MASSMUTUAL FUNDS > MASSMUTUAL SELECT FUNDS
MassMutual Select T. Rowe Price Bond Asset Fund
$565.52M
Avg Monthly Net Assets
$808.25M
Total Assets
$261.86M
Total Liabilities
$546.38M
Net Assets
MassMutual Select T. Rowe Price Bond Asset Fund is a Mutual Fund in MASSMUTUAL SELECT FUNDS
from MASSMUTUAL FUNDS,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $565.52M.
On August 29th, 2024 it reported 1,677 holdings, the largest
being US TREASURY N/B (3.8%), TSY INFL IX N/B (2.4%) and US TREASURY N/B (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000198048 | MMBEX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 0.063% 28 May 2029 (S30134836 IRS INR R F .06378) | Derivative-interest rate | US | $-149K | – | -0.03 | |
| 01/27 1.5 (US TREASURY N/B) | Long | Debt | US | $21M | – | 3.83 |
| 01/34 1.75 (TSY INFL IX N/B) | Long | Debt | US | $13M | – | 2.42 |
| 02/26 4.625 (US TREASURY N/B) | Long | Debt | US | $553K | – | 0.10 |
| 02/29 4.25 (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.39 |
| 02/43 3.875 (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.50 |
| 02/44 4.5 (US TREASURY N/B) | Long | Debt | US | $6M | – | 1.15 |
| 02/54 4.25 (US TREASURY N/B) | Long | Debt | US | $7M | – | 1.33 |
| 05/25 2.746 (BANCO SANTANDER SA) | Long | Debt | ES | $974K | – | 0.18 |
| 05/26 4.875 (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.40 |
| 05/29 4.5 (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.34 |
| 05/34 4.375 (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| 05/54 4.625 (US TREASURY N/B) | Long | Debt | US | $253K | – | 0.05 |
| 06/26 4.125 (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.52 |
| 07/24 0.00000 (TREASURY BILL) | Long | Debt | US | $4M | – | 0.81 |
| 07/28 5.81 (CARVANA AUTO RECEIVABLES) | Long | ABS-other | US | $356K | – | 0.07 |
| 07/33 1.375 (TSY INFL IX N/B) | Long | Debt | US | $3M | – | 0.51 |
| 08/27 3.125 (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.47 |
| 08/30 0.625 (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.84 |
| 08/42 3.375 (US TREASURY N/B) | Long | Debt | US | $8M | – | 1.48 |
| 09/26 4.625 (US TREASURY N/B) | Long | Debt | US | $8M | – | 1.39 |
| 09/27 4.125 (US TREASURY N/B) | Long | Debt | US | $6M | – | 1.02 |
| 09/28 4.625 (US TREASURY N/B) | Long | Debt | US | $7M | – | 1.24 |
| 1% 02 May 2029 (B00483891 IRS JPY R V 00MTONAR) | Derivative-interest rate | US | $1K | – | 0.00 | |
| 1% 05 Mar 2054 (B38849343 IRS EUR R V 06MEURIB) | Derivative-interest rate | US | $6K | – | 0.00 | |
| 1% 10 Aug 2028 (B02386623 IRS JPY R V 00MTONAR) | Derivative-interest rate | US | $23K | – | 0.00 | |
| 1% 15 May 2026 (B30135315 IRS EUR R V 12MCPTFE) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 1% 18 Nov 2064 (101668105 CDS USD R V 01MEVENT CMBX NA AAA 15) | Derivative-credit | GB | $74K | – | 0.01 | |
| 1% 18 Nov 2064 (102188015 CDS USD R V 01MEVENT CMBX NA AAA 15) | Derivative-credit | GB | $16K | – | 0.00 | |
| 1% 18 Nov 2064 (103940406 CDS USD R V 01MEVENT CMBX NA AAA 15) | Derivative-credit | GB | $12K | – | 0.00 | |
| 1% 18 Nov 2064 (103906356 CDS USD R V 01MEVENT CMBX NA AAA 15) | Derivative-credit | GB | $10K | – | 0.00 | |
| 1% 18 Nov 2064 (103828820 CDS USD R V 01MEVENT CMBX NA AAA 15) | Derivative-credit | GB | $2K | – | 0.00 | |
| 1% 19 Jun 2027 (B61288774 IRS GBP R V 00MSONIA) | Derivative-interest rate | US | $4M | – | 0.73 | |
| 1% 20 Dec 2024 (81389901 CDS USD R F 1.00000) | Derivative-credit | US | $2K | – | 0.00 | |
| 1% 20 Dec 2024 (82475171 CDS USD R F 1.00000) | Derivative-credit | US | $1K | – | 0.00 | |
| 1% 20 Dec 2024 (82636437 CDS USD R F 1.00000) | Derivative-credit | US | $621.01 | – | 0.00 | |
| 1% 20 Dec 2024 (82475180 CDS USD R F 1.00000) | Derivative-credit | US | $616.93 | – | 0.00 | |
| 1% 20 Dec 2024 (81326046 CDS USD R F 1.00000) | Derivative-credit | GB | $547.47 | – | 0.00 | |
| 1% 20 Dec 2025 (87486605 CDS USD R F 1.00000) | Derivative-credit | US | $3K | – | 0.00 | |
| 1% 20 Dec 2029 (82239867 CDS USD R F 1.00000) | Derivative-credit | US | $1K | – | 0.00 | |
| 1% 20 Dec 2029 (82239874 CDS USD R F 1.00000) | Derivative-credit | US | $1K | – | 0.00 | |
| 1% 20 Jun 2025 (83035724 CDS USD R F 1.00000) | Derivative-credit | US | $1K | – | 0.00 | |
| 1% 20 Jun 2025 (83050775 CDS USD R F 1.00000) | Derivative-credit | GB | $735.29 | – | 0.00 | |
| 1% 20 Jun 2025 (83032069 CDS USD R F 1.00000) | Derivative-credit | US | $586.67 | – | 0.00 | |
| 1% 20 Jun 2026 (106214308 CDS USD R F 1.00000) | Derivative-credit | GB | $4K | – | 0.00 | |
| 1% 20 Jun 2028 (B9GECKAA4 CDS USD R V 03MEVENT Bombardier Inc) | Derivative-credit | US | $-48K | – | -0.01 | |
| 1% 20 Jun 2029 (S58904306 CDS USD R F 1.00000) | Derivative-credit | US | $687K | – | 0.13 | |
| 1% 20 Jun 2029 (S8BD8LAC9 CDS USD R F 1.00000) | Derivative-credit | US | $5K | – | 0.00 | |
| 1% 20 Jun 2029 (SA18ECAH2 CDS USD R F 1.00000) | Derivative-credit | US | $-2K | – | -0.00 | |
| 1% 20 Jun 2029 (S53566571 CDS USD R F 1.00000) | Derivative-credit | US | $-12K | – | -0.00 | |
| 1% 20 Jun 2029 (B58904311 CDS EUR R V 03MEVENT iTraxx 41) | Derivative-credit | US | $-97K | – | -0.02 | |
| 1% 20 Jun 2029 (BI666VDJ1 CDS EUR R V 03MEVENT iTraxx 41) | Derivative-credit | US | $-153K | – | -0.03 | |
| 1% 21 Sep 2053 (B64956702 IRS EUR R V 06MEURIB) | Derivative-interest rate | US | $-49K | – | -0.01 | |
| 10/26 4.625 (US TREASURY N/B) | Long | Debt | US | $12M | – | 2.22 |
| 10/27 4.125 (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| 11/24 0.00000 (TREASURY BILL) | Long | Debt | US | $1M | – | 0.27 |
| 11/25 VAR (DEUTSCHE BANK NY) | Long | Debt | DE | $317K | – | 0.06 |
| 11/27 3.875 (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| 11/33 4.5 (US TREASURY N/B) | Long | Debt | US | $873K | – | 0.16 |
| 11/42 4 (US TREASURY N/B) | Long | Debt | US | $7M | – | 1.35 |
| 144A (BARCLAYS COMMERCIAL MORTGAGE S) | Long | ABS-other | US | $19K | – | 0.00 |
| 144A 01/28 VAR (SOCIETE GENERALE) | Long | Debt | FR | $731K | – | 0.13 |
| 144A 01/29 VAR (CAIXABANK SA) | Long | Debt | ES | $508K | – | 0.09 |
| 144A 03/30 VAR (DANSKE BANK A/S) | Long | Debt | DK | $336K | – | 0.06 |
| 144A 09/27 VAR (CAIXABANK SA) | Long | Debt | ES | $428K | – | 0.08 |
| 144A 12/25 VAR (DANSKE BANK A/S) | Long | Debt | DK | $829K | – | 0.15 |
| 1ST LIEN TERM LOAN (TRUIST INSURANCE HOLDINGS LLC) | Long | Loan | US | $390K | – | 0.07 |
| 1ST LIEN TERM LOAN (REALPAGE, INC.) | Long | Loan | US | $126K | – | 0.02 |
| 1ST MORTGAGE 01/53 6.75 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $323K | – | 0.06 |
| 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $326K | – | 0.06 |
| 1ST MORTGAGE 02/31 5.3 (PACIFICORP) | Long | Debt | US | $305K | – | 0.06 |
| 1ST MORTGAGE 03/34 6.95 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $242K | – | 0.04 |
| 1ST MORTGAGE 03/53 5.7 (SOUTHERN CAL EDISON) | Long | Debt | US | $181K | – | 0.03 |
| 1ST MORTGAGE 04/53 6.7 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $128K | – | 0.02 |
| 1ST MORTGAGE 05/34 5.8 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $296K | – | 0.05 |
| 1ST MORTGAGE 06/31 5.45 (SOUTHERN CAL EDISON) | Long | Debt | US | $111K | – | 0.02 |
| 1ST MORTGAGE 06/54 6 (SOUTHWESTERN PUBLIC SERV) | Long | Debt | US | $130K | – | 0.02 |
| 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $487K | – | 0.09 |
| 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS + ELECTRIC) | Long | Debt | US | $293K | – | 0.05 |
| 1ST MORTGAGE 09/54 5.85 (MIDAMERICAN ENERGY CO) | Long | Debt | US | $153K | – | 0.03 |
| 1ST MORTGAGE 144A 04/54 5.7 (INDIANAPOLIS PWR + LIGHT) | Long | Debt | US | $125K | – | 0.02 |
| 2.476% 01 Jun 2028 (S01290560 IRS CNY R F 2.47600) | Derivative-interest rate | US | $66K | – | 0.01 | |
| 2.568% 16 May 2028 (S00980180 IRS CNY R F 2.56800) | Derivative-interest rate | US | $13K | – | 0.00 | |
| 2.579% 15 May 2028 (S00980190 IRS CNY R F 2.57925) | Derivative-interest rate | US | $16K | – | 0.00 | |
| 2.637% 16 Dec 2029 (S16612304 IRS EUR R F 2.63780) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 2.807% 04 Mar 2029 (S37195826 IRS EUR R F 2.80700) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 2020 TERM LOAN B (LAMAR MEDIA CORPORATION) | Long | Loan | US | $304K | – | 0.06 |
| 2020 TERM LOAN B (MILEAGE PLUS HOLDINGS LLC) | Long | Loan | US | $63K | – | 0.01 |
| 2021 2ND LIEN TERM LOAN B3 (ASURION LLC) | Long | Loan | US | $14K | – | 0.00 |
| 2021 INCREMENTAL TERM LOAN (FILTRATION GROUP CORPORATION) | Long | Loan | US | $392K | – | 0.07 |
| 2021 SECOND LIEN TERM LOAN B4 (ASURION LLC) | Long | Loan | US | $138K | – | 0.03 |
| 2021 TERM LOAN (ASCEND LEARNING LLC) | Long | Loan | US | $96K | – | 0.02 |
| 2021 TERM LOAN (AMERICAN AIRLINES, INC.) | Long | Loan | KY | $70K | – | 0.01 |
| 2021 TERM LOAN A (GEN DIGITAL INC.) | Long | Loan | US | $120K | – | 0.02 |
| 2021 TERM LOAN B (UFC HOLDINGS LLC) | Long | Loan | US | $264K | – | 0.05 |
| 2022 TERM LOAN B (DELTA 2 (LUX) SARL) | Long | Loan | GB | $240K | – | 0.04 |
| 2022 TERM LOAN B (ATHENAHEALTH INC) | Long | Loan | US | $96K | – | 0.02 |
| 2023 INCREMENTAL TERM LOAN B (SUMMIT MATERIALS LLC) | Long | Loan | US | $156K | – | 0.03 |
| 2023 TERM LOAN B11 (ASURION CORPORATION) | Long | Loan | US | $147K | – | 0.03 |
| 2023 TERM LOAN B4 (HILTON DOMESTIC OPERATING CO.) | Long | Loan | US | $440K | – | 0.08 |
| 2023 USD TERM LOAN (BANFF MERGER SUB INC) | Long | Loan | US | $114K | – | 0.02 |
| 2023 USD TERM LOAN B4 (IQVIA INC) | Long | Loan | US | $1M | – | 0.21 |
| 2024 1ST LIEN TERM LOAN (APPLIED SYSTEMS INC) | Long | Loan | US | $482K | – | 0.09 |
| 2024 2ND LIEN TERM LOAN (APPLIED SYSTEMS INC) | Long | Loan | US | $5K | – | 0.00 |
| 2024 DELAYED DRAW TERM LOAN (EPICOR SOFTWARE CORPORATION) | Long | Loan | US | $14K | – | 0.00 |
| 2024 INCREMENTAL TERM LOAN B5 (ASSUREDPARTNERS INC) | Long | Loan | US | $225K | – | 0.04 |
| 2024 LUX TERM LOAN B (ICON LUXEMBOURG SARL) | Long | Loan | LU | $9K | – | 0.00 |
| 2024 TERM LOAN (NRG ENERGY INC) | Long | Loan | US | $329K | – | 0.06 |
| 2024 TERM LOAN (EPICOR SOFTWARE CORPORATION) | Long | Loan | US | $234K | – | 0.04 |
| 2024 TERM LOAN (WEC US HOLDINGS LTD.) | Long | Loan | US | $135K | – | 0.02 |
| 2024 TERM LOAN B (UKG, INC,) | Long | Loan | US | $614K | – | 0.11 |
| 2024 TERM LOAN B (CITADEL SECURITIES LP) | Long | Loan | US | $422K | – | 0.08 |
| 2024 TERM LOAN B (HUB INTERNATIONAL LIMITED) | Long | Loan | US | $408K | – | 0.07 |
| 2024 TERM LOAN B (CHARTER NEX US, INC.) | Long | Loan | US | $204K | – | 0.04 |
| 2024 TERM LOAN B (MEDLINE BORROWER LP) | Long | Loan | US | $194K | – | 0.04 |
| 2024 TERM LOAN B1 (CAESARS ENTERTAINMENT INC.) | Long | Loan | US | $65K | – | 0.01 |
| 2024 TERM LOAN K (TRANSDIGM INC) | Long | Loan | US | $118K | – | 0.02 |
| 2024 US TERM LOAN B (PRA HEALTH SCIENCES INC) | Long | Loan | US | $2K | – | 0.00 |
| 3.155% 02 Apr 2026 (S66665046 IRS EUR R F 3.15527) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 3.22% 16 Apr 2026 (S82495194 IRS EUR R F 3.22000) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 3.366% 21 Sep 2028 (S65059451 IRS EUR R F 3.36670) | Derivative-interest rate | US | $73K | – | 0.01 | |
| 3.38% 03 May 2026 (S01508841 IRS EUR R F 3.38030) | Derivative-interest rate | US | $3K | – | 0.00 | |
| 5% 20 Dec 2028 (SG8EAYAB2 CDS EUR R F 5.00000) | Derivative-credit | US | $38K | – | 0.01 | |
| 5% 20 Jun 2029 (S66665535 CDS USD R F 5.00000) | Derivative-credit | US | $88K | – | 0.02 | |
| 6.35% 20 Jun 2031 (S60101901 IRS INR R F 6.35000) | Derivative-interest rate | US | $656K | – | 0.12 | |
| 6.387% 28 May 2029 (S29227343 IRS INR R F 6.38700) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 6.39% 28 May 2029 (S30134856 IRS INR R F 6.39000) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 6.576% 19 Apr 2031 (S87763350 IRS INR R F 6.57600) | Derivative-interest rate | US | $1K | – | 0.00 | |
| AFHT 2019 FAIR B 144A (AUSTIN FAIRMONT HOTEL TRUST) | Long | ABS-other | US | $235K | – | 0.04 |
| AMCAR 2023 1 C (AMERICREDIT AUTOMOBILE RECEIVA) | Long | ABS-other | US | $405K | – | 0.07 |
| AOMT 2020 5 M1 144A (ANGEL OAK MORTGAGE TRUST) | Long | ABS-other | US | $238K | – | 0.04 |
| AOMT 2022 1 A1 144A (ANGEL OAK MORTGAGE TRUST) | Long | ABS-other | US | $247K | – | 0.05 |
| ASSET BACKED 144A 04/27 1.84 (SBA TOWER TRUST) | Long | ABS-other | US | $571K | – | 0.10 |
| ASSET BACKED 144A 10/56 2.593 (SBA TOWER TRUST) | Long | ABS-other | US | $421K | – | 0.08 |
| AXIS 2022 1A C 144A (AXIS EQUIPMENT FINANCE RECEIVA) | Long | ABS-other | US | $167K | – | 0.03 |
| AXIS 2024 1A A2 144A (AXIS EQUIPMENT FINANCE RECEIVA) | Long | ABS-other | US | $399K | – | 0.07 |
| BBCMS 2024 5C27 A3 (BARCLAYS COMMERCIAL MORTGAGE S) | Long | ABS-other | US | $123K | – | 0.02 |
| BILLS 08/24 0.00000 (JAPAN TREASURY DISC BILL) | Long | Debt | JP | $2M | – | 0.40 |
| BILLS 09/24 0.00000 (EGYPT TREASURY BILL) | Long | Debt | EG | $224K | – | 0.04 |
| BILLS 12/24 0.00000 (EGYPT TREASURY BILL) | Long | Debt | EG | $370K | – | 0.07 |
| BINOM 2021 INV1 A1 144A (BINOM SECURITIZATION TRUST) | Long | ABS-other | US | $204K | – | 0.04 |
| BONDS 01/27 11.4 (SRI LANKA GOVT BOND) | Long | Debt | LK | $103K | – | 0.02 |
| BONDS 02/33 13.25 (TITULOS DE TESORERIA) | Long | Debt | CO | $651K | – | 0.12 |
| BONDS 02/33 7 (INDONESIA GOVERNMENT) | Long | Debt | ID | $1M | – | 0.26 |
| BONDS 03/25 0.1 (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $2M | – | 0.31 |
| BONDS 03/25 0.4 (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.32 |
| BONDS 03/29 4 (CANADIAN GOVERNMENT) | Long | Debt | CA | $3M | – | 0.50 |
| BONDS 03/31 0.005 (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $1M | – | 0.25 |
| BONDS 03/31 2.28 (CHINA GOVERNMENT BOND) | Long | Debt | CN | $555K | – | 0.10 |
| BONDS 03/31 7 (TITULOS DE TESORERIA) | Long | Debt | CO | $514K | – | 0.09 |
| BONDS 03/32 0.005 (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $683K | – | 0.13 |
| BONDS 03/33 0.005 (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $504K | – | 0.09 |
| BONDS 03/34 0.005 (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $712K | – | 0.13 |
| BONDS 03/46 4.736 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $1M | – | 0.24 |
| BONDS 03/52 1 (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.20 |
| BONDS 03/53 4.457 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $241K | – | 0.04 |
| BONDS 03/63 1.3 (JAPAN (40 YEAR ISSUE)) | Long | Debt | JP | $270K | – | 0.05 |
| BONDS 04/26 5.5 (INDONESIA GOVERNMENT) | Long | Debt | ID | $591K | – | 0.11 |
| BONDS 04/28 6 (TITULOS DE TESORERIA) | Long | Debt | CO | $337K | – | 0.06 |
| BONDS 04/32 6.375 (INDONESIA GOVERNMENT) | Long | Debt | ID | $319K | – | 0.06 |
| BONDS 04/33 2.25 (HUNGARY GOVERNMENT BOND) | Long | Debt | HU | $1M | – | 0.18 |
| BONDS 04/52 3.32 (CHINA GOVERNMENT BOND) | Long | Debt | CN | $2M | – | 0.40 |
| BONDS 05/33 2.67 (CHINA GOVERNMENT BOND) | Long | Debt | CN | $4M | – | 0.72 |
| BONDS 05/33 7.5 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $253K | – | 0.05 |
| BONDS 06/25 2.375 (SINGAPORE GOVERNMENT) | Long | Debt | SG | $350K | – | 0.06 |
| BONDS 06/50 4.065 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $438K | – | 0.08 |
| BONDS 06/52 1.3 (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.21 |
| BONDS 06/69 4 (CHINA GOVERNMENT BOND) | Long | Debt | CN | $192K | – | 0.04 |
| BONDS 07/26 3.906 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $868K | – | 0.16 |
| BONDS 07/29 2.875 (SINGAPORE GOVERNMENT) | Long | Debt | SG | $696K | – | 0.13 |
| BONDS 07/48 4.921 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $1M | – | 0.20 |
| BONDS 08/26 11.5 (SRI LANKA GOVT BOND) | Long | Debt | LK | $93K | – | 0.02 |
| BONDS 08/28 6.375 (INDONESIA GOVERNMENT) | Long | Debt | ID | $624K | – | 0.11 |
| BONDS 08/32 2.69 (CHINA GOVERNMENT BOND) | Long | Debt | CN | $498K | – | 0.09 |
| BONDS 09/24 0.1 (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $2M | – | 0.34 |
| BONDS 09/32 2.6 (CHINA GOVERNMENT BOND) | Long | Debt | CN | $989K | – | 0.18 |
| BONDS 09/43 4.935 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $76K | – | 0.01 |
| BONDS 09/44 1.7 (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.35 |
| BONDS 09/52 1.4 (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.20 |
| BONDS 10/33 6 (POLAND GOVERNMENT BOND) | Long | Debt | PL | $420K | – | 0.08 |
| BONDS 10/34 5 (POLAND GOVERNMENT BOND) | Long | Debt | PL | $814K | – | 0.15 |
| BONDS 10/34 7.25 (TITULOS DE TESORERIA) | Long | Debt | CO | $219K | – | 0.04 |
| BONDS 11/26 3.9 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $146K | – | 0.03 |
| BONDS 11/33 4.642 (MALAYSIA GOVERNMENT) | Long | Debt | MY | $405K | – | 0.07 |
| BONDS 12/31 4 (CANADIAN GOVERNMENT RRB) | Long | Debt | CA | $2M | – | 0.31 |
| BONDS 12/33 3.25 (CANADIAN GOVERNMENT) | Long | Debt | CA | $1M | – | 0.21 |
| BONDS 144A REGS 05/36 1.25 (FRANCE (GOVT OF)) | Long | Debt | FR | $541K | – | 0.10 |
| BONDS 144A REGS 05/54 3 (FRANCE (GOVT OF)) | Long | Debt | FR | $1M | – | 0.21 |
| BONDS 144A REGS 06/31 0.75 (HELLENIC REPUBLIC) | Long | Debt | GR | $523K | – | 0.10 |
| BONDS REGS 01/44 3.25 (UNITED KINGDOM GILT) | Long | Debt | GB | $2M | – | 0.35 |
| BONDS REGS 02/30 0.00000 (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $2M | – | 0.42 |
| BONDS REGS 02/45 2 (IRELAND GOVERNMENT BOND) | Long | Debt | IE | $138K | – | 0.03 |
| BONDS REGS 04/30 0.5 (DEUTSCHLAND I/L BOND) | Long | Debt | DE | $1M | – | 0.23 |
| BONDS REGS 06/32 0.125 (SWEDEN I/L BOND) | Long | Debt | SE | $563K | – | 0.10 |
| BONDS REGS 06/32 2.25 (SWEDISH GOVERNMENT) | Long | Debt | SE | $836K | – | 0.15 |
| BONDS REGS 07/35 0.625 (UNITED KINGDOM GILT) | Long | Debt | GB | $638K | – | 0.12 |
| BONDS REGS 07/40 4.75 (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $594K | – | 0.11 |
| BONDS REGS 08/52 0.00000 (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $131K | – | 0.02 |
| BONDS REGS 08/54 2.5 (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $513K | – | 0.09 |
| BONDS REGS 10/26 0.00000 (BUNDESOBLIGATION) | Long | Debt | DE | $2M | – | 0.35 |
| BONDS REGS 10/50 0.625 (UNITED KINGDOM GILT) | Long | Debt | GB | $908K | – | 0.17 |
| BONDS REGS 10/63 4 (UNITED KINGDOM GILT) | Long | Debt | GB | $315K | – | 0.06 |
| BONDS REGS 11/33 1.75 (SWEDISH GOVERNMENT) | Long | Debt | SE | $980K | – | 0.18 |
| BONDS REGS 12/46 4.25 (UNITED KINGDOM GILT) | Long | Debt | GB | $2M | – | 0.37 |
| BVCLN 2024 CAR1 A 144A (BAYVIEW OPPORTUNITY MASTER FUN) | Long | ABS-other | US | $283K | – | 0.05 |
| BVCLN 2024 CAR1 C 144A (BAYVIEW OPPORTUNITY MASTER FUN) | Long | ABS-other | US | $224K | – | 0.04 |
| BVINV 2021 4 A20 144A (BAYVIEW OPPORTUNITY MASTER FUN) | Long | ABS-other | US | $308K | – | 0.06 |
| BX 2021 ARIA B 144A (BX TRUST) | Long | ABS-other | US | $468K | – | 0.09 |
| BX 2024 MDHS A 144A (BX TRUST) | Long | ABS-other | US | $1M | – | 0.21 |
| CARMX 2024 1 B (CARMAX AUTO OWNER TRUST) | Long | ABS-other | US | $69K | – | 0.01 |
| CAS 2017 C06 1M2B (FANNIE MAE CAS) | Long | ABS-other | US | $150K | – | 0.03 |
| CDSOPT CALL EUR 0.5 20240821 (107132207 TROWE) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| CDSOPT PUT EUR 0.625 20240821 (107132203 TROWE) | Derivative-interest rate | US | $53K | – | 0.01 | |
| CF 2019 CF2 B (CANTOR COMMERCIAL REAL ESTATE) | Long | ABS-other | US | $248K | – | 0.05 |
| CIFC 2020 1A A1R 144A (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $926K | – | 0.17 |
| CIM 2021 INV1 A29 144A (CIM TRUST) | Long | ABS-other | US | $434K | – | 0.08 |
| CLGIX 2022 1CAN A2 144A (COLOGIX DATA CENTERS ISSUER LL) | Long | Debt | CA | $188K | – | 0.03 |
| CMLTI 2022 INV1 A4B 144A (CITIGROUP MORTGAGE LOAN TRUST) | Long | ABS-other | US | $166K | – | 0.03 |
| CMXS 2024 A A3 (CARMAX SELECT RECEIVABLES TRUS) | Long | ABS-other | US | $125K | – | 0.02 |
| CMXS 2024 A B (CARMAX SELECT RECEIVABLES TRUS) | Long | ABS-other | US | $145K | – | 0.03 |
| COLD 2020 ICE5 A 144A (COLD STORAGE TRUST) | Long | ABS-other | US | $211K | – | 0.04 |
| COMPANY GUAR 01/28 3.625 (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $667K | – | 0.12 |
| COMPANY GUAR 01/28 4.375 (CONTINENTAL RESOURCES) | Long | Debt | US | $78K | – | 0.01 |
| COMPANY GUAR 01/28 5 (TARGA RESOURCES PARTNERS) | Long | Debt | US | $74K | – | 0.01 |
| COMPANY GUAR 01/29 5.1 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $213K | – | 0.04 |
| COMPANY GUAR 01/29 6.875 (TARGA RESOURCES PARTNERS) | Long | Debt | US | $186K | – | 0.03 |
| COMPANY GUAR 01/29 9 (ONEMAIN FINANCE CORP) | Long | Debt | US | $317K | – | 0.06 |
| COMPANY GUAR 01/30 5.15 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $135K | – | 0.02 |
| COMPANY GUAR 01/31 3.125 (MERCADOLIBRE INC) | Long | Debt | US | $169K | – | 0.03 |
| COMPANY GUAR 01/32 2.44 (NEXTERA ENERGY CAPITAL) | Long | Debt | US | $303K | – | 0.06 |
| COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $490K | – | 0.09 |
| COMPANY GUAR 01/32 4 (TARGA RESOURCES PARTNERS) | Long | Debt | US | $96K | – | 0.02 |
| COMPANY GUAR 01/49 5.55 (ANHEUSER BUSCH INBEV WOR) | Long | Debt | US | $343K | – | 0.06 |
| COMPANY GUAR 01/51 3.6 (WALT DISNEY COMPANY/THE) | Long | Debt | US | $162K | – | 0.03 |
| COMPANY GUAR 01/54 5.75 (T MOBILE USA INC) | Long | Debt | US | $724K | – | 0.13 |
| COMPANY GUAR 02/27 5.75 (MGM GROWTH/MGM FINANCE) | Long | Debt | US | $55K | – | 0.01 |
| COMPANY GUAR 02/29 5 (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $431K | – | 0.08 |
| COMPANY GUAR 02/31 3.4 (BOARDWALK PIPELINES LP) | Long | Debt | US | $662K | – | 0.12 |
| COMPANY GUAR 02/31 4.875 (TARGA RESOURCES PARTNERS) | Long | Debt | US | $19K | – | 0.00 |
| COMPANY GUAR 02/34 5 (ASTRAZENECA FINANCE LLC) | Long | Debt | US | $999K | – | 0.18 |
| COMPANY GUAR 02/34 5.3 (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $480K | – | 0.09 |
| COMPANY GUAR 02/34 6 (BAT CAPITAL CORP) | Long | Debt | US | $214K | – | 0.04 |
| COMPANY GUAR 02/36 1.213 (BECTON DICKINSON EURO) | Long | Debt | LU | $81K | – | 0.01 |
| COMPANY GUAR 03/27 3.755 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $507K | – | 0.09 |
| COMPANY GUAR 03/27 6.5 (PETROLEOS MEXICANOS) | Long | Debt | MX | $1M | – | 0.21 |
| COMPANY GUAR 03/28 2.259 (BAT CAPITAL CORP) | Long | Debt | US | $117K | – | 0.02 |
| COMPANY GUAR 03/29 6.15 (TARGA RESOURCES CORP) | Long | Debt | US | $217K | – | 0.04 |
| COMPANY GUAR 03/30 1.5 (BERKSHIRE HATHAWAY FIN) | Long | Debt | US | $161K | – | 0.03 |
| COMPANY GUAR 03/30 5.5 (TARGA RESOURCES PARTNERS) | Long | Debt | US | $127K | – | 0.02 |
| COMPANY GUAR 03/31 2.05 (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $152K | – | 0.03 |
| COMPANY GUAR 03/32 3.8 (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $224K | – | 0.04 |
| COMPANY GUAR 03/32 8.75 (SPRINT CAPITAL CORP) | Long | Debt | US | $429K | – | 0.08 |
| COMPANY GUAR 03/34 5.8 (AGCO CORP) | Long | Debt | US | $102K | – | 0.02 |
| COMPANY GUAR 03/52 4.55 (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $1M | – | 0.23 |
| COMPANY GUAR 03/53 6.25 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $191K | – | 0.04 |
| COMPANY GUAR 04/29 5.3 (ENBRIDGE INC) | Long | Debt | CA | $179K | – | 0.03 |
| COMPANY GUAR 04/34 5.4 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $612K | – | 0.11 |
| COMPANY GUAR 04/34 5.625 (ENBRIDGE INC) | Long | Debt | CA | $321K | – | 0.06 |
| COMPANY GUAR 04/54 5.75 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $244K | – | 0.04 |
| COMPANY GUAR 04/64 5.9 (DIAMONDBACK ENERGY INC) | Long | Debt | US | $255K | – | 0.05 |
| COMPANY GUAR 05/30 2.8 (AON CORP) | Long | Debt | US | $108K | – | 0.02 |
| COMPANY GUAR 05/36 5.25 (ALEXANDRIA REAL ESTATE E) | Long | Debt | US | $58K | – | 0.01 |
| COMPANY GUAR 05/49 4.35 (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $27K | – | 0.00 |
| COMPANY GUAR 05/53 5.3 (PFIZER INVESTMENT ENTER) | Long | Debt | SG | $225K | – | 0.04 |
| COMPANY GUAR 05/63 5.34 (PFIZER INVESTMENT ENTER) | Long | Debt | SG | $353K | – | 0.06 |
| COMPANY GUAR 05/77 VAR (TRANSCANADA TRUST) | Long | Debt | CA | $455K | – | 0.08 |
| COMPANY GUAR 06/29 2.25 (PROLOGIS LP) | Long | Debt | US | $167K | – | 0.03 |
| COMPANY GUAR 06/30 5.75 (AMERICA MOVIL SAB DE CV) | Long | Debt | MX | $249K | – | 0.05 |
| COMPANY GUAR 06/33 5.95 (CHENIERE ENERGY PARTNERS) | Long | Debt | US | $322K | – | 0.06 |
| COMPANY GUAR 06/54 5.65 (COMCAST CORP) | Long | Debt | US | $734K | – | 0.13 |
| COMPANY GUAR 06/54 6 (T MOBILE USA INC) | Long | Debt | US | $678K | – | 0.12 |
| COMPANY GUAR 08/28 4.375 (FREEPORT MCMORAN INC) | Long | Debt | US | $156K | – | 0.03 |
| COMPANY GUAR 08/30 6.343 (BAT CAPITAL CORP) | Long | Debt | US | $76K | – | 0.01 |
| COMPANY GUAR 08/33 5.95 (BOOZ ALLEN HAMILTON INC) | Long | Debt | US | $167K | – | 0.03 |
| COMPANY GUAR 08/43 7.079 (BAT CAPITAL CORP) | Long | Debt | US | $193K | – | 0.04 |
| COMPANY GUAR 08/53 7.081 (BAT CAPITAL CORP) | Long | Debt | US | $420K | – | 0.08 |
| COMPANY GUAR 09/24 3.35 (GLP CAPITAL LP / FIN II) | Long | Debt | US | $106K | – | 0.02 |
| COMPANY GUAR 09/27 5 (FREEPORT MCMORAN INC) | Long | Debt | US | $38K | – | 0.01 |
| COMPANY GUAR 09/29 3.625 (CHORUS LTD) | Long | Debt | NZ | $228K | – | 0.04 |
| COMPANY GUAR 09/30 3.5 (HCA INC) | Long | Debt | US | $459K | – | 0.08 |
| COMPANY GUAR 09/31 8.125 (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $222K | – | 0.04 |
| COMPANY GUAR 09/33 6.05 (ONEOK INC) | Long | Debt | US | $218K | – | 0.04 |
| COMPANY GUAR 10/28 0.375 (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $94K | – | 0.02 |
| COMPANY GUAR 10/29 4.5 (CHENIERE ENERGY PARTNERS) | Long | Debt | US | $102K | – | 0.02 |
| COMPANY GUAR 11/28 5.65 (ONEOK INC) | Long | Debt | US | $77K | – | 0.01 |
| COMPANY GUAR 11/28 6.875 (SPRINT CAPITAL CORP) | Long | Debt | US | $603K | – | 0.11 |
| COMPANY GUAR 11/30 5.8 (ONEOK INC) | Long | Debt | US | $222K | – | 0.04 |
| COMPANY GUAR 11/30 6.2 (ENBRIDGE INC) | Long | Debt | CA | $63K | – | 0.01 |
| COMPANY GUAR 11/39 3.25 (COMCAST CORP) | Long | Debt | US | $193K | – | 0.04 |
| COMPANY GUAR 11/53 6.7 (ENBRIDGE INC) | Long | Debt | CA | $214K | – | 0.04 |
| COMPANY GUAR 12/26 0.318 (HIGHLAND HOLDINGS SARL) | Long | Debt | LU | $121K | – | 0.02 |
| COMPANY GUAR 144A 01/29 11.75 (CSC HOLDINGS LLC) | Long | Debt | US | $171K | – | 0.03 |
| COMPANY GUAR 144A 01/29 6.05 (BIMBO BAKERIES USA INC) | Long | Debt | US | $231K | – | 0.04 |
| COMPANY GUAR 144A 01/34 5.375 (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $148K | – | 0.03 |
| COMPANY GUAR 144A 01/34 6.4 (BIMBO BAKERIES USA INC) | Long | Debt | US | $211K | – | 0.04 |
| COMPANY GUAR 144A 02/33 2.6 (BROADCOM INC) | Long | Debt | US | $227K | – | 0.04 |
| COMPANY GUAR 144A 03/29 5.4 (SOLVENTUM CORP) | Long | Debt | US | $368K | – | 0.07 |
| COMPANY GUAR 144A 03/31 7.75 (RITCHIE BROS HLDGS INC) | Long | Debt | US | $16K | – | 0.00 |
| COMPANY GUAR 144A 03/34 5.297 (LSEG US FIN CORP) | Long | Debt | US | $339K | – | 0.06 |
| COMPANY GUAR 144A 03/34 5.6 (SOLVENTUM CORP) | Long | Debt | US | $442K | – | 0.08 |
| COMPANY GUAR 144A 03/34 6.45 (RAIZEN FUELS FINANCE) | Long | Debt | LU | $203K | – | 0.04 |
| COMPANY GUAR 144A 03/54 6.95 (RAIZEN FUELS FINANCE) | Long | Debt | LU | $203K | – | 0.04 |
| COMPANY GUAR 144A 04/28 2.625 (MEGLOBAL BV) | Long | Debt | NL | $180K | – | 0.03 |
| COMPANY GUAR 144A 04/30 6.75 (ZF NA CAPITAL) | Long | Debt | US | $153K | – | 0.03 |
| COMPANY GUAR 144A 04/30 7.125 (ZF NA CAPITAL) | Long | Debt | US | $155K | – | 0.03 |
| COMPANY GUAR 144A 04/31 2.5 (LSEGA FINANCING PLC) | Long | Debt | GB | $367K | – | 0.07 |
| COMPANY GUAR 144A 04/32 6.125 (HILTON DOMESTIC OPERATIN) | Long | Debt | US | $131K | – | 0.02 |
| COMPANY GUAR 144A 04/32 6.875 (ZF NA CAPITAL) | Long | Debt | US | $155K | – | 0.03 |
| COMPANY GUAR 144A 04/54 5.9 (SOLVENTUM CORP) | Long | Debt | US | $373K | – | 0.07 |
| COMPANY GUAR 144A 05/25 1.375 (STATE GRID OVERSEAS INV) | Long | Debt | VG | $105K | – | 0.02 |
| COMPANY GUAR 144A 05/29 7 (SUNOCO LP) | Long | Debt | US | $56K | – | 0.01 |
| COMPANY GUAR 144A 05/32 7.25 (SUNOCO LP) | Long | Debt | US | $106K | – | 0.02 |
| COMPANY GUAR 144A 05/64 6 (SOLVENTUM CORP) | Long | Debt | US | $370K | – | 0.07 |
| COMPANY GUAR 144A 06/27 8 (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $243K | – | 0.04 |
| COMPANY GUAR 144A 06/29 7.5 (HTA GROUP LTD) | Long | Debt | MU | $199K | – | 0.04 |
| COMPANY GUAR 144A 06/30 10.5 (CARNIVAL CORP) | Long | Debt | PA | $310K | – | 0.06 |
| COMPANY GUAR 144A 06/30 5.875 (KINETIK HOLDINGS LP) | Long | Debt | US | $89K | – | 0.02 |
| COMPANY GUAR 144A 07/28 4 (SIRIUS XM RADIO INC) | Long | Debt | US | $117K | – | 0.02 |
| COMPANY GUAR 144A 07/31 8.5 (DANA FINANCING LUX SARL) | Long | Debt | LU | $117K | – | 0.02 |
| COMPANY GUAR 144A 08/27 5 (SIRIUS XM RADIO INC) | Long | Debt | US | $111K | – | 0.02 |
| COMPANY GUAR 144A 08/28 5.375 (HOWARD HUGHES CORP) | Long | Debt | US | $133K | – | 0.02 |
| COMPANY GUAR 144A 08/34 5.75 (CHENIERE ENERGY PARTNERS) | Long | Debt | US | $609K | – | 0.11 |
| COMPANY GUAR 144A 10/31 7.75 (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $224K | – | 0.04 |
| COMPANY GUAR 144A 11/30 6.375 (BAYER US FINANCE LLC) | Long | Debt | US | $492K | – | 0.09 |
| COMPANY GUAR 144A 12/27 5.875 (MATTEL INC) | Long | Debt | US | $367K | – | 0.07 |
| COMPANY GUAR REGS 01/27 1.15 (ANHEUSER BUSCH INBEV SA/) | Long | Debt | BE | $102K | – | 0.02 |
| COMPANY GUAR REGS 01/27 3.25 (ABB FINANCE BV) | Long | Debt | NL | $107K | – | 0.02 |
| COMPANY GUAR REGS 01/29 4.875 (QNB FINANCE LTD) | Long | Debt | KY | $197K | – | 0.04 |
| COMPANY GUAR REGS 01/30 4.5 (BRASKEM NETHERLANDS) | Long | Debt | NL | $254K | – | 0.05 |
| COMPANY GUAR REGS 01/31 0.875 (LOGICOR FINANCING SARL) | Long | Debt | LU | $156K | – | 0.03 |
| COMPANY GUAR REGS 01/31 3.375 (ABB FINANCE BV) | Long | Debt | NL | $123K | – | 0.02 |
| COMPANY GUAR REGS 02/27 1.5 (AUSNET SERVICES HOLDINGS) | Long | Debt | AU | $101K | – | 0.02 |
| COMPANY GUAR REGS 02/27 2.75 (QNB FINANCE LTD) | Long | Debt | KY | $188K | – | 0.03 |
| COMPANY GUAR REGS 02/28 4.875 (PETROLEOS MEXICANOS) | Long | Debt | MX | $448K | – | 0.08 |
| COMPANY GUAR REGS 02/35 4.875 (GACI FIRST INVESTMENT) | Long | Debt | KY | $449K | – | 0.08 |
| COMPANY GUAR REGS 02/53 5.125 (GACI FIRST INVESTMENT) | Long | Debt | KY | $680K | – | 0.12 |
| COMPANY GUAR REGS 03/27 2 (APA INFRASTRUCTURE LTD) | Long | Debt | AU | $102K | – | 0.02 |
| COMPANY GUAR REGS 03/29 1.75 (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $264K | – | 0.05 |
| COMPANY GUAR REGS 03/29 3.375 (ANGLO AMERICAN CAPITAL) | Long | Debt | GB | $164K | – | 0.03 |
| COMPANY GUAR REGS 03/30 3.5 (APA INFRASTRUCTURE LTD) | Long | Debt | AU | $171K | – | 0.03 |
| COMPANY GUAR REGS 03/31 0.75 (TELE2 AB) | Long | Debt | SE | $210K | – | 0.04 |
| COMPANY GUAR REGS 03/31 1.65 (ANHEUSER BUSCH INBEV SA/) | Long | Debt | BE | $159K | – | 0.03 |
| COMPANY GUAR REGS 03/31 4.25 (BRAMBLES FINANCE PLC) | Long | Debt | GB | $198K | – | 0.04 |
| COMPANY GUAR REGS 04/26 5.125 (HARLEY DAVIDSON FINL SER) | Long | Debt | US | $229K | – | 0.04 |
| COMPANY GUAR REGS 04/28 2.375 (MONDI FINANCE EUROPE) | Long | Debt | AT | $103K | – | 0.02 |
| COMPANY GUAR REGS 04/28 2.625 (MEGLOBAL BV) | Long | Debt | NL | $180K | – | 0.03 |
| COMPANY GUAR REGS 04/30 2.75 (TESCO CORP TREASURY SERV) | Long | Debt | GB | $168K | – | 0.03 |
| COMPANY GUAR REGS 05/28 2.125 (TELE2 AB) | Long | Debt | SE | $101K | – | 0.02 |
| COMPANY GUAR REGS 05/28 2.25 (HOLCIM FINANCE LUX SA) | Long | Debt | LU | $102K | – | 0.02 |
| COMPANY GUAR REGS 05/28 3.625 (NEXT GROUP PLC) | Long | Debt | GB | $300K | – | 0.05 |
| COMPANY GUAR REGS 06/26 2.875 (ENERGIAS DE PORTUGAL SA) | Long | Debt | PT | $212K | – | 0.04 |
| COMPANY GUAR REGS 06/30 6.25 (E.ON INTL FINANCE BV) | Long | Debt | NL | $406K | – | 0.07 |
| COMPANY GUAR REGS 06/32 1.908 (UPJOHN FINANCE BV) | Long | Debt | NL | $130K | – | 0.02 |
| COMPANY GUAR REGS 07/26 1.5 (LOGICOR FINANCING SARL) | Long | Debt | LU | $169K | – | 0.03 |
| COMPANY GUAR REGS 08/24 5.625 (ENEL FINANCE INTL NV) | Long | Debt | NL | $190K | – | 0.03 |
| COMPANY GUAR REGS 08/25 1.625 (VOLKSWAGEN LEASING GMBH) | Long | Debt | DE | $157K | – | 0.03 |
| COMPANY GUAR REGS 09/26 2.213 (BP CAPITAL MARKETS PLC) | Long | Debt | GB | $167K | – | 0.03 |
| COMPANY GUAR REGS 09/32 4.5 (SARTORIUS FINANCE BV) | Long | Debt | NL | $220K | – | 0.04 |
| COMPANY GUAR REGS 09/33 3.875 (RECKITT BENCKISER TSY) | Long | Debt | GB | $156K | – | 0.03 |
| COMPANY GUAR REGS 09/35 4.875 (SARTORIUS FINANCE BV) | Long | Debt | NL | $334K | – | 0.06 |
| COMPANY GUAR REGS 11/28 3.125 (UTAH ACQUISITION SUB) | Long | Debt | US | $161K | – | 0.03 |
| COMPANY GUAR REGS 11/34 4.625 (SEVERN TRENT WATER UTIL) | Long | Debt | GB | $188K | – | 0.03 |
| CRVNA 2024 N1 A3 144A (CARVANA AUTO RECEIVABLES TRUST) | Long | ABS-other | US | $185K | – | 0.03 |
| CRVNA 2024 N1 B 144A (CARVANA AUTO RECEIVABLES TRUST) | Long | ABS-other | US | $225K | – | 0.04 |
| CRVNA 2024 P2 A4 (CARVANA AUTO RECEIVABLES TRUST) | Long | ABS-other | US | $335K | – | 0.06 |
| CSMC 2020 NET A 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $254K | – | 0.05 |
| CSMC 2020 NET C 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $450K | – | 0.08 |
| CYRUS 2024 1A A2 144A (CYRUSONE DATA CENTERS ISSUER I) | Long | ABS-other | US | $149K | – | 0.03 |
| CYRUS 2024 2A A2 144A (CYRUSONE DATA CENTERS ISSUER I) | Long | ABS-other | US | $1M | – | 0.20 |
| CYRUS 2024 3A A2 144A (CYRUSONE DATA CENTERS ISSUER I) | Long | ABS-other | US | $393K | – | 0.07 |
| DEFT 2023 3 C 144A (DELL EQUIPMENT FINANCE TRUST) | Long | ABS-other | US | $126K | – | 0.02 |
| DEFT 2024 1 C 144A (DELL EQUIPMENT FINANCE TRUST) | Long | ABS-other | US | $100K | – | 0.02 |
| DLLST 2024 1A A3 144A (DLLST LLC) | Long | ABS-other | US | $189K | – | 0.03 |
| DLLST 2024 1A A4 144A (DLLST LLC) | Long | ABS-other | US | $45K | – | 0.01 |
| DRSLF 2020 86A A1R 144A (DRYDEN SENIOR LOAN FUND) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.05 |
| EART 2021 2A D (EXETER AUTOMOBILE RECEIVABLES) | Long | ABS-other | US | $226K | – | 0.04 |
| EART 2022 3A C (EXETER AUTOMOBILE RECEIVABLES) | Long | ABS-other | US | $518K | – | 0.09 |
| EART 2023 1A D (EXETER AUTOMOBILE RECEIVABLES) | Long | ABS-other | US | $86K | – | 0.02 |
| EFF 2024 1 A3 144A (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-other | US | $279K | – | 0.05 |
| EHGVT 2023 A A 144A (ELARA HGV TIMESHARE ISSUER) | Long | ABS-other | US | $176K | – | 0.03 |
| EHGVT 2023 A B 144A (ELARA HGV TIMESHARE ISSUER) | Long | ABS-other | US | $141K | – | 0.03 |
| ELM20 2022 7A AR 144A (ELMWOOD CLO 20 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $307K | – | 0.06 |
| FG 04/47 FIXED 3 (FED HM LN PC POOL G08756) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FG 06/42 FIXED 3.5 (FED HM LN PC POOL U90690) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FG 06/43 FIXED 3.5 (FED HM LN PC POOL U99051) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FKH 2020 SFR2 C 144A (FIRSTKEY HOMES TRUST) | Long | ABS-other | US | $321K | – | 0.06 |
| FN 01/32 FIXED VAR (FNMA POOL BM1890) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FN 01/35 FIXED 3 (FNMA POOL BO7256) | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| FN 01/42 FIXED 1.5 (FNMA POOL MA4519) | Long | ABS-mortgage backed security | US | $435K | – | 0.08 |
| FN 01/43 FIXED VAR (FNMA POOL BM4221) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FN 01/44 FIXED VAR (FNMA POOL AL6167) | Long | ABS-mortgage backed security | US | $441K | – | 0.08 |
| FN 01/46 FIXED 3.5 (FNMA POOL BC1747) | Long | ABS-mortgage backed security | US | $714K | – | 0.13 |
| FN 01/48 FIXED 3.5 (FNMA POOL MA3238) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| FN 01/50 FIXED 4.5 (FNMA POOL CA5186) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN 01/51 FIXED 2 (FNMA POOL MA4237) | Long | ABS-mortgage backed security | US | $412K | – | 0.08 |
| FN 01/52 FIXED 2 (FNMA POOL MA4511) | Long | ABS-mortgage backed security | US | $278K | – | 0.05 |
| FN 01/52 FIXED 2.5 (FNMA POOL CB2638) | Long | ABS-mortgage backed security | US | $956K | – | 0.17 |
| FN 01/52 FIXED 2.5 (FNMA POOL CB2635) | Long | ABS-mortgage backed security | US | $924K | – | 0.17 |
| FN 01/52 FIXED 2.5 (FNMA POOL CB2538) | Long | ABS-mortgage backed security | US | $810K | – | 0.15 |
| FN 01/52 FIXED 2.5 (FNMA POOL MA4512) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN 01/52 FIXED 3.5 (FNMA POOL MA4514) | Long | ABS-mortgage backed security | US | $394K | – | 0.07 |
| FN 01/53 FIXED VAR (FNMA POOL FS3820) | Long | ABS-mortgage backed security | US | $697K | – | 0.13 |
| FN 01/53 FIXED VAR (FNMA POOL FS5865) | Long | ABS-mortgage backed security | US | $473K | – | 0.09 |
| FN 01/54 FIXED 6 (FNMA POOL MA5247) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FN 01/54 FIXED 6.5 (FNMA POOL CB7866) | Long | ABS-mortgage backed security | US | $235K | – | 0.04 |
| FN 02/35 FIXED 3.5 (FNMA POOL AS4449) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FN 02/35 FIXED VAR (FNMA POOL FM2547) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FN 02/38 FIXED VAR (FNMA POOL FS4054) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FN 02/41 FIXED 4 (FNMA POOL MA0639) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FN 02/43 FIXED VAR (FNMA POOL BM5468) | Long | ABS-mortgage backed security | US | $147K | – | 0.03 |
| FN 02/45 FIXED VAR (FNMA POOL AL9893) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| FN 02/48 FIXED 3.5 (FNMA POOL BH9277) | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FN 02/49 FIXED VAR (FNMA POOL FM5499) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| FN 02/51 FIXED 2 (FNMA POOL MA4255) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FN 02/51 FIXED VAR (FNMA POOL FS4297) | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| FN 02/52 FIXED 2 (FNMA POOL CB2848) | Long | ABS-mortgage backed security | US | $429K | – | 0.08 |
| FN 02/52 FIXED 2 (FNMA POOL MA4547) | Long | ABS-mortgage backed security | US | $366K | – | 0.07 |
| FN 02/52 FIXED 2 (FNMA POOL CB2766) | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| FN 02/52 FIXED 2.5 (FNMA POOL CB2804) | Long | ABS-mortgage backed security | US | $558K | – | 0.10 |
| FN 02/52 FIXED 3.5 (FNMA POOL BV3533) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FN 02/52 FIXED VAR (FNMA POOL FS0733) | Long | ABS-mortgage backed security | US | $379K | – | 0.07 |
| FN 02/53 FIXED 6 (FNMA POOL CB5702) | Long | ABS-mortgage backed security | US | $769K | – | 0.14 |
| FN 02/54 FIXED 5.5 (FNMA POOL CB7982) | Long | ABS-mortgage backed security | US | $200K | – | 0.04 |
| FN 03/37 FIXED 2 (FNMA POOL MA4567) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FN 03/38 FIXED VAR (FNMA POOL FS7471) | Long | ABS-mortgage backed security | US | $398K | – | 0.07 |
| FN 03/42 FIXED 2 (FNMA POOL MA4570) | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| FN 03/43 FIXED 3.5 (FNMA POOL MA1373) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 03/44 FIXED VAR (FNMA POOL BM5469) | Long | ABS-mortgage backed security | US | $272K | – | 0.05 |
| FN 03/45 FIXED VAR (FNMA POOL AL6536) | Long | ABS-mortgage backed security | US | $239K | – | 0.04 |
| FN 03/46 FIXED VAR (FNMA POOL AL8387) | Long | ABS-mortgage backed security | US | $459K | – | 0.08 |
| FN 03/46 FIXED VAR (FNMA POOL FS2119) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN 03/49 FIXED VAR (FNMA POOL FM3664) | Long | ABS-mortgage backed security | US | $301K | – | 0.06 |
| FN 03/50 FIXED VAR (FNMA POOL FM2870) | Long | ABS-mortgage backed security | US | $162K | – | 0.03 |
| FN 03/51 FIXED 2 (FNMA POOL MA4281) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| FN 03/52 FIXED 2 (FNMA POOL MA4562) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FN 03/52 FIXED 2.5 (FNMA POOL BV4119) | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| FN 03/52 FIXED VAR (FNMA POOL FS1618) | Long | ABS-mortgage backed security | US | $197K | – | 0.04 |
| FN 03/52 FIXED VAR (FNMA POOL FS2573) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FN 03/52 FIXED VAR (FNMA POOL FS4283) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FN 03/52 FIXED VAR (FNMA POOL FS0957) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN 03/53 FIXED 5.5 (FNMA POOL MA4941) | Long | ABS-mortgage backed security | US | $242K | – | 0.04 |
| FN 04/31 FIXED 3 (FNMA POOL AS7056) | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| FN 04/37 FIXED 1.5 (FNMA POOL MA4581) | Long | ABS-mortgage backed security | US | $509K | – | 0.09 |
| FN 04/37 FIXED 2 (FNMA POOL MA4582) | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| FN 04/37 FIXED VAR (FNMA POOL FS7636) | Long | ABS-mortgage backed security | US | $461K | – | 0.08 |
| FN 04/40 FIXED 3 (FNMA POOL CA5597) | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| FN 04/41 FIXED VAR (FNMA POOL AL0065) | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| FN 04/42 FIXED 2 (FNMA POOL MA4586) | Long | ABS-mortgage backed security | US | $761K | – | 0.14 |
| FN 04/47 FIXED 3 (FNMA POOL MA2956) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FN 04/47 FIXED VAR (FNMA POOL BM1418) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FN 04/47 FIXED VAR (FNMA POOL FM1000) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| FN 04/50 FIXED 3 (FNMA POOL CA5540) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN 04/51 FIXED 2 (FNMA POOL MA4305) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FN 04/51 FIXED VAR (FNMA POOL FM7072) | Long | ABS-mortgage backed security | US | $519K | – | 0.10 |
| FN 04/52 FIXED 2 (FNMA POOL MA4577) | Long | ABS-mortgage backed security | US | $461K | – | 0.08 |
| FN 04/52 FIXED 2.5 (FNMA POOL MA4578) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FN 04/52 FIXED VAR (FNMA POOL FS1538) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FN 04/52 FIXED VAR (FNMA POOL FS1571) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN 05/35 FIXED VAR (FNMA POOL FM3340) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 05/36 FIXED 2 (FNMA POOL BP3454) | Long | ABS-mortgage backed security | US | $385K | – | 0.07 |
| FN 05/37 FIXED 1.5 (FNMA POOL MA4601) | Long | ABS-mortgage backed security | US | $430K | – | 0.08 |
| FN 05/37 FIXED 2 (FNMA POOL MA4602) | Long | ABS-mortgage backed security | US | $324K | – | 0.06 |
| FN 05/37 FIXED VAR (FNMA POOL FS4477) | Long | ABS-mortgage backed security | US | $574K | – | 0.11 |
| FN 05/37 FIXED VAR (FNMA POOL FS2037) | Long | ABS-mortgage backed security | US | $441K | – | 0.08 |
| FN 05/37 FIXED VAR (FNMA POOL FS7780) | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| FN 05/41 FIXED 4.5 (FNMA POOL AI1888) | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| FN 05/41 FIXED VAR (FNMA POOL AL0160) | Long | ABS-mortgage backed security | US | $222K | – | 0.04 |
| FN 05/43 FIXED 3 (FNMA POOL AB9248) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FN 05/43 FIXED 3.5 (FNMA POOL MA1437) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN 05/44 FIXED VAR (FNMA POOL BM3279) | Long | ABS-mortgage backed security | US | $521K | – | 0.10 |
| FN 05/47 FIXED VAR (FNMA POOL FM5708) | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| FN 05/48 FIXED VAR (FNMA POOL BM4343) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| FN 05/49 FIXED 4 (FNMA POOL CA3503) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FN 05/50 FIXED 4.5 (FNMA POOL CA5696) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN 05/51 FIXED 2 (FNMA POOL MA4325) | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| FN 05/51 FIXED 2.5 (FNMA POOL MA4326) | Long | ABS-mortgage backed security | US | $693K | – | 0.13 |
| FN 05/51 FIXED 2.5 (FNMA POOL CB0414) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN 05/52 FIXED VAR (FNMA POOL FS2477) | Long | ABS-mortgage backed security | US | $689K | – | 0.13 |
| FN 05/52 FIXED VAR (FNMA POOL FS1792) | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| FN 05/53 FIXED 5 (FNMA POOL BY0545) | Long | ABS-mortgage backed security | US | $369K | – | 0.07 |
| FN 05/53 FIXED VAR (FNMA POOL FS5460) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FN 06/37 FIXED VAR (FNMA POOL FS1883) | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| FN 06/40 FIXED 5 (FNMA POOL AD6438) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FN 06/42 FIXED 3 (FNMA POOL MA4632) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN 06/45 FIXED 3.5 (FNMA POOL AS5182) | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| FN 06/45 FIXED VAR (FNMA POOL BM3385) | Long | ABS-mortgage backed security | US | $428K | – | 0.08 |
| FN 06/46 FIXED VAR (FNMA POOL BM3380) | Long | ABS-mortgage backed security | US | $245K | – | 0.04 |
| FN 06/47 FIXED VAR (FNMA POOL BM4744) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FN 06/51 FIXED 2.5 (FNMA POOL MA4356) | Long | ABS-mortgage backed security | US | $655K | – | 0.12 |
| FN 06/51 FIXED 2.5 (FNMA POOL BT1265) | Long | ABS-mortgage backed security | US | $256K | – | 0.05 |
| FN 06/51 FIXED 2.5 (FNMA POOL BT0163) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FN 06/52 FIXED 2 (FNMA POOL MA4622) | Long | ABS-mortgage backed security | US | $517K | – | 0.09 |
| FN 06/52 FIXED 2.5 (FNMA POOL MA4623) | Long | ABS-mortgage backed security | US | $207K | – | 0.04 |
| FN 06/54 FIXED 6 (FNMA POOL CB8772) | Long | ABS-mortgage backed security | US | $371K | – | 0.07 |
| FN 07/35 FIXED VAR (FNMA POOL FS1694) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FN 07/37 FIXED 2.5 (FNMA POOL MA4665) | Long | ABS-mortgage backed security | US | $328K | – | 0.06 |
| FN 07/41 FIXED VAR (FNMA POOL BM4971) | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| FN 07/42 FIXED 3 (FNMA POOL MA4695) | Long | ABS-mortgage backed security | US | $143K | – | 0.03 |
| FN 07/43 FIXED 3 (FNMA POOL AU1629) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN 07/46 FIXED 3 (FNMA POOL MA2670) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FN 07/47 FIXED VAR (FNMA POOL FS1400) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN 07/50 FIXED 2.5 (FNMA POOL MA4078) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN 07/50 FIXED 3 (FNMA POOL CA6314) | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| FN 07/50 FIXED VAR (FNMA POOL FM3972) | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| FN 07/51 FIXED 2.5 (FNMA POOL MA4379) | Long | ABS-mortgage backed security | US | $428K | – | 0.08 |
| FN 07/51 FIXED VAR (FNMA POOL FM8086) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FN 07/52 FIXED 4.5 (FNMA POOL MA4656) | Long | ABS-mortgage backed security | US | $583K | – | 0.11 |
| FN 07/53 FIXED 5 (FNMA POOL MA5071) | Long | ABS-mortgage backed security | US | $992K | – | 0.18 |
| FN 07/53 FIXED 5 (FNMA POOL BY4131) | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| FN 08/31 FIXED VAR (FNMA POOL BM3859) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FN 08/42 FIXED VAR (FNMA POOL FS5191) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FN 08/42 FIXED VAR (FNMA POOL FS2763) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FN 08/43 FIXED 3.5 (FNMA POOL MA1546) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FN 08/47 FIXED 4 (FNMA POOL MA3088) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN 08/47 FIXED VAR (FNMA POOL BM4582) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FN 08/48 FIXED 4.5 (FNMA POOL CA2207) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN 08/49 FIXED VAR (FNMA POOL FM1445) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FN 08/50 FIXED 2 (FNMA POOL CA6587) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FN 08/50 FIXED 3 (FNMA POOL CA6738) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| FN 08/50 FIXED 3 (FNMA POOL BQ1348) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FN 08/51 FIXED 2.5 (FNMA POOL CB1331) | Long | ABS-mortgage backed security | US | $549K | – | 0.10 |
| FN 08/51 FIXED 2.5 (FNMA POOL CB1280) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 08/52 FIXED 4 (FNMA POOL CB4379) | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| FN 08/52 FIXED 4 (FNMA POOL MA4700) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN 08/52 FIXED 4.5 (FNMA POOL MA4701) | Long | ABS-mortgage backed security | US | $516K | – | 0.09 |
| FN 08/52 FIXED VAR (FNMA POOL FS2620) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FN 08/53 FIXED 5.5 (FNMA POOL MA5107) | Long | ABS-mortgage backed security | US | $840K | – | 0.15 |
| FN 09/35 FIXED VAR (FNMA POOL FM8137) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FN 09/36 FIXED 2 (FNMA POOL BT6754) | Long | ABS-mortgage backed security | US | $328K | – | 0.06 |
| FN 09/36 FIXED VAR (FNMA POOL FM8732) | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| FN 09/37 FIXED 2.5 (FNMA POOL CB4726) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| FN 09/43 FIXED 3 (FNMA POOL AS0406) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FN 09/45 FIXED VAR (FNMA POOL FS1042) | Long | ABS-mortgage backed security | US | $430K | – | 0.08 |
| FN 09/46 FIXED VAR (FNMA POOL BM4185) | Long | ABS-mortgage backed security | US | $129K | – | 0.02 |
| FN 09/47 FIXED 4 (FNMA POOL MA3121) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| FN 09/48 FIXED 4 (FNMA POOL MA3467) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 09/48 FIXED VAR (FNMA POOL FM1572) | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| FN 09/49 FIXED 3 (FNMA POOL CA4108) | Long | ABS-mortgage backed security | US | $569K | – | 0.10 |
| FN 09/50 FIXED 2.5 (FNMA POOL CA7026) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FN 09/50 FIXED 3 (FNMA POOL BQ5052) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 09/52 FIXED 4 (FNMA POOL MA4732) | Long | ABS-mortgage backed security | US | $441K | – | 0.08 |
| FN 09/53 FIXED 5 (FNMA POOL CB7095) | Long | ABS-mortgage backed security | US | $301K | – | 0.06 |
| FN 09/53 FIXED 6 (FNMA POOL CB7120) | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| FN 10/45 FIXED VAR (FNMA POOL FM2673) | Long | ABS-mortgage backed security | US | $654K | – | 0.12 |
| FN 10/47 FIXED VAR (FNMA POOL BM3122) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FN 10/48 FIXED VAR (FNMA POOL FS1510) | Long | ABS-mortgage backed security | US | $256K | – | 0.05 |
| FN 10/48 FIXED VAR (FNMA POOL BM5527) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FN 10/48 FIXED VAR (FNMA POOL BM5147) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN 10/50 FIXED 2 (FNMA POOL MA4158) | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| FN 10/51 FIXED 2.5 (FNMA POOL CB1866) | Long | ABS-mortgage backed security | US | $859K | – | 0.16 |
| FN 10/52 FIXED 5 (FNMA POOL BW7752) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FN 10/53 FIXED 5.5 (FNMA POOL CB7333) | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| FN 10/53 FIXED 6.5 (FNMA POOL CB7346) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FN 11/31 FIXED 2.5 (FNMA POOL BC9043) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| FN 11/33 FIXED VAR (FNMA POOL BM5111) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FN 11/35 FIXED VAR (FNMA POOL FM8540) | Long | ABS-mortgage backed security | US | $151K | – | 0.03 |
| FN 11/36 FIXED VAR (FNMA POOL AL9412) | Long | ABS-mortgage backed security | US | $165K | – | 0.03 |
| FN 11/40 FIXED 4 (FNMA POOL BF0198) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FN 11/44 FIXED VAR (FNMA POOL FM8543) | Long | ABS-mortgage backed security | US | $171K | – | 0.03 |
| FN 11/46 FIXED 3 (FNMA POOL AS8295) | Long | ABS-mortgage backed security | US | $210K | – | 0.04 |
| FN 11/46 FIXED 3 (FNMA POOL MA2806) | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| FN 11/46 FIXED VAR (FNMA POOL FM2899) | Long | ABS-mortgage backed security | US | $285K | – | 0.05 |
| FN 11/47 FIXED VAR (FNMA POOL BM3148) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FN 11/48 FIXED VAR (FNMA POOL FM1001) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FN 11/49 FIXED 4 (FNMA POOL CA4571) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FN 11/51 FIXED 2.5 (FNMA POOL CB2045) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FN 11/52 FIXED 4 (FNMA POOL MA4804) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FN 11/52 FIXED 4.5 (FNMA POOL MA4805) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| FN 11/52 FIXED 5.5 (FNMA POOL CB5294) | Long | ABS-mortgage backed security | US | $738K | – | 0.14 |
| FN 11/53 FIXED VAR (FNMA POOL FS6347) | Long | ABS-mortgage backed security | US | $690K | – | 0.13 |
| FN 12/33 FIXED VAR (FNMA POOL FM3462) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| FN 12/34 FIXED 3 (FNMA POOL CA4885) | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| FN 12/42 FIXED 3.5 (FNMA POOL MA1283) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN 12/47 FIXED 3.5 (FNMA POOL CA0858) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FN 12/47 FIXED 3.5 (FNMA POOL MA3210) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN 12/47 FIXED VAR (FNMA POOL FM4212) | Long | ABS-mortgage backed security | US | $333K | – | 0.06 |
| FN 12/48 FIXED VAR (FNMA POOL FM8196) | Long | ABS-mortgage backed security | US | $580K | – | 0.11 |
| FN 12/49 FIXED 4 (FNMA POOL CA4823) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FN 12/50 FIXED 2 (FNMA POOL MA4208) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FN 12/51 FIXED 2 (FNMA POOL CB2357) | Long | ABS-mortgage backed security | US | $858K | – | 0.16 |
| FN 12/52 FIXED 4 (FNMA POOL MA4839) | Long | ABS-mortgage backed security | US | $154K | – | 0.03 |
| FN 12/52 FIXED 6 (FNMA POOL MA4876) | Long | ABS-mortgage backed security | US | $574K | – | 0.11 |
| FORDL 2023 A C (FORD CREDIT AUTO LEASE TRUST) | Long | ABS-other | US | $848K | – | 0.16 |
| FORDL 2024 A A4 (FORD CREDIT AUTO LEASE TRUST) | Long | ABS-other | US | $119K | – | 0.02 |
| FORDO 2022 C C (FORD CREDIT AUTO OWNER TRUST) | Long | ABS-other | US | $199K | – | 0.04 |
| FORDR 2023 1 A 144A (FORD CREDIT AUTO OWNER TRUST/F) | Long | ABS-other | US | $887K | – | 0.16 |
| FR 01/50 FIXED 4 (FED HM LN PC POOL SD8039) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| FR 01/52 FIXED 2.5 (FED HM LN PC POOL RA6623) | Long | ABS-mortgage backed security | US | $827K | – | 0.15 |
| FR 01/52 FIXED 3 (FED HM LN PC POOL SD1183) | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| FR 01/54 FIXED 6.5 (FED HM LN PC POOL SD4694) | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| FR 02/36 FIXED 1.5 (FED HM LN PC POOL RC1756) | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| FR 02/36 FIXED 1.5 (FED HM LN PC POOL SB0869) | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| FR 02/50 FIXED 3.5 (FED HM LN PC POOL SD1361) | Long | ABS-mortgage backed security | US | $657K | – | 0.12 |
| FR 02/51 FIXED 2 (FED HM LN PC POOL SD8128) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FR 02/51 FIXED 2.5 (FED HM LN PC POOL SD7535) | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| FR 02/52 FIXED 2 (FED HM LN PC POOL QD9658) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FR 02/52 FIXED 2.5 (FED HM LN PC POOL RA6766) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| FR 02/54 FIXED 5.5 (FED HM LN PC POOL SD4967) | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| FR 03/42 FIXED 2 (FED HM LN PC POOL RB5148) | Long | ABS-mortgage backed security | US | $473K | – | 0.09 |
| FR 03/42 FIXED 2.5 (FED HM LN PC POOL RB5149) | Long | ABS-mortgage backed security | US | $517K | – | 0.09 |
| FR 03/52 FIXED 2 (FED HM LN PC POOL SD1217) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| FR 03/52 FIXED 2.5 (FED HM LN PC POOL SD8200) | Long | ABS-mortgage backed security | US | $513K | – | 0.09 |
| FR 04/43 FIXED 3 (FED HM LN PC POOL SD1497) | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| FR 04/51 FIXED 2 (FED HM LN PC POOL SD8140) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| FR 04/52 FIXED 2 (FED HM LN PC POOL SD3580) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| FR 04/52 FIXED 2 (FED HM LN PC POOL SD8204) | Long | ABS-mortgage backed security | US | $162K | – | 0.03 |
| FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD8205) | Long | ABS-mortgage backed security | US | $496K | – | 0.09 |
| FR 04/52 FIXED 2.5 (FED HM LN PC POOL RA7135) | Long | ABS-mortgage backed security | US | $307K | – | 0.06 |
| FR 04/52 FIXED 2.5 (FED HM LN PC POOL SD5421) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| FR 05/42 FIXED 3 (FED HM LN PC POOL RB5163) | Long | ABS-mortgage backed security | US | $233K | – | 0.04 |
| FR 05/50 FIXED 4.5 (FED HM LN PC POOL RA2607) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FR 05/51 FIXED 2 (FED HM LN PC POOL RA5258) | Long | ABS-mortgage backed security | US | $611K | – | 0.11 |
| FR 05/51 FIXED 2 (FED HM LN PC POOL SD8146) | Long | ABS-mortgage backed security | US | $379K | – | 0.07 |
| FR 05/52 FIXED 2 (FED HM LN PC POOL RA7324) | Long | ABS-mortgage backed security | US | $109K | – | 0.02 |
| FR 05/52 FIXED 2.5 (FED HM LN PC POOL SD8212) | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| FR 05/52 FIXED 4 (FED HM LN PC POOL SD1035) | Long | ABS-mortgage backed security | US | $188K | – | 0.03 |
| FR 05/53 FIXED 5 (FED HM LN PC POOL SD3041) | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FR 06/33 FIXED 3.5 (FED HM LN PC POOL SB0015) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FR 06/37 FIXED 4 (FED HM LN PC POOL SB8171) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FR 06/41 FIXED 2 (FED HM LN PC POOL RB5114) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FR 06/42 FIXED 3 (FED HM LN PC POOL RB5162) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FR 06/47 FIXED 3.5 (FED HM LN PC POOL ZM3532) | Long | ABS-mortgage backed security | US | $145K | – | 0.03 |
| FR 06/51 FIXED 2 (FED HM LN PC POOL QC2565) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FR 06/51 FIXED 2.5 (FED HM LN PC POOL QC3425) | Long | ABS-mortgage backed security | US | $172K | – | 0.03 |
| FR 06/51 FIXED 2.5 (FED HM LN PC POOL QC2902) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FR 06/52 FIXED 3 (FED HM LN PC POOL SD8220) | Long | ABS-mortgage backed security | US | $207K | – | 0.04 |
| FR 07/42 FIXED 3 (FED HM LN PC POOL RB5166) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FR 07/45 FIXED 4.5 (FED HM LN PC POOL SD0422) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FR 07/50 FIXED 2 (FED HM LN PC POOL RA3046) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FR 07/50 FIXED 2.5 (FED HM LN PC POOL SD8089) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FR 08/36 FIXED 2 (FED HM LN PC POOL QN7552) | Long | ABS-mortgage backed security | US | $224K | – | 0.04 |
| FR 08/37 FIXED 4 (FED HM LN PC POOL SB0727) | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| FR 08/42 FIXED 3 (FED HM LN PC POOL RB5173) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FR 08/49 FIXED 3.5 (FED HM LN PC POOL RA1202) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| FR 08/51 FIXED 2.5 (FED HM LN PC POOL SD8161) | Long | ABS-mortgage backed security | US | $692K | – | 0.13 |
| FR 08/51 FIXED 2.5 (FED HM LN PC POOL QC5575) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FR 08/52 FIXED 3 (FED HM LN PC POOL SD2879) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FR 08/52 FIXED 3 (FED HM LN PC POOL SD7555) | Long | ABS-mortgage backed security | US | $711K | – | 0.13 |
| FR 08/53 FIXED 5.5 (FED HM LN PC POOL SD3630) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FR 09/49 FIXED 3 (FED HM LN PC POOL SD0080) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FR 10/50 FIXED 2.5 (FED HM LN PC POOL SD8099) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| FR 10/52 FIXED 5 (FED HM LN PC POOL QF1305) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FR 11/47 FIXED 3.5 (FED HM LN PC POOL ZT0179) | Long | ABS-mortgage backed security | US | $231K | – | 0.04 |
| FR 11/50 FIXED 3.5 (FED HM LN PC POOL SD0617) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FR 11/51 FIXED 2.5 (FED HM LN PC POOL SD7548) | Long | ABS-mortgage backed security | US | $398K | – | 0.07 |
| FR 11/52 FIXED 3.5 (FED HM LN PC POOL SD8264) | Long | ABS-mortgage backed security | US | $427K | – | 0.08 |
| FR 11/52 FIXED 4.5 (FED HM LN PC POOL SD8266) | Long | ABS-mortgage backed security | US | $393K | – | 0.07 |
| FR 11/53 FIXED 5 (FED HM LN PC POOL SD4977) | Long | ABS-mortgage backed security | US | $311K | – | 0.06 |
| FR 12/41 FIXED 5 (FED HM LN PC POOL ZS3941) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FR 12/46 FIXED 3 (FED HM LN PC POOL ZS4693) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FR 12/49 FIXED 3.5 (FED HM LN PC POOL SD0212) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| FR 12/49 FIXED 4 (FED HM LN PC POOL RA1906) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| FR 12/50 FIXED 3 (FED HM LN PC POOL SD7531) | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FR 12/51 FIXED 2 (FED HM LN PC POOL RA6505) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FSMT 2018 6RR 2A4 144A (FLAGSTAR MORTGAGE TRUST) | Long | ABS-other | US | $12K | – | 0.00 |
| FSMT 2020 1INV A11 144A (FLAGSTAR MORTGAGE TRUST) | Long | ABS-other | US | $74K | – | 0.01 |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $972K | – | 0.18 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $758K | – | 0.14 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $740K | – | 0.14 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $102K | – | 0.02 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $97K | – | 0.02 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $51K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $46K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $46K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $39K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $30K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $30K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $29K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $29K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $28K | – | 0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $992.29 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $964.55 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $957.46 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $867.44 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $773.44 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $745.98 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $725.62 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $656.25 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $646.46 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $624.18 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $581.75 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $571.47 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $566.72 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $415.93 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $394.28 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $351.73 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $342.25 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $334.79 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $299.37 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $289.76 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $273.45 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $261.14 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $246.47 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $241.32 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $215.91 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $196.77 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $190.55 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $178.53 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $159.69 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $146.86 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $135.4 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $132.23 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $117.67 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $110.31 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $107.85 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $102.46 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $102.4 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $102.26 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $100 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $92.15 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $80.68 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $76.62 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $66.49 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $54.69 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $54.47 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $53.67 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $46.24 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $42.3 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $32.12 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $30.54 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $27.24 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $25.95 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $21.47 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $13.58 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $12.2 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $8.85 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $3.61 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $1.93 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $0.45 | – | 0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6.14 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-10.1 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-15.6 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-22.02 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-23.39 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-24.45 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-30.22 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-39.27 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-40.05 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-55.47 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-57.94 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-58.95 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-61.55 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-65.98 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-75.78 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-75.86 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-82.29 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-102.41 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-127.53 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-224.27 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-228.73 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-237.73 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-244.54 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-250.41 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-250.81 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-263.99 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-277.24 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-284.41 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-346.12 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-355.03 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-359.64 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-361.93 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-363.41 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-372.59 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-375.35 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-413.45 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-447.12 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-448.69 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-477.06 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-528.8 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-644.1 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-672.54 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-676.13 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-688.43 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-706.74 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-727.39 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-782.98 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-921.47 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-925.96 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-928.41 | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-28K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-32K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-36K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-38K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-40K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-45K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-50K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-58K | – | -0.01 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-88K | – | -0.02 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-104K | – | -0.02 | |
| FX Forward (Currency Forward Contract) | Derivative-foreign exchange | US | $-161K | – | -0.03 | |
| FXVAN CALL USD GBP 1.2558 (107122161 TROWE) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FXVAN CALL USD JPY 158.5 (106978286 TROWE) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FXVAN CALL USD JPY 158.5 (107197134 TROWE) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FXVAN PUT USD GBP 1.301 (107122165 TROWE) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| G2 01/37 FIXED 1.5 (GNMA II POOL MA7796) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| G2 01/45 FIXED 3.5 (GNMA II POOL AL1773) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| G2 01/47 FIXED 3 (GNMA II POOL MA4195) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| G2 01/47 FIXED 3.5 (GNMA II POOL 786092) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| G2 01/49 FIXED 4.5 (GNMA II POOL MA5711) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| G2 01/49 FIXED 5.5 (GNMA II POOL MA5713) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| G2 01/50 FIXED 3 (GNMA II POOL MA6399) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| G2 01/51 FIXED 2 (GNMA II POOL MA7135) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| G2 01/52 FIXED 2 (GNMA II POOL MA7826) | Long | ABS-mortgage backed security | US | $359K | – | 0.07 |
| G2 02/45 FIXED 3 (GNMA II POOL MA2600) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| G2 02/48 FIXED 3.5 (GNMA II POOL 785087) | Long | ABS-mortgage backed security | US | $461K | – | 0.08 |
| G2 02/48 FIXED 3.5 (GNMA II POOL 784472) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| G2 02/51 FIXED 2 (GNMA II POOL MA7192) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| G2 03/43 FIXED 3.5 (GNMA II POOL MA0852) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| G2 03/48 FIXED 4.5 (GNMA II POOL MA5079) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| G2 03/48 FIXED 5.5 (GNMA II POOL MA5081) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| G2 03/49 FIXED 5.5 (GNMA II POOL MA5820) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| G2 03/50 FIXED 3 (GNMA II POOL MA6531) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| G2 03/51 FIXED 2 (GNMA II POOL MA7254) | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| G2 03/52 FIXED 2 (GNMA II POOL MA7935) | Long | ABS-mortgage backed security | US | $978K | – | 0.18 |
| G2 03/52 FIXED 2.5 (GNMA II POOL MA7936) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| G2 03/52 FIXED 3 (GNMA II POOL MA7937) | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| G2 04/43 FIXED 3.5 (GNMA II POOL 783802) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| G2 04/46 FIXED 3.5 (GNMA II POOL MA3597) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| G2 04/47 FIXED 3.5 (GNMA II POOL MA4382) | Long | ABS-mortgage backed security | US | $495K | – | 0.09 |
| G2 04/48 FIXED 5.5 (GNMA II POOL MA5140) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| G2 04/50 FIXED 3 (GNMA II POOL MA6589) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| G2 04/51 FIXED 2.5 (GNMA II POOL MA7312) | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| G2 04/53 FIXED 4.5 (GNMA II POOL MA8799) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| G2 05/37 FIXED 1.5 (GNMA II POOL MA8015) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| G2 05/43 FIXED 3.5 (GNMA II POOL MA1012) | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| G2 05/46 FIXED 3 (GNMA II POOL MA3662) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| G2 05/46 FIXED 3.5 (GNMA II POOL MA3663) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| G2 05/48 FIXED 5 (GNMA II POOL MA5194) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| G2 05/48 FIXED 5 (GNMA II POOL BF2644) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| G2 05/48 FIXED 5.5 (GNMA II POOL MA5195) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| G2 06/43 FIXED 3.5 (GNMA II POOL MA1090) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| G2 06/45 FIXED 3 (GNMA II POOL MA2891) | Long | ABS-mortgage backed security | US | $488K | – | 0.09 |
| G2 06/45 FIXED 4.5 (GNMA II POOL MA2894) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| G2 06/46 FIXED 3.5 (GNMA II POOL MA3736) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| G2 06/47 FIXED 4 (GNMA II POOL MA4511) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| G2 06/48 FIXED 4.5 (GNMA II POOL MA5265) | Long | ABS-mortgage backed security | US | $171.47 | – | 0.00 |
| G2 06/48 FIXED 5 (GNMA II POOL MA5266) | Long | ABS-mortgage backed security | US | $329K | – | 0.06 |
| G2 06/48 FIXED 5 (GNMA II POOL BF2878) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| G2 06/49 FIXED 5 (GNMA II POOL MA5988) | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| G2 06/52 FIXED 3 (GNMA II POOL MA8098) | Long | ABS-mortgage backed security | US | $569K | – | 0.10 |
| G2 07/45 FIXED 4.5 (GNMA II POOL MA2963) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| G2 07/46 FIXED 3 (GNMA II POOL MA3802) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| G2 07/46 FIXED 3.5 (GNMA II POOL MA3803) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| G2 07/47 FIXED 3.5 (GNMA II POOL MA4586) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| G2 07/47 FIXED 3.5 (GNMA II POOL 784346) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| G2 07/47 FIXED 4.5 (GNMA II POOL MA4588) | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| G2 07/49 FIXED 5 (GNMA II POOL MA6042) | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| G2 07/50 FIXED 3 (GNMA II POOL MA6757) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| G2 07/51 FIXED 2 (GNMA II POOL MA7471) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| G2 07/51 FIXED 3 (GNMA II POOL MA7473) | Long | ABS-mortgage backed security | US | $794K | – | 0.15 |
| G2 08/42 FIXED 3.5 (GNMA II POOL MA0318) | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| G2 08/46 FIXED 3 (GNMA II POOL MA3873) | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| G2 08/47 FIXED 4.5 (GNMA II POOL MA4654) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| G2 08/48 FIXED 4.5 (GNMA II POOL MA5399) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| G2 08/50 FIXED 2.5 (GNMA II POOL MA6819) | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| G2 09/46 FIXED 3.5 (GNMA II POOL MA3937) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| G2 09/47 FIXED 3.5 (GNMA II POOL BC1919) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| G2 09/47 FIXED 3.5 (GNMA II POOL MA4719) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 09/47 FIXED 4 (GNMA II POOL MA4720) | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| G2 09/48 FIXED 5.5 (GNMA II POOL MA5469) | Long | ABS-mortgage backed security | US | $334.92 | – | 0.00 |
| G2 09/49 FIXED 3 (GNMA II POOL MA6144) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 09/49 FIXED 4.5 (GNMA II POOL 786255) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| G2 09/51 FIXED 2.5 (GNMA II POOL MA7589) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| G2 10/45 FIXED 3.5 (GNMA II POOL MA3173) | Long | ABS-mortgage backed security | US | $174K | – | 0.03 |
| G2 10/47 FIXED 5 (GNMA II POOL MA4781) | Long | ABS-mortgage backed security | US | $236K | – | 0.04 |
| G2 10/48 FIXED 5.5 (GNMA II POOL MA5531) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| G2 10/49 FIXED 3 (GNMA II POOL MA6209) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| G2 10/49 FIXED 3.5 (GNMA II POOL 785327) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| G2 10/50 FIXED 4 (GNMA II POOL MA6934) | Long | ABS-mortgage backed security | US | $648K | – | 0.12 |
| G2 10/51 FIXED 2.5 (GNMA II POOL MA7649) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| G2 10/51 FIXED 3 (GNMA II POOL MA7650) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| G2 10/52 FIXED 4 (GNMA II POOL MA8346) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| G2 10/52 FIXED 4.5 (GNMA II POOL MA8347) | Long | ABS-mortgage backed security | US | $717K | – | 0.13 |
| G2 11/41 FIXED 4.5 (GNMA II POOL 005234) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| G2 11/45 FIXED 4 (GNMA II POOL MA3245) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| G2 11/47 FIXED 4 (GNMA II POOL MA4838) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| G2 11/48 FIXED 5.5 (GNMA II POOL MA5598) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| G2 11/51 FIXED 2.5 (GNMA II POOL MA7705) | Long | ABS-mortgage backed security | US | $468K | – | 0.09 |
| G2 12/36 FIXED 1.5 (GNMA II POOL MA7736) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| G2 12/44 FIXED 3.5 (GNMA II POOL 785587) | Long | ABS-mortgage backed security | US | $183K | – | 0.03 |
| G2 12/45 FIXED 3.5 (GNMA II POOL MA3310) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| G2 12/45 FIXED 4.5 (GNMA II POOL MA3312) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2 12/47 FIXED 3.5 (GNMA II POOL MA4900) | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| G2 12/47 FIXED 3.5 (GNMA II POOL 784793) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2 12/48 FIXED 5.5 (GNMA II POOL MA5654) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| GFMT 2018 1 A23 144A (GMRF MORTGAGE ACQUISITION CO.,) | Long | ABS-other | US | $15K | – | 0.00 |
| GN 11/42 FIXED 3 (GNMA POOL AA5821) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNR 2022 63 LM (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-other | US | $215K | – | 0.04 |
| GOVT GUARANT 06/37 4.7 (KFW) | Long | Debt | DE | $56K | – | 0.01 |
| GOVT GUARANT 06/37 4.7 (KFW) | Long | Debt | DE | $49K | – | 0.01 |
| GOVT GUARANT REGS 05/29 6 (MAGYAR EXPORT IMPORT BAN) | Long | Debt | HU | $135K | – | 0.02 |
| GSMBS 2020 INV1 A14 144A (GS MORTGAGE BACKED SECURITIES) | Long | ABS-other | US | $183K | – | 0.03 |
| GSMBS 2021 GR1 A4 144A (GS MORTGAGE BACKED SECURITIES) | Long | ABS-other | US | $325K | – | 0.06 |
| GSMBS 2021 GR2 A4 144A (GS MORTGAGE BACKED SECURITIES) | Long | ABS-other | US | $336K | – | 0.06 |
| HACLN 2024 1 B1 (THE HUNTINGTON NATIONAL BANK) | Long | Debt | US | $361K | – | 0.07 |
| HALST 2024 A A4 144A (HYUNDAI AUTO LEASE SECURITIZAT) | Long | ABS-other | US | $149K | – | 0.03 |
| HLM 11A 17 BR 144A (HPS LOAN MANAGEMENT LTD) | Long | ABS-collateralized bond/debt obligation | KY | $265K | – | 0.05 |
| HNGRY 2021 1A A2 144A (CKE RESTAURANTS HOLDINGS INC) | Long | ABS-other | US | $250K | – | 0.05 |
| HNGRY 2024 1A A2 144A (CKE RESTAURANTS HOLDINGS INC) | Long | ABS-other | US | $631K | – | 0.12 |
| HONK 2019 1A A2 144A (DRIVEN BRANDS FUNDING, LLC) | Long | ABS-other | US | $157K | – | 0.03 |
| HONK 2020 1A A2 144A (DRIVEN BRANDS FUNDING, LLC) | Long | ABS-other | US | $248K | – | 0.05 |
| HONK 2020 2A A2 144A (DRIVEN BRANDS FUNDING, LLC) | Long | ABS-other | US | $498K | – | 0.09 |
| HPEFS 2022 1A C 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $127K | – | 0.02 |
| HPEFS 2022 1A D 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $339K | – | 0.06 |
| HPEFS 2023 2A B 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $100K | – | 0.02 |
| HPEFS 2023 2A C 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $140K | – | 0.03 |
| HPEFS 2023 2A D 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $100K | – | 0.02 |
| HPEFS 2024 2A A3 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $145K | – | 0.03 |
| HPEFS 2024 2A B 144A (HPEFS EQUIPMENT TRUST) | Long | ABS-other | US | $100K | – | 0.02 |
| IFLL 20240926 (LONG GILT FUTURE SEP24) | Derivative-interest rate | GB | $0 | – | – | |
| ILS 07/35 FIXED 7.35 (ILLINOIS ST) | Long | Debt | US | $106K | – | 0.02 |
| IMPRL 2021 NQM2 A1 144A (IMPERIAL FUND LLC) | Long | ABS-other | US | $146K | – | 0.03 |
| INVCO 2023 1A AR 144A (INVESCO CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $502K | – | 0.09 |
| JPMCC 2018 WPT AFX 144A (JP MORGAN CHASE COMMERCIAL MOR) | Long | ABS-other | US | $106K | – | 0.02 |
| JPMMT 2019 INV3 A15 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $72K | – | 0.01 |
| JPMMT 2019 INV3 A3 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $83K | – | 0.02 |
| JPMMT 2020 5 B2 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $275K | – | 0.05 |
| JPMMT 2020 INV1 A11 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $50K | – | 0.01 |
| JPMMT 2020 INV1 A3 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $71K | – | 0.01 |
| JPMMT 2020 LTV1 A15 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $5K | – | 0.00 |
| JPMMT 2020 LTV1 A3 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $12K | – | 0.00 |
| JPMMT 2020 LTV1 B1A 144A (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $280K | – | 0.05 |
| JR SUBORDINA 144A 12/99 VAR (VISTRA CORP) | Long | Debt | US | $403K | – | 0.07 |
| JR SUBORDINA 144A VAR (VISTRA CORP) | Long | Debt | US | $358K | – | 0.07 |
| JR SUBORDINA REGS 12/99 VAR (ALLIANZ SE) | Long | Debt | DE | $213K | – | 0.04 |
| JTWN 2020 15A A1R 144A (JAMESTOWN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $465K | – | 0.09 |
| JUMBOS (GNMA II TBA 30 YR 5.5) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| JUMBOS (GNMA II TBA 30 YR 6.5) | Long | ABS-mortgage backed security | US | $765K | – | 0.14 |
| JUMBOS (GNMA II TBA 30 YR 5) | Long | ABS-mortgage backed security | US | $711K | – | 0.13 |
| JUMBOS (GNMA II TBA 30 YR 2.5) | Long | ABS-mortgage backed security | US | $606K | – | 0.11 |
| JUMBOS (GNMA II TBA 30 YR 6) | Long | ABS-mortgage backed security | US | $447K | – | 0.08 |
| KCOT 2023 1A A4 144A (KUBOTA CREDIT OWNER TRUST) | Long | ABS-other | US | $109K | – | 0.02 |
| KCOT 2024 2A A3 144A (KUBOTA CREDIT OWNER TRUST) | Long | ABS-other | US | $275K | – | 0.05 |
| KCOT 2024 2A A4 144A (KUBOTA CREDIT OWNER TRUST) | Long | ABS-other | US | $145K | – | 0.03 |
| LOCAL GOVT G REGS 05/26 4 (NEW S WALES TREASURY CRP) | Long | Debt | AU | $569K | – | 0.10 |
| LOCAL GOVT G REGS 05/26 4 (NEW S WALES TREASURY CRP) | Long | Debt | AU | $450K | – | 0.08 |
| LOSAPT 05/39 FIXED 6.582 (LOS ANGELES CA DEPT OF ARPTS) | Long | Debt | US | $97K | – | 0.02 |
| MDPK 2019 33A AR 144A (MADISON PARK FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $465K | – | 0.09 |
| MDPK 2023 61A A 144A (MADISON PARK FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | JE | $277K | – | 0.05 |
| MED 2024 MOB A 144A (MED TRUST) | Long | ABS-other | US | $328K | – | 0.06 |
| MIDO 2022 11A A1R 144A (MIDOCEAN CREDIT CLO) | Long | Debt | JE | $457K | – | 0.08 |
| MORGN 2019 5A BR 144A (522 FUNDING CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $466K | – | 0.09 |
| MSRM 2023 NQM1 A2 144A (MORGAN STANLEY RESIDENTIAL MOR) | Long | ABS-other | US | $154K | – | 0.03 |
| MVWOT 2023 1A A 144A (MVW OWNER TRUST) | Long | ABS-other | US | $432K | – | 0.08 |
| MVWOT 2023 2A A 144A (MVW OWNER TRUST) | Long | ABS-other | US | $188K | – | 0.03 |
| MVWOT 2023 2A B 144A (MVW OWNER TRUST) | Long | ABS-other | US | $113K | – | 0.02 |
| NAVMT 2024 1 A 144A (NAVISTAR FINANCIAL DEALER NOTE) | Long | ABS-other | US | $306K | – | 0.06 |
| NAVSL 2020 CA B 144A (NAVIENT STUDENT LOAN TRUST) | Long | ABS-other | US | $388K | – | 0.07 |
| NOTES 01/27 10 (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $491K | – | 0.09 |
| NOTES 01/31 10 (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $2M | – | 0.36 |
| NOTES 01/35 10 (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $615K | – | 0.11 |
| OBX 2019 INV2 A25 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $85K | – | 0.02 |
| OBX 2020 EXP1 1A8 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $196K | – | 0.04 |
| OBX 2023 NQM9 A2 144A (ONSLOW BAY FINANCIAL LLC) | Long | ABS-other | US | $89K | – | 0.02 |
| OCT49 2020 5A AR 144A (OCTAGON INVESTMENT PARTNERS 49) | Long | ABS-collateralized bond/debt obligation | KY | $833K | – | 0.15 |
| OCTL 2023 1A A 144A (OCTANE RECEIVABLES TRUST) | Long | ABS-other | US | $74K | – | 0.01 |
| OCTL 2023 3A B 144A (OCTANE RECEIVABLES TRUST) | Long | ABS-other | US | $152K | – | 0.03 |
| OCTL 2023 3A C 144A (OCTANE RECEIVABLES TRUST) | Long | ABS-other | US | $102K | – | 0.02 |
| OCTL 2024 1A A2 144A (OCTANE RECEIVABLES TRUST) | Long | ABS-other | US | $270K | – | 0.05 |
| PLMRS 2020 3A A1R2 144A (PALMER SQUARE CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $435K | – | 0.08 |
| PRC 11/43 ADJUSTABLE VAR (PUERTO RICO CMWLTH) | Long | Debt | PR | $400K | – | 0.07 |
| PREF 2024 1A A2 144A (POST ROAD EQUIPMENT FINANCE) | Long | ABS-other | US | $130K | – | 0.02 |
| Prime Portfolio (State Street Navigator Securities Lending Trust) | Long | Short-term investment vehicle | US | $281K | 281K | 0.05 |
| PROG 2020 SFR3 B 144A (PROGRESS RESIDENTIAL TRUST) | Long | ABS-other | US | $95K | – | 0.02 |
| PROG 2021 SFR1 A 144A (PROGRESS RESIDENTIAL TRUST) | Long | ABS-other | US | $266K | – | 0.05 |
| REGS 01/25 1.125 (BANCO SANTANDER SA) | Long | Debt | ES | $211K | – | 0.04 |
| REGS 01/27 VAR (BNP PARIBAS) | Long | Debt | FR | $208K | – | 0.04 |
| REGS 01/31 0.25 (BPCE SA) | Long | Debt | FR | $172K | – | 0.03 |
| REGS 01/32 0.875 (CREDIT AGRICOLE SA) | Long | Debt | FR | $173K | – | 0.03 |
| REGS 02/25 0.375 (NN BANK NV NETHERLANDS) | Long | Debt | NL | $105K | – | 0.02 |
| REGS 02/27 VAR (DANSKE BANK A/S) | Long | Debt | DK | $113K | – | 0.02 |
| REGS 03/26 VAR (OTP BANK NYRT) | Long | Debt | HU | $152K | – | 0.03 |
| REGS 03/26 VAR (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $147K | – | 0.03 |
| REGS 04/27 VAR (BANCA TRANSILVANIA) | Long | Debt | RO | $339K | – | 0.06 |
| REGS 04/28 VAR (BANCO COMERC PORTUGUES) | Long | Debt | PT | $101K | – | 0.02 |
| REGS 05/27 1.25 (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $100K | – | 0.02 |
| REGS 05/28 4.375 (VOLKSWAGEN BANK GMBH) | Long | Debt | DE | $109K | – | 0.02 |
| REGS 05/28 VAR (CAIXABANK SA) | Long | Debt | ES | $99K | – | 0.02 |
| REGS 06/28 VAR (BANCO DE SABADELL SA) | Long | Debt | ES | $197K | – | 0.04 |
| REGS 06/29 VAR (BANCO DE SABADELL SA) | Long | Debt | ES | $112K | – | 0.02 |
| REGS 06/29 VAR (DANSKE BANK A/S) | Long | Debt | DK | $95K | – | 0.02 |
| REGS 07/24 1 (INTESA SANPAOLO SPA) | Long | Debt | IT | $321K | – | 0.06 |
| REGS 07/29 1.75 (INTESA SANPAOLO SPA) | Long | Debt | IT | $98K | – | 0.02 |
| REGS 09/24 1 (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $213K | – | 0.04 |
| REGS 09/27 3.125 (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $105K | – | 0.02 |
| REGS 09/29 3.75 (CAIXABANK SA) | Long | Debt | ES | $217K | – | 0.04 |
| REGS 11/28 VAR (BANCO DE SABADELL SA) | Long | Debt | ES | $112K | – | 0.02 |
| REGS 11/28 VAR (DANSKE BANK A/S) | Long | Debt | DK | $109K | – | 0.02 |
| RRAM 2024 28RA A1R 144A (RR LTD) | Long | ABS-collateralized bond/debt obligation | KY | $655K | – | 0.12 |
| SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST) | Long | ABS-other | US | $175K | – | 0.03 |
| SBALT 2024 A A4 144A (SBNA AUTO LEASE TRUST) | Long | ABS-other | US | $165K | – | 0.03 |
| SBCLN 2021 1A B 144A (SANTANDER BANK AUTO CREDIT LIN) | Long | ABS-other | US | $24K | – | 0.00 |
| SBCLN 2023 B B 144A (SANTANDER BANK AUTO CREDIT LIN) | Long | ABS-other | US | $249K | – | 0.05 |
| SCART 2021 AA D 144A (SANTANDER CONSUMER AUTO RECEIV) | Long | ABS-other | US | $698K | – | 0.13 |
| SCFET 2024 1A A3 144A (SCF EQUIPMENT TRUST LLC) | Long | ABS-other | US | $327K | – | 0.06 |
| SDART 2021 4 D (SANTANDER DRIVE AUTO RECEIVABL) | Long | ABS-other | US | $298K | – | 0.05 |
| SDART 2022 6 B (SANTANDER DRIVE AUTO RECEIVABL) | Long | ABS-other | US | $844K | – | 0.15 |
| SDR 2024 DSNY A 144A (SDR COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $687K | – | 0.13 |
| SEB4P 2024 1A A2 144A (SEB FUNDING LLC) | Long | ABS-other | US | $750K | – | 0.14 |
| SECURED 144A 02/26 5.684 (ATHENE GLOBAL FUNDING) | Long | Debt | US | $540K | – | 0.10 |
| SECURED REGS 01/27 0.832 (ATHENE GLOBAL FUNDING) | Long | Debt | US | $164K | – | 0.03 |
| SECURED REGS 01/30 5 (MET LIFE GLOB FUNDING I) | Long | Debt | US | $127K | – | 0.02 |
| SEMT 2017 CH1 A13 144A (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $39K | – | 0.01 |
| SEMT 2017 CH1 A2 144A (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $30K | – | 0.01 |
| SEMT 2018 CH1 A19 144A (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $49K | – | 0.01 |
| SEMT 2018 CH2 A21 144A (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $17K | – | 0.00 |
| SEMT 2018 CH3 A2 144A (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $6K | – | 0.00 |
| SFAST 2024 1A A4 144A (SFS AUTO RECEIVABLES SECURITIZ) | Long | ABS-other | US | $129K | – | 0.02 |
| SFAST 2024 1A C 144A (SFS AUTO RECEIVABLES SECURITIZ) | Long | ABS-other | US | $65K | – | 0.01 |
| SGR 2019 3 A1 144A (SG CAPITAL PARTNERS) | Long | ABS-other | US | $4K | – | 0.00 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6.5) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3.5) | Long | ABS-mortgage backed security | US | $814K | – | 0.15 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5.5) | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| SMB 2018 A A2A 144A (SMB PRIVATE EDUCATION LOAN TRU) | Long | ABS-other | US | $340K | – | 0.06 |
| SMB 2020 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRU) | Long | ABS-other | US | $121K | – | 0.02 |
| SMB 2021 A B 144A (SMB PRIVATE EDUCATION LOAN TRU) | Long | ABS-other | US | $480K | – | 0.09 |
| SR SECURED 02/28 3.75 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $194K | – | 0.04 |
| SR SECURED 02/29 6.25 (IQVIA INC) | Long | Debt | US | $331K | – | 0.06 |
| SR SECURED 02/34 6.65 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $476K | – | 0.09 |
| SR SECURED 03/28 4.2 (SABINE PASS LIQUEFACTION) | Long | Debt | US | $81K | – | 0.01 |
| SR SECURED 04/31 2.8 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $410K | – | 0.08 |
| SR SECURED 04/53 5.25 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $421K | – | 0.08 |
| SR SECURED 05/29 5.849 (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $203K | – | 0.04 |
| SR SECURED 05/34 6 (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $204K | – | 0.04 |
| SR SECURED 06/27 5.125 (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $199K | – | 0.04 |
| SR SECURED 10/45 6.484 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $81K | – | 0.01 |
| SR SECURED 144A 01/28 3.375 (ALTICE FRANCE SA) | Long | Debt | FR | $101K | – | 0.02 |
| SR SECURED 144A 01/29 5.2 (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $76K | – | 0.01 |
| SR SECURED 144A 01/29 8.25 (ROYAL CARIBBEAN CRUISES) | Long | Debt | LR | $211K | – | 0.04 |
| SR SECURED 144A 01/30 6.25 (VENTURE GLOBAL CALCASIEU) | Long | Debt | US | $117K | – | 0.02 |
| SR SECURED 144A 01/31 7 (ALLIANT HOLD / CO ISSUER) | Long | Debt | US | $71K | – | 0.01 |
| SR SECURED 144A 01/31 7.5 (BOOST NEWCO BORROWER LLC) | Long | Debt | US | $209K | – | 0.04 |
| SR SECURED 144A 01/31 8.5 (GTCR W DUTCH FINANCE SUB) | Long | Debt | NL | $135K | – | 0.02 |
| SR SECURED 144A 02/26 5.375 (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $174K | – | 0.03 |
| SR SECURED 144A 02/29 6.375 (AMWINS GROUP INC) | Long | Debt | US | $150K | – | 0.03 |
| SR SECURED 144A 02/29 9.5 (VENTURE GLOBAL LNG INC) | Long | Debt | US | $476K | – | 0.09 |
| SR SECURED 144A 02/30 7 (CAESARS ENTERTAIN INC) | Long | Debt | US | $158K | – | 0.03 |
| SR SECURED 144A 02/31 6.875 (UKG INC) | Long | Debt | US | $192K | – | 0.04 |
| SR SECURED 144A 03/30 8.5 (JONES DESLAURIERS INSURA) | Long | Debt | CA | $226K | – | 0.04 |
| SR SECURED 144A 04/28 6.75 (ALLIANT HOLD / CO ISSUER) | Long | Debt | US | $295K | – | 0.05 |
| SR SECURED 144A 04/29 6.25 (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $290K | – | 0.05 |
| SR SECURED 144A 04/29 VAR (IMA INDUSTRIA MACCHINE) | Long | Debt | IT | $108K | – | 0.02 |
| SR SECURED 144A 04/31 5.375 (PROGROUP AG) | Long | Debt | DE | $74K | – | 0.01 |
| SR SECURED 144A 04/31 7.125 (JANE STREET GRP/JSG FIN) | Long | Debt | US | $333K | – | 0.06 |
| SR SECURED 144A 04/32 6.25 (GENESEE + WYOMING INC) | Long | Debt | US | $139K | – | 0.03 |
| SR SECURED 144A 04/32 7.75 (VMED O2 UK FINANCING I) | Long | Debt | GB | $263K | – | 0.05 |
| SR SECURED 144A 04/34 5.75 (IPALCO ENTERPRISES INC) | Long | Debt | US | $218K | – | 0.04 |
| SR SECURED 144A 04/34 6 (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $141K | – | 0.03 |
| SR SECURED 144A 05/28 6.75 (CLARIOS GLOBAL LP/US FIN) | Long | Debt | NA | $124K | – | 0.02 |
| SR SECURED 144A 05/28 7.233 (PALOMINO FUNDING TRUST I) | Long | Debt | US | $304K | – | 0.06 |
| SR SECURED 144A 05/29 7 (BANIJAY ENTERTAINMENT) | Long | Debt | FR | $112K | – | 0.02 |
| SR SECURED 144A 05/30 6.75 (GRUENENTHAL GMBH) | Long | Debt | DE | $112K | – | 0.02 |
| SR SECURED 144A 05/32 6.625 (SIX FLAGS ENTER / THEME) | Long | Debt | US | $193K | – | 0.04 |
| SR SECURED 144A 06/27 5.5 (DEUCE FINCO) | Long | Debt | GB | $121K | – | 0.02 |
| SR SECURED 144A 06/28 8 (IPD 3 BV) | Long | Debt | NL | $112K | – | 0.02 |
| SR SECURED 144A 06/29 4.45 (NRG ENERGY INC) | Long | Debt | US | $136K | – | 0.02 |
| SR SECURED 144A 06/30 7.25 (HUB INTERNATIONAL LTD) | Long | Debt | US | $395K | – | 0.07 |
| SR SECURED 144A 06/30 7.375 (MOTION FINCO SARL) | Long | Debt | LU | $189K | – | 0.03 |
| SR SECURED 144A 06/30 8.625 (TALEN ENERGY SUPPLY LLC) | Long | Debt | US | $320K | – | 0.06 |
| SR SECURED 144A 06/31 7.125 (PANTHER ESCROW ISSUER) | Long | Debt | US | $131K | – | 0.02 |
| SR SECURED 144A 06/31 8.375 (VENTURE GLOBAL LNG INC) | Long | Debt | US | $67K | – | 0.01 |
| SR SECURED 144A 07/26 3.875 (VERISURE HOLDING AB) | Long | Debt | SE | $106K | – | 0.02 |
| SR SECURED 144A 07/27 4.375 (TK ELEVATOR MIDCO GMBH) | Long | Debt | DE | $103K | – | 0.02 |
| SR SECURED 144A 07/28 7.875 (CIRSA FINANCE INTER) | Long | Debt | LU | $136K | – | 0.02 |
| SR SECURED 144A 07/31 4.5 (VMED O2 UK FINAN) | Long | Debt | GB | $162K | – | 0.03 |
| SR SECURED 144A 08/28 4.625 (UNITED GROUP BV) | Long | Debt | NL | $103K | – | 0.02 |
| SR SECURED 144A 08/29 4.25 (ALTICE FINANCING SA) | Long | Debt | LU | $81K | – | 0.01 |
| SR SECURED 144A 08/29 7 (CARNIVAL CORP) | Long | Debt | PA | $98K | – | 0.02 |
| SR SECURED 144A 08/31 4.125 (VENTURE GLOBAL CALCASIEU) | Long | Debt | US | $126K | – | 0.02 |
| SR SECURED 144A 10/26 VAR (RIVIAN HLD/AUTO LLC) | Long | Debt | US | $222K | – | 0.04 |
| SR SECURED 144A 10/33 6.95 (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $173K | – | 0.03 |
| SR SECURED 144A 12/30 6.875 (TRANSDIGM INC) | Long | Debt | US | $129K | – | 0.02 |
| SR SECURED 144A 12/31 7.125 (TRANSDIGM INC) | Long | Debt | US | $227K | – | 0.04 |
| SR SECURED REGS 01/27 5.25 (JERROLD FINCO PLC) | Long | Debt | GB | $123K | – | 0.02 |
| SR SECURED REGS 01/30 2.875 (ZIGGO BV) | Long | Debt | NL | $94K | – | 0.02 |
| SR SECURED REGS 01/32 3.5 (VZ SECURED FINANCING BV) | Long | Debt | NL | $94K | – | 0.02 |
| SR SECURED REGS 02/27 5 (KANE BIDCO LTD) | Long | Debt | JE | $238K | – | 0.04 |
| SR SECURED REGS 02/27 6.75 (INTER MEDIA COMMUNICATIO) | Long | Debt | IT | $153K | – | 0.03 |
| SR SECURED REGS 02/28 3.25 (RCS + RDS SA) | Long | Debt | RO | $200K | – | 0.04 |
| SR SECURED REGS 02/30 5.618 (TDC NET AS) | Long | Debt | DK | $264K | – | 0.05 |
| SR SECURED REGS 03/28 1.75 (TRANSURBAN FINANCE CO) | Long | Debt | AU | $100K | – | 0.02 |
| SR SECURED REGS 04/30 3 (TRANSURBAN FINANCE CO) | Long | Debt | AU | $308K | – | 0.06 |
| SR SECURED REGS 05/28 5.056 (TDC NET AS) | Long | Debt | DK | $109K | – | 0.02 |
| SR SECURED REGS 05/28 6.375 (LOXAM SAS) | Long | Debt | FR | $110K | – | 0.02 |
| SR SECURED REGS 05/33 4.375 (SYDNEY AIRPORT FINANCE) | Long | Debt | AU | $244K | – | 0.04 |
| SR SECURED REGS 06/56 4.5 (INTERCHILE SA) | Long | Debt | CL | $235K | – | 0.04 |
| SR SECURED REGS 09/27 4 (LORCA TELECOM BONDCO) | Long | Debt | ES | $245K | – | 0.04 |
| SR SECURED REGS 10/26 5.25 (ALBION FINANCING 1SARL /) | Long | Debt | LU | $107K | – | 0.02 |
| SR SECURED REGS 10/31 2.75 (HEATHROW FUNDING LTD) | Long | Debt | JE | $254K | – | 0.05 |
| SR UNSECURED 01/25 2.375 (FIFTH THIRD BANCORP) | Long | Debt | US | $75K | – | 0.01 |
| SR UNSECURED 01/28 0.00000 (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $2M | – | 0.27 |
| SR UNSECURED 01/28 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $229K | – | 0.04 |
| SR UNSECURED 01/28 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $118K | – | 0.02 |
| SR UNSECURED 01/29 5.2 (AMERICAN ELECTRIC POWER) | Long | Debt | US | $169K | – | 0.03 |
| SR UNSECURED 01/29 6.35 (WESTERN MIDSTREAM OPERAT) | Long | Debt | US | $78K | – | 0.01 |
| SR UNSECURED 01/30 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $465K | – | 0.09 |
| SR UNSECURED 01/30 VAR (MORGAN STANLEY) | Long | Debt | US | $356K | – | 0.07 |
| SR UNSECURED 01/30 VAR (US BANCORP) | Long | Debt | US | $157K | – | 0.03 |
| SR UNSECURED 01/31 6.125 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $337K | – | 0.06 |
| SR UNSECURED 01/32 6.54 (INDIA GOVERNMENT BOND) | Long | Debt | IN | $645K | – | 0.12 |
| SR UNSECURED 01/32 VAR (FIFTH THIRD BANCORP) | Long | Debt | US | $127K | – | 0.02 |
| SR UNSECURED 01/34 VAR (MORGAN STANLEY) | Long | Debt | US | $116K | – | 0.02 |
| SR UNSECURED 01/35 VAR (US BANCORP) | Long | Debt | US | $601K | – | 0.11 |
| SR UNSECURED 01/35 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $211K | – | 0.04 |
| SR UNSECURED 02/28 3.25 (BOEING CO) | Long | Debt | US | $77K | – | 0.01 |
| SR UNSECURED 02/28 3.4 (SEMPRA) | Long | Debt | US | $76K | – | 0.01 |
| SR UNSECURED 02/29 5.125 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $122K | – | 0.02 |
| SR UNSECURED 02/29 5.2 (AMERICAN TOWER CORP) | Long | Debt | US | $144K | – | 0.03 |
| SR UNSECURED 02/29 VAR (MORGAN STANLEY) | Long | Debt | US | $745K | – | 0.14 |
| SR UNSECURED 02/30 3.375 (CENTENE CORP) | Long | Debt | US | $388K | – | 0.07 |
| SR UNSECURED 02/30 5.125 (PHILIP MORRIS INTL INC) | Long | Debt | US | $237K | – | 0.04 |
| SR UNSECURED 02/30 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $80K | – | 0.01 |
| SR UNSECURED 02/31 3.519 (BECTON DICKINSON + CO) | Long | Debt | US | $120K | – | 0.02 |
| SR UNSECURED 02/31 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.23 |
| SR UNSECURED 02/31 VAR (WELLS FARGO + COMPANY) | Long | Debt | US | $791K | – | 0.14 |
| SR UNSECURED 02/33 4.9 (ORACLE CORP) | Long | Debt | US | $371K | – | 0.07 |
| SR UNSECURED 02/34 4.7 (ELI LILLY + CO) | Long | Debt | US | $1M | – | 0.18 |
| SR UNSECURED 02/34 5.45 (AMERICAN TOWER CORP) | Long | Debt | US | $417K | – | 0.08 |
| SR UNSECURED 02/35 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $221K | – | 0.04 |
| SR UNSECURED 02/50 3.75 (BOEING CO) | Long | Debt | US | $80K | – | 0.01 |
| SR UNSECURED 02/53 5.125 (ELEVANCE HEALTH INC) | Long | Debt | US | $172K | – | 0.03 |
| SR UNSECURED 02/53 5.625 (CVS HEALTH CORP) | Long | Debt | US | $340K | – | 0.06 |
| SR UNSECURED 02/53 5.875 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $649K | – | 0.12 |
| SR UNSECURED 02/54 6.75 (ARTHUR J GALLAGHER + CO) | Long | Debt | US | $226K | – | 0.04 |
| SR UNSECURED 02/64 5.65 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $225K | – | 0.04 |
| SR UNSECURED 03/26 4.125 (VF CORP) | Long | Debt | US | $119K | – | 0.02 |
| SR UNSECURED 03/27 1.625 (MONDELEZ INTERNATIONAL) | Long | Debt | US | $102K | – | 0.02 |
| SR UNSECURED 03/27 3.75 (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $171K | – | 0.03 |
| SR UNSECURED 03/28 3.95 (FIFTH THIRD BANCORP) | Long | Debt | US | $125K | – | 0.02 |
| SR UNSECURED 03/28 4.5 (WESTERN MIDSTREAM OPERAT) | Long | Debt | US | $78K | – | 0.01 |
| SR UNSECURED 03/28 5.25 (NISOURCE INC) | Long | Debt | US | $73K | – | 0.01 |
| SR UNSECURED 03/28 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $447K | – | 0.08 |
| SR UNSECURED 03/29 4.25 (VF CORP) | Long | Debt | US | $118K | – | 0.02 |
| SR UNSECURED 03/29 5.1 (DTE ENERGY CO) | Long | Debt | US | $540K | – | 0.10 |
| SR UNSECURED 03/30 2.65 (FIRSTENERGY CORP) | Long | Debt | US | $320K | – | 0.06 |
| SR UNSECURED 03/30 VAR (BARCLAYS PLC) | Long | Debt | GB | $396K | – | 0.07 |
| SR UNSECURED 03/30 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $203K | – | 0.04 |
| SR UNSECURED 03/31 11.5 (NAVIENT CORP) | Long | Debt | US | $143K | – | 0.03 |
| SR UNSECURED 03/31 7.5 (REPUBLIC OF PANAMA) | Long | Debt | PA | $956K | – | 0.18 |
| SR UNSECURED 03/34 5.05 (ABBVIE INC) | Long | Debt | US | $524K | – | 0.10 |
| SR UNSECURED 03/34 5.25 (GEORGIA POWER CO) | Long | Debt | US | $263K | – | 0.05 |
| SR UNSECURED 03/34 5.45 (EXELON CORP) | Long | Debt | US | $203K | – | 0.04 |
| SR UNSECURED 03/34 5.7 (SOUTHERN CO) | Long | Debt | US | $510K | – | 0.09 |
| SR UNSECURED 03/34 5.8 (CROWN CASTLE INC) | Long | Debt | US | $198K | – | 0.04 |
| SR UNSECURED 03/34 5.95 (HUMANA INC) | Long | Debt | US | $225K | – | 0.04 |
| SR UNSECURED 03/35 VAR (BANK OF NY MELLON CORP) | Long | Debt | US | $356K | – | 0.07 |
| SR UNSECURED 03/40 6.2 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $268K | – | 0.05 |
| SR UNSECURED 03/48 5.05 (CVS HEALTH CORP) | Long | Debt | US | $602K | – | 0.11 |
| SR UNSECURED 03/50 3.4 (FIRSTENERGY CORP) | Long | Debt | US | $312K | – | 0.06 |
| SR UNSECURED 03/53 5.6 (EXELON CORP) | Long | Debt | US | $588K | – | 0.11 |
| SR UNSECURED 03/54 5.75 (CONSTELLATION EN GEN LLC) | Long | Debt | US | $320K | – | 0.06 |
| SR UNSECURED 03/55 5.5 (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $346K | – | 0.06 |
| SR UNSECURED 04/25 0.25 (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $129K | – | 0.02 |
| SR UNSECURED 04/26 VAR (CITIGROUP INC) | Long | Debt | US | $200K | – | 0.04 |
| SR UNSECURED 04/29 3.7 (SEMPRA) | Long | Debt | US | $115K | – | 0.02 |
| SR UNSECURED 04/29 3.85 (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $76K | – | 0.01 |
| SR UNSECURED 04/29 5 (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $156K | – | 0.03 |
| SR UNSECURED 04/30 2.95 (VF CORP) | Long | Debt | US | $324K | – | 0.06 |
| SR UNSECURED 04/30 4.875 (HUMANA INC) | Long | Debt | US | $459K | – | 0.08 |
| SR UNSECURED 04/30 9.625 (FORD MOTOR COMPANY) | Long | Debt | US | $158K | – | 0.03 |
| SR UNSECURED 04/31 1.875 (ROSS STORES INC) | Long | Debt | US | $373K | – | 0.07 |
| SR UNSECURED 04/31 3.75 (DUKE ENERGY CORP) | Long | Debt | US | $243K | – | 0.04 |
| SR UNSECURED 04/31 3.95 (AT+T INC) | Long | Debt | US | $272K | – | 0.05 |
| SR UNSECURED 04/31 5.375 (HUMANA INC) | Long | Debt | US | $351K | – | 0.06 |
| SR UNSECURED 04/31 5.85 (EVERSOURCE ENERGY) | Long | Debt | US | $315K | – | 0.06 |
| SR UNSECURED 04/31 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $122K | – | 0.02 |
| SR UNSECURED 04/32 2.375 (THERMO FISHER SCIENTIFIC) | Long | Debt | US | $99K | – | 0.02 |
| SR UNSECURED 04/32 3.9 (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $225K | – | 0.04 |
| SR UNSECURED 04/32 5.375 (YUM BRANDS INC) | Long | Debt | US | $135K | – | 0.02 |
| SR UNSECURED 04/33 4.5 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $340K | – | 0.06 |
| SR UNSECURED 04/34 5 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $524K | – | 0.10 |
| SR UNSECURED 04/34 5.4 (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $181K | – | 0.03 |
| SR UNSECURED 04/34 5.65 (APPALACHIAN POWER CO) | Long | Debt | US | $50K | – | 0.01 |
| SR UNSECURED 04/40 1.5 (CZECH REPUBLIC) | Long | Debt | CZ | $174K | – | 0.03 |
| SR UNSECURED 04/52 4.25 (LOWE S COS INC) | Long | Debt | US | $75K | – | 0.01 |
| SR UNSECURED 04/53 5.05 (UNITEDHEALTH GROUP INC) | Long | Debt | US | $674K | – | 0.12 |
| SR UNSECURED 04/53 5.625 (LOWE S COS INC) | Long | Debt | US | $160K | – | 0.03 |
| SR UNSECURED 04/54 5.75 (HUMANA INC) | Long | Debt | US | $144K | – | 0.03 |
| SR UNSECURED 05/25 2.9 (ENERGY TRANSFER LP) | Long | Debt | US | $153K | – | 0.03 |
| SR UNSECURED 05/25 3.02 (BECTON DICKINSON + CO) | Long | Debt | US | $186K | – | 0.03 |
| SR UNSECURED 05/25 5.25 (CNO FINANCIAL GROUP INC) | Long | Debt | US | $184K | – | 0.03 |
| SR UNSECURED 05/27 2.55 (FIFTH THIRD BANCORP) | Long | Debt | US | $39K | – | 0.01 |
| SR UNSECURED 05/27 3.625 (NETFLIX INC) | Long | Debt | US | $108K | – | 0.02 |
| SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $259K | – | 0.05 |
| SR UNSECURED 05/27 5.04 (BOEING CO) | Long | Debt | US | $524K | – | 0.10 |
| SR UNSECURED 05/27 VAR (SANTANDER HOLDINGS USA) | Long | Debt | US | $105K | – | 0.02 |
| SR UNSECURED 05/29 4.125 (BRIXMOR OPERATING PART) | Long | Debt | US | $128K | – | 0.02 |
| SR UNSECURED 05/29 4.625 (NETFLIX INC) | Long | Debt | US | $112K | – | 0.02 |
| SR UNSECURED 05/29 5 (UNITED MEXICAN STATES) | Long | Debt | MX | $444K | – | 0.08 |
| SR UNSECURED 05/29 5.25 (ATLASSIAN CORPORATION) | Long | Debt | US | $123K | – | 0.02 |
| SR UNSECURED 05/29 8.5 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $235K | – | 0.04 |
| SR UNSECURED 05/30 2.823 (BECTON DICKINSON + CO) | Long | Debt | US | $383K | – | 0.07 |
| SR UNSECURED 05/31 4.5 (FISERV INC) | Long | Debt | US | $222K | – | 0.04 |
| SR UNSECURED 05/31 7.5 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $314K | – | 0.06 |
| SR UNSECURED 05/32 VAR (CITIGROUP INC) | Long | Debt | US | $213K | – | 0.04 |
| SR UNSECURED 05/33 4.95 (GEORGIA POWER CO) | Long | Debt | US | $372K | – | 0.07 |
| SR UNSECURED 05/34 5.55 (ENERGY TRANSFER LP) | Long | Debt | US | $207K | – | 0.04 |
| SR UNSECURED 05/35 4.5 (ABBVIE INC) | Long | Debt | US | $464K | – | 0.08 |
| SR UNSECURED 05/35 VAR (SANTANDER HOLDINGS USA) | Long | Debt | US | $519K | – | 0.09 |
| SR UNSECURED 05/36 6 (UNITED MEXICAN STATES) | Long | Debt | MX | $419K | – | 0.08 |
| SR UNSECURED 05/53 5.6 (META PLATFORMS INC) | Long | Debt | US | $577K | – | 0.11 |
| SR UNSECURED 05/54 5.95 (ENERGY TRANSFER LP) | Long | Debt | US | $137K | – | 0.03 |
| SR UNSECURED 06/26 4.125 (BRIXMOR OPERATING PART) | Long | Debt | US | $2M | – | 0.30 |
| SR UNSECURED 06/27 5.17 (JACKSON FINANCIAL INC) | Long | Debt | US | $339K | – | 0.06 |
| SR UNSECURED 06/27 5.9 (LAS VEGAS SANDS CORP) | Long | Debt | US | $89K | – | 0.02 |
| SR UNSECURED 06/28 4.875 (DTE ENERGY CO) | Long | Debt | US | $75K | – | 0.01 |
| SR UNSECURED 06/28 5.8 (GENERAL MOTORS FINL CO) | Long | Debt | US | $154K | – | 0.03 |
| SR UNSECURED 06/28 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $155K | – | 0.03 |
| SR UNSECURED 06/29 1.65 (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $286K | – | 0.05 |
| SR UNSECURED 06/29 5.6 (CROWN CASTLE INC) | Long | Debt | US | $74K | – | 0.01 |
| SR UNSECURED 06/31 5.314 (INGERSOLL RAND INC) | Long | Debt | US | $197K | – | 0.04 |
| SR UNSECURED 06/33 5.2 (SOUTHERN CO) | Long | Debt | US | $555K | – | 0.10 |
| SR UNSECURED 06/34 4.95 (HOME DEPOT INC) | Long | Debt | US | $421K | – | 0.08 |
| SR UNSECURED 06/34 5.45 (INGERSOLL RAND INC) | Long | Debt | US | $163K | – | 0.03 |
| SR UNSECURED 06/34 5.7 (OWENS CORNING) | Long | Debt | US | $217K | – | 0.04 |
| SR UNSECURED 06/43 3.45 (THAILAND GOVERNMENT BOND) | Long | Debt | TH | $509K | – | 0.09 |
| SR UNSECURED 06/53 5.4 (BALTIMORE GAS + ELECTRIC) | Long | Debt | US | $162K | – | 0.03 |
| SR UNSECURED 06/53 5.875 (CVS HEALTH CORP) | Long | Debt | US | $188K | – | 0.03 |
| SR UNSECURED 06/54 5.3 (HOME DEPOT INC) | Long | Debt | US | $215K | – | 0.04 |
| SR UNSECURED 06/54 5.7 (INGERSOLL RAND INC) | Long | Debt | US | $137K | – | 0.03 |
| SR UNSECURED 06/54 5.95 (OWENS CORNING) | Long | Debt | US | $222K | – | 0.04 |
| SR UNSECURED 07/26 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $443K | – | 0.08 |
| SR UNSECURED 07/27 8.5 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $104K | – | 0.02 |
| SR UNSECURED 07/27 VAR (MORGAN STANLEY) | Long | Debt | US | $495K | – | 0.09 |
| SR UNSECURED 07/28 2.45 (CENTENE CORP) | Long | Debt | US | $174K | – | 0.03 |
| SR UNSECURED 07/29 1.625 (WESTLAKE CORP) | Long | Debt | US | $708K | – | 0.13 |
| SR UNSECURED 07/29 5.55 (GENERAL MOTORS FINL CO) | Long | Debt | US | $306K | – | 0.06 |
| SR UNSECURED 07/29 VAR (FIFTH THIRD BANCORP) | Long | Debt | US | $284K | – | 0.05 |
| SR UNSECURED 07/30 1.625 (FISERV INC) | Long | Debt | US | $95K | – | 0.02 |
| SR UNSECURED 07/30 4.05 (BRIXMOR OPERATING PART) | Long | Debt | US | $237K | – | 0.04 |
| SR UNSECURED 07/30 8.875 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $744K | – | 0.14 |
| SR UNSECURED 07/30 9.375 (NAVIENT CORP) | Long | Debt | US | $168K | – | 0.03 |
| SR UNSECURED 07/30 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $116K | – | 0.02 |
| SR UNSECURED 07/31 1.625 (SINGAPORE GOVERNMENT) | Long | Debt | SG | $960K | – | 0.18 |
| SR UNSECURED 07/31 2.5 (CROWN CASTLE INC) | Long | Debt | US | $261K | – | 0.05 |
| SR UNSECURED 07/31 3 (FISERV INC) | Long | Debt | US | $274K | – | 0.05 |
| SR UNSECURED 07/31 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $881K | – | 0.16 |
| SR UNSECURED 07/32 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $356K | – | 0.07 |
| SR UNSECURED 07/32 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $296K | – | 0.05 |
| SR UNSECURED 07/34 4.125 (REPUBLIC OF CHILE) | Long | Debt | CL | $184K | – | 0.03 |
| SR UNSECURED 07/34 5.95 (EVERSOURCE ENERGY) | Long | Debt | US | $596K | – | 0.11 |
| SR UNSECURED 07/53 5.75 (LOWE S COS INC) | Long | Debt | US | $126K | – | 0.02 |
| SR UNSECURED 07/54 5.75 (ARTHUR J GALLAGHER + CO) | Long | Debt | US | $68K | – | 0.01 |
| SR UNSECURED 08/26 3.5 (LAS VEGAS SANDS CORP) | Long | Debt | US | $170K | – | 0.03 |
| SR UNSECURED 08/26 5.304 (BARCLAYS PLC) | Long | Debt | GB | $201K | – | 0.04 |
| SR UNSECURED 08/26 VAR (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $1M | – | 0.22 |
| SR UNSECURED 08/27 4.867 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $298K | – | 0.05 |
| SR UNSECURED 08/28 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $432K | – | 0.08 |
| SR UNSECURED 08/28 VAR (BARCLAYS PLC) | Long | Debt | GB | $225K | – | 0.04 |
| SR UNSECURED 08/31 2.625 (CENTENE CORP) | Long | Debt | US | $219K | – | 0.04 |
| SR UNSECURED 08/32 7.26 (INDIA GOVERNMENT BOND) | Long | Debt | IN | $1M | – | 0.19 |
| SR UNSECURED 08/34 5.4 (BONOS DE TESORERIA) | Long | Debt | PE | $1M | – | 0.21 |
| SR UNSECURED 08/51 3.05 (INTEL CORP) | Long | Debt | US | $284K | – | 0.05 |
| SR UNSECURED 08/52 5 (DUKE ENERGY CORP) | Long | Debt | US | $388K | – | 0.07 |
| SR UNSECURED 09/28 1.9 (REVVITY INC) | Long | Debt | US | $304K | – | 0.06 |
| SR UNSECURED 09/28 6.375 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $114K | – | 0.02 |
| SR UNSECURED 09/29 3.3 (REVVITY INC) | Long | Debt | US | $174K | – | 0.03 |
| SR UNSECURED 09/29 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.21 |
| SR UNSECURED 09/30 2.25 (FIRSTENERGY CORP) | Long | Debt | US | $57K | – | 0.01 |
| SR UNSECURED 09/30 6.625 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $530K | – | 0.10 |
| SR UNSECURED 09/31 2.25 (REVVITY INC) | Long | Debt | US | $152K | – | 0.03 |
| SR UNSECURED 09/34 VAR (ING GROEP NV) | Long | Debt | NL | $593K | – | 0.11 |
| SR UNSECURED 09/36 6.45 (OCCIDENTAL PETROLEUM COR) | Long | Debt | US | $71K | – | 0.01 |
| SR UNSECURED 09/40 2.65 (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $76K | – | 0.01 |
| SR UNSECURED 09/53 3.5 (AT+T INC) | Long | Debt | US | $176K | – | 0.03 |
| SR UNSECURED 09/53 5.7 (MARSH + MCLENNAN COS INC) | Long | Debt | US | $182K | – | 0.03 |
| SR UNSECURED 09/53 6.1 (DUKE ENERGY CORP) | Long | Debt | US | $513K | – | 0.09 |
| SR UNSECURED 10/24 1.95 (AMERICAN HONDA FINANCE) | Long | Debt | US | $213K | – | 0.04 |
| SR UNSECURED 10/24 2.375 (ITALY GOV T INT BOND) | Long | Debt | IT | $1M | – | 0.25 |
| SR UNSECURED 10/27 VAR (MORGAN STANLEY) | Long | Debt | US | $99K | – | 0.02 |
| SR UNSECURED 10/28 4.625 (CHENIERE ENERGY INC) | Long | Debt | US | $157K | – | 0.03 |
| SR UNSECURED 10/28 4.65 (INTERPUBLIC GROUP COS) | Long | Debt | US | $179K | – | 0.03 |
| SR UNSECURED 10/30 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $199K | – | 0.04 |
| SR UNSECURED 10/31 0.875 (THERMO FISHER SCIENTIFIC) | Long | Debt | US | $126K | – | 0.02 |
| SR UNSECURED 10/31 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $80K | – | 0.01 |
| SR UNSECURED 10/33 2 (CZECH REPUBLIC) | Long | Debt | CZ | $857K | – | 0.16 |
| SR UNSECURED 10/34 VAR (BANK OF NY MELLON CORP) | Long | Debt | US | $468K | – | 0.09 |
| SR UNSECURED 10/34 VAR (PNC FINANCIAL SERVICES) | Long | Debt | US | $319K | – | 0.06 |
| SR UNSECURED 11/25 0.5 (SINGAPORE GOVERNMENT) | Long | Debt | SG | $957K | – | 0.18 |
| SR UNSECURED 11/25 VAR (HUNTINGTON NATIONAL BANK) | Long | Debt | US | $250K | – | 0.05 |
| SR UNSECURED 11/26 0.75 (AMERICAN HONDA FINANCE) | Long | Debt | US | $149K | – | 0.03 |
| SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $208K | – | 0.04 |
| SR UNSECURED 11/28 2.125 (ABBVIE INC) | Long | Debt | US | $102K | – | 0.02 |
| SR UNSECURED 11/28 2.625 (ABBVIE INC) | Long | Debt | US | $234K | – | 0.04 |
| SR UNSECURED 11/28 6.798 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $207K | – | 0.04 |
| SR UNSECURED 11/29 6.75 (MICRON TECHNOLOGY INC) | Long | Debt | US | $267K | – | 0.05 |
| SR UNSECURED 11/29 6.95 (EDISON INTERNATIONAL) | Long | Debt | US | $77K | – | 0.01 |
| SR UNSECURED 11/31 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $660K | – | 0.12 |
| SR UNSECURED 11/33 7.122 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $211K | – | 0.04 |
| SR UNSECURED 11/38 8.5 (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $1M | – | 0.19 |
| SR UNSECURED 11/39 4.05 (ABBVIE INC) | Long | Debt | US | $200K | – | 0.04 |
| SR UNSECURED 11/48 4.875 (ABBVIE INC) | Long | Debt | US | $764K | – | 0.14 |
| SR UNSECURED 11/49 3.25 (INTEL CORP) | Long | Debt | US | $433K | – | 0.08 |
| SR UNSECURED 11/49 4.25 (ABBVIE INC) | Long | Debt | US | $231K | – | 0.04 |
| SR UNSECURED 11/50 2.75 (STANLEY BLACK + DECKER I) | Long | Debt | US | $123K | – | 0.02 |
| SR UNSECURED 11/53 6.25 (BRISTOL MYERS SQUIBB CO) | Long | Debt | US | $284K | – | 0.05 |
| SR UNSECURED 12/27 4.25 (CENTENE CORP) | Long | Debt | US | $77K | – | 0.01 |
| SR UNSECURED 12/29 4.625 (CENTENE CORP) | Long | Debt | US | $779K | – | 0.14 |
| SR UNSECURED 12/30 6.4 (ENERGY TRANSFER LP) | Long | Debt | US | $278K | – | 0.05 |
| SR UNSECURED 12/31 2 (THAILAND GOVERNMENT BOND) | Long | Debt | TH | $1M | – | 0.18 |
| SR UNSECURED 12/31 2.625 (VERIZON COMMUNICATIONS) | Long | Debt | US | $237K | – | 0.04 |
| SR UNSECURED 12/33 6.55 (ENERGY TRANSFER LP) | Long | Debt | US | $136K | – | 0.02 |
| SR UNSECURED 144A 01/27 VAR (STANDARD CHARTERED PLC) | Long | Debt | GB | $276K | – | 0.05 |
| SR UNSECURED 144A 01/29 5.875 (ROMANIA) | Long | Debt | RO | $507K | – | 0.09 |
| SR UNSECURED 144A 01/29 6.5 (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $164K | – | 0.03 |
| SR UNSECURED 144A 01/31 5.4 (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $75K | – | 0.01 |
| SR UNSECURED 144A 01/33 4.5 (BULGARIA) | Long | Debt | BG | $100K | – | 0.02 |
| SR UNSECURED 144A 01/34 5.681 (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $384K | – | 0.07 |
| SR UNSECURED 144A 01/36 6.44 (CODELCO INC) | Long | Debt | CL | $279K | – | 0.05 |
| SR UNSECURED 144A 01/54 5.664 (NIAGARA MOHAWK POWER) | Long | Debt | US | $208K | – | 0.04 |
| SR UNSECURED 144A 01/54 5.75 (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $331K | – | 0.06 |
| SR UNSECURED 144A 02/27 VAR (UBS GROUP AG) | Long | Debt | CH | $317K | – | 0.06 |
| SR UNSECURED 144A 02/29 10 (SUMMER BIDCO BV) | Long | Debt | NL | $110K | – | 0.02 |
| SR UNSECURED 144A 02/29 7.375 (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $25K | – | 0.00 |
| SR UNSECURED 144A 02/31 4.25 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $106K | – | 0.02 |
| SR UNSECURED 144A 03/26 5.5 (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $115K | – | 0.02 |
| SR UNSECURED 144A 03/27 6.96 (NORTH MACEDONIA) | Long | Debt | MK | $166K | – | 0.03 |
| SR UNSECURED 144A 03/29 5.35 (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $136K | – | 0.02 |
| SR UNSECURED 144A 03/31 7.25 (REPUBLIC OF MONTENEGRO) | Long | Debt | ME | $402K | – | 0.07 |
| SR UNSECURED 144A 03/31 7.375 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $69K | – | 0.01 |
| SR UNSECURED 144A 03/32 6.25 (ROYAL CARIBBEAN CRUISES) | Long | Debt | LR | $91K | – | 0.02 |
| SR UNSECURED 144A 03/34 5.3 (BAE SYSTEMS PLC) | Long | Debt | GB | $302K | – | 0.06 |
| SR UNSECURED 144A 04/28 4.5 (SHINHAN BANK) | Long | Debt | KR | $325K | – | 0.06 |
| SR UNSECURED 144A 04/29 5.25 (ENGIE SA) | Long | Debt | FR | $199K | – | 0.04 |
| SR UNSECURED 144A 04/33 3.419 (BROADCOM INC) | Long | Debt | US | $329K | – | 0.06 |
| SR UNSECURED 144A 04/33 4.75 (MARS INC) | Long | Debt | US | $363K | – | 0.07 |
| SR UNSECURED 144A 04/34 5.625 (ENGIE SA) | Long | Debt | FR | $219K | – | 0.04 |
| SR UNSECURED 144A 04/34 5.65 (CHENIERE ENERGY INC) | Long | Debt | US | $395K | – | 0.07 |
| SR UNSECURED 144A 05/31 6.388 (BOEING CO) | Long | Debt | US | $213K | – | 0.04 |
| SR UNSECURED 144A 05/32 VAR (UBS GROUP AG) | Long | Debt | CH | $469K | – | 0.09 |
| SR UNSECURED 144A 05/34 5.5 (ENI SPA) | Long | Debt | IT | $357K | – | 0.07 |
| SR UNSECURED 144A 05/34 6.528 (BOEING CO) | Long | Debt | US | $487K | – | 0.09 |
| SR UNSECURED 144A 05/35 VAR (STANDARD CHARTERED PLC) | Long | Debt | GB | $610K | – | 0.11 |
| SR UNSECURED 144A 05/54 5.95 (ENI SPA) | Long | Debt | IT | $437K | – | 0.08 |
| SR UNSECURED 144A 06/27 3.5 (REPUBLIC OF ALBANIA) | Long | Debt | AL | $109K | – | 0.02 |
| SR UNSECURED 144A 06/28 5.9 (REPUBLIC OF ALBANIA) | Long | Debt | AL | $452K | – | 0.08 |
| SR UNSECURED 144A 06/29 1.5 (REPUBLIC OF SERBIA) | Long | Debt | RS | $256K | – | 0.05 |
| SR UNSECURED 144A 06/29 5.2 (HEALTH CARE SERVICE CORP) | Long | Debt | US | $164K | – | 0.03 |
| SR UNSECURED 144A 06/31 7.125 (MGM CHINA HOLDINGS LTD) | Long | Debt | KY | $201K | – | 0.04 |
| SR UNSECURED 144A 06/34 5.45 (HEALTH CARE SERVICE CORP) | Long | Debt | US | $212K | – | 0.04 |
| SR UNSECURED 144A 06/35 VAR (CAIXABANK SA) | Long | Debt | ES | $491K | – | 0.09 |
| SR UNSECURED 144A 06/54 5.875 (HEALTH CARE SERVICE CORP) | Long | Debt | US | $428K | – | 0.08 |
| SR UNSECURED 144A 07/34 6.375 (HANNON ARMSTRONG SUSTAIN) | Long | Debt | US | $861K | – | 0.16 |
| SR UNSECURED 144A 07/53 6.119 (BOSTON GAS COMPANY) | Long | Debt | US | $129K | – | 0.02 |
| SR UNSECURED 144A 08/33 VAR (UBS GROUP AG) | Long | Debt | CH | $866K | – | 0.16 |
| SR UNSECURED 144A 09/28 1 (REPUBLIC OF SERBIA) | Long | Debt | RS | $774K | – | 0.14 |
| SR UNSECURED 144A 09/29 6.375 (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $71K | – | 0.01 |
| SR UNSECURED 144A 09/53 6.3 (CODELCO INC) | Long | Debt | CL | $614K | – | 0.11 |
| SR UNSECURED 144A 11/33 8.375 (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $255K | – | 0.05 |
| SR UNSECURED 144A 12/27 5 (MATCH GROUP HLD II LLC) | Long | Debt | US | $123K | – | 0.02 |
| SR UNSECURED 144A 12/28 6.625 (KINETIK HOLDINGS LP) | Long | Debt | US | $42K | – | 0.01 |
| SR UNSECURED 144A REGS 03/51 0 (REPUBLIC OF AUSTRIA) | Long | Debt | AT | $658K | – | 0.12 |
| SR UNSECURED 144A REGS 03/67 2 (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $692K | – | 0.13 |
| SR UNSECURED 144A REGS 05/28 1 (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $1M | – | 0.20 |
| SR UNSECURED 144A REGS 10/52 1 (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $360K | – | 0.07 |
| SR UNSECURED REGS 01/26 5.5 (WYNN MACAU LTD) | Long | Debt | KY | $196K | – | 0.04 |
| SR UNSECURED REGS 01/27 1.5 (STATE OF ISRAEL) | Long | Debt | IL | $527K | – | 0.10 |
| SR UNSECURED REGS 01/27 4.75 (CA AUTOBANK SPA IE) | Long | Debt | IE | $110K | – | 0.02 |
| SR UNSECURED REGS 01/28 1.625 (AUTOSTRADE PER L ITALIA) | Long | Debt | IT | $99K | – | 0.02 |
| SR UNSECURED REGS 01/28 VAR (BARCLAYS PLC) | Long | Debt | GB | $100K | – | 0.02 |
| SR UNSECURED REGS 01/29 VAR (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $114K | – | 0.02 |
| SR UNSECURED REGS 01/30 1.94 (VEOLIA ENVIRONNEMENT SA) | Long | Debt | FR | $197K | – | 0.04 |
| SR UNSECURED REGS 01/30 2 (AUTOSTRADE PER L ITALIA) | Long | Debt | IT | $599K | – | 0.11 |
| SR UNSECURED REGS 01/31 1.475 (HOLDING D INFRASTRUCTURE) | Long | Debt | FR | $183K | – | 0.03 |
| SR UNSECURED REGS 01/31 VAR (BARCLAYS PLC) | Long | Debt | GB | $163K | – | 0.03 |
| SR UNSECURED REGS 01/32 0.95 (REPUBLIC OF CYPRUS) | Long | Debt | CY | $552K | – | 0.10 |
| SR UNSECURED REGS 01/32 3.25 (ORANGE SA) | Long | Debt | FR | $225K | – | 0.04 |
| SR UNSECURED REGS 01/32 4.875 (ORSTED A/S) | Long | Debt | DK | $186K | – | 0.03 |
| SR UNSECURED REGS 01/33 4.5 (BULGARIA) | Long | Debt | BG | $539K | – | 0.10 |
| SR UNSECURED REGS 01/34 0.75 (RTE RESEAU DE TRANSPORT) | Long | Debt | FR | $166K | – | 0.03 |
| SR UNSECURED REGS 01/34 3.25 (REPUBLIC OF ESTONIA) | Long | Debt | EE | $885K | – | 0.16 |
| SR UNSECURED REGS 02/26 0.85 (GENERAL MOTORS FINL CO) | Long | Debt | US | $153K | – | 0.03 |
| SR UNSECURED REGS 02/27 5 (HUNGARY) | Long | Debt | HU | $272K | – | 0.05 |
| SR UNSECURED REGS 02/27 VAR (ING GROEP NV) | Long | Debt | NL | $206K | – | 0.04 |
| SR UNSECURED REGS 02/30 0.375 (VOLKSWAGEN FIN SERV AG) | Long | Debt | DE | $125K | – | 0.02 |
| SR UNSECURED REGS 02/31 0.0000 (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $135K | – | 0.02 |
| SR UNSECURED REGS 02/34 2.75 (REPUBLIC OF CYPRUS) | Long | Debt | CY | $94K | – | 0.02 |
| SR UNSECURED REGS 02/34 3.5 (REPUBLIC OF LITHUANIA) | Long | Debt | LT | $364K | – | 0.07 |
| SR UNSECURED REGS 03/26 1.375 (KINGDOM OF MOROCCO) | Long | Debt | MA | $385K | – | 0.07 |
| SR UNSECURED REGS 03/27 1.5 (WOLTERS KLUWER NV) | Long | Debt | NL | $102K | – | 0.02 |
| SR UNSECURED REGS 03/28 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $154K | – | 0.03 |
| SR UNSECURED REGS 03/29 4.125 (NBN CO LTD) | Long | Debt | AU | $391K | – | 0.07 |
| SR UNSECURED REGS 03/29 VAR (UBS GROUP AG) | Long | Debt | CH | $121K | – | 0.02 |
| SR UNSECURED REGS 03/32 2.25 (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $171K | – | 0.03 |
| SR UNSECURED REGS 03/33 1.65 (REPUBLIC OF SERBIA) | Long | Debt | RS | $348K | – | 0.06 |
| SR UNSECURED REGS 03/34 3.5 (REPUBLIC OF ICELAND) | Long | Debt | IS | $226K | – | 0.04 |
| SR UNSECURED REGS 03/35 1.5 (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $294K | – | 0.05 |
| SR UNSECURED REGS 03/47 3 (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $359K | – | 0.07 |
| SR UNSECURED REGS 04/27 4.763 (FREEPORT INDONESIA PT) | Long | Debt | ID | $235K | – | 0.04 |
| SR UNSECURED REGS 04/28 0.0000 (REPUBLIC OF ICELAND) | Long | Debt | IS | $327K | – | 0.06 |
| SR UNSECURED REGS 04/28 1.125 (HANNOVER RE) | Long | Debt | DE | $101K | – | 0.02 |
| SR UNSECURED REGS 04/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $102K | – | 0.02 |
| SR UNSECURED REGS 04/32 5.315 (FREEPORT INDONESIA PT) | Long | Debt | ID | $490K | – | 0.09 |
| SR UNSECURED REGS 04/32 VAR (UBS GROUP AG) | Long | Debt | CH | $185K | – | 0.03 |
| SR UNSECURED REGS 04/33 4.5 (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $2M | – | 0.39 |
| SR UNSECURED REGS 05/25 0.375 (LANDSBANKINN HF) | Long | Debt | IS | $274K | – | 0.05 |
| SR UNSECURED REGS 05/27 3.125 (REPUBLIC OF SERBIA) | Long | Debt | RS | $492K | – | 0.09 |
| SR UNSECURED REGS 05/28 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $101K | – | 0.02 |
| SR UNSECURED REGS 05/29 3.875 (REPUBLIC OF LATVIA) | Long | Debt | LV | $381K | – | 0.07 |
| SR UNSECURED REGS 05/31 4.375 (BULGARIA) | Long | Debt | BG | $496K | – | 0.09 |
| SR UNSECURED REGS 05/49 2.75 (REPUBLIC OF CYPRUS) | Long | Debt | CY | $89K | – | 0.02 |
| SR UNSECURED REGS 06/27 0.375 (CARLSBERG BREWERIES A/S) | Long | Debt | DK | $98K | – | 0.02 |
| SR UNSECURED REGS 06/27 1.625 (NN GROUP NV) | Long | Debt | NL | $102K | – | 0.02 |
| SR UNSECURED REGS 06/28 3.75 (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.25 |
| SR UNSECURED REGS 06/33 3.875 (REPUBLIC OF LITHUANIA) | Long | Debt | LT | $889K | – | 0.16 |
| SR UNSECURED REGS 06/34 6.125 (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $257K | – | 0.05 |
| SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVERNMENT) | Long | Debt | SG | $212K | – | 0.04 |
| SR UNSECURED REGS 07/26 1.625 (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $144K | – | 0.03 |
| SR UNSECURED REGS 07/28 4.125 (ROYAL BANK OF CANADA) | Long | Debt | CA | $109K | – | 0.02 |
| SR UNSECURED REGS 07/41 3.125 (QATAR ENERGY) | Long | Debt | QA | $224K | – | 0.04 |
| SR UNSECURED REGS 08/27 2.551 (TORONTO DOMINION BANK) | Long | Debt | CA | $104K | – | 0.02 |
| SR UNSECURED REGS 08/29 VAR (BARCLAYS PLC) | Long | Debt | GB | $202K | – | 0.04 |
| SR UNSECURED REGS 08/34 5.4 (REPUBLIC OF PERU) | Long | Debt | PE | $500K | – | 0.09 |
| SR UNSECURED REGS 08/45 3.125 (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $653K | – | 0.12 |
| SR UNSECURED REGS 09/24 0.5 (CA AUTOBANK SPA IE) | Long | Debt | IT | $170K | – | 0.03 |
| SR UNSECURED REGS 09/25 VAR (UBS GROUP AG) | Long | Debt | CH | $314K | – | 0.06 |
| SR UNSECURED REGS 09/27 3.25 (KNORR BREMSE AG) | Long | Debt | DE | $106K | – | 0.02 |
| SR UNSECURED REGS 09/28 3.53 (NAT GRID ELECTY EM) | Long | Debt | GB | $107K | – | 0.02 |
| SR UNSECURED REGS 09/28 4.5 (ELECTROLUX AB) | Long | Debt | SE | $109K | – | 0.02 |
| SR UNSECURED REGS 09/28 VAR (ING GROEP NV) | Long | Debt | NL | $96K | – | 0.02 |
| SR UNSECURED REGS 09/29 VAR (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $257K | – | 0.05 |
| SR UNSECURED REGS 09/53 6.3 (CODELCO INC) | Long | Debt | CL | $377K | – | 0.07 |
| SR UNSECURED REGS 10/26 0.375 (REPUBLIC OF LATVIA) | Long | Debt | LV | $2M | – | 0.39 |
| SR UNSECURED REGS 10/26 0.875 (SNAM SPA) | Long | Debt | IT | $186K | – | 0.03 |
| SR UNSECURED REGS 10/29 VAR (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $101K | – | 0.02 |
| SR UNSECURED REGS 10/30 0.75 (AVINOR AS) | Long | Debt | NO | $128K | – | 0.02 |
| SR UNSECURED REGS 10/30 1.75 (CELLNEX TELECOM SA) | Long | Debt | ES | $751K | – | 0.14 |
| SR UNSECURED REGS 10/31 5.875 (IVORY COAST) | Long | Debt | CI | $468K | – | 0.09 |
| SR UNSECURED REGS 11/25 1.625 (INMOBILIARIA COLONIAL SO) | Long | Debt | ES | $208K | – | 0.04 |
| SR UNSECURED REGS 11/29 3.875 (NETFLIX INC) | Long | Debt | US | $136K | – | 0.02 |
| SR UNSECURED REGS 11/29 5 (FRESENIUS SE + CO KGAA) | Long | Debt | DE | $113K | – | 0.02 |
| SR UNSECURED REGS 12/27 1.75 (LONDON STOCK EXCHANGE PL) | Long | Debt | GB | $101K | – | 0.02 |
| SR UNSECURED REGS 12/28 2 (AUTOSTRADE PER L ITALIA) | Long | Debt | IT | $163K | – | 0.03 |
| STACR 2024 DNA2 A1 144A (FREDDIE MAC STACR) | Long | ABS-other | US | $302K | – | 0.06 |
| STIF-TYPE INSTRUMENT (ROWE T PRICE GOV RES FD) | Long | Short-term investment vehicle | US | $10M | – | 1.83 |
| SUBORDINATED 02/35 VAR (CITIGROUP INC) | Long | Debt | US | $1M | – | 0.25 |
| SUBORDINATED 05/31 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $869K | – | 0.16 |
| SUBORDINATED 07/32 VAR (CAPITAL ONE FINANCIAL CO) | Long | Debt | US | $90K | – | 0.02 |
| SUBORDINATED 09/27 4.45 (CITIGROUP INC) | Long | Debt | US | $116K | – | 0.02 |
| SUBORDINATED REGS 01/33 5.125 (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $112K | – | 0.02 |
| SUBORDINATED REGS 01/33 VAR (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $273K | – | 0.05 |
| SUBORDINATED REGS 01/48 VAR (CREDIT AGRICOLE ASSRNCES) | Long | Debt | FR | $199K | – | 0.04 |
| SUBORDINATED REGS 02/30 VAR (DANSKE BANK A/S) | Long | Debt | DK | $105K | – | 0.02 |
| SUBORDINATED REGS 02/33 VAR (CAIXABANK SA) | Long | Debt | ES | $113K | – | 0.02 |
| SUBORDINATED REGS 05/29 4.625 (COOPERATIEVE RABOBANK UA) | Long | Debt | NL | $182K | – | 0.03 |
| SUBORDINATED REGS 07/29 VAR (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $160K | – | 0.03 |
| SUBORDINATED REGS 09/30 VAR (STANDARD CHARTERED PLC) | Long | Debt | GB | $189K | – | 0.03 |
| SUBORDINATED REGS 09/32 VAR (NATWEST GROUP PLC) | Long | Debt | GB | $130K | – | 0.02 |
| SUBORDINATED REGS 09/33 VAR (BANCO BILBAO VIZCAYA ARG) | Long | Debt | ES | $112K | – | 0.02 |
| SUBORDINATED REGS 10/39 VAR (HANNOVER RE) | Long | Debt | DE | $184K | – | 0.03 |
| SUBORDINATED REGS 10/40 VAR (HANNOVER RE) | Long | Debt | DE | $93K | – | 0.02 |
| SUBORDINATED REGS 10/45 VAR (LEGAL + GENERAL GROUP) | Long | Debt | GB | $232K | – | 0.04 |
| SWAPTION 3.8 PUT USD 20240808 (105124318 TROWE) | Derivative-interest rate | US | $20K | – | 0.00 | |
| SWAPTION 3.8 PUT USD 20240808 (105124355 TROWE) | Derivative-interest rate | US | $18K | – | 0.00 | |
| SWAPTION 3.8 PUT USD 20240809 (105124427 TROWE) | Derivative-interest rate | US | $36K | – | 0.01 | |
| SWAPTION 3.8 PUT USD 20240809 (105124491 TROWE) | Derivative-interest rate | US | $36K | – | 0.01 | |
| SWAPTION 3.8 PUT USD 20240809 (105221797 TROWE) | Derivative-interest rate | US | $18K | – | 0.00 | |
| SWAPTION 4.2 PUT USD 20240808 (105124369 TROWE) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SWAPTION 4.2 PUT USD 20240808 (105124332 TROWE) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION 4.2 PUT USD 20240809 (105221811 TROWE) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SWAPTION 4.2 PUT USD 20240809 (105124441 TROWE) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| SWAPTION 4.2 PUT USD 20240809 (105124505 TROWE) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| SYMP 2015 16A ARR 144A (SYMPHONY CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| SYMP 2022 31A B 144A (SYMPHONY CLO LTD) | Long | ABS-collateralized bond/debt obligation | BM | $411K | – | 0.08 |
| TCN 2024 SFR2 A 144A (TRICON RESIDENTIAL) | Long | ABS-other | US | $551K | – | 0.10 |
| TERM LOAN B (VISTRA ZERO OPRTNG COMPANY LLC) | Long | Loan | US | $40K | – | 0.01 |
| TIA 2016 1A ARR 144A (TEACHERS INSURANCE AND ANNUITY) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.14 |
| TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST) | Long | ABS-other | US | $81K | – | 0.01 |
| TRNTS 2017 6A ARRR 144A (TRINITAS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.18 |
| TX 2024 HOU A 144A (TX TRUST 24 HOU) | Long | ABS-other | US | $188K | – | 0.03 |
| UNSECURED 01/29 3.48 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $1M | – | 0.24 |
| UNSECURED 05/51 2.75 (NEW ZEALAND GOVERNMENT) | Long | Debt | NZ | $213K | – | 0.04 |
| UNSECURED 06/43 3.5 (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $49K | – | 0.01 |
| UNSECURED 06/43 3.5 (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $40K | – | 0.01 |
| UNSECURED 08/33 5.164 (SUTTER HEALTH) | Long | Debt | US | $119K | – | 0.02 |
| UNSECURED 09/27 20 (SRI LANKA GOVT BOND) | Long | Debt | LK | $162K | – | 0.03 |
| UNSECURED REGS 04/33 3.5 (NEW ZEALAND GOVERNMENT) | Long | Debt | NZ | $1M | – | 0.25 |
| UNSECURED REGS 05/50 1.5 (IRELAND GOVERNMENT BOND) | Long | Debt | IE | $27K | – | 0.00 |
| USCLN 2023 1 B 144A (U.S. BANK NATIONAL ASSOCIATION) | Long | ABS-other | US | $186K | – | 0.03 |
| USD TERM LOAN B (GTCR W MERGER SUB LLC) | Long | Loan | US | $220K | – | 0.04 |
| VERD 2024 1A A2 144A (VERDANT RECEIVABLES LLC) | Long | ABS-other | US | $130K | – | 0.02 |
| VERUS 2020 INV1 A3 144A (VERUS SECURITIZATION TRUST) | Long | ABS-other | US | $98K | – | 0.02 |
| VERUS 2021 5 A2 144A (VERUS SECURITIZATION TRUST) | Long | ABS-other | US | $207K | – | 0.04 |
| VERUS 2022 1 A1 144A (VERUS SECURITIZATION TRUST) | Long | ABS-other | US | $603K | – | 0.11 |
| VNDO 2016 350P D 144A (VNO MORTGAGE TRUST) | Long | ABS-other | US | $196K | – | 0.04 |
| VZMT 2023 1 C (VERIZON MASTER TRUST) | Long | ABS-other | US | $240K | – | 0.04 |
| WB 2024 HQ A 144A (WB COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $150K | – | 0.03 |
| WELF 2017 2A A1R 144A (WELLFLEET CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $45K | – | 0.01 |
| WFCM 2021 SAVE C 144A (WELLS FARGO COMMERCIAL MORTGAG) | Long | ABS-other | US | $320K | – | 0.06 |
| WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL LTD) | Long | ABS-collateralized bond/debt obligation | KY | $530K | – | 0.10 |
| WYZE 2024 2A A (WISE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.05 |
| XCAP 2024 1A A2 144A (AUXILIOR TERM FUNDING LLC) | Long | ABS-other | US | $170K | – | 0.03 |
| XCAP 2024 1A A3 144A (AUXILIOR TERM FUNDING LLC) | Long | ABS-other | US | $140K | – | 0.03 |
| XCBT 20240919 (US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XEUR 20240906 (EURO-BOBL FUTURE SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XEUR 20240906 (EURO-BTP FUTURE SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XEUR 20240906 (EURO-BUND FUTURE SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XEUR 20240906 (EURO-OAT FUTURE SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XEUR 20240906 (EURO-SCHATZ FUT SEP24) | Derivative-interest rate | DE | $0 | – | – | |
| XKFE 20240913 (KOREA 10YR BND FU SEP24) | Derivative-interest rate | KR | $0 | – | – | |
| XKFE 20240913 (KOREA 3YR BND FUT SEP24) | Derivative-interest rate | KR | $0 | – | – | |
| XROAD 2024 A A2 144A (CROSSROADS ASSET TRUST) | Long | ABS-other | US | $220K | – | 0.04 |
| XSFE 20240916 (AUST 10Y BOND FUT SEP24) | Derivative-interest rate | AU | $0 | – | – | |
| XSFE 20240916 (AUST 3YR BOND FUT SEP24) | Derivative-interest rate | AU | $0 | – | – | |
| XSIM 20240911 (10YR MINI JGB FUT SEP24) | Derivative-interest rate | SG | $0 | – | – |
Address
MASSMUTUAL SELECT FUNDS
1295 State Street
Springfield
Massachusetts
01111-0001
United States of America
Websites
Directors
Susan B. Sweeney
Maria D. Furman
Allan W. Blair
Nabil N. El-Hage
C. Ann Merrifield
Clifford M. Noreen
Michael R. Fanning
R. Bradford Malt
Cynthia R. Plouche
Jason J. Price
Paul LaPiana
Transfer Agents
State Street Bank and Trust Company
Pricing Services
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
PricingDirect Inc.
StatPro Canada Inc.
S&P Global, Inc.
Refinitiv US LLC
Virtu Financial, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
MML Investment Advisers, LLC
Admins
MML Investment Advisers, LLC
State Street Bank and Trust Company
Massachusetts Mutual Life Insurance Company
Brokers
N/A