/P 5.75000000 (INSTALLED BUILD 5.75% 02/01/28) | Long | Debt | US | $78K | 80K | 0.00 |
| INTEL CORP REGD 3.25000000 (INTEL CORP 3.25% 11/15/49) | Long | Debt | US | $107K | 160K | 0.01 |
| INTEL CORP REGD 4.75000000 (INTEL CORP 4.75% 03/25/50) | Long | Debt | US | $124K | 145K | 0.01 |
| INTEL CORP REGD 5.05000000 (INTEL CORP 5.05% 08/05/62) | Long | Debt | US | $176K | 200K | 0.01 |
| INTEL CORP REGD 5.15000000 (INTEL CORP 5.15% 02/21/34) | Long | Debt | US | $289K | 295K | 0.01 |
| INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000 (INTELSAT JACKSON 6.5% 03/15/30) | Long | Debt | LU | $47K | 50K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 5.25000000 (INTERCONTINENTA 5.25% 06/15/31) | Long | Debt | US | $166K | 165K | 0.01 |
| INTESA SANPAOLO SPA REGD 144A P/P 7.80000000 (INTESA SANPAOLO 7.8% 11/28/53) | Long | Debt | IT | $269K | 240K | 0.01 |
| INTESA SANPAOLO SPA REGD V/R 144A P/P 7.77800000 (INTESA SANPAOLO S V/R 06/20/54) | Long | Debt | IT | $343K | 320K | 0.02 |
| IQVIA INC REGD SER WI 6.25000000 (IQVIA INC 6.25% 02/01/29) | Long | Debt | US | $143K | 140K | 0.01 |
| IRON MOUNTAIN INC REGD 144A P/P 4.50000000 (IRON MOUNTAIN IN 4.5% 02/15/31) | Long | Debt | US | $71K | 80K | 0.00 |
| IRON MOUNTAIN INC REGD 144A P/P 7.00000000 (IRON MOUNTAIN INC 7% 02/15/29) | Long | Debt | US | $157K | 155K | 0.01 |
| IRS RSOFRP02.88 03/15/53 CHASUS33 FLOAT | Derivative-interest rate | US | $181K | – | 0.01 | |
| IRS RSOFRP02.97 03/15/53 CHASUS33 FLOAT | Derivative-interest rate | US | $513K | – | 0.03 | |
| IRS RSOFRP03.25 06/21/53 CHASUS33 FLOAT | Derivative-interest rate | US | $129K | – | 0.01 | |
| IRS RSOFRP03.59 09/20/53 CHASUS33 FLOAT | Derivative-interest rate | US | $190K | – | 0.01 | |
| ISHARES 20+ YEAR TREASURY BOND ETF CL USD INC 0.00000000 (ISHARES 20+ YEAR TREASURY BD) | Long | Equity-common | US | $53M | 582K | 2.70 |
| ITC HOLDINGS CORP REGD 144A P/P 2.95000000 (ITC HOLDINGS CO 2.95% 05/14/30) | Long | Debt | US | $332K | 380K | 0.02 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 5.91327000 (JPMCC 2022-NLP A V/R 04/15/27) | Long | ABS-collateralized bond/debt obligation | US | $643K | 667K | 0.03 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000 (JPMCC 2019-OS 3.397% 06/05/29) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| JACOBS ENGINEERING GROUP REGD 5.90000000 (JACOBS ENGINEERI 5.9% 03/01/33) | Long | Debt | US | $407K | 410K | 0.02 |
| JBS USA HOLD/FOOD/LUX CO REGD 5.12500000 (JBS USA HOLD/F 5.125% 02/01/28) | Long | Debt | LU | $49K | 50K | 0.00 |
| JELD-WEN INC REGD 144A P/P 4.87500000 (JELD-WEN INC 4.875% 12/15/27) | Long | Debt | US | $70K | 75K | 0.00 |
| JOHN DEERE OWNER TRUST 2023-B SER 2023-B CL A4 REGD 5.11000000 (JDOT 2023-B A4 5.11% 05/15/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.10 |
| JOHN DEERE OWNER TRUST 2024 SER 2024-A CL A4 REGD 4.91000000 (JDOT 2024-A A4 4.91% 10/15/27) | Long | ABS-collateralized bond/debt obligation | US | $7M | 7M | 0.35 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2020-LOOP CL E V/R REGD 144A P/P 3.86147000 (JPMCC 2020-LOOP V/R 12/05/26) | Long | ABS-collateralized bond/debt obligation | US | $177K | 805K | 0.01 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2020-ACE CL C V/R REGD 144A P/P 3.69420000 (JPMCC 2020-ACE C V/R 01/10/25) | Long | ABS-collateralized bond/debt obligation | US | $791K | 823K | 0.04 |
| JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 SER 2005-WMC1 CL M4 V/R REGD 6.33936000 (JPMAC 2005-WMC1 V/R 09/25/35) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.18 |
| JP MORGAN MORTGAGE TRUST 2006-S1 SER 2006-S1 CL 2A9 REGD 6.50000000 (JPMMT 2006-S1 2 6.5% 04/25/36) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| JP MORGAN MORTGAGE TRUST 2006-S4 SER 2006-S4 CL A7 REGD 6.00000000 (JPMMT 2006-S4 A7 6% 01/25/37) | Long | ABS-collateralized bond/debt obligation | US | $2M | 6M | 0.13 |
| JP MORGAN MORTGAGE TRUST 2021-3 SER 2021-3 CL B1 V/R REGD 144A P/P 2.93854000 (JPMMT 2021-3 B1 V/R 07/25/51) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 SER 2014-C21 CL A5 REGD 3.77480000 (JPMBB 2014-C2 3.774% 06/15/24) | Long | ABS-collateralized bond/debt obligation | US | $269K | 270K | 0.01 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 SER 2016-C1 CL A5 REGD 3.57610000 (JPMBB 2016-C1 3.576% 01/15/26) | Long | ABS-collateralized bond/debt obligation | US | $510K | 529K | 0.03 |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 SER 2017-JP6 CL A5 REGD 3.48980000 (JPMCC 2017-JP 3.489% 04/15/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| JPMORGAN CHASE & CO REGD V/R 2.54500000 (JPMORGAN CHASE & V/R 11/08/32) | Long | Debt | US | $4M | 5M | 0.23 |
| JPMORGAN CHASE & CO REGD V/R 2.58000000 (JPMORGAN CHASE & V/R 04/22/32) | Long | Debt | US | $626K | 746K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R 2.96300000 (JPMORGAN CHASE & V/R 01/25/33) | Long | Debt | US | $391K | 461K | 0.02 |
| JPMORGAN CHASE & CO REGD V/R 3.50900000 (JPMORGAN CHASE & V/R 01/23/29) | Long | Debt | US | $565K | 600K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R 3.96000000 (JPMORGAN CHASE & V/R 01/29/27) | Long | Debt | US | $302K | 310K | 0.02 |
| JPMORGAN CHASE & CO REGD V/R 4.85100000 (JPMORGAN CHASE & V/R 07/25/28) | Long | Debt | US | $194K | 197K | 0.01 |
| JPMORGAN CHASE & CO REGD V/R 5.29900000 (JPMORGAN CHASE & V/R 07/24/29) | Long | Debt | US | $529K | 530K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R 5.33600000 (JPMORGAN CHASE & V/R 01/23/35) | Long | Debt | US | $4M | 4M | 0.19 |
| JPMORGAN CHASE & CO REGD V/R 5.58100000 (JPMORGAN CHASE & V/R 04/22/30) | Long | Debt | US | $607K | 600K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R 6.07000000 (JPMORGAN CHASE & V/R 10/22/27) | Long | Debt | US | $381K | 375K | 0.02 |
| JSW HYDRO ENERGY LT REGD REG S 4.12500000 (JSW HYDRO ENER 4.125% 05/18/31) | Long | Debt | IN | $132K | 152K | 0.01 |
| KAISER FOUNDATION HOSPIT REGD SER 2021 2.81000000 (KAISER FOUNDATI 2.81% 06/01/41) | Long | Debt | US | $65K | 90K | 0.00 |
| KAISER FOUNDATION HOSPIT REGD SER 2021 3.00200000 (KAISER FOUNDAT 3.002% 06/01/51) | Long | Debt | US | $219K | 330K | 0.01 |
| KATAYMA CLO I LTD SER 2023-1A CL D V/R REGD 144A P/P 10.57456000 (KTAMA 2023-1A D V/R 10/20/36) | Long | ABS-collateralized bond/debt obligation | JE | $1M | 1M | 0.05 |
| KEURIG DR PEPPER INC REGD SER 10 5.20000000 (KEURIG DR PEPPER 5.2% 03/15/31) | Long | Debt | US | $194K | 195K | 0.01 |
| KEYSPAN GAS EAST CORP REGD 144A P/P 5.99400000 (KEYSPAN GAS EA 5.994% 03/06/33) | Long | Debt | US | $260K | 260K | 0.01 |
| KINDER MORGAN INC REGD 5.20000000 (KINDER MORGAN IN 5.2% 06/01/33) | Long | Debt | US | $388K | 402K | 0.02 |
| KODIAK GAS SERVICES LLC REGD 144A P/P 7.25000000 (KODIAK GAS SERV 7.25% 02/15/29) | Long | Debt | US | $127K | 125K | 0.01 |
| KRAFT HEINZ FOODS CO REGD SER WI 4.62500000 (KRAFT HEINZ FO 4.625% 10/01/39) | Long | Debt | US | $4M | 4M | 0.19 |
| KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 6.50503000 (KREF 2021-FL2 A V/R 02/15/39) | Long | ABS-collateralized bond/debt obligation | KY | $98K | 100K | 0.01 |
| KRONOS ACQ / KIK CUSTOM REGD 144A P/P 5.00000000 (KRONOS ACQ / KIK 5% 12/31/26) | Long | Debt | CA | $87K | 90K | 0.00 |
| KUBOTA CREDIT OWNER TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.19000000 (KCOT 2024-1A A 5.19% 11/15/27) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.17 |
| KYNDRYL HOLDINGS INC REGD SER WI 4.10000000 (KYNDRYL HOLDINGS 4.1% 10/15/41) | Long | Debt | US | $200K | 260K | 0.01 |
| L3HARRIS TECH INC REGD 5.05000000 (L3HARRIS TECH I 5.05% 06/01/29) | Long | Debt | US | $386K | 390K | 0.02 |
| L3HARRIS TECH INC REGD 5.35000000 (L3HARRIS TECH I 5.35% 06/01/34) | Long | Debt | US | $454K | 460K | 0.02 |
| LBM ACQUISITION LLC REGD 144A P/P 6.25000000 (LBM ACQUISITION 6.25% 01/15/29) | Long | Debt | US | $32K | 35K | 0.00 |
| LCM XV LP SER 15A CL DR V/R REGD 144A P/P 9.28617000 (LCM 15A DR V/R 07/20/30) | Long | ABS-collateralized bond/debt obligation | KY | $995K | 1M | 0.05 |
| LEEWARD RENEWABL REGD 144A P/P 4.25000000 (LEEWARD RENEWAB 4.25% 07/01/29) | Long | Debt | US | $80K | 90K | 0.00 |
| LEGACY LIFEPOINT HEALTH REGD 144A P/P 4.37500000 (LEGACY LIFEPOI 4.375% 02/15/27) | Long | Debt | US | $109K | 115K | 0.01 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 4.75000000 (LMAT 2021-GS2 A1 V/R 04/25/61) | Long | ABS-collateralized bond/debt obligation | US | $310K | 318K | 0.02 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 4.75000000 (LMAT 2021-GS3 A1 V/R 07/25/61) | Long | ABS-collateralized bond/debt obligation | US | $416K | 425K | 0.02 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 (LMAT 2021-GS4 A1 V/R 11/25/60) | Long | ABS-collateralized bond/debt obligation | US | $208K | 215K | 0.01 |
| LEGENDS HOSPITALITY HOLD REGD 144A P/P 5.00000000 (LEGENDS HOSPITALIT 5% 02/01/26) | Long | Debt | US | $74K | 75K | 0.00 |
| LEHMAN XS TRUST SERIES 2007-4N SER 2007-4N CL 1A3 V/R REGD 5.91936000 (LXS 2007-4N 1A3 V/R 03/25/47) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.12 |
| LENDINGPOINT 2021-A ASSET SECURITIZATION TRUST SER 2021-A CL C REGD 144A P/P 2.75000000 (LDPT 2021-A C 2.75% 09/15/24) | Long | ABS-collateralized bond/debt obligation | US | $462K | 468K | 0.02 |
| LEVEL 3 FINANCING INC REGD 144A P/P 10.50000000 (LEVEL 3 FINANCI 10.5% 04/15/29) | Long | Debt | US | $100K | 100K | 0.01 |
| LEVEL 3 FINANCING INC REGD 144A P/P 3.75000000 (LEVEL 3 FINANCI 3.75% 07/15/29) | Long | Debt | US | $13K | 40K | 0.00 |
| LEVEL 3 FINANCING INC REGD 144A P/P 4.50000000 (LEVEL 3 FINANCIN 4.5% 04/01/30) | Long | Debt | US | $20K | 35K | 0.00 |
| LFS TOPCO LLC REGD 144A P/P 5.87500000 (LFS TOPCO LLC 5.875% 10/15/26) | Long | Debt | US | $84K | 90K | 0.00 |
| LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL D V/R REGD 144A P/P 6.83148000 (LIFE 2021-BMR D V/R 03/15/23) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.15 |
| LIFE 2022-BMR MORTGAGE TRUST SER 2022-BMR2 CL D V/R REGD 144A P/P 7.85868000 (LIFE 2022-BMR2 D V/R 05/15/24) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| LIFEPOINT HEALTH INC REGD 144A P/P 10.00000000 (LIFEPOINT HEALTH 10% 06/01/32) | Long | Debt | US | $135K | 135K | 0.01 |
| LIFEPT/LEGACY LIFEPT REGD 144A P/P 9.75000000 (LIFEPT/LEGACY L 9.75% 12/01/26) | Long | Debt | US | $55K | 55K | 0.00 |
| LIGHT & WONDER INTL INC REGD 144A P/P 7.25000000 (LIGHT & WONDER 7.25% 11/15/29) | Long | Debt | US | $66K | 65K | 0.00 |
| LIMA METRO LINE 2 FIN LT REGD 5.87500000 (LIMA METRO LIN 5.875% 07/05/34) | Long | Debt | KY | $84K | 86K | 0.00 |
| LIONS GATE CAPITAL HOLD REGD 144A P/P 5.50000000 (LIONS GATE CAPIT 5.5% 04/15/29) | Long | Debt | US | $27K | 40K | 0.00 |
| LIVE NATION ENTERTAINMEN REGD 144A P/P 6.50000000 (LIVE NATION ENTE 6.5% 05/15/27) | Long | Debt | US | $70K | 70K | 0.00 |
| LLPL CAPITAL PTE LTD REGD 144A P/P 6.87500000 (LLPL CAPITAL P 6.875% 02/04/39) | Long | Debt | SG | $385K | 387K | 0.02 |
| LOWE'S COS INC REGD 4.40000000 (LOWE'S COS INC 4.4% 09/08/25) | Long | Debt | US | $449K | 455K | 0.02 |
| LYB INT FINANCE III REGD 5.50000000 (LYB INT FINANCE 5.5% 03/01/34) | Long | Debt | US | $198K | 200K | 0.01 |
| M/I HOMES INC REGD 4.95000000 (M/I HOMES INC 4.95% 02/01/28) | Long | Debt | US | $124K | 130K | 0.01 |
| M&T BANK CORPORATION REGD V/R 5.05300000 (M&T BANK CORPORAT V/R 01/27/34) | Long | Debt | US | $575K | 625K | 0.03 |
| M&T BANK CORPORATION REGD V/R 7.41300000 (M&T BANK CORPORAT V/R 10/30/29) | Long | Debt | US | $836K | 795K | 0.04 |
| MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.40000000 (MACQUARIE AIRFIN 6.4% 03/26/29) | Long | Debt | GB | $35K | 35K | 0.00 |
| MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.50000000 (MACQUARIE AIRFIN 6.5% 03/26/31) | Long | Debt | GB | $46K | 45K | 0.00 |
| MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 2.87100000 (MACQUARIE GROUP L V/R 01/14/33) | Long | Debt | AU | $430K | 523K | 0.02 |
| MACY'S RETAIL HLDGS LLC REGD 144A P/P 5.87500000 (MACY'S RETAIL 5.875% 04/01/29) | Long | Debt | US | $63K | 65K | 0.00 |
| MADISON IAQ LLC REGD 144A P/P 4.12500000 (MADISON IAQ LL 4.125% 06/30/28) | Long | Debt | US | $65K | 70K | 0.00 |
| MADISON IAQ LLC REGD 144A P/P 5.87500000 (MADISON IAQ LL 5.875% 06/30/29) | Long | Debt | US | $88K | 95K | 0.00 |
| MANUF & TRADERS TRUST CO REGD 4.70000000 (MANUF & TRADERS 4.7% 01/27/28) | Long | Debt | US | $975K | 1M | 0.05 |
| MARB BONDCO PLC REGD 3.95000000 (MARB BONDCO PLC 3.95% 01/29/31) | Long | Debt | GB | $163K | 200K | 0.01 |
| MARBLE POINT CLO XXI LTD SER 2021-3A CL A1 V/R REGD 144A P/P 6.81868000 (MP21 2021-3A A1 V/R 10/17/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.05 |
| MARBLE POINT CLO XXII LTD SER 2021-2A CL A V/R REGD 144A P/P 6.78516000 (MP22 2021-2A A V/R 07/25/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.05 |
| MARKEL GROUP INC REGD 6.00000000 (MARKEL GROUP INC 6% 05/16/54) | Long | Debt | US | $149K | 150K | 0.01 |
| MARLETTE FUNDING TRUST 2019-4 SER 2019-4A CL C REGD 144A P/P 3.76000000 (MFT 2019-4A C 3.76% 12/17/29) | Long | ABS-collateralized bond/debt obligation | US | $37K | 37K | 0.00 |
| MARRIOTT INTERNATIONAL REGD SER HH 2.85000000 (MARRIOTT INTERN 2.85% 04/15/31) | Long | Debt | US | $389K | 458K | 0.02 |
| MARSH & MCLENNAN COS INC REGD 4.75000000 (MARSH & MCLENNA 4.75% 03/15/39) | Long | Debt | US | $218K | 235K | 0.01 |
| MARVELL TECHNOLOGY INC REGD SER WI 1.65000000 (MARVELL TECHNOL 1.65% 04/15/26) | Long | Debt | US | $295K | 316K | 0.02 |
| MASS MUTUAL LIFE INS CO REGD 144A P/P 3.37500000 (MASS MUTUAL LI 3.375% 04/15/50) | Long | Debt | US | $299K | 444K | 0.02 |
| MASSACHUSETTS ST SPL OBLG REVE REGD N/C B/E 4.11000000 (MASSACHUSETTS S 4.11% 07/15/31) | Long | Debt | US | $465K | 478K | 0.02 |
| MATADOR RESOURCES CO REGD 144A P/P 6.50000000 (MATADOR RESOURCE 6.5% 04/15/32) | Long | Debt | US | $90K | 90K | 0.00 |
| MATCH GROUP HLD II LLC REGD 144A P/P 5.00000000 (MATCH GROUP HLD II 5% 12/15/27) | Long | Debt | US | $142K | 150K | 0.01 |
| MATIV HOLDINGS INC REGD 144A P/P 6.87500000 (MATIV HOLDINGS 6.875% 10/01/26) | Long | Debt | US | $108K | 110K | 0.01 |
| MATTAMY GROUP CORP REGD 144A P/P 4.62500000 (MATTAMY GROUP 4.625% 03/01/30) | Long | Debt | CA | $110K | 120K | 0.01 |
| MAVIS TIRE EXPRESS SERVI REGD 144A P/P 6.50000000 (MAVIS TIRE EXPRE 6.5% 05/15/29) | Long | Debt | US | $97K | 105K | 0.00 |
| MCAFEE CORP REGD 144A P/P 7.37500000 (MCAFEE CORP 7.375% 02/15/30) | Long | Debt | US | $32K | 35K | 0.00 |
| MCDONALD'S CORP REGD 5.45000000 (MCDONALD'S CORP 5.45% 08/14/53) | Long | Debt | US | $184K | 190K | 0.01 |
| MCGRAW-HILL EDUCATION REGD 144A P/P 5.75000000 (MCGRAW-HILL EDU 5.75% 08/01/28) | Long | Debt | US | $56K | 60K | 0.00 |
| MED TRUST 2021-MDLN SER 2021-MDLN CL G V/R REGD 144A P/P 10.68148000 (MED 2021-MDLN G V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $827K | 825K | 0.04 |
| MEDLINE BORROWER LP REGD 144A P/P 5.25000000 (MEDLINE BORROWE 5.25% 10/01/29) | Long | Debt | US | $217K | 230K | 0.01 |
| MEGLOBAL CANADA ULC REGD REG S EMTN 5.00000000 (MEGLOBAL CANADA UL 5% 05/18/25) | Long | Debt | CA | $197K | 200K | 0.01 |
| MERCK & CO INC REGD 4.50000000 (MERCK & CO INC 4.5% 05/17/33) | Long | Debt | US | $139K | 145K | 0.01 |
| MERCURY CHILE HOLDCO LLC REGD 144A P/P 6.50000000 (MERCURY CHILE HO 6.5% 01/24/27) | Long | Debt | US | $391K | 400K | 0.02 |
| MERLIN ENTERTAINMENTS GR REGD 144A P/P 7.37500000 (MERLIN ENTERTA 7.375% 02/15/31) | Long | Debt | US | $203K | 200K | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-HE6 CL A1 V/R REGD 5.71936000 (MLMI 2006-HE6 A1 V/R 11/25/37) | Long | ABS-collateralized bond/debt obligation | US | $4M | 8M | 0.19 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 20 SER 2006-AF1 CL AF1 REGD 5.75000000 (MLMI 2006-AF1 5.75% 08/25/36) | Long | ABS-collateralized bond/debt obligation | US | $3M | 6M | 0.14 |
| MET LIFE GLOB FUNDING I REGD 144A P/P MTN 2.40000000 (MET LIFE GLOB FU 2.4% 01/11/32) | Long | Debt | US | $875K | 1M | 0.04 |
| MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 6.81400000 (MET TRANSPRTN 6.814% 11/15/40) | Long | Debt | US | $740K | 680K | 0.04 |
| META PLATFORMS INC REGD 5.60000000 (META PLATFORMS I 5.6% 05/15/53) | Long | Debt | US | $377K | 372K | 0.02 |
| METRONET INFRASTRUCTURE ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 6.56000000 (MNET 2023-1A A 6.56% 02/20/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| MEXICO GENERADORA DE ENE REGD 5.50000000 (MEXICO GENERADOR 5.5% 12/06/32) | Long | Debt | MX | $123K | 126K | 0.01 |
| MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 6.51456000 (MF1 2021-FL7 A V/R 10/16/36) | Long | ABS-collateralized bond/debt obligation | KY | $356K | 358K | 0.02 |
| MF1 2022-FL8 LTD SER 2022-FL8 CL A V/R REGD 144A P/P 6.66976000 (MF1 2022-FL8 A V/R 02/19/37) | Long | ABS-collateralized bond/debt obligation | KY | $135K | 136K | 0.01 |
| MF1 2022-FL8 LTD SER 2022-FL8 CL AS V/R REGD 144A P/P 7.06976000 (MF1 2022-FL8 AS V/R 02/19/37) | Long | ABS-collateralized bond/debt obligation | KY | $828K | 845K | 0.04 |
| MF1 2023-FL12 LLC SER 2023-FL12 CL A V/R REGD 144A P/P 7.38608000 (MF1 2023-FL12 A V/R 08/19/28) | Long | ABS-collateralized bond/debt obligation | US | $200K | 200K | 0.01 |
| MFA 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.15300000 (MFRA 2021-NQM1 A V/R 03/25/25) | Long | ABS-collateralized bond/debt obligation | US | $206K | 228K | 0.01 |
| MFA 2021-NQM2 TRUST SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.02900000 (MFRA 2021-NQM2 A V/R 11/25/64) | Long | ABS-collateralized bond/debt obligation | US | $274K | 320K | 0.01 |
| MICHAELS COS INC/THE REGD 144A P/P 5.25000000 (MICHAELS COS IN 5.25% 05/01/28) | Long | Debt | US | $65K | 80K | 0.00 |
| MICHAELS COS INC/THE REGD 144A P/P 7.87500000 (MICHAELS COS I 7.875% 05/01/29) | Long | Debt | US | $48K | 70K | 0.00 |
| MIDWEST GMNG BOR/MWG FIN REGD 144A P/P 4.87500000 (MIDWEST GMNG B 4.875% 05/01/29) | Long | Debt | US | $92K | 100K | 0.00 |
| MILLICOM INTL CELLULAR REGD REG S 6.25000000 (MILLICOM INTL C 6.25% 03/25/29) | Long | Debt | LU | $349K | 360K | 0.02 |
| MINEJESA CAPITAL BV REGD REG S 5.62500000 (MINEJESA CAPIT 5.625% 08/10/37) | Long | Debt | NL | $267K | 300K | 0.01 |
| MINERVA LUXEMBOURG SA REGD REG S 4.37500000 (MINERVA LUXEMB 4.375% 03/18/31) | Long | Debt | LU | $165K | 200K | 0.01 |
| MINSUR SA REGD REG S 4.50000000 (MINSUR SA 4.5% 10/28/31) | Long | Debt | PE | $176K | 200K | 0.01 |
| MITER BRAND / MIWD BORR REGD 144A P/P 6.75000000 (MITER BRAND / M 6.75% 04/01/32) | Long | Debt | US | $104K | 105K | 0.01 |
| MODIVCARE ESCROW ISSUER REGD 144A P/P 5.00000000 (MODIVCARE ESCROW I 5% 10/01/29) | Long | Debt | US | $53K | 75K | 0.00 |
| MONDELEZ INTERNATIONAL REGD 1.50000000 (MONDELEZ INTERNA 1.5% 02/04/31) | Long | Debt | US | $712K | 895K | 0.04 |
| MONG DUONG FIN HLDGS BV REGD 5.12500000 (MONG DUONG FIN 5.125% 05/07/29) | Long | Debt | VN | $199K | 211K | 0.01 |
| MONONGAHELA POWER CO REGD 144A P/P 5.85000000 (MONONGAHELA POW 5.85% 02/15/34) | Long | Debt | US | $258K | 255K | 0.01 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2014-C19 CL XA V/R REGD 0.87909600 (MSBAM 2014-C19 X V/R 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $7K | 14M | 0.00 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2016-C31 CL C V/R REGD 4.25773300 (MSBAM 2016-C31 C V/R 10/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C20 CL A4 REGD 3.24900000 (MSBAM 2015-C2 3.249% 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.13 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C26 CL A5 REGD 3.53100000 (MSBAM 2015-C2 3.531% 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| MORGAN STANLEY CAPITAL I TRUST 2016-UB11 SER 2016-UB11 CL XA V/R REGD 1.43454900 (MSC 2016-UB11 XA V/R 08/15/26) | Long | ABS-collateralized bond/debt obligation | US | $327K | 14M | 0.02 |
| MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL XA V/R REGD 0.64678900 (MSC 2016-UB12 XA V/R 11/15/26) | Long | ABS-collateralized bond/debt obligation | US | $149K | 12M | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7 SER 2019-H7 CL AS REGD 3.52400000 (MSC 2019-H7 A 3.524% 07/15/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| MORGAN STANLEY CAPITAL I TRUST 2019-L3 SER 2019-L3 CL XA V/R REGD 0.60678000 (MSC 2019-L3 XA V/R 11/15/29) | Long | ABS-collateralized bond/debt obligation | US | $564K | 21M | 0.03 |
| MORGAN STANLEY CAPITAL I TRUST 2020-L4 SER 2020-L4 CL B REGD 3.08200000 (MSC 2020-L4 B 3.082% 02/15/30) | Long | ABS-collateralized bond/debt obligation | US | $664K | 806K | 0.03 |
| MORGAN STANLEY CAPITAL I TRUST 2021-L7 SER 2021-L7 CL A4 REGD 2.32200000 (MSC 2021-L7 A 2.322% 08/15/31) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.14 |
| MORGAN STANLEY REGD V/R 5.44900000 (MORGAN STANLEY V/R 07/20/29) | Long | Debt | US | $181K | 180K | 0.01 |
| MORGAN STANLEY REGD V/R MTN 1.92800000 (MORGAN STANLEY V/R 04/28/32) | Long | Debt | US | $387K | 485K | 0.02 |
| MORGAN STANLEY REGD V/R MTN 2.51100000 (MORGAN STANLEY V/R 10/20/32) | Long | Debt | US | $152K | 185K | 0.01 |
| MORGAN STANLEY REGD V/R MTN 5.83100000 (MORGAN STANLEY V/R 04/19/35) | Long | Debt | US | $4M | 3M | 0.18 |
| MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000 (MORGAN STANLEY V/R 01/22/31) | Long | Debt | US | $2M | 2M | 0.10 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN SER 2020-RPL1 CL A1 V/R REGD 144A P/P 5.69300000 (MSRM 2020-RPL1 A V/R 10/25/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| MOTOROLA SOLUTIONS INC REGD 5.40000000 (MOTOROLA SOLUTIO 5.4% 04/15/34) | Long | Debt | US | $198K | 200K | 0.01 |
| MOVIDA EUROPE SA REGD 144A P/P 7.85000000 (MOVIDA EUROPE S 7.85% 04/11/29) | Long | Debt | LU | $188K | 200K | 0.01 |
| MPLX LP REGD 1.75000000 (MPLX LP 1.75% 03/01/26) | Long | Debt | US | $157K | 168K | 0.01 |
| MPLX LP REGD 2.65000000 (MPLX LP 2.65% 08/15/30) | Long | Debt | US | $299K | 350K | 0.02 |
| MPLX LP REGD 4.95000000 (MPLX LP 4.95% 03/14/52) | Long | Debt | US | $51K | 60K | 0.00 |
| MPLX LP REGD 5.50000000 (MPLX LP 5.5% 06/01/34) | Long | Debt | US | $414K | 423K | 0.02 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 SER 2023-2 CL XA V/R REGD 0.90714600 (MSWF 2023-2 XA V/R 12/15/56) | Long | ABS-collateralized bond/debt obligation | US | $51K | 799K | 0.00 |
| MV24 CAPITAL BV REGD REG S 6.74800000 (MV24 CAPITAL B 6.748% 06/01/34) | Long | Debt | NL | $152K | 161K | 0.01 |
| NABORS INDUSTRIES INC REGD 144A P/P 9.12500000 (NABORS INDUSTR 9.125% 01/31/30) | Long | Debt | US | $88K | 85K | 0.00 |
| NABORS INDUSTRIES LTD REGD 144A P/P 7.25000000 (NABORS INDUSTRI 7.25% 01/15/26) | Long | Debt | US | $45K | 45K | 0.00 |
| NATIONAL GRID PLC REGD 5.60200000 (NATIONAL GRID 5.602% 06/12/28) | Long | Debt | GB | $136K | 135K | 0.01 |
| NATIONAL RURAL UTIL COOP REGD 4.15000000 (NATIONAL RURAL 4.15% 12/15/32) | Long | Debt | US | $468K | 510K | 0.02 |
| NATIONAL RURAL UTIL COOP REGD 5.80000000 (NATIONAL RURAL U 5.8% 01/15/33) | Long | Debt | US | $144K | 140K | 0.01 |
| NATIONAL RURAL UTIL COOP REGD MTN SER GMTN 5.00000000 (NATIONAL RURAL UTI 5% 02/07/31) | Long | Debt | US | $313K | 315K | 0.02 |
| NATIONSTAR MTG HLD INC REGD 144A P/P 5.75000000 (NATIONSTAR MTG 5.75% 11/15/31) | Long | Debt | US | $134K | 145K | 0.01 |
| NAVIENT CORP REGD 5.00000000 (NAVIENT CORP 5% 03/15/27) | Long | Debt | US | $95K | 100K | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL A REGD 144A P/P 0.97000000 (NAVSL 2021-EA 0.97% 12/15/28) | Long | ABS-collateralized bond/debt obligation | US | $313K | 361K | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL A REGD 144A P/P 1.11000000 (NAVSL 2021-FA 1.11% 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $474K | 558K | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-A SER 2023-A CL A REGD 144A P/P 5.51000000 (NAVSL 2023-A A 5.51% 10/15/32) | Long | ABS-collateralized bond/debt obligation | US | $704K | 706K | 0.04 |
| NCL CORPORATION LTD REGD 144A P/P 5.87500000 (NCL CORPORATIO 5.875% 03/15/26) | Long | Debt | US | $84K | 85K | 0.00 |
| NCL CORPORATION LTD REGD 144A P/P 8.37500000 (NCL CORPORATIO 8.375% 02/01/28) | Long | Debt | US | $89K | 85K | 0.00 |
| NETAPP INC REGD 1.87500000 (NETAPP INC 1.875% 06/22/25) | Long | Debt | US | $295K | 307K | 0.02 |
| NETFLIX INC REGD 144A P/P 5.37500000 (NETFLIX INC 5.375% 11/15/29) | Long | Debt | US | $193K | 192K | 0.01 |
| NETWORK I2I LTD REGD V/R /PERP/ 5.65000000 (NETWORK I2I LTD V/R /PERP/) | Long | Debt | IN | $198K | 200K | 0.01 |
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-B SER 2005-B CL M2 V/R REGD 6.17436000 (NCHET 2005-B M2 V/R 10/25/35) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.17 |
| NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC SER 2021-1 CL A1 REGD 144A P/P 1.91000000 (USRE 2021-1 A1 1.91% 10/20/26) | Long | ABS-collateralized bond/debt obligation | US | $929K | 1M | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A1 V/R REGD 144A P/P 0.94260000 (NRZT 2021-NQ1R A V/R 07/25/55) | Long | ABS-collateralized bond/debt obligation | US | $259K | 294K | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 (NRZT 2021-NQ2R A V/R 10/25/58) | Long | ABS-collateralized bond/debt obligation | US | $162K | 177K | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.15612000 (NRZT 2021-NQM3 A V/R 11/27/56) | Long | ABS-collateralized bond/debt obligation | US | $787K | 944K | 0.04 |
| NEW YORK TRANSPRTN DEV CORP LE REGD N/C B/E 4.24800000 (NEW YORK TRANS 4.248% 09/01/35) | Long | Debt | US | $776K | 810K | 0.04 |
| NEWS CORP REGD 144A P/P 5.12500000 (NEWS CORP 5.125% 02/15/32) | Long | Debt | US | $42K | 45K | 0.00 |
| NEXTERA ENERGY CAPITAL REGD 2.25000000 (NEXTERA ENERGY 2.25% 06/01/30) | Long | Debt | US | $1M | 1M | 0.06 |
| NEXTERA ENERGY CAPITAL REGD 4.25500000 (NEXTERA ENERGY 4.255% 09/01/24) | Long | Debt | US | $179K | 180K | 0.01 |
| NEXTERA ENERGY CAPITAL REGD 5.55000000 (NEXTERA ENERGY 5.55% 03/15/54) | Long | Debt | US | $116K | 120K | 0.01 |
| NGL ENRGY OP/FIN CORP REGD 144A P/P 8.12500000 (NGL ENRGY OP/F 8.125% 02/15/29) | Long | Debt | US | $97K | 95K | 0.00 |
| NISOURCE INC REGD 3.60000000 (NISOURCE INC 3.6% 05/01/30) | Long | Debt | US | $560K | 614K | 0.03 |
| NISOURCE INC REGD 5.35000000 (NISOURCE INC 5.35% 04/01/34) | Long | Debt | US | $582K | 595K | 0.03 |
| NISOURCE INC REGD 5.40000000 (NISOURCE INC 5.4% 06/30/33) | Long | Debt | US | $49K | 50K | 0.00 |
| NJ TRUST 2023-GSP SER 2023-GSP CL A V/R REGD 144A P/P 6.48075800 (NJ 2023-GSP A V/R 01/06/29) | Long | ABS-collateralized bond/debt obligation | US | $608K | 590K | 0.03 |
| NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000 (NLT 2021-INV1 A1 V/R 05/25/56) | Long | ABS-collateralized bond/debt obligation | US | $760K | 915K | 0.04 |
| NNN REIT INC REGD 5.50000000 (NNN REIT INC 5.5% 06/15/34) | Long | Debt | US | $69K | 70K | 0.00 |
| NORTHROP GRUMMAN CORP REGD 5.15000000 (NORTHROP GRUMMA 5.15% 05/01/40) | Long | Debt | US | $498K | 520K | 0.03 |
| NORTHROP GRUMMAN CORP REGD 5.20000000 (NORTHROP GRUMMAN 5.2% 06/01/54) | Long | Debt | US | $384K | 410K | 0.02 |
| NRG ENERGY INC REGD 144A P/P 3.62500000 (NRG ENERGY INC 3.625% 02/15/31) | Long | Debt | US | $56K | 65K | 0.00 |
| NSTAR ELECTRIC CO REGD 5.40000000 (NSTAR ELECTRIC C 5.4% 06/01/34) | Long | Debt | US | $354K | 355K | 0.02 |
| NUSTAR LOGISTICS LP REGD 6.00000000 (NUSTAR LOGISTICS L 6% 06/01/26) | Long | Debt | US | $134K | 135K | 0.01 |
| NVIDIA CORP REGD 2.85000000 (NVIDIA CORP 2.85% 04/01/30) | Long | Debt | US | $334K | 370K | 0.02 |
| NXP BV/NXP FDG/NXP USA REGD 3.87500000 (NXP BV/NXP FDG 3.875% 06/18/26) | Long | Debt | NL | $294K | 303K | 0.02 |
| O'REILLY AUTOMOTIVE INC REGD 4.70000000 (O'REILLY AUTOMOT 4.7% 06/15/32) | Long | Debt | US | $278K | 290K | 0.01 |
| O'REILLY AUTOMOTIVE INC REGD 5.75000000 (O'REILLY AUTOMO 5.75% 11/20/26) | Long | Debt | US | $97K | 96K | 0.00 |
| OBX 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.07200000 (OBX 2021-NQM1 A1 V/R 03/25/25) | Long | ABS-collateralized bond/debt obligation | US | $525K | 617K | 0.03 |
| OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000 (OBX 2021-NQM3 A1 V/R 07/25/61) | Long | ABS-collateralized bond/debt obligation | US | $442K | 571K | 0.02 |
| OBX 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.30500000 (OBX 2022-NQM1 A1 V/R 01/25/26) | Long | ABS-collateralized bond/debt obligation | US | $976K | 1M | 0.05 |
| OCCIDENTAL PETROLEUM COR REGD 7.15000000 (OCCIDENTAL PETR 7.15% 05/15/28) | Long | Debt | US | $5M | 5M | 0.25 |
| OCP CLO 2020-20 LTD SER 2020-20A CL A1R V/R REGD 144A P/P 6.82339000 (OCP 2020-20A A1R V/R 04/18/37) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.08 |
| OCTAGON 61 LTD SER 2023-2A CL B V/R REGD 144A P/P 7.67456000 (OCT61 2023-2A B V/R 04/20/36) | Long | ABS-collateralized bond/debt obligation | KY | $930K | 925K | 0.05 |
| OCTAGON INVESTMENT PARTNERS 44 LTD SER 2019-1A CL DR V/R REGD 144A P/P 8.84017000 (OCT44 2019-1A DR V/R 10/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $598K | 600K | 0.03 |
| OCTAGON INVESTMENT PARTNERS XXI LTD SER 2014-1A CL A2R3 V/R REGD 144A P/P 6.98359000 (OCT21 2014-1A A2 V/R 02/14/31) | Long | ABS-collateralized bond/debt obligation | KY | $961K | 963K | 0.05 |
| OGLETHORPE POWER CORP REGD SER WI 5.05000000 (OGLETHORPE POWE 5.05% 10/01/48) | Long | Debt | US | $358K | 410K | 0.02 |
| OHIO EDISON CO REGD 144A P/P 5.50000000 (OHIO EDISON CO 5.5% 01/15/33) | Long | Debt | US | $198K | 200K | 0.01 |
| OHIO POWER COMPANY REGD 5.00000000 (OHIO POWER COMPANY 5% 06/01/33) | Long | Debt | US | $463K | 480K | 0.02 |
| ONCOR ELECTRIC DELIVERY REGD 5.65000000 (ONCOR ELECTRIC 5.65% 11/15/33) | Long | Debt | US | $388K | 380K | 0.02 |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 5.41000000 (ODART 2023-1A 5.41% 08/14/27) | Long | ABS-collateralized bond/debt obligation | US | $991K | 995K | 0.05 |
| ONEMAIN FINANCE CORP REGD 7.12500000 (ONEMAIN FINANC 7.125% 03/15/26) | Long | Debt | US | $117K | 115K | 0.01 |
| ONEMAIN FINANCE CORP REGD 7.50000000 (ONEMAIN FINANCE 7.5% 05/15/31) | Long | Debt | US | $125K | 125K | 0.01 |
| ONEOK INC REGD 3.10000000 (ONEOK INC 3.1% 03/15/30) | Long | Debt | US | $257K | 290K | 0.01 |
| ONEOK INC REGD 6.10000000 (ONEOK INC 6.1% 11/15/32) | Long | Debt | US | $242K | 235K | 0.01 |
| ONEOK INC REGD 6.62500000 (ONEOK INC 6.625% 09/01/53) | Long | Debt | US | $194K | 181K | 0.01 |
| ONT GAMING GTA/OTG CO-IS REGD 144A P/P 8.00000000 (ONT GAMING GTA/OTG 8% 08/01/30) | Long | Debt | CA | $133K | 130K | 0.01 |
| ORACLE CORP REGD 2.95000000 (ORACLE CORP 2.95% 04/01/30) | Long | Debt | US | $146K | 165K | 0.01 |
| ORACLE CORP REGD 3.60000000 (ORACLE CORP 3.6% 04/01/50) | Long | Debt | US | $1M | 2M | 0.06 |
| ORACLE CORP REGD 3.80000000 (ORACLE CORP 3.8% 11/15/37) | Long | Debt | US | $267K | 325K | 0.01 |
| ORACLE CORP REGD 4.90000000 (ORACLE CORP 4.9% 02/06/33) | Long | Debt | US | $353K | 365K | 0.02 |
| ORACLE CORP REGD 6.25000000 (ORACLE CORP 6.25% 11/09/32) | Long | Debt | US | $47K | 45K | 0.00 |
| ORAZUL ENERGY PERU SA REGD REG S 5.62500000 (ORAZUL ENERGY 5.625% 04/28/27) | Long | Debt | PE | $189K | 200K | 0.01 |
| OTIS WORLDWIDE CORP REGD SER WI 2.56500000 (OTIS WORLDWIDE 2.565% 02/15/30) | Long | Debt | US | $675K | 775K | 0.03 |
| OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 7.37500000 (OUTFRONT MEDIA 7.375% 02/15/31) | Long | Debt | US | $57K | 55K | 0.00 |
| OVERSEA-CHINESE BANKING REGD V/R 1.83200000 (OVERSEA-CHINESE B V/R 09/10/30) | Long | Debt | SG | $381K | 400K | 0.02 |
| OVINTIV INC REGD 7.37500000 (OVINTIV INC 7.375% 11/01/31) | Long | Debt | US | $152K | 140K | 0.01 |
| OWENS & MINOR INC REGD 144A P/P 6.62500000 (OWENS & MINOR 6.625% 04/01/30) | Long | Debt | US | $133K | 140K | 0.01 |
| OWENS CORNING REGD 5.70000000 (OWENS CORNING 5.7% 06/15/34) | Long | Debt | US | $188K | 187K | 0.01 |
| PACIFIC GAS & ELECTRIC REGD 2.50000000 (PACIFIC GAS & EL 2.5% 02/01/31) | Long | Debt | US | $1M | 1M | 0.05 |
| PACIFIC GAS & ELECTRIC REGD 3.25000000 (PACIFIC GAS & E 3.25% 06/01/31) | Long | Debt | US | $524K | 610K | 0.03 |
| PACIFIC GAS & ELECTRIC REGD 4.55000000 (PACIFIC GAS & E 4.55% 07/01/30) | Long | Debt | US | $477K | 505K | 0.02 |
| PACIFIC GAS & ELECTRIC REGD 5.45000000 (PACIFIC GAS & E 5.45% 06/15/27) | Long | Debt | US | $1M | 1M | 0.06 |
| PACIFIC GAS & ELECTRIC REGD 6.15000000 (PACIFIC GAS & E 6.15% 01/15/33) | Long | Debt | US | $607K | 595K | 0.03 |
| PACIFIC GAS & ELECTRIC REGD 6.40000000 (PACIFIC GAS & EL 6.4% 06/15/33) | Long | Debt | US | $607K | 585K | 0.03 |
| PACIFIC GAS & ELECTRIC REGD 6.75000000 (PACIFIC GAS & E 6.75% 01/15/53) | Long | Debt | US | $190K | 180K | 0.01 |
| PACIFIC GAS & ELECTRIC REGD 6.95000000 (PACIFIC GAS & E 6.95% 03/15/34) | Long | Debt | US | $194K | 180K | 0.01 |
| PACTIV EVERGREEN GROUP REGD 144A P/P 4.37500000 (PACTIV EVERGRE 4.375% 10/15/28) | Long | Debt | US | $93K | 100K | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST 2021-3 SER 2021-3 CL B REGD 144A P/P 1.74000000 (PAID 2021-3 B 1.74% 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $216K | 217K | 0.01 |
| PAGAYA AI DEBT TRUST 2022-1 SER 2022-1 CL B REGD 144A P/P 3.34400000 (PAID 2022-1 B 3.344% 10/15/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.08 |
| PAGAYA AI DEBT TRUST 2023-3 SER 2023-3 CL A REGD 144A P/P 7.60000000 (PAID 2023-3 A 7.6% 12/16/30) | Long | ABS-collateralized bond/debt obligation | US | $707K | 703K | 0.04 |
| PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000 (PANTHER ESCROW 7.125% 06/01/31) | Long | Debt | US | $91K | 90K | 0.00 |
| PARAMOUNT GLOBAL REGD 4.95000000 (PARAMOUNT GLOBA 4.95% 01/15/31) | Long | Debt | US | $43K | 48K | 0.00 |
| PARAMOUNT GLOBAL REGD 5.85000000 (PARAMOUNT GLOBA 5.85% 09/01/43) | Long | Debt | US | $82K | 100K | 0.00 |
| PARAMOUNT GLOBAL REGD SER WI 4.37500000 (PARAMOUNT GLOB 4.375% 03/15/43) | Long | Debt | US | $247K | 360K | 0.01 |
| PARK INTERMED HOLDINGS REGD 144A P/P 7.00000000 (PARK INTERMED HOLD 7% 02/01/30) | Long | Debt | US | $156K | 155K | 0.01 |
| PARKLAND CORP REGD 144A P/P 4.62500000 (PARKLAND CORP 4.625% 05/01/30) | Long | Debt | CA | $55K | 60K | 0.00 |
| PBF HOLDING CO LLC REGD SER WI 6.00000000 (PBF HOLDING CO LLC 6% 02/15/28) | Long | Debt | US | $59K | 60K | 0.00 |
| PECF USS INTERMEDIATE HO REGD 144A P/P 8.00000000 (PECF USS INTERMEDI 8% 11/15/29) | Long | Debt | US | $9K | 20K | 0.00 |
| PENN ENTERTAINMENT INC REGD 144A P/P 4.12500000 (PENN ENTERTAIN 4.125% 07/01/29) | Long | Debt | US | $46K | 55K | 0.00 |
| PENNYMAC FIN SVCS INC REGD 144A P/P 4.25000000 (PENNYMAC FIN SV 4.25% 02/15/29) | Long | Debt | US | $40K | 45K | 0.00 |
| PENNYMAC FIN SVCS INC REGD 144A P/P 7.87500000 (PENNYMAC FIN S 7.875% 12/15/29) | Long | Debt | US | $82K | 80K | 0.00 |
| PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.20000000 (PENSKE TRUCK LEA 4.2% 04/01/27) | Long | Debt | US | $196K | 203K | 0.01 |
| PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.35000000 (PENSKE TRUCK LE 5.35% 03/30/29) | Long | Debt | US | $114K | 115K | 0.01 |
| PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.75000000 (PENSKE TRUCK LE 5.75% 05/24/26) | Long | Debt | US | $150K | 150K | 0.01 |
| PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000 (PENSKE TRUCK LE 6.05% 08/01/28) | Long | Debt | US | $174K | 170K | 0.01 |
| PERMIAN RESOURC OPTG LLC REGD 144A P/P 7.00000000 (PERMIAN RESOURC OP 7% 01/15/32) | Long | Debt | US | $143K | 140K | 0.01 |
| PETROLEOS DEL PERU SA REGD REG S 4.75000000 (PETROLEOS DEL P 4.75% 06/19/32) | Long | Debt | PE | $144K | 200K | 0.01 |
| PETROLEOS DEL PERU SA REGD REG S 5.62500000 (PETROLEOS DEL 5.625% 06/19/47) | Long | Debt | PE | $121K | 200K | 0.01 |
| PETROLEOS MEXICANOS REGD MTN 6.75000000 (PETROLEOS MEXIC 6.75% 09/21/47) | Long | Debt | MX | $168K | 250K | 0.01 |
| PFIZER INVESTMENT ENTER REGD 5.30000000 (PFIZER INVESTMEN 5.3% 05/19/53) | Long | Debt | SG | $191K | 200K | 0.01 |
| PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000 (PFSFC 2023-C A 5.52% 10/15/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.15 |
| PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 02/15/30) | Long | Debt | US | $749K | 755K | 0.04 |
| PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 02/13/31) | Long | Debt | US | $266K | 270K | 0.01 |
| PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 11/17/27) | Long | Debt | US | $150K | 150K | 0.01 |
| PHILIP MORRIS INTL INC REGD 5.25000000 (PHILIP MORRIS I 5.25% 02/13/34) | Long | Debt | US | $195K | 199K | 0.01 |
| PHILIP MORRIS INTL INC REGD 5.37500000 (PHILIP MORRIS 5.375% 02/15/33) | Long | Debt | US | $451K | 455K | 0.02 |
| PHILIP MORRIS INTL INC REGD 5.62500000 (PHILIP MORRIS 5.625% 09/07/33) | Long | Debt | US | $439K | 435K | 0.02 |
| PHILLIPS 66 CO REGD 5.30000000 (PHILLIPS 66 CO 5.3% 06/30/33) | Long | Debt | US | $570K | 580K | 0.03 |
| PIKE CORP REGD 144A P/P 5.50000000 (PIKE CORP 5.5% 09/01/28) | Long | Debt | US | $119K | 125K | 0.01 |
| PIKE CORP REGD 144A P/P 8.62500000 (PIKE CORP 8.625% 01/31/31) | Long | Debt | US | $68K | 65K | 0.00 |
| PMT CREDIT RISK TRANSFER TRUST 2019-2R SER 2019-2R CL A V/R REGD 144A P/P 9.19286000 (PMTCR 2019-2R A V/R 05/30/25) | Long | ABS-collateralized bond/debt obligation | US | $728K | 728K | 0.04 |
| PMT CREDIT RISK TRANSFER TRUST 2019-3R SER 2019-3R CL A V/R REGD 144A P/P 9.13881000 (PMTCR 2019-3R A V/R 11/27/31) | Long | ABS-collateralized bond/debt obligation | US | $361K | 361K | 0.02 |
| PMT ISSUER TRUST - FMSR SER 2021-FT1 CL A V/R REGD 144A P/P 8.43968000 (PNMSR 2021-FT1 A V/R 03/25/26) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| PNC FINANCIAL SERVICES REGD V/R 5.06800000 (PNC FINANCIAL SER V/R 01/24/34) | Long | Debt | US | $5M | 6M | 0.28 |
| PNC FINANCIAL SERVICES REGD V/R 5.30000000 (PNC FINANCIAL SER V/R 01/21/28) | Long | Debt | US | $334K | 335K | 0.02 |
| PNC FINANCIAL SERVICES REGD V/R 6.03700000 (PNC FINANCIAL SER V/R 10/28/33) | Long | Debt | US | $92K | 90K | 0.00 |
| POST HOLDINGS INC REGD 144A P/P 5.50000000 (POST HOLDINGS IN 5.5% 12/15/29) | Long | Debt | US | $43K | 45K | 0.00 |
| PREMIER ENTERTAINMENT SU REGD 144A P/P 5.62500000 (PREMIER ENTERT 5.625% 09/01/29) | Long | Debt | US | $22K | 30K | 0.00 |
| PRESTIGE AUTO RECEIVABLES TRUST 2022-1 SER 2022-1A CL B REGD 144A P/P 6.55000000 (PART 2022-1A B 6.55% 01/15/25) | Long | ABS-collateralized bond/debt obligation | US | $747K | 745K | 0.04 |
| PRET 2021-NPL3 LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 1.86770000 (PRET 2021-NPL3 A V/R 07/25/24) | Long | ABS-collateralized bond/debt obligation | US | $424K | 437K | 0.02 |
| PRET 2021-RN3 LLC SER 2021-RN3 CL A1 V/R REGD 144A P/P 1.84290000 (PRET 2021-RN3 A1 V/R 09/25/51) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| PRETIUM MORTGAGE CREDIT PARTNERS I 202 SER 2021-NPL2 CL A1 V/R REGD 144A P/P 1.99170000 (PRET 2021-NPL2 A V/R 06/25/24) | Long | ABS-collateralized bond/debt obligation | US | $490K | 501K | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNERS I 202 SER 2021-NPL4 CL A1 V/R REGD 144A P/P 2.36330000 (PRET 2021-NPL4 A V/R 10/27/24) | Long | ABS-collateralized bond/debt obligation | US | $881K | 903K | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC SER 2021-RN1 CL A1 V/R REGD 144A P/P 1.99170000 (PRET 2021-RN1 A1 V/R 07/25/24) | Long | ABS-collateralized bond/debt obligation | US | $770K | 786K | 0.04 |
| PRIME SECSRVC BRW/FINANC REGD 144A P/P 6.25000000 (PRIME SECSRVC B 6.25% 01/15/28) | Long | Debt | US | $59K | 60K | 0.00 |
| PRINCIPAL FINANCIAL GRP REGD 5.37500000 (PRINCIPAL FINA 5.375% 03/15/33) | Long | Debt | US | $423K | 425K | 0.02 |
| PRINCIPAL LFE GLB FND II REGD 144A P/P 5.10000000 (PRINCIPAL LFE GL 5.1% 01/25/29) | Long | Debt | US | $139K | 140K | 0.01 |
| PROGRESS RESIDENTIAL 2021-SFR11 TRUST SER 2021-SFR11 CL B REGD 144A P/P 2.73200000 (PROG 2021-SFR 2.732% 01/17/29) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| PROGRESS RESIDENTIAL 2022-SFR3 TRUST SER 2022-SFR3 CL A REGD 144A P/P 3.20000000 (PROG 2022-SFR3 3.2% 04/17/27) | Long | ABS-collateralized bond/debt obligation | US | $309K | 329K | 0.02 |
| PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL A REGD 144A P/P 4.45100000 (PROG 2022-SFR 4.451% 06/17/27) | Long | ABS-collateralized bond/debt obligation | US | $238K | 246K | 0.01 |
| PROGRESS RESIDENTIAL 2022-SFR6 TRUST SER 2022-SFR6 CL A REGD 144A P/P 4.45100000 (PROG 2022-SFR 4.451% 07/20/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL A REGD 144A P/P 4.30000000 (PROG 2023-SFR1 4.3% 03/09/28) | Long | ABS-collateralized bond/debt obligation | US | $525K | 549K | 0.03 |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000 (PROG 2024-SFR2 3.3% 04/17/29) | Long | ABS-collateralized bond/debt obligation | US | $426K | 470K | 0.02 |
| PROLOGIS TARGETED US REGD 144A P/P 5.25000000 (PROLOGIS TARGET 5.25% 04/01/29) | Long | Debt | US | $95K | 95K | 0.00 |
| PRPM 2021-2 LLC SER 2021-2 CL A1 V/R REGD 144A P/P 5.11500000 (PRPM 2021-2 A1 V/R 03/25/24) | Long | ABS-collateralized bond/debt obligation | US | $194K | 196K | 0.01 |
| PRPM 2021-3 LLC SER 2021-3 CL A1 V/R REGD 144A P/P 4.86700000 (PRPM 2021-3 A1 V/R 04/25/26) | Long | ABS-collateralized bond/debt obligation | US | $318K | 324K | 0.02 |
| PRPM 2021-5 LLC SER 2021-5 CL A1 V/R REGD 144A P/P 1.79300000 (PRPM 2021-5 A1 V/R 06/25/24) | Long | ABS-collateralized bond/debt obligation | US | $565K | 574K | 0.03 |
| PRPM 2021-6 LLC SER 2021-6 CL A1 V/R REGD 144A P/P 1.79300000 (PRPM 2021-6 A1 V/R 07/25/24) | Long | ABS-collateralized bond/debt obligation | US | $454K | 467K | 0.02 |
| PRPM 2021-7 LLC SER 2021-7 CL A1 V/R REGD 144A P/P 1.86700000 (PRPM 2021-7 A1 V/R 08/25/24) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.14 |
| PRPM 2021-8 LLC SER 2021-8 CL A1 V/R REGD 144A P/P 1.74300000 (PRPM 2021-8 A1 V/R 09/25/26) | Long | ABS-collateralized bond/debt obligation | US | $488K | 508K | 0.03 |
| PRPM 2021-9 LLC SER 2021-9 CL A1 V/R REGD 144A P/P 2.36300000 (PRPM 2021-9 A1 V/R 10/25/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| PRPM 2021-RPL1 LLC SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.31900000 (PRPM 2021-RPL1 A V/R 07/25/51) | Long | ABS-collateralized bond/debt obligation | US | $183K | 205K | 0.01 |
| PT ADARO INDONESIA REGD REG S 4.25000000 (PT ADARO INDONE 4.25% 10/31/24) | Long | Debt | ID | $247K | 250K | 0.01 |
| PUBLIC SERVICE ELECTRIC REGD MTN 5.45000000 (PUBLIC SERVICE 5.45% 03/01/54) | Long | Debt | US | $255K | 260K | 0.01 |
| PUBLIC SERVICE ENTERPRIS REGD 5.20000000 (PUBLIC SERVICE E 5.2% 04/01/29) | Long | Debt | US | $159K | 160K | 0.01 |
| PUBLIC SERVICE ENTERPRIS REGD 5.45000000 (PUBLIC SERVICE 5.45% 04/01/34) | Long | Debt | US | $99K | 100K | 0.01 |
| PUBLIC SERVICE ENTERPRIS REGD 6.12500000 (PUBLIC SERVICE 6.125% 10/15/33) | Long | Debt | US | $295K | 285K | 0.02 |
| PUGET ENERGY INC REGD 3.65000000 (PUGET ENERGY IN 3.65% 05/15/25) | Long | Debt | US | $524K | 535K | 0.03 |
| PUGET ENERGY INC REGD 4.10000000 (PUGET ENERGY INC 4.1% 06/15/30) | Long | Debt | US | $210K | 230K | 0.01 |
| QORVO INC REGD 1.75000000 (QORVO INC 1.75% 12/15/24) | Long | Debt | US | $171K | 175K | 0.01 |
| QORVO INC REGD 144A P/P 3.37500000 (QORVO INC 3.375% 04/01/31) | Long | Debt | US | $97K | 115K | 0.00 |
| QUANTA SERVICES INC REGD 2.35000000 (QUANTA SERVICES 2.35% 01/15/32) | Long | Debt | US | $395K | 488K | 0.02 |
| RADIATE HOLDCO / FINANCE REGD 144A P/P 4.50000000 (RADIATE HOLDCO / 4.5% 09/15/26) | Long | Debt | US | $15K | 20K | 0.00 |
| RADIOLOGY PARTNERS INC REGD 144A P/P 7.77500000 (RADIOLOGY PART 7.775% 01/31/29) | Long | Debt | US | $33K | 36K | 0.00 |
| RADIOLOGY PARTNERS INC REGD 144A P/P 9.78100000 (RADIOLOGY PART 9.781% 02/15/30) | Long | Debt | US | $21K | 26K | 0.00 |
| RALI SERIES 2005-QS13 TRUST SER 2005-QS13 CL 1A3 REGD 5.50000000 (RALI 2005-QS13 5.5% 09/25/35) | Long | ABS-collateralized bond/debt obligation | US | $817K | 1M | 0.04 |
| RALI SERIES 2006-QS17 TRUST SER 2006-QS17 CL A8 REGD 6.00000000 (RALI 2006-QS17 A8 6% 12/25/36) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.11 |
| REALOGY GROUP/CO-ISSUER REGD 144A P/P 5.25000000 (REALOGY GROUP/C 5.25% 04/15/30) | Long | Debt | US | $42K | 65K | 0.00 |
| REALTY INCOME CORP REGD 4.90000000 (REALTY INCOME CO 4.9% 07/15/33) | Long | Debt | US | $310K | 325K | 0.02 |
| REALTY INCOME CORP REGD 5.05000000 (REALTY INCOME C 5.05% 01/13/26) | Long | Debt | US | $199K | 200K | 0.01 |
| REGAL REXNORD CORP REGD 6.05000000 (REGAL REXNORD C 6.05% 04/15/28) | Long | Debt | US | $1M | 1M | 0.06 |
| REGATTA XI FUNDING LTD SER 2018-1A CL B V/R REGD 144A P/P 7.22868000 (REG11 2018-1A B V/R 07/17/31) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.05 |
| REINSURANCE GRP OF AMER REGD 5.75000000 (REINSURANCE GRP 5.75% 09/15/34) | Long | Debt | US | $323K | 325K | 0.02 |
| REPUBLIC OF CHILE REGD 4.95000000 (REPUBLIC OF CHI 4.95% 01/05/36) | Long | Debt | CL | $418K | 440K | 0.02 |
| REPUBLIC OF COLOMBIA REGD 4.12500000 (REPUBLIC OF CO 4.125% 05/15/51) | Long | Debt | CO | $119K | 200K | 0.01 |
| REPUBLIC OF GUATEMALA REGD REG S 4.37500000 (REPUBLIC OF GU 4.375% 06/05/27) | Long | Debt | GT | $190K | 200K | 0.01 |
| REPUBLIC OF PANAMA REGD 3.87000000 (REPUBLIC OF PAN 3.87% 07/23/60) | Long | Debt | PA | $168K | 300K | 0.01 |
| REPUBLIC OF PANAMA REGD 6.87500000 (REPUBLIC OF PA 6.875% 01/31/36) | Long | Debt | PA | $193K | 200K | 0.01 |
| REPUBLIC OF PERU REGD 3.00000000 (REPUBLIC OF PERU 3% 01/15/34) | Long | Debt | PE | $108K | 135K | 0.01 |
| REPUBLIC OF SOUTH AFRICA REGD 4.30000000 (REPUBLIC OF SOUT 4.3% 10/12/28) | Long | Debt | ZA | $179K | 200K | 0.01 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 200 SER 2005-A8CB CL A6 REGD 5.00000000 (RAST 2005-A8CB A6 5% 07/25/35) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.10 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 SER 2020-1 CL M1 V/R REGD 144A P/P 3.24200000 (RMLT 2020-1 M1 V/R 01/26/60) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.14 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2021-1R SER 2021-1R CL A1 V/R REGD 144A P/P 0.85900000 (RMLT 2021-1R A1 V/R 01/25/65) | Long | ABS-collateralized bond/debt obligation | US | $149K | 161K | 0.01 |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2A REGD 144A P/P 5.00000000 (VDCR 2023-1A A2A 5% 09/15/28) | Long | ABS-collateralized bond/debt obligation | US | $999K | 1M | 0.05 |
| RIO TINTO ALCAN INC REGD 6.12500000 (RIO TINTO ALCA 6.125% 12/15/33) | Long | Debt | CA | $442K | 420K | 0.02 |
| ROLLER BEARING CO OF AME REGD 144A P/P 4.37500000 (ROLLER BEARING 4.375% 10/15/29) | Long | Debt | US | $55K | 60K | 0.00 |
| ROMANIA REGD 144A P/P 5.87500000 (ROMANIA 5.875% 01/30/29) | Long | Debt | RO | $1M | 1M | 0.06 |
| ROMANIA REGD 3.00000000 (ROMANIA 3% 02/14/31) | Long | Debt | RO | $1M | 1M | 0.05 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 5.15000000 (ROYAL BANK OF C 5.15% 02/01/34) | Long | Debt | CA | $98K | 99K | 0.00 |
| ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000 (ROYAL CARIBBEAN 5.5% 08/31/26) | Long | Debt | US | $133K | 135K | 0.01 |
| ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000 (ROYAL CARIBBEAN 6.25% 03/15/32) | Long | Debt | US | $60K | 60K | 0.00 |
| ROYALTY PHARMA PLC REGD 2.15000000 (ROYALTY PHARMA 2.15% 09/02/31) | Long | Debt | US | $4K | 5K | 0.00 |
| ROYALTY PHARMA PLC REGD SER WI 2.20000000 (ROYALTY PHARMA P 2.2% 09/02/30) | Long | Debt | US | $790K | 955K | 0.04 |
| RPM INTERNATIONAL INC REGD 2.95000000 (RPM INTERNATION 2.95% 01/15/32) | Long | Debt | US | $2M | 2M | 0.08 |
| RR 23 LTD SER 2022-23A CL A2R V/R REGD 144A P/P 7.97856000 (RRAM 2022-23A A2 V/R 10/15/35) | Long | ABS-collateralized bond/debt obligation | BM | $1M | 1M | 0.07 |
| RTX CORP REGD 5.75000000 (RTX CORP 5.75% 11/08/26) | Long | Debt | US | $157K | 155K | 0.01 |
| RUTAS 2 & 7 FINANCE LTD REGD ZCP REG S 0.00000000 (RUTAS 2 & 7 FINAN ZCP 09/30/36) | Long | Debt | KY | $228K | 333K | 0.01 |
| SABEY DATA CENTER ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000 (SDCP 2024-1 A2 6% 04/20/29) | Long | ABS-collateralized bond/debt obligation | US | $164K | 165K | 0.01 |
| SABINE PASS LIQUEFACTION REGD SER WI 5.00000000 (SABINE PASS LIQUEF 5% 03/15/27) | Long | Debt | US | $254K | 256K | 0.01 |
| SAN MIGUEL INDUSTRIAS REGD REG S 3.50000000 (SAN MIGUEL INDUS 3.5% 08/02/28) | Long | Debt | PE | $172K | 200K | 0.01 |
| SANDSTONE PEAK LTD SER 2021-1A CL A1 V/R REGD 144A P/P 6.81017000 (SAND 2021-1A A1 V/R 10/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $501K | 500K | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL B REGD 4.98000000 (SDART 2023-1 B 4.98% 11/17/25) | Long | ABS-collateralized bond/debt obligation | US | $362K | 365K | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SER 2023-3 CL B REGD 5.61000000 (SDART 2023-3 B 5.61% 07/15/26) | Long | ABS-collateralized bond/debt obligation | US | $635K | 635K | 0.03 |
| SASOL FINANCING USA LLC REGD 5.50000000 (SASOL FINANCING 5.5% 03/18/31) | Long | Debt | US | $330K | 400K | 0.02 |
| SAUDI INTERNATIONAL BOND REGD 144A P/P 5.75000000 (SAUDI INTERNATI 5.75% 01/16/54) | Long | Debt | SA | $395K | 410K | 0.02 |
| SBA TOWER TRUST REGD 144A P/P 1.63100000 (SBA TOWER TRUS 1.631% 11/15/26) | Long | Debt | US | $3M | 3M | 0.16 |
| SC GAMES HOLDIN/US FINCO REGD 144A P/P 6.62500000 (SC GAMES HOLDI 6.625% 03/01/30) | Long | Debt | US | $66K | 70K | 0.00 |
| SCHLUMBERGER HLDGS CORP REGD 144A P/P 5.00000000 (SCHLUMBERGER HLDGS 5% 11/15/29) | Long | Debt | US | $158K | 160K | 0.01 |
| SCHLUMBERGER INVESTMENT REGD 5.00000000 (SCHLUMBERGER INVES 5% 06/01/34) | Long | Debt | LU | $348K | 355K | 0.02 |
| SEALED AIR/SEALED AIR US REGD 144A P/P 7.25000000 (SEALED AIR/SEAL 7.25% 02/15/31) | Long | Debt | US | $108K | 105K | 0.01 |
| SEASPAN CORP REGD 144A P/P 5.50000000 (SEASPAN CORP 5.5% 08/01/29) | Long | Debt | HK | $62K | 70K | 0.00 |
| SELECT MEDICAL CORP REGD 144A P/P 6.25000000 (SELECT MEDICAL 6.25% 08/15/26) | Long | Debt | US | $110K | 110K | 0.01 |
| SEMPRA REGD 3.40000000 (SEMPRA 3.4% 02/01/28) | Long | Debt | US | $136K | 145K | 0.01 |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SER 2015-5AVE CL B V/R REGD 144A P/P 4.38801000 (SFAVE 2015-5AVE V/R 01/05/35) | Long | ABS-collateralized bond/debt obligation | US | $2M | 3M | 0.11 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL A4 REGD 144A P/P 5.47000000 (SFAST 2023-1A 5.47% 06/20/27) | Long | ABS-collateralized bond/debt obligation | US | $521K | 520K | 0.03 |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1 SER 2021-1 CL A1 V/R REGD 144A P/P 1.16000000 (SGR 2021-1 A1 V/R 07/25/61) | Long | ABS-collateralized bond/debt obligation | US | $662K | 830K | 0.03 |
| SG RESIDENTIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL B1 V/R REGD 144A P/P 4.03800000 (SGR 2021-2 B1 V/R 12/25/61) | Long | ABS-collateralized bond/debt obligation | US | $4M | 5M | 0.19 |
| SHACKLETON 2013-III CLO LTD SER 2013-3A CL DR V/R REGD 144A P/P 8.61017000 (SHACK 2013-3A DR V/R 07/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $500K | 500K | 0.03 |
| SHELL INTERNATIONAL FIN REGD 3.00000000 (SHELL INTERNATIONA 3% 11/26/51) | Long | Debt | NL | $238K | 365K | 0.01 |
| SHELL INTERNATIONAL FIN REGD 3.25000000 (SHELL INTERNATI 3.25% 04/06/50) | Long | Debt | NL | $313K | 450K | 0.02 |
| SHERWIN-WILLIAMS CO REGD 2.30000000 (SHERWIN-WILLIAMS 2.3% 05/15/30) | Long | Debt | US | $579K | 680K | 0.03 |
| SIMON PROPERTY GROUP LP REGD 2.20000000 (SIMON PROPERTY G 2.2% 02/01/31) | Long | Debt | US | $2M | 2M | 0.08 |
| SIRIUS XM RADIO INC REGD 144A P/P 5.50000000 (SIRIUS XM RADIO 5.5% 07/01/29) | Long | Debt | US | $116K | 125K | 0.01 |
| SITIO ROYAL OP / SIT FIN REGD 144A P/P 7.87500000 (SITIO ROYAL OP 7.875% 11/01/28) | Long | Debt | US | $67K | 65K | 0.00 |
| SIX FLAGS ENTER / THEME REGD 144A P/P 6.62500000 (SIX FLAGS ENTE 6.625% 05/01/32) | Long | Debt | US | $130K | 130K | 0.01 |
| SMITH & NEPHEW PLC REGD 5.40000000 (SMITH & NEPHEW P 5.4% 03/20/34) | Long | Debt | GB | $171K | 175K | 0.01 |
| SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 7.26700000 (SMRT 2022-MINI D V/R 01/15/24) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.18 |
| SOCIETE GENERALE REGD V/R 144A P/P MTN 6.22100000 (SOCIETE GENERALE V/R 06/15/33) | Long | Debt | FR | $1M | 1M | 0.07 |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SER 2018-B CL BFX REGD 144A P/P 3.83000000 (SOFI 2018-B BF 3.83% 01/25/27) | Long | ABS-collateralized bond/debt obligation | US | $908K | 1M | 0.05 |
| SOLVENTUM CORP REGD 144A P/P 5.40000000 (SOLVENTUM CORP 5.4% 03/01/29) | Long | Debt | US | $691K | 695K | 0.04 |
| SOLVENTUM CORP REGD 144A P/P 5.45000000 (SOLVENTUM CORP 5.45% 03/13/31) | Long | Debt | US | $138K | 140K | 0.01 |
| SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000 (SONIC AUTOMOTI 4.625% 11/15/29) | Long | Debt | US | $108K | 120K | 0.01 |
| SOTERA HEALTH HLDGS LLC REGD 144A P/P 7.37500000 (SOTERA HEALTH 7.375% 06/01/31) | Long | Debt | US | $258K | 260K | 0.01 |
| SOUND POINT CLO XXIX LTD SER 2021-1A CL A V/R REGD 144A P/P 6.65516000 (SNDPT 2021-1A A V/R 04/25/34) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.09 |
| SOUTHAVEN CMBD CYCLE GEN REGD 3.84600000 (SOUTHAVEN CMBD 3.846% 08/15/33) | Long | Debt | US | $249K | 276K | 0.01 |
| SOUTHERN CAL EDISON REGD 2.25000000 (SOUTHERN CAL ED 2.25% 06/01/30) | Long | Debt | US | $273K | 325K | 0.01 |
| SOUTHERN CAL EDISON REGD 2.85000000 (SOUTHERN CAL ED 2.85% 08/01/29) | Long | Debt | US | $116K | 130K | 0.01 |
| SOUTHERN CAL EDISON REGD 5.15000000 (SOUTHERN CAL ED 5.15% 06/01/29) | Long | Debt | US | $383K | 385K | 0.02 |
| SOUTHERN CAL EDISON REGD 5.20000000 (SOUTHERN CAL EDI 5.2% 06/01/34) | Long | Debt | US | $891K | 915K | 0.05 |
| SOUTHERN CAL EDISON REGD 5.45000000 (SOUTHERN CAL ED 5.45% 06/01/31) | Long | Debt | US | $589K | 587K | 0.03 |
| SOUTHERN CAL EDISON REGD 5.95000000 (SOUTHERN CAL ED 5.95% 11/01/32) | Long | Debt | US | $222K | 215K | 0.01 |
| SOUTHERN CAL EDISON REGD SER C 4.12500000 (SOUTHERN CAL E 4.125% 03/01/48) | Long | Debt | US | $426K | 545K | 0.02 |
| SOUTHERN CALIF GAS CO REGD 5.20000000 (SOUTHERN CALIF G 5.2% 06/01/33) | Long | Debt | US | $550K | 555K | 0.03 |
| SOUTHERN CALIF GAS CO REGD 5.60000000 (SOUTHERN CALIF G 5.6% 04/01/54) | Long | Debt | US | $517K | 530K | 0.03 |
| SOUTHERN CALIF GAS CO REGD 5.75000000 (SOUTHERN CALIF 5.75% 06/01/53) | Long | Debt | US | $6M | 6M | 0.30 |
| SOUTHERN CO GAS CAPITAL REGD 5.75000000 (SOUTHERN CO GAS 5.75% 09/15/33) | Long | Debt | US | $112K | 110K | 0.01 |
| SOUTHERN CO REGD 4.85000000 (SOUTHERN CO 4.85% 06/15/28) | Long | Debt | US | $381K | 385K | 0.02 |
| SOUTHERN CO REGD 5.20000000 (SOUTHERN CO 5.2% 06/15/33) | Long | Debt | US | $324K | 330K | 0.02 |
| SOUTHERN CO REGD 5.70000000 (SOUTHERN CO 5.7% 03/15/34) | Long | Debt | US | $629K | 620K | 0.03 |
| SOUTHERN CO REGD V/R SER 21-A 3.75000000 (SOUTHERN CO V/R 09/15/51) | Long | Debt | US | $391K | 420K | 0.02 |
| SOUTHERN COPPER CORP REGD 3.87500000 (SOUTHERN COPPE 3.875% 04/23/25) | Long | Debt | US | $49K | 50K | 0.00 |
| SOUTHWEST AIRLINES CO REGD 5.12500000 (SOUTHWEST AIRL 5.125% 06/15/27) | Long | Debt | US | $2M | 2M | 0.09 |
| SOUTHWEST GAS CORP REGD 2.20000000 (SOUTHWEST GAS CO 2.2% 06/15/30) | Long | Debt | US | $367K | 438K | 0.02 |
| SOUTHWESTERN ELEC POWER REGD 5.30000000 (SOUTHWESTERN ELE 5.3% 04/01/33) | Long | Debt | US | $430K | 445K | 0.02 |
| SOUTHWESTERN ENERGY CO REGD 4.75000000 (SOUTHWESTERN EN 4.75% 02/01/32) | Long | Debt | US | $59K | 65K | 0.00 |
| SPECTRUM BRANDS INC REGD 144A P/P 5.00000000 (SPECTRUM BRANDS IN 5% 10/01/29) | Long | Debt | US | $130K | 130K | 0.01 |
| SPIRIT AEROSYSTEMS INC REGD 144A P/P 9.75000000 (SPIRIT AEROSYST 9.75% 11/15/30) | Long | Debt | US | $44K | 40K | 0.00 |
| SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000 (SPRINT SPECTRU 5.152% 03/20/28) | Long | Debt | US | $2M | 2M | 0.12 |
| STACK INFRASTRUCTURE ISSUER LLC SER 2023-2A CL A2 REGD 144A P/P 5.90000000 (SIDC 2023-2A A2 5.9% 07/25/28) | Long | ABS-collateralized bond/debt obligation | US | $584K | 590K | 0.03 |
| STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000 (SIDC 2024-1A A2 5.9% 03/26/29) | Long | ABS-collateralized bond/debt obligation | US | $322K | 320K | 0.02 |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 5.90500000 (STANDARD CHARTERE V/R 05/14/35) | Long | Debt | GB | $425K | 425K | 0.02 |
| STANDARD CHARTERED PLC REGD V/R P/P 7.76700000 (STANDARD CHARTERE V/R 11/16/28) | Long | Debt | GB | $601K | 565K | 0.03 |
| STANDARD INDUSTRIES INC REGD 144A P/P 4.37500000 (STANDARD INDUS 4.375% 07/15/30) | Long | Debt | US | $161K | 180K | 0.01 |
| STAPLES INC REGD 144A P/P 10.75000000 (STAPLES INC 10.75% 04/15/27) | Long | Debt | US | $31K | 35K | 0.00 |
| STAPLES INC REGD 144A P/P 7.50000000 (STAPLES INC 7.5% 04/15/26) | Long | Debt | US | $45K | 45K | 0.00 |
| STAR 2021-1 TRUST SER 2021-1 CL A1 V/R REGD 144A P/P 1.21900000 (STAR 2021-1 A1 V/R 05/25/65) | Long | ABS-collateralized bond/debt obligation | US | $396K | 448K | 0.02 |
| STAR 2021-SFR1 TRUST SER 2021-SFR1 CL G V/R REGD 144A P/P 8.63148000 (STAR 2021-SFR1 G V/R 04/17/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.17 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.94300000 (STAR 2021-2 A1 V/R 05/25/65) | Long | ABS-collateralized bond/debt obligation | US | $137K | 152K | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.12700000 (STAR 2021-3 A1 V/R 06/25/56) | Long | ABS-collateralized bond/debt obligation | US | $562K | 694K | 0.03 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 SER 2021-4 CL A1 V/R REGD 144A P/P 1.16200000 (STAR 2021-4 A1 V/R 08/25/56) | Long | ABS-collateralized bond/debt obligation | US | $767K | 914K | 0.04 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.92000000 (STAR 2021-6 A1 V/R 11/25/66) | Long | ABS-collateralized bond/debt obligation | US | $744K | 879K | 0.04 |
| STARWOOD PROPERTY TRUST REGD 144A P/P 7.25000000 (STARWOOD PROPER 7.25% 04/01/29) | Long | Debt | US | $70K | 70K | 0.00 |
| STATE OF ISRAEL REGD 5.75000000 (STATE OF ISRAEL 5.75% 03/12/54) | Long | Debt | IL | $253K | 280K | 0.01 |
| STATION CASINOS LLC REGD 144A P/P 6.62500000 (STATION CASINO 6.625% 03/15/32) | Long | Debt | US | $157K | 160K | 0.01 |
| STEELCASE INC REGD 5.12500000 (STEELCASE INC 5.125% 01/18/29) | Long | Debt | US | $2M | 2M | 0.12 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-4 SER 2006-4 CL A5 V/R REGD 5.74936000 (SAIL 2006-4 A5 V/R 07/25/36) | Long | ABS-collateralized bond/debt obligation | US | $3M | 9M | 0.15 |
| STWD TRUST 2021-FLWR SER 2021-FLWR CL D V/R REGD 144A P/P 6.80652000 (SREIT 2021-FLWR V/R 07/15/23) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.18 |
| SUBURBAN PROPANE PARTNRS REGD 144A P/P 5.00000000 (SUBURBAN PROPANE P 5% 06/01/31) | Long | Debt | US | $108K | 120K | 0.01 |
| SUBWAY FUNDING LLC SER 2024-1A CL A23 REGD 144A P/P 6.50500000 (SUBWAY 2024-1 6.505% 07/30/34) | Long | ABS-collateralized bond/debt obligation | US | $500K | 500K | 0.03 |
| SUBWAY FUNDING LLC SER 2024-1A CL A2I REGD 144A P/P 6.02800000 (SUBWAY 2024-1 6.028% 07/30/29) | Long | ABS-collateralized bond/debt obligation | US | $885K | 885K | 0.05 |
| SUN COMMUNITIES OPER LP REGD 2.70000000 (SUN COMMUNITIES 2.7% 07/15/31) | Long | Debt | US | $196K | 239K | 0.01 |
| SUNCOKE ENERGY INC REGD 144A P/P 4.87500000 (SUNCOKE ENERGY 4.875% 06/30/29) | Long | Debt | US | $90K | 100K | 0.00 |
| SUNNOVA HELIOS V ISSUER LLC SER 2021-A CL A REGD 144A P/P 1.80000000 (SNVA 2021-A A 1.8% 02/21/28) | Long | ABS-collateralized bond/debt obligation | US | $600K | 778K | 0.03 |
| SUNOCO LP/FINANCE CORP REGD SER WI 6.00000000 (SUNOCO LP/FINANCE 6% 04/15/27) | Long | Debt | US | $55K | 55K | 0.00 |
| SUNRUN DEMETER ISSUER 2021-2 LLC SER 2021-2A CL A REGD 144A P/P 2.27000000 (SUNRN 2021-2A 2.27% 01/30/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| SWF ESCROW ISSUER CORP REGD 144A P/P 6.50000000 (SWF ESCROW ISSUE 6.5% 10/01/29) | Long | Debt | US | $11K | 20K | 0.00 |
| SYNCHRONY CARD FUNDING LLC SER 2023-A2 CL A REGD 5.74000000 (SYNIT 2023-A2 5.74% 10/15/26) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.28 |
| SYSCO CORPORATION REGD 3.25000000 (SYSCO CORPORATI 3.25% 07/15/27) | Long | Debt | US | $195K | 207K | 0.01 |
| T-MOBILE US TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.05000000 (TMUST 2024-1A 5.05% 02/22/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| T-MOBILE USA INC REGD 2.87500000 (T-MOBILE USA I 2.875% 02/15/31) | Long | Debt | US | $2M | 2M | 0.09 |
| T-MOBILE USA INC REGD 5.05000000 (T-MOBILE USA IN 5.05% 07/15/33) | Long | Debt | US | $204K | 210K | 0.01 |
| T-MOBILE USA INC REGD 5.50000000 (T-MOBILE USA INC 5.5% 01/15/55) | Long | Debt | US | $575K | 600K | 0.03 |
| T-MOBILE USA INC REGD 5.75000000 (T-MOBILE USA IN 5.75% 01/15/34) | Long | Debt | US | $333K | 325K | 0.02 |
| T-MOBILE USA INC REGD SER WI 3.87500000 (T-MOBILE USA I 3.875% 04/15/30) | Long | Debt | US | $623K | 670K | 0.03 |
| T/L RENT-A-CENTER INC. REGD 0.00000000 (T/L RENT-A-CE 0% 02/17/28) | Long | Loan | US | $37K | 37K | 0.00 |
| T/L 1011778 B C UNLIMITED LIABILITY COMPANY REGD 0.00000000 (T/L 1011778 B C U 0% 09/13/30) | Long | Loan | CA | $65K | 65K | 0.00 |
| T/L ACCESS CIG LLC REGD 0.00000000 (T/L ACCESS CIG 0% 08/15/2028) | Long | Loan | US | $247K | 245K | 0.01 |
| T/L ACRISURE LLC REGD 0.00000000 (T/L ACRISURE LLC 0% 02/15/2027) | Long | Loan | US | $220K | 220K | 0.01 |
| T/L ACRISURE LLC REGD 0.00000000 (T/L ACRISURE LLC 0% 02/15/27) | Long | Loan | US | $109K | 109K | 0.01 |
| T/L ADMI CORP. (AKA ASPEN DENTAL) REGD 0.00000000 (T/L ADMI CORP 0% 12/23/2027) | Long | Loan | US | $92K | 94K | 0.00 |
| T/L AIR CANADA 0.00000000 (T/L AIR CANADA 00.00% 12/31/49) | Long | Loan | CA | $75K | 75K | 0.00 |
| T/L ALLIANT HOLDINGS INTERMEDIATE LLC REGD 0.00000000 (T/L ALLIANT H 0% 12/07/30) | Long | Loan | US | $235K | 234K | 0.01 |
| T/L ALLIED UNIVERSAL HOLDCO REGD ZCP TERM LOAN 0.00000000 (T/L ALLIED UNIVER ZCP 05/12/28) | Long | Loan | US | $159K | 159K | 0.01 |
| T/L ALLSPRING BUYER LLC REGD__ ZCP TERM LOAN 0.00000000 (T/L ALLSPRING BUY ZCP 11/01/28) | Long | Loan | US | $61K | 61K | 0.00 |
| T/L AMERICAN AIRLINES INC REGD 0.00000000 (T/L AMERICAN AIRLI 0% 4/20/28) | Long | Loan | US | $66K | 64K | 0.00 |
| T/L AMWINS GROUP INC REGD 0.00000000 (T/L AMWINS GROUP IN 0% 2/19/28) | Long | Loan | US | $40K | 40K | 0.00 |
| T/L API GROUP DE INC REGD 0.00000000 (T/L API GROUP 0% 01/03/29) | Long | Loan | US | $15K | 15K | 0.00 |
| T/L APPLIED SYSTEMS INC REGD 0.00000000 (T/L APPLIED SYST 0% 02/06/32) | Long | Loan | US | $21K | 20K | 0.00 |
| T/L APPLIED SYSTEMS INC REGD 0.00000000 (T/L APPLIED SYSTEM 0% 02/07/31) | Long | Loan | US | $161K | 160K | 0.01 |
| T/L ARTERA SERVICE LLC REGD TERM LOAN ZCP 0.00000000 (T/L ARTERA SER 0% 02/07/31) | Long | Loan | US | $60K | 60K | 0.00 |
| T/L ASCEND LEARNING LLC REGD 0.00000000 (T/L ASCEND LE 0% 12/11/28) | Long | Loan | US | $295K | 296K | 0.02 |
| T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 08/19/28) | Long | Loan | US | $84K | 85K | 0.00 |
| T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 01/31/2028) | Long | Loan | US | $19K | 20K | 0.00 |
| T/L AVEANNA HEALTHCARE LLC REGD 0.00000000 (T/L AVEANNA 0% 07/17/2028) | Long | Loan | US | $259K | 267K | 0.01 |
| T/L BAUSCH & LOMB INCORPORATED REGD 0.00000000 (T/L BAUSCH & LOMB 0% 05/05/27) | Long | Loan | US | $325K | 329K | 0.02 |
| T/L BOXER PARENT COMPANY INC REGD 0.00000000 (T/L BOXER PARENT C 0% 12/02/28) | Long | Loan | US | $296K | 294K | 0.02 |
| T/L BRAND INDUSTRIAL SERVICES INC REGD 0.00000000 (T/L BRAND INDUSTRI 0% 08/01/30) | Long | Loan | US | $65K | 65K | 0.00 |
| T/L BROADSTREET PARTNERS INS REGD 0.00000000 (T/L BROADSTREET 0% 05/09/2031) | Long | Loan | US | $65K | 65K | 0.00 |
| T/L CAESARS ENTERTAINMENT INC REGD 0.00000000 (T/L CAESARS ENT 0% 02/06/2030) | Long | Loan | US | $139K | 139K | 0.01 |
| T/L CAESARS ENTERTAINMENT INC REGD TERM LOAN 0.00000000 (T/L CAESARS ENTER 0% 01/24/31) | Long | Loan | US | $115K | 115K | 0.01 |
| T/L CAMELOT U.S. ACQUISITION REGD /USD/ 0.00000000 (T/L CAMELOT 0% 01/25/31 /USD/) | Long | Loan | US | $90K | 90K | 0.00 |
| T/L CARNIVAL CORP REGD ZCP TERM LOAN 0.00000000 (T/L CARNIVAL CORP ZCP 10/18/28) | Long | Loan | US | $15K | 15K | 0.00 |
| T/L CEDAR FAIR L.P. B 0.00000000 (T/L CEDAR FAIR 00.00% 04/18/31) | Long | Loan | US | $60K | 60K | 0.00 |
| T/L CENGAGE LEARNING ACQUISITIONS INC FKA TL ACQUISITIONS INC B 0.00000000 (T/L CENGAGE LEARN 0% 03/18/31) | Long | Loan | US | $45K | 45K | 0.00 |
| T/L CENTRAL PARENT LLC REGD ZCP TERM LOAN 0.00000000 (T/L CENTRAL PAREN ZCP 07/06/29) | Long | Loan | US | $156K | 155K | 0.01 |
| T/L CHARTER NEXT GENERATION INC ZCP/TERM LOAN REGD 0.00000000 (T/L CHARTER NEXT 0% 12/01/27) | Long | Loan | US | $70K | 70K | 0.00 |
| T/L CLUBCORP HOLDINGS INC REGD 0.00000000 (T/L CLUBCORP HOLD 0% 09/18/26) | Long | Loan | US | $64K | 64K | 0.00 |
| T/L CLYDESDALE ACQUISITION HOLDINGS INC REGD 0.00000000 (T/L CLYDESDALE 0% 04/13/29) | Long | Loan | US | $80K | 80K | 0.00 |
| T/L COLORADO BUYER INC REGD 0.00000000 (T/L COLORADO BUYE 0% 05/01/24) | Long | Loan | US | $388.5 | 35K | 0.00 |
| T/L COLUMBUS MCKINNON CORPORATION REGD 0.00000000 (T/L COLUMBUS M 0% 05/14/28) | Long | Loan | US | $8K | 8K | 0.00 |
| T/L CONNECT FINCO SARL REGD 0.00000000 (T/L CONNECT FINCO 0% 12/11/26) | Long | Loan | LU | $18K | 18K | 0.00 |
| T/L CORNERSTONE ONDEMAND INC REGD 0.00000000 (T/L CORNERSTONE ONDEMAND INC 0.00% 10/16/28) | Long | Loan | US | $98K | 102K | 0.01 |
| T/L COTIVITI HOLDINGS INC REGD /USD/ 0.00000000 (T/L COTIVITI 0% 02/21/31 /USD/) | Long | Loan | US | $201K | 200K | 0.01 |
| T/L CPI HOLDCO B LLC REGD TERM LOAN 0.00000000 (T/L CPI HOLDCO B 0% 05/10/31) | Long | Loan | US | $35K | 35K | 0.00 |
| T/L CSC HOLDINGS LLC REGD 0.00000000 (T/L CSC HOLDINGS 0% 04/15/27) | Long | Loan | US | $47K | 60K | 0.00 |
| T/L DELTA AIR LINES INC REGD 0.00000000 (T/L DELTA AIR 0% 10/20/2027) | Long | Loan | US | $40K | 39K | 0.00 |
| T/L DIGICERT HOLDINGS INC REGD 0.00000000 (T/L DIGICERT HOLDI 0% 10/16/26) | Long | Loan | US | $116K | 117K | 0.01 |
| T/L DIRECTV FINANCING LLC REGD 0.00000000 (T/L DIRECTV FIN 0% 08/02/27) | Long | Loan | US | $36K | 36K | 0.00 |
| T/L DYNASTY ACQUISITION CO INC B1 0.00000000 (T/L DYNASTY 00.00% 08/24/28) | Long | Loan | US | $181K | 180K | 0.01 |
| T/L DYNASTY ACQUISITION CO INC B2 0.00000000 (T/L DYNASTY 00.00% 08/24/28) | Long | Loan | US | $70K | 69K | 0.00 |
| T/L EAB GLOBAL INC. REGD 0.00000000 (T/L EAB GLOBAL 0% 08/16/28) | Long | Loan | US | $185K | 185K | 0.01 |
| T/L EG AMERICA LLC REGD 0.00000000 (T/L EG AMERICA LLC 0% 03/31/26) | Long | Loan | US | $19K | 20K | 0.00 |
| T/L EG AMERICA LLC REGD ZCP TERM LOAN 0.00000000 (T/L EG AMERICA LL ZCP 02/07/28) | Long | Loan | US | $63K | 65K | 0.00 |
| T/L EPICOR SOFTWARE CORPORATION REGD 0.00000000 (T/L EPICOR SOFTWAR 0% 05/23/31) | Long | Loan | US | $36K | 36K | 0.00 |
| T/L EPICOR SOFTWARE CORPORATION REGD 0.00000000 (T/L EPICOR SOFTW 0% 05/23/31) | Long | Loan | US | $4K | 4K | 0.00 |
| T/L FERTITTA ENTERTAINMENTLLC REGD 0.00000000 (T/L FERTITTA 0% 01/27/29) | Long | Loan | US | $325K | 325K | 0.02 |
| T/L GARDA FINANCING DELAWARE G P REGD 0.00000000 (T/L GARDA FINANCI 0% 02/01/29) | Long | Loan | CA | $181K | 180K | 0.01 |
| T/L GRANT THORNTON ADVISORS LLC REGD 0.00000000 (T/L GRANT THOR 0% 05/31/31) | Long | Loan | US | $76K | 75K | 0.00 |
| T/L GREAT OUTDOORS GROUP LLC REGD 0.00000000 (T/L GREAT OUTDOOR 0% 03/06/28) | Long | Loan | US | $106K | 106K | 0.01 |
| T/L GREYSTONE SELECT FINANCIAL LLC REGD 0.00000000 (T/L GREYSTONE SELE 0% 06/16/28) | Long | Loan | US | $24K | 24K | 0.00 |
| T/L GRIFOLS WORLDWIDE OPERATIONS USA INC REGD 0.00000000 (T/L GRIFOLS 0% 11/15/2027) | Long | Loan | US | $42K | 42K | 0.00 |
| T/L HAMILTON PROJECTS ACQUIROR LLC REGD ZCP TERM LOAN 0.00000000 (T/L HAMILTON 0% 05/22/31) | Long | Loan | US | $25K | 25K | 0.00 |
| T/L HEXION HOLDINGS CORPORATION REGD 0.00000000 (T/L HEXION HOLDI 0% 03/15/29) | Long | Loan | US | $70K | 70K | 0.00 |
| T/L HUNTER DOUGLAS INC REGD 0.00000000 (T/L HUNTER DOUGLAS 0% 02/26/29) | Long | Loan | US | $148K | 149K | 0.01 |
| T/L HUSKY INJECTION MOLDING SYSTEMS LTDREGD 0.00000000 (T/L HUSKY INJECT 0% 02/01/29) | Long | Loan | US | $222K | 220K | 0.01 |
| T/L INEOS US FINANCE LLC 0.00000000 (T/L INEOS US 00.00% 01/31/31) | Long | Loan | US | $367K | 365K | 0.02 |
| T/L INEOS US PETROCHEM LLC REGD ZCP TERM LOAN 0.00000000 (T/L INEOS US PETR ZCP 03/31/29) | Long | Loan | US | $120K | 120K | 0.01 |
| T/L ION ANALYTICS INC REGD 0.00000000 (T/L ION ANALYTICS 0% 02/16/28) | Long | Loan | US | $126K | 126K | 0.01 |
| T/L KENAN ADVANTAGE GROUP INC ZCP REGD 0.00000000 (T/L KENAN ADVANTAG 0% 01/18/29) | Long | Loan | US | $169K | 170K | 0.01 |
| T/L KRONOS ACQUISITION HOLDI REGD ZCP TERM LOAN 0.00000000 (T/L KRONOS ACQUIS ZCP 12/22/26) | Long | Loan | CA | $77K | 77K | 0.00 |
| T/L LBM ACQUISITION LLC REGD 0.00000000 (T/L LBM ACQUISI 0% 05/30/31) | Long | Loan | US | $134K | 135K | 0.01 |
| T/L LC AHAB US BIDCO LLC REGD 0.00000000 (T/L LC AHAB US 0% 04/11/31) | Long | Loan | US | $85K | 85K | 0.00 |
| T/L LIFEPOINT HEALTH INC REGD 0.00000000 (T/L LIFEPOINT 0% 11/16/2028) | Long | Loan | US | $248K | 246K | 0.01 |
| T/L LIONS GATE CAPITAL HOLDING LLC REGD 0.00000000 (T/L LIONS GATE CAP 0% 03/24/25) | Long | Loan | US | $24K | 25K | 0.00 |
| T/L MARAVAI INTERMEDIATE HOL REGD ZCP TERM LOAN 0.00000000 (T/L MARAVAI INTER ZCP 10/19/27) | Long | Loan | US | $35K | 35K | 0.00 |
| T/L MAVIS TIRE EXPRESS SERVICES TOPCO CORP REGD 0.00000000 (T/L MAVIS TIRE 0% 05/04/28) | Long | Loan | US | $80K | 80K | 0.00 |
| T/L MCAFEE CORP REGD 0.00000000 (T/L MCAFEE CORP 0% 03/01/29) | Long | Loan | US | $83K | 83K | 0.00 |
| T/L MCAFEE CORP REGD 0.00000000 (T/L MCAFEE CORP 0% 03/01/29) | Long | Loan | US | $5K | 5K | 0.00 |
| T/L MERLIN BUYER INC REGD 0.00000000 (T/L MERLIN BUYER 0% 11/12/29) | Long | Loan | US | $170K | 170K | 0.01 |
| T/L MILANO ACQUISITION CORP REGD 0.00000000 (T/L MILANO ACQUIS 0% 10/01/27) | Long | Loan | US | $250K | 258K | 0.01 |
| T/L MILEAGE PLUS HOLDINGS LLC REGD 0.00000000 (T/L MILEAGE PLUS 0% 06/21/27) | Long | Loan | US | $73K | 72K | 0.00 |
| T/L MIWD HOLDCO II LLC REGD ZCP TERM LOAN 0.00000000 (T/L MIWD HOLDCO 0% 03/20/31) | Long | Loan | US | $35K | 35K | 0.00 |
| T/L MODENA BUYER LLC ZCP REGD TERM LOAN 0.00000000 (T/L MODENA BUY 0% 04/18/31) | Long | Loan | US | $88K | 90K | 0.00 |
| T/L NASCAR HOLDINGS INC REGD 0.00000000 (T/L NASCAR HOLD 0% 10/19/26) | Long | Loan | US | $18K | 18K | 0.00 |
| T/L NEP GROUP INC REGD 0.00000000 (T/L NEP GROUP INC 0% 08/19/26) | Long | Loan | US | $63K | 65K | 0.00 |
| T/L NUMERICABLE U S LLC 0.00000000 (T/L NUMERICABLE U ZCP 08/15/28) | Long | Loan | US | $37K | 50K | 0.00 |
| T/L OLYPUS WATER US HOLDING CORPORATION REGD 0.00000000 (T/L OLYMPUS WATER 0% 11/09/2028) | Long | Loan | US | $146K | 145K | 0.01 |
| T/L ONEDIGITAL BORROWER LLC REGD 0.00000000 (T/L ONEDIGITAL BOR 0% 11/16/27) | Long | Loan | US | $297K | 296K | 0.02 |
| T/L ONTARIO GAMING GTA LIMITED PARTNERSHIP REGD TERM LOAN 0.00000000 (T/L ONTARIO GAMIN 0% 07/20/30) | Long | Loan | CA | $80K | 80K | 0.00 |
| T/L ORGANON & CO REGD 0.00000000 (T/L ORGANON 0% 05/14/2031) | Long | Loan | US | $25K | 25K | 0.00 |
| T/L OSMOSIS DEBT MERGER SUB INC REGD 0.00000000 (T/L OSMOSIS DEB 0% 07/31/28) | Long | Loan | US | $329K | 328K | 0.02 |
| T/L PACIFIC DENTAL SERVICES LLC REGD 0.00000000 (T/L PACIFIC DENTAL 0% 03/07/31) | Long | Loan | US | $151K | 150K | 0.01 |
| T/L PACKAGING COORDINATORS MIDCO INC REGD 0.00000000 (T/L PACKAGING 0% 11/30/27) | Long | Loan | US | $145K | 145K | 0.01 |
| T/L PACKAGING COORDINATORS MIDCO INC REGD 0.00000000 (T/L PACKAGING COOR 0% 11/30/27) | Long | Loan | US | $51K | 51K | 0.00 |
| T/L PETSMART INC REGD 0.00000000 (T/L PETSMART INC 0% 02/11/28) | Long | Loan | US | $73K | 73K | 0.00 |
| T/L PHOENIX SERVICES INTERNATIONAL LLC REGD 0.00000000 (T/L PHOENIX SERVICES 0% 04/01/25) | Long | Loan | US | $71.97 | 75.36 | 0.00 |
| T/L POLARIS NEWCO LLC REGD 0.00000000 (T/L POLARIS NEW 0% 06/02/2028) | Long | Loan | US | $84K | 84K | 0.00 |
| T/L PQ CORPORATION REGD 0.00000000 (T/L PQ CORPORATION 0% 06/09/28) | Long | Loan | US | $24K | 24K | 0.00 |
| T/L PREGIS CORPORATION REGD 0.00000000 (T/L PREGIS CORP 0% 07/31/26) | Long | Loan | US | $75K | 75K | 0.00 |
| T/L PRETIUM PKG HOLDINGS INC REGD ZCP TERM LOAN 0.00000000 (T/L PRETIUM PKG H ZCP 10/01/28) | Long | Loan | US | $63K | 73K | 0.00 |
| T/L PRETIUM PKG HOLDINGS INC REGD ZCP TERM LOAN 0.00000000 (T/L PRETIUM PKG H ZCP 10/01/28) | Long | Loan | US | $50K | 49K | 0.00 |
| T/L RADIOLOGY PARTNERS INC. REGD 0.00000000 (T/L RADIOLOGY PA 0% 01/31/2029) | Long | Loan | US | $62K | 65K | 0.00 |
| T/L RADNET MANAGEMENT INC REGD 0.00000000 (T/L RADNET MANAGE 0% 04/10/31) | Long | Loan | US | $35K | 35K | 0.00 |
| T/L RESIDEO FUNDING INC REGD TERM LOAN 0.00000000 (T/L RESIDEO FUNDIN 0% 05/21/31) | Long | Loan | US | $80K | 80K | 0.00 |
| T/L RESTAURANT TECHNOLOGIES INC REGD 0.00000000 (T/L RESTAURANT TEC 0% 04/02/29) | Long | Loan | US | $74K | 75K | 0.00 |
| T/L SCIENTIFIC GAMES HOLDINGS LP 0.00000000 (T/L SCIENTIFIC 00.00% 04/04/29) | Long | Loan | US | $90K | 90K | 0.00 |
| T/L SMG US MIDCO 2 INC REGD 0.00000000 (T/L SMG US MIDCO 2 0% 01/23/25) | Long | Loan | US | $19K | 19K | 0.00 |
| T/L SOTERA HEALTH HOLDINGS LLC REGD 0.00000000 (T/L SOTERA HEAL 0% 05/23/31) | Long | Loan | US | $244K | 245K | 0.01 |
| T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 0.00000000 (T/L SS&C TECHN 0% 04/29/31) | Long | Loan | US | $141K | 140K | 0.01 |
| T/L STATION CASINOS LLC REGD 0.00000000 (T/L STATION CASINO 0% 03/07/31) | Long | Loan | US | $60K | 60K | 0.00 |
| T/L STUBHUB HOLDCO SUB LLC REGD ZCP TERM LOAN 0.00000000 (T/L STUBHUB HOLDC ZCP 03/12/30) | Long | Loan | US | $75K | 75K | 0.00 |
| T/L SWF HOLDINGS I CORP REGD 0.00000000 (T/L SWF HOLDINGS 0% 10/06/28) | Long | Loan | US | $22K | 27K | 0.00 |
| T/L TAR ACQUISITION CORP. REGD 0.00000000 (T/L TAR ACQ 0% 04/10/2028) | Long | Loan | US | $49K | 49K | 0.00 |
| T/L THE EDELMAN FINANCIAL ENGINES CENTER LLC REGD 0.00000000 (T/L THE EDELMAN FI 0% 10/20/28) | Long | Loan | US | $50K | 50K | 0.00 |
| T/L TK ELEVATOR MIDCO GMBH REGD 0.00000000 (T/L TK ELEVATOR 0% 04/30/2030) | Long | Loan | DE | $266K | 264K | 0.01 |
| T/L TRICORBRAUN INC FKA KRANSON INDUSTRIES INC REGD 0.00000000 (T/L TRICORBRAUN 0% 03/03/28) | Long | Loan | US | $43K | 43K | 0.00 |
| T/L TRITON WATER HOLDINGS INC REGD 0.00000000 (T/L TRITON WATER HOLDINGS INC 0% 3/31/2028) | Long | Loan | ES | $131K | 131K | 0.01 |
| T/L UKG INC REGD ZCP TERM LOAN 0.00000000 (T/L UKG INC 0% 01/30/31) | Long | Loan | US | $196K | 195K | 0.01 |
| T/L UNITED AIRLINES INC REGD ZCP TERM LOAN 0.00000000 (T/L UNITED AIRLIN ZCP 02/24/31) | Long | Loan | US | $200K | 200K | 0.01 |
| T/L VESTIS CORPORATION 0.00000000 (T/L VESTIS CORP 0.00% 02/15/31) | Long | Loan | US | $70K | 70K | 0.00 |
| T/L VISTRA ZERO OPERATING COMPANY LLC SENIOR SECURED B 0.00000000 (T/L VISTRA ZERO 0.00% 04/30/31) | Long | Loan | US | $30K | 30K | 0.00 |
| T/L WAND NEWCO 3 INC REGD 0.00000000 (T/L WAND NEWCO 3 0% 01/18/31) | Long | Loan | US | $136K | 135K | 0.01 |
| T/L WESTJET AIRLINES LTD REGD 0.00000000 (T/L WESTJET AIRL 0% 02/28/32) | Long | Loan | CA | $166K | 165K | 0.01 |
| T/L WESTJET AIRLINES LTD REGD 0.00000000 (T/L WESTJET AIRLIN 0% 12/11/26) | Long | Loan | CA | $10K | 10K | 0.00 |
| T/L WYNDHAM HOTELS & RESORTS INC REGD TERM LOAN 0.00000000 (T/L WYNDHAM HOTEL 0% 05/24/30) | Long | Loan | US | $140K | 140K | 0.01 |
| T/L ZAYO GROUP HOLDINGS INC REGD 0.00000000 (T/L ZAYO GROUP 0% 03/09/2027) | Long | Loan | US | $30K | 35K | 0.00 |
| T/L ZIGGO FINANCE PARTNERSHIP BV REGD 0.00000000 (T/L ZIGGO FINANCE 0% 04/30/28) | Long | Loan | US | $20K | 20K | 0.00 |
| TACO BELL FUNDING LLC SER 2021-1A CL A23 REGD 144A P/P 2.54200000 (BELL 2021-1A 2.542% 08/25/31) | Long | ABS-collateralized bond/debt obligation | US | $760K | 933K | 0.04 |
| TAKE-TWO INTERACTIVE SOF REGD 4.95000000 (TAKE-TWO INTERA 4.95% 03/28/28) | Long | Debt | US | $389K | 394K | 0.02 |
| TALLGRASS NRG PRTNR/FIN REGD 144A P/P 7.37500000 (TALLGRASS NRG 7.375% 02/15/29) | Long | Debt | US | $65K | 65K | 0.00 |
| TAPESTRY INC REGD 7.05000000 (TAPESTRY INC 7.05% 11/27/25) | Long | Debt | US | $137K | 135K | 0.01 |
| TAPESTRY INC REGD 7.70000000 (TAPESTRY INC 7.7% 11/27/30) | Long | Debt | US | $98K | 94K | 0.01 |
| TARGA RESOURCES CORP REGD 6.15000000 (TARGA RESOURCES 6.15% 03/01/29) | Long | Debt | US | $175K | 170K | 0.01 |
| TARGA RESOURCES PARTNERS REGD 144A 4.00000000 (TARGA RESOURCES PA 4% 01/15/32) | Long | Debt | US | $675K | 755K | 0.03 |
| TELESAT CANADA/TELESAT L REGD 144A P/P 6.50000000 (TELESAT CANADA/T 6.5% 10/15/27) | Long | Debt | CA | $6K | 20K | 0.00 |
| TENET HEALTHCARE CORP REGD 6.12500000 (TENET HEALTHCA 6.125% 06/15/30) | Long | Debt | US | $119K | 120K | 0.01 |
| TENET HEALTHCARE CORP REGD 6.12500000 (TENET HEALTHCA 6.125% 10/01/28) | Long | Debt | US | $89K | 90K | 0.00 |
| TENET HEALTHCARE CORP REGD 6.25000000 (TENET HEALTHCAR 6.25% 02/01/27) | Long | Debt | US | $100K | 100K | 0.01 |
| TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 (TENNESSEE GAS PI 2.9% 03/01/30) | Long | Debt | US | $5M | 6M | 0.28 |
| TESLA AUTO LEASE TRUST 2021-B SER 2021-B CL B REGD 144A P/P 0.91000000 (TESLA 2021-B B 0.91% 09/22/25) | Long | ABS-collateralized bond/debt obligation | US | $138K | 138K | 0.01 |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A1 REGD 5.10200000 (TNG23 2023-1 5.102% 04/01/33) | Long | ABS-collateralized bond/debt obligation | US | $712K | 713K | 0.04 |
| TIERRA MOJADA LUX II SRL REGD REG S 5.75000000 (TIERRA MOJADA L 5.75% 12/01/40) | Long | Debt | LU | $166K | 181K | 0.01 |
| TOORAK MORTGAGE CORP 2021-1 LTD SER 2021-1 CL A1 V/R REGD 144A P/P 3.23950000 (TRK 2021-1 A1 V/R 07/25/23) | Long | ABS-collateralized bond/debt obligation | US | $249K | 252K | 0.01 |
| TOTALENERGIES CAPITAL SA REGD 5.63800000 (TOTALENERGIES 5.638% 04/05/64) | Long | Debt | FR | $418K | 420K | 0.02 |
| TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000 (TPMT 2021-R1 A1 V/R 04/27/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| TOWD POINT MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 3.75000000 (TPMT 2022-4 A1 V/R 06/25/62) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.13 |
| TOWNSQUARE MEDIA INC REGD 144A P/P 6.87500000 (TOWNSQUARE MED 6.875% 02/01/26) | Long | Debt | US | $93K | 95K | 0.00 |
| TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000 (TRANSCONT GAS P 3.25% 05/15/30) | Long | Debt | US | $139K | 155K | 0.01 |
| TRANSDIGM INC REGD 144A P/P 6.87500000 (TRANSDIGM INC 6.875% 12/15/30) | Long | Debt | US | $137K | 135K | 0.01 |
| TRANSDIGM INC REGD SER WI 5.50000000 (TRANSDIGM INC 5.5% 11/15/27) | Long | Debt | US | $137K | 140K | 0.01 |
| TRANSOCEAN INC REGD 144A P/P 8.00000000 (TRANSOCEAN INC 8% 02/01/27) | Long | Debt | US | $50K | 50K | 0.00 |
| TRANSOCEAN POSEIDON LTD REGD 144A P/P 6.87500000 (TRANSOCEAN POS 6.875% 02/01/27) | Long | Debt | KY | $77K | 78K | 0.00 |
| TRICOLOR AUTO SECURITIZATION TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 6.48000000 (TAST 2023-1A A 6.48% 01/15/25) | Long | ABS-collateralized bond/debt obligation | US | $74K | 74K | 0.00 |
| TRICON RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL A REGD 144A P/P 5.10000000 (TCN 2023-SFR1 A 5.1% 07/17/28) | Long | ABS-collateralized bond/debt obligation | US | $374K | 380K | 0.02 |
| TRICON RESIDENTIAL 2024-SFR1 TRUST SER 2024-SFR1 CL A REGD 144A P/P 4.65000000 (TCN 2024-SFR1 4.65% 04/17/29) | Long | ABS-collateralized bond/debt obligation | US | $251K | 260K | 0.01 |
| TRIDENT TPI HOLDINGS INC REGD 144A P/P 12.75000000 (TRIDENT TPI HO 12.75% 12/31/28) | Long | Debt | US | $109K | 100K | 0.01 |
| TRITON CONTAINER/TAL INT REGD 3.25000000 (TRITON CONTAINE 3.25% 03/15/32) | Long | Debt | US | $378K | 468K | 0.02 |
| TRITON WATER HOLDINGS IN REGD 144A P/P 6.25000000 (TRITON WATER HO 6.25% 04/01/29) | Long | Debt | US | $69K | 75K | 0.00 |
| TRK 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.15300000 (TRK 2021-INV1 A1 V/R 07/25/56) | Long | ABS-collateralized bond/debt obligation | US | $296K | 346K | 0.02 |
| TRTX 2021-FL4 ISSUER LTD SER 2021-FL4 CL A V/R REGD 144A P/P 6.63503000 (TRTX 2021-FL4 A V/R 03/15/38) | Long | ABS-collateralized bond/debt obligation | KY | $365K | 368K | 0.02 |
| TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000 (TRUIST FINANCIAL V/R 01/26/34) | Long | Debt | US | $3M | 3M | 0.16 |
| TYSN 2023-CRNR MORTGAGE TRUST SER 2023-CRNR CL A V/R REGD 144A P/P 6.57974500 (TYSN 2023-CRNR A V/R 12/10/28) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| TYSON FOODS INC REGD 5.40000000 (TYSON FOODS INC 5.4% 03/15/29) | Long | Debt | US | $65K | 65K | 0.00 |
| TYSON FOODS INC REGD 5.70000000 (TYSON FOODS INC 5.7% 03/15/34) | Long | Debt | US | $224K | 225K | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C1 SER 2017-C1 CL XA V/R REGD 1.49692300 (UBSCM 2017-C1 XA V/R 06/15/50) | Long | ABS-collateralized bond/debt obligation | US | $138K | 4M | 0.01 |
| UBS GROUP AG REGD V/R 144A P/P 2.74600000 (UBS GROUP AG V/R 02/11/33) | Long | Debt | CH | $3M | 4M | 0.15 |
| UBS GROUP AG REGD V/R 144A P/P 3.09100000 (UBS GROUP AG V/R 05/14/32) | Long | Debt | CH | $3M | 3M | 0.15 |
| UBS GROUP AG REGD V/R 144A P/P 4.19400000 (UBS GROUP AG V/R 04/01/31) | Long | Debt | CH | $284K | 305K | 0.01 |
| UBS GROUP AG REGD V/R 144A P/P 5.42800000 (UBS GROUP AG V/R 02/08/30) | Long | Debt | CH | $224K | 225K | 0.01 |
| UBS GROUP AG REGD V/R 144A P/P 6.24600000 (UBS GROUP AG V/R 09/22/29) | Long | Debt | CH | $339K | 330K | 0.02 |
| UBS GROUP AG REGD V/R 144A P/P 6.44200000 (UBS GROUP AG V/R 08/11/28) | Long | Debt | CH | $266K | 260K | 0.01 |
| UBS GROUP AG REGD V/R 144A P/P 6.53700000 (UBS GROUP AG V/R 08/12/33) | Long | Debt | CH | $1M | 1M | 0.08 |
| UBS GROUP AG REGD V/R 144A P/P MTN 2.09500000 (UBS GROUP AG V/R 02/11/32) | Long | Debt | CH | $161K | 200K | 0.01 |
| UDR INC REGD MTN 3.20000000 (UDR INC 3.2% 01/15/30) | Long | Debt | US | $5M | 5M | 0.24 |
| UKG INC REGD 144A P/P 6.87500000 (UKG INC 6.875% 02/01/31) | Long | Debt | US | $60K | 60K | 0.00 |
| UNIFRAX ESCROW ISS CORP REGD 144A P/P 5.25000000 (UNIFRAX ESCROW 5.25% 09/30/28) | Long | Debt | US | $20K | 40K | 0.00 |
| UNITED AIR 2016-2 B PTT REGD SER 16-2 3.65000000 (UNITED AIR 2016 3.65% 10/07/25) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED AIRLINES INC REGD 144A P/P 4.62500000 (UNITED AIRLINE 4.625% 04/15/29) | Long | Debt | US | $111K | 120K | 0.01 |
| UNITED MEXICAN STATES REGD 3.50000000 (UNITED MEXICAN S 3.5% 02/12/34) | Long | Debt | MX | $335K | 410K | 0.02 |
| UNITED MEXICAN STATES REGD 6.00000000 (UNITED MEXICAN STA 6% 05/07/36) | Long | Debt | MX | $2M | 2M | 0.09 |
| UNITED MEXICAN STATES REGD 6.33800000 (UNITED MEXICAN 6.338% 05/04/53) | Long | Debt | MX | $477K | 500K | 0.02 |
| UNITED MEXICAN STATES REGD 6.40000000 (UNITED MEXICAN S 6.4% 05/07/54) | Long | Debt | MX | $385K | 400K | 0.02 |
| UNITED NATURAL FOODS INC REGD 144A P/P 6.75000000 (UNITED NATURAL 6.75% 10/15/28) | Long | Debt | US | $66K | 80K | 0.00 |
| UNITED STATES TREASURY BOND REGD/144A/ 1.25000000 (US TREAS BDS 0% 11/30/26/) | Long | Debt | US | $2M | 2M | 0.08 |
| UNITED STATES TREASURY BOND 1.25000000 (US TREAS BDS 1.25% 05/15/50) | Long | Debt | US | $45M | 93M | 2.32 |
| UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 08/15/50) | Long | Debt | US | $27M | 53M | 1.37 |
| UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 11/15/51) | Long | Debt | US | $7M | 12M | 0.36 |
| UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 11/15/41) | Long | Debt | US | $2M | 4M | 0.12 |
| UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 08/15/46) | Long | Debt | US | $3M | 4M | 0.14 |
| UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 05/15/51) | Long | Debt | US | $22M | 34M | 1.14 |
| UNITED STATES TREASURY BOND 2.50000000 (US TREAS BDS 2.5% 02/15/45) | Long | Debt | US | $2M | 2M | 0.09 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/48) | Long | Debt | US | $6M | 9M | 0.33 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 08/15/52) | Long | Debt | US | $5M | 7M | 0.27 |
| UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 05/15/48) | Long | Debt | US | $7M | 10M | 0.38 |
| UNITED STATES TREASURY BOND 3.25000000 (US TREAS BDS 3.25% 05/15/42) | Long | Debt | US | $6M | 8M | 0.33 |
| UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 05/15/44) | Long | Debt | US | $11M | 13M | 0.54 |
| UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 08/15/42) | Long | Debt | US | $8M | 9M | 0.39 |
| UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 11/15/48) | Long | Debt | US | $4M | 5M | 0.21 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/53) | Long | Debt | US | $8M | 9M | 0.39 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/44) | Long | Debt | US | $6M | 7M | 0.29 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 05/15/53) | Long | Debt | US | $5M | 6M | 0.25 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 08/15/43) | Long | Debt | US | $3M | 4M | 0.17 |
| UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 02/15/43) | Long | Debt | US | $24M | 27M | 1.23 |
| UNITED STATES TREASURY BOND 4.00000000 (US TREAS BDS 4% 11/15/52) | Long | Debt | US | $3M | 3M | 0.13 |
| UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 08/15/53) | Long | Debt | US | $12M | 13M | 0.62 |
| UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 11/15/32) | Long | Debt | US | $2M | 2M | 0.10 |
| UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/43) | Long | Debt | US | $4M | 4M | 0.21 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 02/15/52) | Long | Debt | US | $137K | 244K | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 (US TIPS 0.25% 02/15/50) | Long | Debt | US | $3M | 5M | 0.15 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 (US TIPS 0.625% 02/15/43) | Long | Debt | US | $153K | 204K | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 (US TIPS 0.75% 02/15/45) | Long | Debt | US | $965K | 1M | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 (US TIPS 1.375% 07/15/33) | Long | Debt | US | $870K | 926K | 0.04 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 (US TIPS 1.375% 02/15/44) | Long | Debt | US | $160K | 188K | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 (US TIPS 1.75% 01/15/34) | Long | Debt | US | $834K | 864K | 0.04 |
| UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS 0.25% 08/31/25) | Long | Debt | US | $12M | 13M | 0.60 |
| UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 08/15/30) | Long | Debt | US | $8M | 10M | 0.41 |
| UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 05/31/26) | Long | Debt | US | $4M | 5M | 0.22 |
| UNITED STATES TREASURY NOTE 0.87500000 (US TREAS NTS 0.875% 09/30/26) | Long | Debt | US | $6M | 7M | 0.32 |
| UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 05/15/31) | Long | Debt | US | $2M | 2M | 0.08 |
| UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 03/31/29) | Long | Debt | US | $21M | 23M | 1.06 |
| UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 08/15/32) | Long | Debt | US | $6M | 6M | 0.29 |
| UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 04/30/27) | Long | Debt | US | $6M | 6M | 0.29 |
| UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 02/15/33) | Long | Debt | US | $38M | 41M | 1.97 |
| UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 03/31/30) | Long | Debt | US | $6M | 6M | 0.30 |
| UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 05/31/28) | Long | Debt | US | $2M | 2M | 0.12 |
| UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 06/30/30) | Long | Debt | US | $3M | 3M | 0.17 |
| UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/30) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 08/15/33) | Long | Debt | US | $5M | 5M | 0.25 |
| UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 04/30/25) | Long | Debt | US | $4M | 4M | 0.18 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 06/30/28) | Long | Debt | US | $4M | 4M | 0.22 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/26) | Long | Debt | US | $4M | 4M | 0.20 |
| UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 07/31/28) | Long | Debt | US | $7M | 7M | 0.36 |
| UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 12/31/25) | Long | Debt | US | $22M | 23M | 1.14 |
| UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 03/15/27) | Long | Debt | US | $4M | 4M | 0.20 |
| UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/28) | Long | Debt | US | $5M | 5M | 0.27 |
| UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/30) | Long | Debt | US | $3M | 3M | 0.16 |
| UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 11/15/33) | Long | Debt | US | $16M | 16M | 0.84 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 10/15/26) | Long | Debt | US | $11M | 11M | 0.58 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 03/15/26) | Long | Debt | US | $10M | 10M | 0.49 |
| UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 11/30/25) | Long | Debt | US | $4M | 4M | 0.20 |
| UNITEDHEALTH GROUP INC REGD 3.50000000 (UNITEDHEALTH GRO 3.5% 08/15/39) | Long | Debt | US | $250K | 310K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 4.00000000 (UNITEDHEALTH GROUP 4% 05/15/29) | Long | Debt | US | $129K | 135K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 4.20000000 (UNITEDHEALTH GRO 4.2% 05/15/32) | Long | Debt | US | $272K | 290K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 4.95000000 (UNITEDHEALTH GR 4.95% 05/15/62) | Long | Debt | US | $76K | 85K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 5.37500000 (UNITEDHEALTH G 5.375% 04/15/54) | Long | Debt | US | $509K | 525K | 0.03 |
| UNITEDHEALTH GROUP INC REGD 6.05000000 (UNITEDHEALTH GR 6.05% 02/15/63) | Long | Debt | US | $152K | 145K | 0.01 |
| UNITI GROUP/CSL CAPITAL REGD 144A P/P 10.50000000 (UNITI GROUP/CSL 10.5% 02/15/28) | Long | Debt | US | $65K | 65K | 0.00 |
| UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.54800000 (UNIV OF CALIFO 6.548% 05/15/48) | Long | Debt | US | $22K | 20K | 0.00 |
| UNIVISION COMMUNICATIONS REGD 144A P/P 4.50000000 (UNIVISION COMMUN 4.5% 05/01/29) | Long | Debt | US | $64K | 75K | 0.00 |
| UPBOUND GROUP INC REGD 144A P/P 6.37500000 (UPBOUND GROUP 6.375% 02/15/29) | Long | Debt | US | $43K | 45K | 0.00 |
| UPL CORP LTD REGD 4.62500000 (UPL CORP LTD 4.625% 06/16/30) | Long | Debt | MU | $162K | 200K | 0.01 |
| UPSTART PASS-THROUGH TRUST SERIES 2021-ST3 SER 2021-ST3 CL A REGD 144A P/P 2.00000000 (UPSPT 2021-ST3 A 2% 05/20/27) | Long | ABS-collateralized bond/debt obligation | US | $184K | 188K | 0.01 |
| UPSTART PASS-THROUGH TRUST SERIES 2021-ST4 SER 2021-ST4 CL A REGD 144A P/P 2.00000000 (UPSPT 2021-ST4 A 2% 07/20/27) | Long | ABS-collateralized bond/debt obligation | US | $253K | 260K | 0.01 |
| UPSTART SECURITIZATION TRUST 2020-1 SER 2020-1 CL C REGD 144A P/P 4.89900000 (UPST 2020-1 C 4.899% 04/22/30) | Long | ABS-collateralized bond/debt obligation | US | $73K | 74K | 0.00 |
| US BANCORP REGD V/R 2.49100000 (US BANCORP V/R 11/03/36) | Long | Debt | US | $4M | 5M | 0.19 |
| US BANCORP REGD V/R 4.83900000 (US BANCORP V/R 02/01/34) | Long | Debt | US | $1M | 1M | 0.06 |
| US FOODS INC REGD 144A P/P 7.25000000 (US FOODS INC 7.25% 01/15/32) | Long | Debt | US | $124K | 120K | 0.01 |
| VAIL RESORTS INC REGD 144A P/P 6.50000000 (VAIL RESORTS INC 6.5% 05/15/32) | Long | Debt | US | $45K | 45K | 0.00 |
| VALLEY STREAM PARK CLO LTD SER 2022-1A CL DR V/R REGD 144A P/P 9.47456000 (VYSPK 2022-1A DR V/R 10/20/34) | Long | ABS-collateralized bond/debt obligation | JE | $1M | 1M | 0.05 |
| VANTAGE DATA CENTERS ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.18800000 (VDC 2019-1A A 3.188% 07/15/24) | Long | ABS-collateralized bond/debt obligation | US | $849K | 853K | 0.04 |
| VB-S1 ISSUER LLC - VBTEL SER 2024-1A CL C2 REGD 144A P/P 5.59000000 (VBTEL 2024-1A 5.59% 05/15/29) | Long | ABS-collateralized bond/debt obligation | US | $667K | 670K | 0.03 |
| VCAT 2021-NPL2 LLC SER 2021-NPL2 CL A1 V/R REGD 144A P/P 5.11500000 (VCAT 2021-NPL2 A V/R 03/25/24) | Long | ABS-collateralized bond/debt obligation | US | $112K | 114K | 0.01 |
| VCAT 2021-NPL4 LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 1.86770000 (VCAT 2021-NPL4 A V/R 08/26/24) | Long | ABS-collateralized bond/debt obligation | US | $534K | 543K | 0.03 |
| VCAT 2021-NPL6 LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 1.91730000 (VCAT 2021-NPL6 A V/R 09/25/51) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| VEDANTA RESOURCES REGD 144A P/P 9.25000000 (VEDANTA RESOURC 9.25% 04/23/26) | Long | Debt | GB | $175K | 200K | 0.01 |
| VENTAS REALTY LP REGD 3.85000000 (VENTAS REALTY L 3.85% 04/01/27) | Long | Debt | US | $5M | 6M | 0.28 |
| VENTURE 42 CLO LTD SER 2021-42A CL A1A V/R REGD 144A P/P 6.72017000 (VENTR 2021-42A A V/R 04/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $2M | 2M | 0.09 |
| VENTURE GLOBAL LNG INC REGD 144A P/P 8.12500000 (VENTURE GLOBAL 8.125% 06/01/28) | Long | Debt | US | $97K | 95K | 0.00 |
| VENTURE GLOBAL LNG INC REGD 144A P/P 8.37500000 (VENTURE GLOBAL 8.375% 06/01/31) | Long | Debt | US | $67K | 65K | 0.00 |
| VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000 (VENTURE GLOBAL 9.875% 02/01/32) | Long | Debt | US | $70K | 65K | 0.00 |
| VERALTO CORP REGD 144A P/P 5.35000000 (VERALTO CORP 5.35% 09/18/28) | Long | Debt | US | $194K | 194K | 0.01 |
| VERICREST OPPORTUNITY LOAN TRANSFEREE SER 2021-NP11 CL A1 V/R REGD 144A P/P 1.86780000 (VOLT 2021-NP11 A V/R 07/25/24) | Long | ABS-collateralized bond/debt obligation | US | $678K | 700K | 0.03 |
| VERISK ANALYTICS INC REGD 5.25000000 (VERISK ANALYTIC 5.25% 06/05/34) | Long | Debt | US | $194K | 198K | 0.01 |
| VERIZON COMMUNICATIONS REGD 1.75000000 (VERIZON COMMUNI 1.75% 01/20/31) | Long | Debt | US | $7M | 9M | 0.35 |
| VERIZON COMMUNICATIONS REGD 5.50000000 (VERIZON COMMUNIC 5.5% 02/23/54) | Long | Debt | US | $385K | 395K | 0.02 |
| VERIZON MASTER TRUST SER 2023-2 CL C REGD 5.38000000 (VZMT 2023-2 C 5.38% 04/21/25) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.17 |
| VERIZON MASTER TRUST SER 2024-1 CL C REGD 5.49000000 (VZMT 2024-1 C 5.49% 12/20/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.17 |
| VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL B1 V/R REGD 144A P/P 2.97700000 (VERUS 2021-1 B1 V/R 01/25/66) | Long | ABS-collateralized bond/debt obligation | US | $3M | 4M | 0.14 |
| VERUS SECURITIZATION TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 1.03100000 (VERUS 2021-2 A1 V/R 02/25/66) | Long | ABS-collateralized bond/debt obligation | US | $205K | 236K | 0.01 |
| VERUS SECURITIZATION TRUST 2021-4 SER 2021-4 CL A1 V/R REGD 144A P/P 0.93800000 (VERUS 2021-4 A1 V/R 07/25/66) | Long | ABS-collateralized bond/debt obligation | US | $316K | 395K | 0.02 |
| VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000 (VERUS 2021-5 A1 V/R 09/25/66) | Long | ABS-collateralized bond/debt obligation | US | $810K | 982K | 0.04 |
| VERUS SECURITIZATION TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.63000000 (VERUS 2021-6 A1 V/R 10/25/66) | Long | ABS-collateralized bond/debt obligation | US | $852K | 1M | 0.04 |
| VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000 (VERUS 2021-7 A1 V/R 10/25/66) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.05 |
| VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 0.82000000 (VERUS 2021-R1 A1 V/R 10/25/63) | Long | ABS-collateralized bond/debt obligation | US | $166K | 181K | 0.01 |
| VERUS SECURITIZATION TRUST 2021-R2 SER 2021-R2 CL A1 V/R REGD 144A P/P 0.91800000 (VERUS 2021-R2 A1 V/R 02/25/64) | Long | ABS-collateralized bond/debt obligation | US | $248K | 281K | 0.01 |
| VERUS SECURITIZATION TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.72400000 (VERUS 2022-1 A1 V/R 01/25/67) | Long | ABS-collateralized bond/debt obligation | US | $780K | 868K | 0.04 |
| VIATRIS INC REGD SER WI 1.65000000 (VIATRIS INC 1.65% 06/22/25) | Long | Debt | US | $115K | 120K | 0.01 |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000 (VICI PROPERTIE 4.625% 12/01/29) | Long | Debt | US | $388K | 415K | 0.02 |
| VICI PROPERTIES LP REGD 4.95000000 (VICI PROPERTIES 4.95% 02/15/30) | Long | Debt | US | $259K | 270K | 0.01 |
| VICTRA HLDG/VICTRA FIN REGD 144A P/P 7.75000000 (VICTRA HLDG/VIC 7.75% 02/15/26) | Long | Debt | US | $163K | 165K | 0.01 |
| VIKING CRUISES LTD REGD 144A P/P 5.87500000 (VIKING CRUISES 5.875% 09/15/27) | Long | Debt | US | $142K | 145K | 0.01 |
| VIKING CRUISES LTD REGD 144A P/P 9.12500000 (VIKING CRUISES 9.125% 07/15/31) | Long | Debt | US | $135K | 125K | 0.01 |
| VIRGINIA ELEC & POWER CO REGD 5.00000000 (VIRGINIA ELEC & PO 5% 04/01/33) | Long | Debt | US | $645K | 665K | 0.03 |
| VIRGINIA ELEC & POWER CO REGD 5.00000000 (VIRGINIA ELEC & PO 5% 01/15/34) | Long | Debt | US | $599K | 620K | 0.03 |
| VIRGINIA ELEC & POWER CO REGD 5.35000000 (VIRGINIA ELEC & 5.35% 01/15/54) | Long | Debt | US | $99K | 105K | 0.01 |
| VISTRA OPERATIONS CO LLC REGD 144A P/P 6.87500000 (VISTRA OPERATI 6.875% 04/15/32) | Long | Debt | US | $65K | 65K | 0.00 |
| VISTRA OPERATIONS CO LLC REGD 144A P/P 7.75000000 (VISTRA OPERATIO 7.75% 10/15/31) | Long | Debt | US | $73K | 70K | 0.00 |
| VITAL ENERGY INC REGD 144A P/P 7.87500000 (VITAL ENERGY I 7.875% 04/15/32) | Long | Debt | US | $46K | 45K | 0.00 |
| VOLKSWAGEN GROUP AMERICA REGD 144A P/P 1.25000000 (VOLKSWAGEN GROU 1.25% 11/24/25) | Long | Debt | US | $5M | 5M | 0.24 |
| VOLT C LLC SER 2021-NPL9 CL A1 V/R REGD 144A P/P 4.99180000 (VOLT 2021-NPL9 A V/R 05/25/51) | Long | ABS-collateralized bond/debt obligation | US | $208K | 214K | 0.01 |
| VOLT CIII LLC SER 2021-CF1 CL A1 V/R REGD 144A P/P 1.99180000 (VOLT 2021-CF1 A1 V/R 08/25/24) | Long | ABS-collateralized bond/debt obligation | US | $516K | 534K | 0.03 |
| VOLT XCIII LLC SER 2021-NPL2 CL A1 V/R REGD 144A P/P 4.89250000 (VOLT 2021-NPL2 A V/R 01/25/24) | Long | ABS-collateralized bond/debt obligation | US | $487K | 497K | 0.02 |
| VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 5.11570000 (VOLT 2021-NPL8 A V/R 04/25/51) | Long | ABS-collateralized bond/debt obligation | US | $459K | 466K | 0.02 |
| VOLT XCV LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 5.23960000 (VOLT 2021-NPL4 A V/R 03/27/51) | Long | ABS-collateralized bond/debt obligation | US | $284K | 287K | 0.01 |
| VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 5.23950000 (VOLT 2021-NPL6 A V/R 03/25/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| VT TOPCO INC REGD 144A P/P 8.50000000 (VT TOPCO INC 8.5% 08/15/30) | Long | Debt | US | $73K | 70K | 0.00 |
| WAND NEWCO 3 INC REGD 144A P/P 7.62500000 (WAND NEWCO 3 I 7.625% 01/30/32) | Long | Debt | US | $82K | 80K | 0.00 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 4.05400000 (WARNERMEDIA HO 4.054% 03/15/29) | Long | Debt | US | $198K | 215K | 0.01 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000 (WARNERMEDIA HO 5.141% 03/15/52) | Long | Debt | US | $2M | 2M | 0.08 |
| WASH MULTIFAM ACQ INC REGD 144A P/P 5.75000000 (WASH MULTIFAM A 5.75% 04/15/26) | Long | Debt | US | $53K | 55K | 0.00 |
| WEATHERFORD INTERNATIONA REGD 144A P/P 8.62500000 (WEATHERFORD IN 8.625% 04/30/30) | Long | Debt | US | $114K | 110K | 0.01 |
| WELLFLEET CLO 2019-1 LTD SER 2019-1A CL CR V/R REGD 144A P/P 9.13617000 (WELF 2019-1A CR V/R 07/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $500K | 500K | 0.03 |
| WELLFLEET CLO X LTD SER 2019-XA CL A1R V/R REGD 144A P/P 6.75617000 (WELF 2019-XA A1R V/R 07/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.07 |
| WELLFLEET CLO X LTD SER 2019-XA CL A2R V/R REGD 144A P/P 7.33617000 (WELF 2019-XA A2R V/R 07/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | 1M | 0.05 |
| WELLS FARGO & COMPANY REGD 3.00000000 (WELLS FARGO & COMP 3% 04/22/26) | Long | Debt | US | $369K | 385K | 0.02 |
| WELLS FARGO & COMPANY REGD V/R 5.38900000 (WELLS FARGO & COM V/R 04/24/34) | Long | Debt | US | $6M | 6M | 0.30 |
| WELLS FARGO & COMPANY REGD V/R 5.49900000 (WELLS FARGO & COM V/R 01/23/35) | Long | Debt | US | $292K | 295K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R 6.49100000 (WELLS FARGO & COM V/R 10/23/34) | Long | Debt | US | $298K | 280K | 0.02 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.57200000 (WELLS FARGO & COM V/R 02/11/31) | Long | Debt | US | $284K | 330K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.87900000 (WELLS FARGO & COM V/R 10/30/30) | Long | Debt | US | $348K | 395K | 0.02 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 (WELLS FARGO & COM V/R 03/02/33) | Long | Debt | US | $824K | 955K | 0.04 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 (WELLS FARGO & COM V/R 03/24/28) | Long | Debt | US | $1M | 1M | 0.06 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.58400000 (WELLS FARGO & COM V/R 05/22/28) | Long | Debt | US | $392K | 412K | 0.02 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.90800000 (WELLS FARGO & COM V/R 04/25/26) | Long | Debt | US | $389K | 395K | 0.02 |
| WELLS FARGO & COMPANY REGD V/R MTN 4.80800000 (WELLS FARGO & COM V/R 07/25/28) | Long | Debt | US | $157K | 160K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 4.89700000 (WELLS FARGO & COM V/R 07/25/33) | Long | Debt | US | $469K | 490K | 0.02 |
| WELLS FARGO & COMPANY REGD V/R MTN 5.01300000 (WELLS FARGO & COM V/R 04/04/51) | Long | Debt | US | $210K | 230K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 5.57400000 (WELLS FARGO & COM V/R 07/25/29) | Long | Debt | US | $272K | 270K | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL A3 REGD 2.65200000 (WFCM 2016-BNK 2.652% 07/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL XA V/R REGD 0.92416000 (WFCM 2017-C38 XA V/R 07/15/50) | Long | ABS-collateralized bond/debt obligation | US | $188K | 9M | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 SER 2018-C45 CL ASB REGD 4.14700000 (WFCM 2018-C45 4.147% 12/15/27) | Long | ABS-collateralized bond/debt obligation | US | $621K | 638K | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 SER 2020-C55 CL AS REGD 2.93700000 (WFCM 2020-C55 2.937% 01/15/30) | Long | ABS-collateralized bond/debt obligation | US | $688K | 806K | 0.04 |
| WELLTOWER OP LLC REGD 2.75000000 (WELLTOWER OP LL 2.75% 01/15/32) | Long | Debt | US | $5M | 6M | 0.24 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.41000000 (WLAKE 2023-1A 5.41% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $199K | 200K | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.14000000 (WLAKE 2023-2A 6.14% 03/15/28) | Long | ABS-collateralized bond/debt obligation | US | $897K | 895K | 0.05 |
| WESTPAC BANKING CORP REGD V/R 3.02000000 (WESTPAC BANKING C V/R 11/18/36) | Long | Debt | AU | $393K | 481K | 0.02 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 SER 2014-C22 CL A5 REGD 3.75200000 (WFRBS 2014-C2 3.752% 09/15/24) | Long | ABS-collateralized bond/debt obligation | US | $493K | 500K | 0.03 |
| WHEEL PROS INC REGD 144A P/P 6.50000000 (WHEEL PROS INC 6.5% 05/15/29) | Long | Debt | US | $4K | 20K | 0.00 |
| WILLIAMS COMPANIES INC REGD 5.15000000 (WILLIAMS COMPAN 5.15% 03/15/34) | Long | Debt | US | $194K | 200K | 0.01 |
| WILLIAMS COMPANIES INC REGD 5.65000000 (WILLIAMS COMPAN 5.65% 03/15/33) | Long | Debt | US | $156K | 155K | 0.01 |
| WILLIS NORTH AMERICA INC REGD 2.95000000 (WILLIS NORTH AM 2.95% 09/15/29) | Long | Debt | US | $578K | 650K | 0.03 |
| WILLIS NORTH AMERICA INC REGD 5.35000000 (WILLIS NORTH AM 5.35% 05/15/33) | Long | Debt | US | $380K | 390K | 0.02 |
| WINGSTOP FUNDING LLC SER 2020-1A CL A2 REGD 144A P/P 2.84100000 (WSTOP 2020-1A 2.841% 12/05/27) | Long | ABS-collateralized bond/debt obligation | US | $892K | 985K | 0.05 |
| WISCONSIN POWER & LIGHT REGD 5.37500000 (WISCONSIN POWE 5.375% 03/30/34) | Long | Debt | US | $321K | 325K | 0.02 |
| WORKDAY INC REGD 3.70000000 (WORKDAY INC 3.7% 04/01/29) | Long | Debt | US | $391K | 418K | 0.02 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL B REGD 5.03000000 (WOART 2023-A B 5.03% 01/16/27) | Long | ABS-collateralized bond/debt obligation | US | $327K | 330K | 0.02 |
| WR GRACE HOLDING LLC REGD 144A P/P 5.62500000 (WR GRACE HOLDI 5.625% 08/15/29) | Long | Debt | US | $152K | 165K | 0.01 |
| WRKCO INC REGD 3.90000000 (WRKCO INC 3.9% 06/01/28) | Long | Debt | US | $5M | 5M | 0.25 |
| WRKCO INC REGD SER WI 3.75000000 (WRKCO INC 3.75% 03/15/25) | Long | Debt | US | $438K | 445K | 0.02 |
| WYNDHAM HOTELS & RESORTS REGD 144A P/P 4.37500000 (WYNDHAM HOTELS 4.375% 08/15/28) | Long | Debt | US | $144K | 155K | 0.01 |
| XCEL ENERGY INC REGD 4.60000000 (XCEL ENERGY INC 4.6% 06/01/32) | Long | Debt | US | $214K | 230K | 0.01 |
| XHR LP REGD 144A P/P 4.87500000 (XHR LP 4.875% 06/01/29) | Long | Debt | US | $88K | 95K | 0.00 |
| XHR LP REGD 144A P/P 6.37500000 (XHR LP 6.375% 08/15/25) | Long | Debt | US | $100K | 100K | 0.01 |
| XPO INC REGD 144A P/P 7.12500000 (XPO INC 7.125% 06/01/31) | Long | Debt | US | $173K | 170K | 0.01 |
Address
Brinker Capital Destinations Trust
1055 WESTLAKES DRIVE
SUITE 250
BERWYN
Pennsylvania
19312-2424
United States of America
Websites
Directors
Gregory E.McGowan
J. Scott Coleman
Joseph V. Del Raso
Nicholas Marsini, Jr.
Noreen D. Beaman
Transfer Agents
UMB FUND SERVICES, INC.
Pricing Services
Bank of America Corp.
Bloomberg Professional Services
IHS Markit Group Holdings Limited
Intercontinental Exchange, Inc.
London Stock Exchange Group Plc
Pricing Direct Inc.
Custodians
BROWN BROTHERS HARRIMAN AND CO
CLEARSTREAM BANKING SA
EUROCLEAR BANK SA NV
Shareholder Servicing Agents
Apex Clearing Corporation
CHARLES SCHWAB & CO., INC.
Fidelity Brokerage Services. LLC
Fidelity Investments Institutional Operations Company, Inc.
LPL Financial LLC
MSCS Financial Services, LLC
Mid Atlantic Clearing & Settlement Corporation
NATIONWIDE INVESTMENT SERVICES CORPORATION
National Financial Services, LLC
Pershing Advisor Solutions LLC
Principal Securities Inc.
TD AMERITRADE HOLDING CORPORATION
UMB FUND SERVICES, INC.
Admins
Brown Brothers Harriman & Co.
Brokers
J.P. MORGAN SECURITIES LLC
Goldman Sachs & Co, LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.