GuideStone Funds
Low-Duration Bond Fund
$1.11B
Avg Monthly Net Assets
$923.70M
Total Assets
$43.13M
Total Liabilities
$880.57M
Net Assets
Low-Duration Bond Fund is a Mutual Fund in GuideStone Funds
,
based in Texas,
United States of America.
The fund has two share classes
and monthly net assets of $1.11B.
On August 27th, 2024 it reported 1,027 holdings, the largest
being Chicago Board of Trade (21.5%), Chicago Board of Trade (10.4%) and Chicago Board of Trade (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000003079 | GLDYX | |
| Investor Class | C000003080 | GLDZX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 06 SEP 24 EURX 06 SEP (Eurex) | Derivative-interest rate | DE | $679K | – | 0.08 | |
| AALLN 3.75 06/15/29 (Anglo American Capital PLC) | Long | Debt | GB | $277K | – | 0.03 |
| ABNANV V6.339 09/18/27 144A (ABN AMRO Bank N.V.) | Long | Debt | NL | $912K | – | 0.10 |
| ABNANV V6.575 10/13/26 144A (ABN AMRO Bank N.V.) | Long | Debt | NL | $606K | – | 0.07 |
| ACAFP 5.134 03/11/27 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $1M | – | 0.15 |
| ACAFP V1.247 01/26/27 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $233K | – | 0.03 |
| ACI 3.25 03/15/26 144A (Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)) | Long | Debt | US | $567K | – | 0.06 |
| AEP 5.45 05/15/29 (AEP Texas Inc) | Long | Debt | US | $427K | – | 0.05 |
| AEP 5.699 08/15/25 (American Electric Power Co, Inc.) | Long | Debt | US | $961K | – | 0.11 |
| AER 1.65 10/29/24 (Aercap Ireland Capital DAC) | Long | Debt | IE | $1M | – | 0.16 |
| AER 1.65 10/29/24 (Aercap Ireland Capital DAC) | Long | Debt | IE | $380K | – | 0.04 |
| AES 1.375 01/15/26 (AES Corp.) | Long | Debt | US | $2M | – | 0.18 |
| AES 4.125 07/01/25 (DPL Inc.) | Long | Debt | US | $197K | – | 0.02 |
| AGCO 5.45 03/21/27 (Agco Corporation) | Long | Debt | US | $311K | – | 0.04 |
| AGL 2023-28A AL2 (AGL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $430K | – | 0.05 |
| AHMA 2006-5 A1 (American Home Mortgage Asset Trust) | Long | ABS-other | US | $133K | – | 0.02 |
| AIR 6.75 03/15/29 144A (AAR Corp.) | Long | Debt | US | $112K | – | 0.01 |
| AKERBP 2.875 01/15/26 144A (Aker BP ASA) | Long | Debt | NO | $856K | – | 0.10 |
| ALEN 2021-ACEN A (ALEN 2021-ACEN MORTGAGE TRUST) | Long | ABS-other | US | $320K | – | 0.04 |
| ALLY 5.75 11/20/25 (Ally Financial Inc.) | Long | Debt | US | $199K | – | 0.02 |
| ALLYA 2024-1 A3 (ALLY AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $898K | – | 0.10 |
| ALSN 4.75 10/01/27 144A (Allison Transmission Inc.) | Long | Debt | US | $571K | – | 0.06 |
| AMGN 2.6 08/19/26 (Amgen Inc.) | Long | Debt | US | $204K | – | 0.02 |
| AMGN 5.15 03/02/28 (Amgen Inc.) | Long | Debt | US | $32K | – | 0.00 |
| AMPBEV 3.25 09/01/28 144A (Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC) | Long | Debt | IE | $255K | – | 0.03 |
| AMT 0.4 02/15/27 (American Tower Corporation) | Long | Debt | US | $295K | – | 0.03 |
| AMT 3.375 10/15/26 (American Tower Corporation) | Long | Debt | US | $581K | – | 0.07 |
| AMT 3.55 07/15/27 (American Tower Corporation) | Long | Debt | US | $176K | – | 0.02 |
| AMT 3.65 03/15/27 (American Tower Corporation) | Long | Debt | US | $371K | – | 0.04 |
| AMT 5.2 02/15/29 (American Tower Corporation) | Long | Debt | US | $219K | – | 0.02 |
| AMT 5.5 03/15/28 (American Tower Corporation) | Long | Debt | US | $131K | – | 0.01 |
| AMZN 3.15 08/22/27 (Amazon.com, Inc.) | Long | Debt | US | $280K | – | 0.03 |
| ANCHC 2015-7A CR3 (Anchorage Capital CLO 7 Limited) | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.05 |
| AOMT 2022-2 A1 (ANGEL OAK MORTGAGE TRUST 2022-2) | Long | ABS-other | US | $251K | – | 0.03 |
| AOMT 2023-6 A1 (ANGEL OAK MORTGAGE TRUST 2023-6) | Long | ABS-other | US | $192K | – | 0.02 |
| AON 5.125 03/01/27 (Aon North America Inc.) | Long | Debt | US | $719K | – | 0.08 |
| APID 2013-12A AR (Apidos CLO XII) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| APID 2013-12A AR (Apidos CLO XII) | Long | ABS-collateralized bond/debt obligation | KY | $427K | – | 0.05 |
| APID 2015-22A A2R (Apidos Clo XXII) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| APTV 2.396 02/18/25 (Aptiv PLC / Aptiv Corp) | Long | Debt | JE | $347K | – | 0.04 |
| ARCLO 2021-FL4 A (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.04 |
| ARES 2020-56A AR (ARES LVI CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| ARES1 2024-IND A (ARES COMMERCIAL MORTGAGE TRUST 2024-IND) | Long | ABS-other | US | $1000K | – | 0.11 |
| ARIFL 2024-A A2 (ARI FLEET LEASE TRUST 2024-A) | Long | ABS-other | US | $195K | – | 0.02 |
| ARIFL 2024-B A2 (ARI FLEET LEASE TRUST 2024-B) | Long | ABS-other | US | $1M | – | 0.11 |
| ARIFL 2024-B A3 (ARI FLEET LEASE TRUST 2024-B) | Long | ABS-other | US | $904K | – | 0.10 |
| ARRW 2022-2 A1 (ARROYO MORTGAGE TRUST 2022-2) | Long | ABS-other | US | $199K | – | 0.02 |
| ATH 1.45 01/08/26 144A (Athene Global Funding) | Long | Debt | US | $470K | – | 0.05 |
| ATH 5.516 03/25/27 144A (Athene Global Funding) | Long | Debt | US | $2M | – | 0.23 |
| AVGO 4.75 04/15/29 (Broadcom Inc) | Long | Debt | US | $266K | – | 0.03 |
| AXP V5.389 07/28/27 (American Express Company) | Long | Debt | US | $2M | – | 0.23 |
| AZO 5.05 07/15/26 (Autozone, Inc.) | Long | Debt | US | $1M | – | 0.14 |
| B 0 08/08/24 (United States Treasury Bills) | Long | Debt | US | $5M | – | 0.56 |
| BA 2.196 02/04/26 (The Boeing Company) | Long | Debt | US | $658K | – | 0.07 |
| BA 2.196 02/04/26 (The Boeing Company) | Long | Debt | US | $432K | – | 0.05 |
| BA 2.75 02/01/26 (The Boeing Company) | Long | Debt | US | $95K | – | 0.01 |
| BA 6.259 05/01/27 144A (The Boeing Company) | Long | Debt | US | $574K | – | 0.07 |
| BAAT 2023-1A A3 (BANK OF AMERICA AUTO TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.16 |
| BAAT 2023-2A A3 (BANK OF AMERICA AUTO TRUST 2023-2) | Long | ABS-other | US | $807K | – | 0.09 |
| BAC F 02/05/26 MTN (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.11 |
| BAC V1.319 06/19/26 MTN (Bank of America Corp.) | Long | Debt | US | $3M | – | 0.33 |
| BAC V1.53 12/06/25 MTN (Bank of America Corp.) | Long | Debt | US | $2M | – | 0.21 |
| BAC V3.093 10/01/25 MtN (Bank of America Corp.) | Long | Debt | US | $2M | – | 0.25 |
| BAC V3.384 04/02/26 MTN (Bank of America Corp.) | Long | Debt | US | $471K | – | 0.05 |
| BAC V5.202 04/25/29 (Bank of America Corp.) | Long | Debt | US | $264K | – | 0.03 |
| BAC V5.819 09/15/29 (Bank of America Corp.) | Long | Debt | US | $388K | – | 0.04 |
| BACCT 2023-A1 A1 (BA Credit Card Trust) | Long | ABS-other | US | $2M | – | 0.26 |
| BACCT 2023-A2 A2 (BA Credit Card Trust) | Long | ABS-other | US | $1M | – | 0.15 |
| BACR 4.375 01/12/26 (Barclays PLC) | Long | Debt | GB | $689K | – | 0.08 |
| BACR V2.852 05/07/26 (Barclays PLC) | Long | Debt | GB | $975K | – | 0.11 |
| BACR V5.304 08/09/26 (Barclays PLC) | Long | Debt | GB | $894K | – | 0.10 |
| BALN 5 03/26/27 144A (BAE Systems PLC) | Long | Debt | GB | $362K | – | 0.04 |
| BALN 5 03/26/27 144A (BAE Systems PLC) | Long | Debt | GB | $318K | – | 0.04 |
| BANK 2019-BN18 A2 (BANK 2019-BNK18) | Long | ABS-other | US | $608K | – | 0.07 |
| BBCMS 2024-C26 A5 (BBCMS MORTGAGE TRUST 2024-C26) | Long | ABS-other | US | $198K | – | 0.02 |
| BCC 2018-1A A1 (Bain Capital Credit Clo 2017-2) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.03 |
| BDS 2021-FL7 A (BDS LTD) | Long | ABS-collateralized bond/debt obligation | KY | $846K | – | 0.10 |
| BERY 1.57 01/15/26 (Berry Global Inc) | Long | Debt | US | $2M | – | 0.17 |
| BERY 4.875 07/15/26 144A (Berry Global Inc) | Long | Debt | US | $229K | – | 0.03 |
| BFCM 5.088 01/23/27 144A (Banque Federative du Credit Mutuel) | Long | Debt | FR | $647K | – | 0.07 |
| BFCM 5.896 07/13/26 144A (Banque Federative du Credit Mutuel) | Long | Debt | FR | $2M | – | 0.20 |
| BFLD 2024-WR 'WRHS A' FRN | Long | Debt | US | $229K | – | 0.03 |
| BHF 1.75 01/13/25 144A (Brighthouse Financial Global Funding) | Long | Debt | US | $1M | – | 0.15 |
| BLP 2024-IND2 A (BLP COMMERCIAL MORTGAGE TRUST 2024-IND2) | Long | ABS-other | US | $348K | – | 0.04 |
| BLUEM 2017-3A A2 (Bluemountain Fuji U.S. CLO III LTD/ LLC) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| BLUEM 2018-22A A1 (Bluemountain Clo XXII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| BMARK 2019-B12 AAB (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $945K | – | 0.11 |
| BMARK 2022-B34 AM (BENCHMARK 2022-B34 MORTGAGE TRUST) | Long | ABS-other | US | $195K | – | 0.02 |
| BMARK 2023-V3 A3 (BENCHMARK 2023-V3 MORTGAGE TRUST) | Long | ABS-other | US | $367K | – | 0.04 |
| BMARK 2024-V5 A3 (BENCHMARK 2024-V5 MORTGAGE TRUST) | Long | ABS-other | US | $264K | – | 0.03 |
| BMCAUS 5 02/15/27 144A (Standard Buildings Solutions Inc.) | Long | Debt | US | $564K | – | 0.06 |
| BMO 2024-5C3 A3 (BMO 2024-5C3 MORTGAGE TRUST) | Long | ABS-other | US | $446K | – | 0.05 |
| BMWLT 2023-2 A3 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.23 |
| BMY 1.125 11/13/27 (Bristol-Myers Squibb Company) | Long | Debt | US | $141K | – | 0.02 |
| BNP 3.375 01/09/25 144A (BNP Paribas SA) | Long | Debt | FR | $691K | – | 0.08 |
| BNP V2.819 11/19/25 144A (BNP Paribas SA) | Long | Debt | FR | $1M | – | 0.17 |
| BOAMS 2003-L 3A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $18K | – | 0.00 |
| BPCEGP 5.203 01/18/27 144A (BPCE SA) | Long | Debt | FR | $249K | – | 0.03 |
| BPCEGP F 06/05/25 MTN (BPCE SA) | Long | Debt | FR | $672K | – | 0.08 |
| BPCEGP V5.975 01/18/27 144A (BPCE SA) | Long | Debt | FR | $2M | – | 0.21 |
| BQDAU F 05/14/25 (Bank Of Queensland Ltd.) | Long | Debt | AU | $2M | – | 0.28 |
| BRAVO 2023-NQM6 A1 (BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6) | Long | ABS-other | US | $432K | – | 0.05 |
| BRSP 2021-FL1 A (BRSP 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.21 |
| BSARM 2003-8 4A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $42K | – | 0.00 |
| BSARM 2004-5 2A (Bear Stearns Arm Trust) | Long | ABS-other | US | $33K | – | 0.00 |
| BSP 2018-5BA A1R (Benefit Street Partners CLO V Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $315K | – | 0.04 |
| BSPRT 2023-FL10 A (BSPRT 2023-FL10 ISSUER LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.15 |
| BSTLAF 0 01/22/25 EMTN (Banque Stellantis France S.A.) | Long | Debt | FR | $105K | – | 0.01 |
| BX 2020-VKNG B (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $986K | – | 0.11 |
| BX 2021-VIEW A (Bx Trust 2021-View) | Long | ABS-other | US | $146K | – | 0.02 |
| BX 2023-DELC A (BX 2023-DELC MORTGAGE TRUST) | Long | ABS-other | US | $512K | – | 0.06 |
| BX 2023-XL3 A (BX COMMERCIAL MORTGAGE TRUST 2023-XL3) | Long | ABS-other | US | $546K | – | 0.06 |
| BX 2024-CNYN A (BX TRUST 2024-CNYN) | Long | ABS-other | US | $164K | – | 0.02 |
| BX 2024-MF B (BX COMMERCIAL MORTGAGE TRUST 2024-MF) | Long | ABS-other | US | $109K | – | 0.01 |
| BX 2024-PAT A (BX TRUST 2024-PAT) | Long | ABS-other | US | $190K | – | 0.02 |
| BX 2024-PAT B (BX TRUST 2024-PAT) | Long | ABS-other | US | $80K | – | 0.01 |
| BX 2024-VLT4 A (BX TRUST 2024-VLT4) | Long | ABS-other | US | $375K | – | 0.04 |
| BX 2024-VLT4 B (BX TRUST 2024-VLT4) | Long | ABS-other | US | $1M | – | 0.12 |
| BX 2024-XL4 A (BX COMMERCIAL MORTGAGE TRUST 2024-XL4) | Long | ABS-other | US | $500K | – | 0.06 |
| BX 2024-XL4 B (BX COMMERCIAL MORTGAGE TRUST 2024-XL4) | Long | ABS-other | US | $686K | – | 0.08 |
| BX 2024-XL5 B (BX COMMERCIAL MORTGAGE TRUST 2024-XL5) | Long | ABS-other | US | $954K | – | 0.11 |
| C V3.29 03/17/26 (Citigroup Inc.) | Long | Debt | US | $982K | – | 0.11 |
| C V5.174 02/13/30 (Citigroup Inc.) | Long | Debt | US | $336K | – | 0.04 |
| C V5.61 09/29/26 (Citigroup Inc.) | Long | Debt | US | $1M | – | 0.14 |
| CAALT 2022-1A A (CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-1) | Long | ABS-other | US | $616K | – | 0.07 |
| CADEPO 1 05/26/26 144A (CDP Financial Inc.) | Long | Debt | CA | $483K | – | 0.05 |
| CAG 5.3 10/01/26 (Conagra Brands Inc) | Long | Debt | US | $974K | – | 0.11 |
| CARMX 2022-4 A2A (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $126K | – | 0.01 |
| CARMX 2023-2 A2B (CARMAX AUTO OWNER TRUST 2023-2) | Long | ABS-other | US | $475K | – | 0.05 |
| CARMX 2023-2 A3 (CARMAX AUTO OWNER TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.25 |
| CARMX 2023-4 A2A (CARMAX AUTO OWNER TRUST 2023-4) | Long | ABS-other | US | $1M | – | 0.14 |
| CAS 2019-HRP1 M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $628K | – | 0.07 |
| CAS 2021-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $997K | – | 0.11 |
| CAS 2021-R02 2M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $3M | – | 0.34 |
| CAS 2022-R01 1B1 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-other | US | $1M | – | 0.14 |
| CAS 2024-R02 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-other | US | $505K | – | 0.06 |
| CASL 2021-B A1 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-other | US | $154K | – | 0.02 |
| CASL 2021-C B (COLLEGE AVENUE STUDENT LOANS 2021-C LLC) | Long | ABS-other | US | $71K | – | 0.01 |
| CASL 2023-A A1 (COLLEGE AVE STUDENT LOANS 2023-A, LLC) | Long | ABS-other | US | $497K | – | 0.06 |
| CATMED 1.547 10/01/25 (CommonSpirit Health) | Long | Debt | US | $760K | – | 0.09 |
| CAUTO 2020-1A A1 (Cars Db4 LP) | Long | ABS-other | US | $304K | – | 0.03 |
| CAUTO 2021-1A A1 (Cars Db4 LP) | Long | ABS-other | US | $2M | – | 0.20 |
| CCCIT 2023-A1 A1 (Citibank Credit Card Issuance Trust) | Long | ABS-other | US | $377K | – | 0.04 |
| CCDJ V5.278 01/23/26 144A (Federation des Caisses Desjardins du Quebec) | Long | Debt | CA | $997K | – | 0.11 |
| CCG 2022-1 A2 (CCG RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $1M | – | 0.14 |
| CCI 5 01/11/28 (Crown Castle Inc.) | Long | Debt | US | $9K | – | 0.00 |
| CCL 4 08/01/28 144A (Carnival Corporation) | Long | Debt | PA | $352K | – | 0.04 |
| CDEP 5.875 04/30/29 144A (Cassa Depositi e Prestiti S.p.A.) | Long | Debt | IT | $305K | – | 0.03 |
| CDS_IX_CCP CDX.NA.IG.42 1% 20290620 | Derivative-credit | US | $-204K | – | -0.02 | |
| CEDF 2019-10A BR (Cedar Funding X Clo Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| CENT 2023-CITY A (CENT TRUST 2023-CITY) | Long | ABS-other | US | $494K | – | 0.06 |
| CFCRE 2017-C8 ASB (Cfcre Commercial Mortgage Trust 2017-C8) | Long | ABS-other | US | $788K | – | 0.09 |
| CFG V6.064 10/24/25 (Citizens Bank National Association) | Long | Debt | US | $1000K | – | 0.11 |
| CFII 2023-1A A1 (Chesapeake Funding II Llc) | Long | ABS-other | US | $711K | – | 0.08 |
| CFII 2023-2A A1 (Chesapeake Funding II Llc) | Long | ABS-other | US | $383K | – | 0.04 |
| CFII 2024-1A A1 (Chesapeake Funding II Llc) | Long | ABS-other | US | $443K | – | 0.05 |
| CGCMT 2016-P4 AAB (Citigroup Commercial Mortgage Trust) | Long | ABS-other | US | $293K | – | 0.03 |
| CHASE 2019-ATR2 A11 (CHASE HOME LENDING MORTGAGE TRUST) | Long | ABS-other | US | $31K | – | 0.00 |
| CHASE 2019-ATR2 A3 (CHASE HOME LENDING MORTGAGE TRUST) | Long | ABS-other | US | $57K | – | 0.01 |
| CHTR 5.125 05/01/27 144A (CCO Holdings, LLC/ CCO Holdings Capital Corp.) | Long | Debt | US | $721K | – | 0.08 |
| CHTR 5.125 05/01/27 144A (CCO Holdings, LLC/ CCO Holdings Capital Corp.) | Long | Debt | US | $557K | – | 0.06 |
| CIFC 2021-5A A (Cifc Funding 2021-V Ltd / Cifc Funding 2021-V Llc) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| CIVI 8.375 07/01/28 144A (Civitas Resources Inc) | Long | Debt | US | $745K | – | 0.08 |
| CM 5.237 06/28/27 (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $1M | – | 0.17 |
| CMS 4.6 05/30/29 (Consumers Energy Company) | Long | Debt | US | $90K | – | 0.01 |
| CNH 2024-A A3 (CNH EQUIPMENT TRUST 2024-A) | Long | ABS-other | US | $382K | – | 0.04 |
| CNXC 6.65 08/02/26 (Concentrix Corp.) | Long | Debt | US | $1M | – | 0.12 |
| COAST 2023-2HTL A (COAST COMMERCIAL MORTGAGE TRUST 2023-2HTL) | Long | ABS-other | US | $335K | – | 0.04 |
| COF V7.149 10/29/27 (Capital One Financial Corp.) | Long | Debt | US | $961K | – | 0.11 |
| COLT 2022-3 A1 (COLT 2022-3 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $185K | – | 0.02 |
| COMET 2022-A1 A1 (Capital One Multi Asset Execution Trust) | Long | ABS-other | US | $3M | – | 0.30 |
| COMET 2022-A3 A (Capital One Multi Asset Execution Trust) | Long | ABS-other | US | $995K | – | 0.11 |
| COMET 2023-A1 A (Capital One Multi Asset Execution Trust) | Long | ABS-other | US | $698K | – | 0.08 |
| COMM 2013-CR8 B (Commercial Mortgage Trust) | Long | ABS-other | US | $53K | – | 0.01 |
| COMM 2015-CR24 ASB (Comm 2015-Ccre24 Mortgage Trust) | Long | ABS-other | US | $22K | – | 0.00 |
| COMM 2015-PC1 A4 (Commercial Mortgage Trust 2015-PC1) | Long | ABS-other | US | $149K | – | 0.02 |
| COMM 2024-WCL1 A (Commercial Mortgage Trust) | Long | Debt | US | $262K | – | 0.03 |
| CONGR 1.125 09/25/24 (Conti-Gummi Finance BV) | Long | Debt | NL | $117K | – | 0.01 |
| CPB 5.2 03/19/27 (Campbell Soup Company) | Long | Debt | US | $491K | – | 0.06 |
| CPGX 6.055 08/15/26 144A (Columbia Pipelines Holding Co. LLC) | Long | Debt | US | $761K | – | 0.09 |
| CQP 4.5 10/01/29 (Cheniere Energy Partners L P) | Long | Debt | US | $182K | – | 0.02 |
| CRBG 3.5 04/04/25 (Corebridge Financial Inc.) | Long | Debt | US | $2M | – | 0.22 |
| CRBG 3.65 04/05/27 (Corebridge Financial Inc.) | Long | Debt | US | $574K | – | 0.07 |
| CRROCK 5.625 10/15/25 144A (CrownRock LP) | Long | Debt | US | $215K | – | 0.02 |
| CRVNA 2022-P2 A3 (Carvana Auto Receivables Trust 2022- P2) | Long | ABS-other | US | $2M | – | 0.18 |
| CRVNA 2023-P2 A3 (CARVANA AUTO RECIEVABLES TRUST 2023-P2) | Long | ABS-other | US | $2M | – | 0.19 |
| CRVNA 2023-P5 A3 (CARVANA AUTO RECIEVABLES TRUST 2023-P5) | Long | ABS-other | US | $1M | – | 0.11 |
| CRVNA 2024-P1 A3 (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $3M | – | 0.34 |
| CSAB 2006-2 A6A (Csab Mtg Bkd 06-2) | Long | ABS-other | US | $64K | – | 0.01 |
| CSAIL 2016-C6 XA (Csail 2016-C6 Commercial Mortg) | Long | ABS-other | US | $13K | – | 0.00 |
| CSMC 2020-NET A | Long | ABS-other | US | $263K | – | 0.03 |
| CSMC 2022-ATH1 A1A (CSMC 2022-ATH1 TRUST) | Long | ABS-other | US | $242K | – | 0.03 |
| CURRENCY CONTRACT - GBP | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $29K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $23K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $23K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $21K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $661.01 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-281.62 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-670.64 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-21K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-32K | – | -0.00 | |
| CWL 2004-6 1A1 (CWABS Inc.) | Long | ABS-other | US | $502K | – | 0.06 |
| CYRUS 2024-2A A2 (CYRUSONE DATA CENTERS ISSUER I LLC) | Long | ABS-other | US | $929K | – | 0.11 |
| D 3.8 04/01/28 A (Virginia Electric and Power Company) | Long | Debt | US | $100K | – | 0.01 |
| DAL 7 05/01/25 144A (Delta Air Lines Inc.) | Long | Debt | US | $726K | – | 0.08 |
| DANBNK V5.427 03/01/28 144A (Danske Bank A/S) | Long | Debt | DK | $596K | – | 0.07 |
| DB V3.961 11/26/25 (Deutsche Bank AG New York Branch) | Long | Debt | DE | $3M | – | 0.32 |
| DBALT 2006-AB4 A6A1 (Deutsche Alt-B Sec Mtg Ln 2006-Ab4) | Long | ABS-other | US | $68K | – | 0.01 |
| DBALT 2006-AB4 A6A2 (Deutsche Alt-B Sec Mtg Ln 2006-Ab4) | Long | ABS-other | US | $68K | – | 0.01 |
| DCENT 2023-A1 A (Discover Card Execution Note Trust) | Long | ABS-other | US | $687K | – | 0.08 |
| DCENT 2023-A2 A (Discover Card Execution Note Trust) | Long | ABS-other | US | $227K | – | 0.03 |
| DEFT 2023-2 A3 (DELL EQUIPMENT FINANCE TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.18 |
| DKL 8.625 03/15/29 144A (Delek Logistics Partners Lp) | Long | Debt | US | $484K | – | 0.05 |
| DNBNO V1.127 09/16/26 144A (DnB Bank ASA) | Long | Debt | NO | $947K | – | 0.11 |
| DNFRA 2021-1A A (DIAMOND INFRASTRUCTURE FUNDING LLC) | Long | ABS-other | US | $1M | – | 0.17 |
| DTRGR 5.125 09/25/27 144A (Daimler Trucks Finance North America LLC) | Long | Debt | US | $533K | – | 0.06 |
| DTRGR 5.15 01/16/26 144A (Daimler Trucks Finance North America LLC) | Long | Debt | US | $896K | – | 0.10 |
| DUK 2.65 09/01/26 (Duke Energy Corp) | Long | Debt | US | $998K | – | 0.11 |
| DUK 4.85 01/05/29 (Duke Energy Corp) | Long | Debt | US | $119K | – | 0.01 |
| EDVES 2019-A A (EDVESTINU PRIVATE EDUCATION LOAN ISSUE) | Long | ABS-other | US | $110K | – | 0.01 |
| EDVES 2021-A A (EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 3 LLC) | Long | ABS-other | US | $48K | – | 0.01 |
| EFF 2023-1 A2 (ENTERPRISE FLEET FINANCING 2023-1 LLC) | Long | ABS-other | US | $1M | – | 0.17 |
| EFF 2023-1 A2 (ENTERPRISE FLEET FINANCING 2023-1 LLC) | Long | ABS-other | US | $462K | – | 0.05 |
| EFF 2023-2 A2 (ENTERPRISE FLEET FINANCING 2023-2 LLC) | Long | ABS-other | US | $927K | – | 0.11 |
| EFF 2024-1 A2 (ENTERPRISE FLEET FINANCING 2024-1 LLC) | Long | ABS-other | US | $365K | – | 0.04 |
| EFF 2024-1 A3 (ENTERPRISE FLEET FINANCING 2024-1 LLC) | Long | ABS-other | US | $50K | – | 0.01 |
| ELFI 2021-A A (ELFI GRADUATE LOAN PROGRAM 2021-A LLC) | Long | ABS-other | US | $2M | – | 0.19 |
| ELFI 2021-A A (ELFI GRADUATE LOAN PROGRAM 2021-A LLC) | Long | ABS-other | US | $765K | – | 0.09 |
| ELFI 2022-A A (ELFI GRADUATE LOAN PROGRAM 2022-A LLC) | Long | ABS-other | US | $338K | – | 0.04 |
| ELFI 2023-A A (ELFI GRADUATE LOAN PROGRAM 2023-A LLC) | Long | ABS-other | US | $503K | – | 0.06 |
| ELM 2024-ELM A10 (ELM TRUST 2024-ELM) | Long | ABS-other | US | $541K | – | 0.06 |
| ELM 2024-ELM A15 (ELM TRUST 2024-ELM) | Long | ABS-other | US | $541K | – | 0.06 |
| ELM30 2024-6A A (ELMWOOD CLO 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $685K | – | 0.08 |
| ELV 5.15 06/15/29 (Elevance Health Inc.) | Long | Debt | US | $291K | – | 0.03 |
| ENBCN 2.5 02/14/25 (Enbridge Inc.) | Long | Debt | CA | $401K | – | 0.05 |
| ENBCN 5.25 04/05/27 (Enbridge Inc.) | Long | Debt | CA | $555K | – | 0.06 |
| ENBCN 6 11/15/28 (Enbridge Inc.) | Long | Debt | CA | $26K | – | 0.00 |
| ENELIM 2.65 09/10/24 REGS (ENEL Finance International N.V.) | Long | Debt | NL | $497K | – | 0.06 |
| ENELIM 6.8 10/14/25 144A (ENEL Finance International N.V.) | Long | Debt | NL | $508K | – | 0.06 |
| ENIIM 3.625 05/19/27 EMTN (Eni SpA) | Long | Debt | IT | $258K | – | 0.03 |
| EQH 1 01/09/26 144A (Equitable Financial Life Global Funding) | Long | Debt | US | $1M | – | 0.17 |
| EQIX 1.8 07/15/27 (Equinix, Inc.) | Long | Debt | US | $696K | – | 0.08 |
| EQIX 2.5 05/15/31 (Equinix, Inc.) | Long | Debt | US | $415K | – | 0.05 |
| EQM 5.5 07/15/28 (Equitrans Midstream Corporation) | Long | Debt | US | $217K | – | 0.02 |
| EQM 6.5 07/01/27 144A (Equitrans Midstream Corporation) | Long | Debt | US | $81K | – | 0.01 |
| EQT 3.125 05/15/26 144A (EQT Corporation) | Long | Debt | US | $1M | – | 0.15 |
| EQT 5 01/15/29 (EQT Corporation) | Long | Debt | US | $116K | – | 0.01 |
| ERCOTT 4.265 08/01/34 A-1 (Texas Electric Market Stabilization Funding N LLC) | Long | Debt | US | $241K | – | 0.03 |
| ES 5.45 03/01/28 (Eversource Energy) | Long | Debt | US | $73K | – | 0.01 |
| ESA 2021-ESH A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-other | US | $2M | – | 0.17 |
| ET 4.05 03/15/25 (Energy Transfer LP) | Long | Debt | US | $556K | – | 0.06 |
| ET 4.2 04/15/27 (Energy Transfer LP) | Long | Debt | US | $95K | – | 0.01 |
| ET 5.5 06/01/27 * (Energy Transfer LP) | Long | Debt | US | $577K | – | 0.07 |
| ET 6.05 12/01/26 (Energy Transfer LP) | Long | Debt | US | $1M | – | 0.15 |
| ET 6.1 12/01/28 (Energy Transfer LP) | Long | Debt | US | $358K | – | 0.04 |
| EXC 5.15 03/15/28 (Exelon Corporation) | Long | Debt | US | $109K | – | 0.01 |
| F 2.3 02/10/25 (Ford Motor Credit Company LLC) | Long | Debt | US | $1M | – | 0.14 |
| F 4.134 08/04/25 (Ford Motor Credit Company LLC) | Long | Debt | US | $687K | – | 0.08 |
| F 5.125 06/16/25 (Ford Motor Credit Company LLC) | Long | Debt | US | $2M | – | 0.21 |
| F 5.125 06/16/25 (Ford Motor Credit Company LLC) | Long | Debt | US | $635K | – | 0.07 |
| F 5.8 03/05/27 (Ford Motor Credit Company LLC) | Long | Debt | US | $210K | – | 0.02 |
| F 5.8 03/08/29 (Ford Motor Credit Company LLC) | Long | Debt | US | $379K | – | 0.04 |
| F1VE 2023-V1 A3 (FIVE 2023-V1 MORTGAGE TRUST) | Long | ABS-other | US | $493K | – | 0.06 |
| FANG 3.125 03/24/31 (Diamondback Energy Inc) | Long | Debt | US | $121K | – | 0.01 |
| FANG 3.5 12/01/29 (Diamondback Energy Inc) | Long | Debt | US | $235K | – | 0.03 |
| FANG 5.15 01/30/30 (Diamondback Energy Inc) | Long | Debt | US | $493K | – | 0.06 |
| FASTR 2024-AA A1 (Ford Auto Securitization Trust II) | Long | ABS-other | CA | $728K | – | 0.08 |
| FCAT 2023-3 A3 (FLAGSHIP CREDIT AUTO TRUST 2023-3) | Long | ABS-other | US | $599K | – | 0.07 |
| FCNCA V2.969 09/27/25 BKNT (First Citizens Bank & Trust Company) | Long | Debt | US | $435K | – | 0.05 |
| FE 3.9 07/15/27 B (FirstEnergy Corp.) | Long | Debt | US | $130K | – | 0.01 |
| FE 5.15 03/30/26 144A (Pennsylvania Electric Company) | Long | Debt | US | $477K | – | 0.05 |
| FFCB 0.7 01/27/27 (Federal Farm Credit Banks) | Long | Debt | US | $2M | – | 0.21 |
| FFCB 1.3 02/03/31 (Federal Farm Credit Banks) | Long | Debt | US | $702K | – | 0.08 |
| FFCB 1.68 09/17/35 (Federal Farm Credit Banks) | Long | Debt | US | $2M | – | 0.19 |
| FFCB 2.25 08/15/29 (Federal Farm Credit Banks) | Long | Debt | US | $892K | – | 0.10 |
| FFIN 2024-1A A (FOUNDATION FINANCE TRUST 2024-1) | Long | ABS-other | US | $270K | – | 0.03 |
| FFIT 2020-1A A (Fairstone Financial Issuance Trust I) | Long | ABS-other | CA | $176K | – | 0.02 |
| FG 0.9 09/20/24 144A (F&G Global Funding) | Long | Debt | US | $2M | – | 0.21 |
| FG C91864 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FG C91942 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FG E03022 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| FG G14241 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $423K | – | 0.05 |
| FG G18659 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FG G30963 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG G61047 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FG G67720 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $482K | – | 0.05 |
| FH 1G1744 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FH 1J1214 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FH 1J1219 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FH 780605 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| FH 786190 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $678.74 | – | 0.00 |
| FH 788845 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FH 789272 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHAMS 2004-AA1 A1 (1ST Horizon Mtg) | Long | ABS-other | US | $52K | – | 0.01 |
| FHLB 1.61 01/27/33 (Federal Home Loan Banks) | Long | Debt | US | $467K | – | 0.05 |
| FHLB 2.18 11/06/29 (Federal Home Loan Banks) | Long | Debt | US | $663K | – | 0.08 |
| FHLB 5 02/28/25 (Federal Home Loan Banks) | Long | Debt | US | $3M | – | 0.39 |
| FHLMC 5.36 11/22/24 (Federal Home Loan Mortgage Corp.) | Long | Debt | US | $2M | – | 0.26 |
| FHLMC 5.5 02/13/26 (Federal Home Loan Mortgage Corp.) | Long | Debt | US | $2M | – | 0.28 |
| FHMS K121 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $29K | – | 0.00 |
| FHMS KIR2 A1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $158K | – | 0.02 |
| FHR 3228 FN (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $522K | – | 0.06 |
| FHR 3710 MG (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $5K | – | 0.00 |
| FHR 3959 MA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $67K | – | 0.01 |
| FHR 3986 M (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $6K | – | 0.00 |
| FHR 4459 BN (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $187K | – | 0.02 |
| FHR 4494 KA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $46K | – | 0.01 |
| FHR 4752 PL (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $164K | – | 0.02 |
| FHR 4777 CB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $249K | – | 0.03 |
| FHR 4904 FA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $315K | – | 0.04 |
| FHR 4941 MB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $134K | – | 0.02 |
| FHR 4948 E (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $87K | – | 0.01 |
| FHR 5000 MA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $107K | – | 0.01 |
| FHR 5006 KA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $305K | – | 0.03 |
| FHR 5047 LA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $2M | – | 0.20 |
| FHR 5057 MC (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $1M | – | 0.14 |
| FHR 5105 LA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $450K | – | 0.05 |
| FHR 5115 DA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $1M | – | 0.16 |
| FHR 5426 AF (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $1M | – | 0.16 |
| FITB V5.852 10/27/25 (Fifth Third Bank of Cincinnati) | Long | Debt | US | $630K | – | 0.07 |
| FN 606116 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN 665387 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN 685500 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $181K | – | 0.02 |
| FN 721044 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 735642 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN 735643 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN 735653 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FN 795297 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN 823358 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN AL4364 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FN AL5548 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $353K | – | 0.04 |
| FN AL7431 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FN AL7654 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FN AQ8719 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| FN AS5794 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FN AS6745 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $557K | – | 0.06 |
| FN AS7058 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN AS8980 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FN AS9327 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $311K | – | 0.04 |
| FN AS9610 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $256K | – | 0.03 |
| FN AX5615 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $163K | – | 0.02 |
| FN BC9043 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $460K | – | 0.05 |
| FN BE0146 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $198K | – | 0.02 |
| FN BJ1707 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $316K | – | 0.04 |
| FN BJ9249 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FN BM1775 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FN BM1890 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN BM3280 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $285K | – | 0.03 |
| FN BM5082 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| FN BM5568 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $438K | – | 0.05 |
| FN BN5404 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FN BV7978 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FN BW1299 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $539K | – | 0.06 |
| FN BW5055 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $351K | – | 0.04 |
| FN BW8874 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FN BX3263 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $540K | – | 0.06 |
| FN BX5927 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $584K | – | 0.07 |
| FN BZ1178 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FN CA0786 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN CA3599 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $302K | – | 0.03 |
| FN CA8737 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FN CB4508 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $393K | – | 0.04 |
| FN CB4931 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $343K | – | 0.04 |
| FN CB4990 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FN CB4992 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| FN CB4994 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $302K | – | 0.03 |
| FN CB5005 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN CB5746 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $877K | – | 0.10 |
| FN CB5749 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $745K | – | 0.08 |
| FN CB6366 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FN CB6379 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FN FM1245 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $619K | – | 0.07 |
| FN FM2743 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $619K | – | 0.07 |
| FN FS0451 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN FS4885 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $329K | – | 0.04 |
| FN FS6072 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FN MA3060 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $316K | – | 0.04 |
| FN MA3071 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN MA3129 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN MA3310 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN MA4367 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FNMA 0.74 08/25/27 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.20 |
| FNMA 0.81 09/25/28 (Federal National Mortgage Association) | Long | Debt | US | $857K | – | 0.10 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.75 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.68 |
| FNR 2006-98 FA (Federal National Mortgage Association) | Long | ABS-other | US | $83K | – | 0.01 |
| FNR 2007-100 TF (Federal National Mortgage Association) | Long | ABS-other | US | $290K | – | 0.03 |
| FNR 2011-48 MG (Federal National Mortgage Association) | Long | ABS-other | US | $19K | – | 0.00 |
| FNR 2012-79 FM (Federal National Mortgage Association) | Long | ABS-other | US | $89K | – | 0.01 |
| FNR 2015-38 DF (Federal National Mortgage Association) | Long | ABS-other | US | $91K | – | 0.01 |
| FNR 2016-11 AF (Federal National Mortgage Association) | Long | ABS-other | US | $435K | – | 0.05 |
| FNR 2016-40 EF (Federal National Mortgage Association) | Long | ABS-other | US | $519K | – | 0.06 |
| FNR 2018-21 CA (Federal National Mortgage Association) | Long | ABS-other | US | $67K | – | 0.01 |
| FNR 2019-30 FN (Federal National Mortgage Association) | Long | ABS-other | US | $429K | – | 0.05 |
| FNR 2019-53 FA (Federal National Mortgage Association) | Long | ABS-other | US | $651K | – | 0.07 |
| FNR 2019-60 WF (Federal National Mortgage Association) | Long | ABS-other | US | $638K | – | 0.07 |
| FNR 2019-9 MA (Federal National Mortgage Association) | Long | ABS-other | US | $559K | – | 0.06 |
| FNR 2020-79 JA (Federal National Mortgage Association) | Long | ABS-other | US | $423K | – | 0.05 |
| FNR 2022-65 FB (Federal National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.19 |
| FNR 2024-38 FA (Federal National Mortgage Association) | Long | ABS-other | US | $1M | – | 0.17 |
| FORDF 2018-4 A (Ford Credit Floorplan Master Owner Trust A) | Long | ABS-other | US | $423K | – | 0.05 |
| FORDF 2023-1 A1 (Ford Credit Floorplan Master Owner Trust A) | Long | ABS-other | US | $654K | – | 0.07 |
| FORDF 2023-1 A2 (Ford Credit Floorplan Master Owner Trust A) | Long | ABS-other | US | $294K | – | 0.03 |
| FORDF 2023-1 B (Ford Credit Floorplan Master Owner Trust A) | Long | ABS-other | US | $308K | – | 0.03 |
| FORDF 2024-2 A (Ford Credit Floorplan Master Owner Trust A) | Long | ABS-other | US | $414K | – | 0.05 |
| FORDL 2023-B A2A (FORD CREDIT AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.18 |
| FORDO 2022-D A2A (FORD CREDIT AUTO OWNER TRUST 2022-D) | Long | ABS-other | US | $38K | – | 0.00 |
| FORDR 2023-1 A (FORD CREDIT AUTO OWNER TRUST 2023-REV1) | Long | ABS-other | US | $1M | – | 0.16 |
| FORDR 2023-2 A (FORD CREDIT AUTO OWNER TRUST 2023-REV2) | Long | ABS-other | US | $1M | – | 0.15 |
| FORDR 2024-1 A (FORD CREDIT AUTO OWNER TRUST 2024-REV1) | Long | ABS-other | US | $543K | – | 0.06 |
| FR QF1212 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $431K | – | 0.05 |
| FR QG1221 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $269K | – | 0.03 |
| FR QO0932 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FR SB0032 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $228K | – | 0.03 |
| FR SB0623 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| FR SC0405 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FR SD0987 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| FR SD2066 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $463K | – | 0.05 |
| FR ZA2257 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FR ZS8633 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $144K | – | 0.02 |
| FR ZT1857 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $881K | – | 0.10 |
| FREMF 2015-K45 B (FREMF 2015-K45 Mortgage Trust) | Long | ABS-other | US | $246K | – | 0.03 |
| FSK 4.25 02/14/25 144A (FS KKR Capital Corp) | Long | Debt | US | $870K | – | 0.10 |
| FSMT 2021-12 A19 (FLAGSTAR MORTGAGE TRUST 2021-12) | Long | ABS-other | US | $1M | – | 0.12 |
| FSPC T-32 A1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $106K | – | 0.01 |
| FSPC T-56 3AF (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $290K | – | 0.03 |
| FSPC T-61 1A1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $189K | – | 0.02 |
| FSRIA 2021-FL2 A (Fs Rialto 2021-Fl2 Issuer, Ltd. / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $234K | – | 0.03 |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $213K | – | 0.02 | |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-3M | – | -0.36 | |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-6M | – | -0.73 | |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-34M | – | -3.84 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-752K | – | -0.09 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-4M | – | -0.50 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-12M | – | -1.34 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-26M | – | -2.94 | |
| FUT. DAY INT-RTE AUG24 (Chicago Board of Trade) | Derivative-interest rate | US | $16M | – | 1.84 | |
| FUT. EURX EUR-BOBL SEP24 (Eurex) | Derivative-interest rate | DE | $-3M | – | -0.33 | |
| FUT. EURX EUR-BUND SEP24 (Eurex) | Derivative-interest rate | DE | $-141K | – | -0.02 | |
| FUT. LIF LONG GILT SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $3M | – | 0.29 | |
| FUT. SFE 10Y T-BOND SEP24 (Sydney Futures Exchange) | Derivative-interest rate | AU | $5M | – | 0.52 | |
| FUT. U.S. T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.26 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-5M | – | -0.52 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-6M | – | -0.71 | |
| G2 80023 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| G2 80094 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $180.1 | – | 0.00 |
| G2 80119 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| G2 80408 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| G2 8660 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2 8684 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $722.47 | – | 0.00 |
| G2 8746 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GBLATL 1.625 01/15/26 144A (GA Global Funding Trust) | Long | Debt | US | $376K | – | 0.04 |
| GCAT 2021-NQM7 A1 (GCAT 2021-NQM7 TRUST) | Long | ABS-other | US | $164K | – | 0.02 |
| GCCT 2022-4A A (Golden Credit Card Trust) | Long | ABS-other | CA | $3M | – | 0.34 |
| GFLCN 3.75 08/01/25 144A (GFL Environmental Inc.) | Long | Debt | CA | $174K | – | 0.02 |
| GFLCN 5.125 12/15/26 144A (GFL Environmental Inc.) | Long | Debt | CA | $173K | – | 0.02 |
| GHC 5.75 06/01/26 144A (Graham Holdings Co) | Long | Debt | US | $199K | – | 0.02 |
| GILD 3.65 03/01/26 (Gilead Sciences, Inc.) | Long | Debt | US | $102K | – | 0.01 |
| GLENLN 5.338 04/04/27 144A (Glencore Funding LLC) | Long | Debt | US | $544K | – | 0.06 |
| GLENLN 5.371 04/04/29 144A (Glencore Funding LLC) | Long | Debt | US | $638K | – | 0.07 |
| GLENLN 6.125 10/06/28 144A (Glencore Funding LLC) | Long | Debt | US | $34K | – | 0.00 |
| GLM 2017-1A A1R2 (GoldenTree Loan Management US CLO 1, LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $348K | – | 0.04 |
| GM 2.9 02/26/25 (General Motors Financial Company Inc) | Long | Debt | US | $491K | – | 0.06 |
| GM 3.5 11/07/24 (General Motors Financial Company Inc) | Long | Debt | US | $2M | – | 0.23 |
| GM 4 10/06/26 (General Motors Financial Company Inc) | Long | Debt | US | $358K | – | 0.04 |
| GM 5.35 07/15/27 (General Motors Financial Company Inc) | Long | Debt | US | $943K | – | 0.11 |
| GM 5.4 04/06/26 (General Motors Financial Company Inc) | Long | Debt | US | $1M | – | 0.15 |
| GM 5.4 05/08/27 (General Motors Financial Company Inc) | Long | Debt | US | $415K | – | 0.05 |
| GM 5.55 07/15/29 (General Motors Financial Company Inc) | Long | Debt | US | $96K | – | 0.01 |
| GMCAR 2022-4 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4) | Long | ABS-other | US | $4M | – | 0.44 |
| GMCAR 2023-4 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $989K | – | 0.11 |
| GMG 2021-1A A (Gemgarto 2021-1 plc) | Long | ABS-other | GB | $694K | – | 0.08 |
| GMREV 2023-2 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.13 |
| GMREV 2024-1 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $213K | – | 0.02 |
| GN 479448 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $442.31 | – | 0.00 |
| GN 508398 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 514525 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GN 514850 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GN 515657 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $605.39 | – | 0.00 |
| GN 515718 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GN 529481 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GN 532746 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 536235 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 544668 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 781205 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $731.99 | – | 0.00 |
| GNR 2007-30 FH (Government National Mortgage Association) | Long | ABS-other | US | $40K | – | 0.00 |
| GNR 2011-H08 FA (Government National Mortgage Association) | Long | ABS-other | US | $117K | – | 0.01 |
| GNR 2013-H13 FT (Government National Mortgage Association) | Long | ABS-other | US | $172K | – | 0.02 |
| GNR 2016-H07 FM (Government National Mortgage Association) | Long | ABS-other | US | $2K | – | 0.00 |
| GNR 2016-H22 FA (Government National Mortgage Association) | Long | ABS-other | US | $921K | – | 0.10 |
| GNR 2017-136 GB (Government National Mortgage Association) | Long | ABS-other | US | $69K | – | 0.01 |
| GNR 2017-H09 FB (Government National Mortgage Association) | Long | ABS-other | US | $1M | – | 0.14 |
| GNR 2017-H10 FB (Government National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.17 |
| GNR 2020-127 LP (Government National Mortgage Association) | Long | ABS-other | US | $356K | – | 0.04 |
| GNR 2020-17 EU (Government National Mortgage Association) | Long | ABS-other | US | $62K | – | 0.01 |
| GNR 2022-H22 EF (Government National Mortgage Association) | Long | ABS-other | US | $648K | – | 0.07 |
| GNR 2023-H23 JF (Government National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.28 |
| GNR 2024-H07 FC (Government National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.22 |
| GOOD 2022-2CS A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST) | Long | ABS-other | US | $53K | – | 0.01 |
| GOOD 2023-3C A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-3) | Long | ABS-other | US | $187K | – | 0.02 |
| GPMF 2005-AR5 1A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $40K | – | 0.00 |
| GPMF 2006-OH1 A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $176K | – | 0.02 |
| GPN 1.2 03/01/26 (Global Payments Inc) | Long | Debt | US | $931K | – | 0.11 |
| GPN 1.2 03/01/26 (Global Payments Inc) | Long | Debt | US | $169K | – | 0.02 |
| GS 3.85 01/26/27 (Goldman Sachs Group, Inc.) | Long | Debt | US | $1M | – | 0.13 |
| GS V0.855 02/12/26 (Goldman Sachs Group, Inc.) | Long | Debt | US | $786K | – | 0.09 |
| GS V2.64 02/24/28 (Goldman Sachs Group, Inc.) | Long | Debt | US | $19K | – | 0.00 |
| GS V5.283 03/18/27 BKNT (Goldman Sachs Bank USA) | Long | Debt | US | $1M | – | 0.15 |
| GS V5.727 04/25/30 (Goldman Sachs Group, Inc.) | Long | Debt | US | $453K | – | 0.05 |
| GS V5.798 08/10/26 (Goldman Sachs Group, Inc.) | Long | Debt | US | $2M | – | 0.20 |
| GSMBS 2020-PJ4 A2 (GS MORTGAGE-BACKED SECURITIES TRUST) | Long | ABS-other | US | $130K | – | 0.01 |
| GSMBS 2022-PJ2 A4 (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2) | Long | ABS-other | US | $392K | – | 0.04 |
| GSMS 2011-GC5 AS (GS Mortgage Securities Trust 2011-GC5) | Long | ABS-other | US | $179K | – | 0.02 |
| GSMS 2022-GTWY A (GS MORTGAGE SECURITIES CORPORATION TRUST 2022-GTWY) | Long | ABS-other | US | $2M | – | 0.18 |
| GSMS 2023-FUN A (GS MORTGAGE SECURITIES CORPORATION TRUST 2023-FUN) | Long | ABS-other | US | $441K | – | 0.05 |
| GSMS 2023-FUN B (GS MORTGAGE SECURITIES CORPORATION TRUST 2023-FUN) | Long | ABS-other | US | $376K | – | 0.04 |
| GSMS 2023-SHIP B (GS MORTGAGE SECURITIES CORPORATION TRUST 2023-SHIP) | Long | ABS-other | US | $1M | – | 0.13 |
| GSR 2004-11 5A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $35K | – | 0.00 |
| GSR 2005-AR6 2A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $25K | – | 0.00 |
| GSTNE 2019-FL2 A (GREYSTONE CRE NOTES 2019-FL2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.02 |
| Guidestone Fds MONEY MKT INSTL | Long | Short-term investment vehicle | US | $21M | 21M | 2.37 |
| Guidestone Fds MONEY MKT INSTL | Long | Short-term investment vehicle | US | $3M | 3M | 0.32 |
| HALST 2023-B A2A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B) | Long | ABS-other | US | $1M | – | 0.15 |
| HAROT 2023-4 A2 (HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST) | Long | ABS-other | US | $2M | – | 0.22 |
| HART 2022-B A3 (HYUNDAI AUTO RECEIVABLES TRUST 2022-B) | Long | ABS-other | US | $349K | – | 0.04 |
| HART 2024-A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $897K | – | 0.10 |
| HBAN V5.699 11/18/25 (Huntington National Bank Maryland) | Long | Debt | US | $824K | – | 0.09 |
| HCA 4.125 06/15/29 (HCA Inc.) | Long | Debt | US | $601K | – | 0.07 |
| HCA 5.25 04/15/25 (HCA Inc.) | Long | Debt | US | $1M | – | 0.15 |
| HCA 5.375 02/01/25 (HCA Inc.) | Long | Debt | US | $339K | – | 0.04 |
| HCA 5.625 09/01/28 (HCA Inc.) | Long | Debt | US | $439K | – | 0.05 |
| HD 4.75 06/25/29 (Home Depot Inc) | Long | Debt | US | $20K | – | 0.00 |
| HD 5.15 06/25/26 (Home Depot Inc) | Long | Debt | US | $130K | – | 0.01 |
| HERTZ 2021-1A A (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-other | US | $2M | – | 0.19 |
| HESM 6.5 06/01/29 144A (Hess Midstream Operations LP) | Long | Debt | US | $284K | – | 0.03 |
| HI HIS 0.802 10/01/2024 (HAWAII ST) | Long | Debt | US | $988K | – | 0.11 |
| HLM 11A-17 AR (HPS LOAN MANAGEMENT 11-2017 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $172K | – | 0.02 |
| HNDA F 04/23/25 (American Honda Finance Corporation) | Long | Debt | US | $3M | – | 0.28 |
| HOF 2022-1 A1 (HOMEWARD OPPORTUNITIES FUND TRUST 2022-1) | Long | ABS-other | US | $134K | – | 0.02 |
| HSBC V5.597 05/17/28 (HSBC Holdings PLC) | Long | Debt | GB | $356K | – | 0.04 |
| HUNT 2024-1A A3 (HUNTINGTON AUTO TRUST 2024-1) | Long | ABS-other | US | $998K | – | 0.11 |
| HYNMTR 5.5 03/30/26 144A (Hyundai Capital America) | Long | Debt | US | $1M | – | 0.15 |
| HYNMTR 5.65 06/26/26 144A (Hyundai Capital America) | Long | Debt | US | $2M | – | 0.25 |
| HYNMTR 6.25 11/03/25 144A (Hyundai Capital America) | Long | Debt | US | $373K | – | 0.04 |
| HYUELE 6.25 01/17/26 REGS (SK Hynix Inc.) | Long | Debt | KR | $506K | – | 0.06 |
| ICLR 5.809 05/08/27 (ICON Investments Six DAC) | Long | Debt | IE | $465K | – | 0.05 |
| IFF 1.23 10/01/25 144A (International Flavors & Fragrances Inc.) | Long | Debt | US | $946K | – | 0.11 |
| ILMN 5.8 12/12/25 (Illumina Inc) | Long | Debt | US | $300K | – | 0.03 |
| INDX 2006-AR12 A1 (Indymac Indx Mtg) | Long | ABS-other | US | $211K | – | 0.02 |
| INDX 2007-FLX3 A2 (Indymac Indx 07-Fl) | Long | ABS-other | US | $107K | – | 0.01 |
| INFLN 2.125 10/06/25 EMTN (Informa PLC) | Long | Debt | GB | $509K | – | 0.06 |
| INTNED V3.869 03/28/26 (ING Groep N.V.) | Long | Debt | NL | $789K | – | 0.09 |
| IQV 5 05/15/27 144A (Iqvia Inc) | Long | Debt | US | $195K | – | 0.02 |
| IRS_CCP AUD RCV 4.5% PAY BBSW6M 20-SEP-2033 | Derivative-interest rate | AU | $-3K | – | -0.00 | |
| ISRELE 5 11/12/24 6 (Israel Electric Corporation Ltd.) | Long | Debt | IL | $1M | – | 0.17 |
| JDEPNA 0.8 09/24/24 144A (JDE Peets N.V) | Long | Debt | NL | $424K | – | 0.05 |
| JDOT 2024-A A3 (JOHN DEERE OWNER TRUST 2024) | Long | ABS-other | US | $2M | – | 0.23 |
| JPM F 02/24/26 (JPMorgan Chase & Co.) | Long | Debt | US | $2M | – | 0.17 |
| JPM V2.005 03/13/26 (JPMorgan Chase & Co.) | Long | Debt | US | $779K | – | 0.09 |
| JPM V2.083 04/22/26 (JPMorgan Chase & Co.) | Long | Debt | US | $792K | – | 0.09 |
| JPM V4.08 04/26/26 (JPMorgan Chase & Co.) | Long | Debt | US | $928K | – | 0.11 |
| JPM V4.851 07/25/28 (JPMorgan Chase & Co.) | Long | Debt | US | $416K | – | 0.05 |
| JPM V5.04 01/23/28 (JPMorgan Chase & Co.) | Long | Debt | US | $403K | – | 0.05 |
| JPM V5.571 04/22/28 (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.11 |
| JPM V5.571 04/22/28 (JPMorgan Chase & Co.) | Long | Debt | US | $500K | – | 0.06 |
| JPM V6.087 10/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $343K | – | 0.04 |
| JPMBB 2014-C23 ASB (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $7K | – | 0.00 |
| JPMBB 2015-C33 A3 (JPMBB Commercial Mortgage Securities Trust 2015-C33) | Long | ABS-other | US | $184K | – | 0.02 |
| JPMCC 2017-JP7 A3 (Jpmcc Commercial Mortgage Securities) | Long | ABS-other | US | $980K | – | 0.11 |
| JPMCC 2018-WPT AFX (J.P. Morgan Chase Commercial Mortgage Securities Trust) | Long | ABS-other | US | $176K | – | 0.02 |
| JPMMT 2005-A1 6T1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $6K | – | 0.00 |
| JPMMT 2020-LTV1 A11 (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $9K | – | 0.00 |
| JPMMT 2021-12 A11 (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $142K | – | 0.02 |
| JPMMT 2021-14 A12 (JP MORGAN MORTGAGE TRUST 2021-14) | Long | ABS-other | US | $238K | – | 0.03 |
| JPMMT 2021-7 A3 (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $790K | – | 0.09 |
| JPMMT 2022-INV3 A3B (J.P. MORGAN MORTGAGE TRUST 2022-INV3) | Long | ABS-other | US | $3K | – | 0.00 |
| JPMMT 2023-DSC1 A1 (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-other | US | $400K | – | 0.05 |
| JXN 5.6 04/10/26 144A (Jackson National Life Global Funding) | Long | Debt | US | $1M | – | 0.14 |
| KBCBB V4.25 11/28/29 EMTN (KBC Group NV) | Long | Debt | BE | $109K | – | 0.01 |
| KBN F 06/17/26 REGS (Kommunalbanken AS) | Long | Debt | NO | $5M | – | 0.58 |
| KCOT 2023-2A A3 (KUBOTA CREDIT OWNER TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.20 |
| KEY 4.7 01/26/26 (KeyBank National Association) | Long | Debt | US | $333K | – | 0.04 |
| KMI 5 02/01/29 (Kinder Morgan, Inc.) | Long | Debt | US | $139K | – | 0.02 |
| KSL 2023-HT A (KSL COMMERCIAL MORTGAGE TRUST 2023-HT) | Long | ABS-other | US | $231K | – | 0.03 |
| LCCM 2021-FL2 A (LCCM TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| LHX 4.4 06/15/28 (L3 Harris Technologies Inc) | Long | Debt | US | $152K | – | 0.02 |
| LHX 5.05 06/01/29 (L3 Harris Technologies Inc) | Long | Debt | US | $595K | – | 0.07 |
| LIFE 2021-BMR A (LIFE 2021-BMR MORTGAGE TRUST) | Long | ABS-other | US | $966K | – | 0.11 |
| LLOYDS 4.45 05/08/25 (Lloyds Banking Group PLC) | Long | Debt | GB | $297K | – | 0.03 |
| LLOYDS V3.511 03/18/26 (Lloyds Banking Group PLC) | Long | Debt | GB | $1M | – | 0.17 |
| LLOYDS V4.716 08/11/26 (Lloyds Banking Group PLC) | Long | Debt | GB | $989K | – | 0.11 |
| LMT 4.5 02/15/29 (Lockheed Martin Corporation) | Long | Debt | US | $214K | – | 0.02 |
| LNCR 2021-CRE5 A (LOANCORE 2021-CRE5 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| LNT 5.4 06/06/27 144A (Alliant Energy Finance LLC) | Long | Debt | US | $381K | – | 0.04 |
| LOW 2.5 04/15/26 (Lowes Companies, Inc.) | Long | Debt | US | $200K | – | 0.02 |
| LPTY 2.875 10/24/24 144A (Leaseplan Corporation NV) | Long | Debt | NL | $3M | – | 0.29 |
| LUM 2006-7 2A1 (Luminent Mortgage Trust) | Long | ABS-other | US | $182K | – | 0.02 |
| LUX 2023-LION A (LUX TRUST 2023-LION) | Long | ABS-other | US | $209K | – | 0.02 |
| MA MASEDU 6.35 07/01/2049 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $146K | – | 0.02 |
| MARM 2003-6 3A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $15K | – | 0.00 |
| MBART 2023-2 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.21 |
| MCCT 2023-2A A (Master Credit Card Trust) | Long | ABS-other | CA | $2M | – | 0.24 |
| MCHP 5.05 03/15/29 (Microchip Technology Incorporated) | Long | Debt | US | $112K | – | 0.01 |
| MCMLT 2017-3 A1 (Mill City Mortgage Loan Trust) | Long | ABS-other | US | $116K | – | 0.01 |
| MDPK 2017-23A AR (Madison Park Funding Limited) | Long | ABS-collateralized bond/debt obligation | US | $945K | – | 0.11 |
| MDPK 2018-30A A (Madison Park Funding XXX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $884K | – | 0.10 |
| MF1 2021-W10 A (MF1 2021-W10X) | Long | ABS-other | US | $109K | – | 0.01 |
| MFIT 2020-AA A (MARINER FINANCE ISSUANCE TRUST 2020-A) | Long | ABS-other | US | $59K | – | 0.01 |
| MFRA 2021-INV2 A1 (MFA 2021-INV2 TRUST) | Long | ABS-other | US | $199K | – | 0.02 |
| MFRA 2021-RPL1 A1 (MFA TRUST) | Long | ABS-other | US | $566K | – | 0.06 |
| MFRA 2023-INV2 A1 (MFA 2023-INV2 TRUST) | Long | ABS-other | US | $173K | – | 0.02 |
| MFRA 2023-NQM3 A1 (MFA 2023-NQM3 TRUST) | Long | ABS-other | US | $462K | – | 0.05 |
| MFRA 2023-NQM4 A1 (MFA 2023-NQM4 TRUST) | Long | ABS-other | US | $274K | – | 0.03 |
| MIZUHO F 08/22/25 TCD (Mizuho Bank, Ltd. Sydney Branch) | Long | Short-term investment vehicle | JP | $1M | – | 0.15 |
| MMAF 2024-A A3 (MMAF EQUIPMENT FINANCE LLC 2024-A) | Long | ABS-other | US | $134K | – | 0.02 |
| MPLX 4.25 12/01/27 (MPLX LP) | Long | Debt | US | $203K | – | 0.02 |
| MQGAU V1.201 10/14/25 144A (Macquarie Group Ltd.) | Long | Debt | AU | $789K | – | 0.09 |
| MS V0.864 10/21/25 I (Morgan Stanley) | Long | Debt | US | $517K | – | 0.06 |
| MS V1.164 10/21/25 MTN (Morgan Stanley) | Long | Debt | US | $1M | – | 0.12 |
| MS V1.164 10/21/25 MTN (Morgan Stanley) | Long | Debt | US | $789K | – | 0.09 |
| MS V1.164 10/21/25 MTN (Morgan Stanley) | Long | Debt | US | $383K | – | 0.04 |
| MS V4.952 01/14/28 BKNT (Morgan Stanley Bank, National Association (Utah)) | Long | Debt | US | $725K | – | 0.08 |
| MS V5.449 07/20/29 (Morgan Stanley) | Long | Debt | US | $142K | – | 0.02 |
| MS V5.652 04/13/28 MTN (Morgan Stanley) | Long | Debt | US | $1M | – | 0.14 |
| MS V5.652 04/13/28 MTN (Morgan Stanley) | Long | Debt | US | $909K | – | 0.10 |
| MS V5.656 04/18/30 (Morgan Stanley) | Long | Debt | US | $2M | – | 0.18 |
| MS V6.138 10/16/26 (Morgan Stanley) | Long | Debt | US | $987K | – | 0.11 |
| MSBAM 2015-C22 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST) | Long | ABS-other | US | $181K | – | 0.02 |
| MSBAM 2015-C24 A4 (Morgan Stanley BAML Trust) | Long | ABS-other | US | $933K | – | 0.11 |
| MSBAM 2015-C25 A5 (Morgan Stanley BAML Trust) | Long | ABS-other | US | $520K | – | 0.06 |
| MSBAM 2016-C32 XA (Morgan Stanley Bank Of America Merrill Lynch Trust) | Long | ABS-other | US | $23K | – | 0.00 |
| MSC 2021-230P A (MORGAN STANLEY CAPITAL I TRUST 2021-230P) | Long | ABS-other | US | $948K | – | 0.11 |
| MSEV 2021-1A B (MORGAN STANLEY EATON VANCE CLO 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $256K | – | 0.03 |
| MSI 2.3 11/15/30 (Motorola Solutions Inc) | Long | Debt | US | $66K | – | 0.01 |
| MSI 2.75 05/24/31 (Motorola Solutions Inc) | Long | Debt | US | $184K | – | 0.02 |
| MTB 4.65 01/27/26 (Manufacturers & Traders Trust Co.) | Long | Debt | US | $2M | – | 0.19 |
| MTH 5.125 06/06/27 (Meritage Homes Corp) | Long | Debt | US | $572K | – | 0.06 |
| MUFG F 02/17/26 TCD (MUFG Bank Ltd (Sydney Branch)) | Long | Short-term investment vehicle | JP | $1M | – | 0.14 |
| MUFG F 10/01/24 EMTn (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $1M | – | 0.15 |
| NACN V5.6 07/02/27 (National Bank of Canada) | Long | Debt | CA | $1M | – | 0.17 |
| NAROT 2023-A A3 (NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST) | Long | ABS-other | US | $3M | – | 0.29 |
| NAVMT 2023-1 A (Navistar FinDeal) | Long | ABS-other | US | $1M | – | 0.11 |
| NAVMT 2023-1 A (Navistar FinDeal) | Long | ABS-other | US | $185K | – | 0.02 |
| NAVMT 2024-1 A (Navistar FinDeal) | Long | ABS-other | US | $293K | – | 0.03 |
| NAVSL 2017-2A A (Navient Student Loan Trust 2017-2) | Long | ABS-other | US | $606K | – | 0.07 |
| NAVSL 2017-5A A (Navient Private Education Loan Trust 2015-c) | Long | ABS-other | US | $556K | – | 0.06 |
| NAVSL 2018-DA A2A (Navient Private Education Loan Trust 2018) | Long | ABS-other | US | $215K | – | 0.02 |
| NAVSL 2018-EA A2 (Navient Private Education Loan Trust 2018) | Long | ABS-other | US | $19K | – | 0.00 |
| NAVSL 2019-BA A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $145K | – | 0.02 |
| NAVSL 2019-BA A2B (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $131K | – | 0.01 |
| NAVSL 2019-CA A2 (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $92K | – | 0.01 |
| NAVSL 2019-EA A2B (Navient Private Education Refi Loan Trust 2019-E) | Long | ABS-other | US | $188K | – | 0.02 |
| NAVSL 2019-GA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G) | Long | ABS-other | US | $124K | – | 0.01 |
| NAVSL 2020-A A2A (Navient Private Education Loan Trust 2020-A) | Long | ABS-other | US | $290K | – | 0.03 |
| NAVSL 2020-A A2B (Navient Private Education Loan Trust 2020-A) | Long | ABS-other | US | $51K | – | 0.01 |
| NAVSL 2020-DA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $410K | – | 0.05 |
| NAVSL 2020-FA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $185K | – | 0.02 |
| NAVSL 2020-HA A (Navient Private Education Refi Loan Trust 2020-H) | Long | ABS-other | US | $281K | – | 0.03 |
| NAVSL 2020-HA A (Navient Private Education Refi Loan Trust 2020-H) | Long | ABS-other | US | $270K | – | 0.03 |
| NAVSL 2020-IA A1B (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $638K | – | 0.07 |
| NAVSL 2020-IA A1B (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $421K | – | 0.05 |
| NAVSL 2021-A A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $237K | – | 0.03 |
| NAVSL 2021-A A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $33K | – | 0.00 |
| NAVSL 2021-CA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $800K | – | 0.09 |
| NAVSL 2021-CA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $249K | – | 0.03 |
| NAVSL 2021-EA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E) | Long | ABS-other | US | $686K | – | 0.08 |
| NAVSL 2021-FA A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F) | Long | ABS-other | US | $909K | – | 0.10 |
| NAVSL 2022-A A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A) | Long | ABS-other | US | $1M | – | 0.13 |
| NBNAUS 0.875 10/08/24 144A (NBN Co Ltd.) | Long | Debt | AU | $869K | – | 0.10 |
| NCMS 2022-RRI A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST RRI) | Long | ABS-other | US | $1M | – | 0.14 |
| NECELE 1.543 11/26/24 144A (Renesas Electronics Corp.) | Long | Debt | JP | $1M | – | 0.14 |
| NEE F 01/29/26 (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $3M | – | 0.28 |
| NEP 4.25 07/15/24 144A (NextEra Energy Operating Partners LP) | Long | Debt | US | $405K | – | 0.05 |
| NEUB 2017-16SA AR (Neuberger Berman CLO XVI-S LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $621K | – | 0.07 |
| NEUB 2017-26A AR (Neuberger Berman Loan Advisers CLO 26, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $592K | – | 0.07 |
| NFE 6.5 09/30/26 144A (New Fortress Energy Inc.) | Long | Debt | US | $170K | – | 0.02 |
| NFG 5.5 10/01/26 (National Fuel Gas Company) | Long | Debt | US | $1M | – | 0.17 |
| NGGLN 0.19 01/20/25 (National Grid Electricity Transmission PLC) | Long | Debt | GB | $105K | – | 0.01 |
| NGGLN 0.41 01/20/26 EMTN (National Grid North America Inc.) | Long | Debt | US | $102K | – | 0.01 |
| NGGLN 4.151 09/12/27 EMTN (National Grid North America Inc.) | Long | Debt | US | $381K | – | 0.04 |
| NOC 3.2 02/01/27 (Northrop Grumman Corporation) | Long | Debt | US | $200K | – | 0.02 |
| NOMURA 1.851 07/16/25 (Nomura Holdings Inc.) | Long | Debt | JP | $3M | – | 0.29 |
| NOMURA 2.329 01/22/27 (Nomura Holdings Inc.) | Long | Debt | JP | $555K | – | 0.06 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $7M | 7M | 0.75 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $2M | 2M | 0.25 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $2M | 2M | 0.19 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $4M | 4M | 0.43 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $3M | 3M | 0.34 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $396K | 396K | 0.04 |
| NRZT 2017-3A A1 (New Resi Mtg Tr 20) | Long | ABS-other | US | $1M | – | 0.16 |
| NRZT 2017-4A A1 (Mortgage Loan Trust 2017-4) | Long | ABS-other | US | $424K | – | 0.05 |
| NRZT 2018-1A A1A (New Residential Mortgage Loan Trust) | Long | ABS-other | US | $635K | – | 0.07 |
| NRZT 2019-RPL3 A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-other | US | $682K | – | 0.08 |
| NRZT 2020-1A A1B (New Residential Mortgage Loan Trust 2020-1) | Long | ABS-other | US | $313K | – | 0.04 |
| NRZT 2020-RPL1 A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST) | Long | ABS-other | US | $878K | – | 0.10 |
| NSANY 1.125 09/16/24 144A (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $425K | – | 0.05 |
| NSANY 1.125 09/16/24 144A (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $223K | – | 0.03 |
| NSANY 1.85 09/16/26 REGS (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $641K | – | 0.07 |
| NSANY 7.05 09/15/28 144A (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $108K | – | 0.01 |
| NSC 2.9 06/15/26 (Norfolk Southern Corporation) | Long | Debt | US | $822K | – | 0.09 |
| NSLT 2016-1A A (Nelnet Student Loan Trust) | Long | ABS-other | US | $365K | – | 0.04 |
| NSLT 2021-A APT2 (NELNET STUDENT LOAN TRUST 2021-A) | Long | ABS-other | US | $384K | – | 0.04 |
| NSLT 2021-BA AFX (NELNET STUDENT LOAN TRUST) | Long | ABS-other | US | $364K | – | 0.04 |
| NTT 4.372 07/27/27 144A (NTT Finance Corp) | Long | Debt | JP | $196K | – | 0.02 |
| NWG F 03/22/25 REGS (Natwest Markets PLC) | Long | Debt | GB | $2M | – | 0.17 |
| NWG V5.847 03/02/27 (NatWest Group PLC) | Long | Debt | GB | $902K | – | 0.10 |
| NYKRE 2 01/01/25 13H (Nykredit Realkredit A/S) | Long | Debt | DK | $3M | – | 0.29 |
| O 2.1 03/15/28 (Realty Income Corporation) | Long | Debt | US | $85K | – | 0.01 |
| OAKC 2019-2A AR (Oha Credit Funding 2 Ltd / Oha Credit Funding 2 Llc) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.09 |
| OBDC 3.75 07/22/25 (Blue Owl Capital Corporation) | Long | Debt | US | $497K | – | 0.06 |
| OBX 2020-EXP3 2A1B (Obx 2020-Exp3 Trust) | Long | ABS-other | US | $351K | – | 0.04 |
| OBX 2023-NQM6 A1 (OBX 2023-NQM6 TRUST) | Long | ABS-other | US | $576K | – | 0.07 |
| OCINCC 6.6 09/15/29 144A (Blue Owl Credit Income Corp.) | Long | Debt | US | $104K | – | 0.01 |
| OCP 2020-19A BR (Ocp Clo 2020-19 Ltd/ Llc) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| OCP CLO 2014-6 LTD FRN | Long | Debt | KY | $1M | – | 0.11 |
| ODART 2022-1A A1 (ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $2M | – | 0.28 |
| ODART 2023-1A A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.25 |
| ODART 2023-1A A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $880K | – | 0.10 |
| OIS_CCP GBP RCV 4% PAY SONIA1D 18-SEP-2029 | Derivative-interest rate | GB | $24K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029 | Derivative-interest rate | US | $35K | – | 0.00 | |
| OKE 5.55 11/01/26 (Oneok Inc.) | Long | Debt | US | $718K | – | 0.08 |
| OKE 5.65 11/01/28 (Oneok Inc.) | Long | Debt | US | $126K | – | 0.01 |
| OMERFT 1.1 03/26/26 144A (OMERS Finance Trust) | Long | Debt | CA | $631K | – | 0.07 |
| OMERFT 4 04/20/28 144A (OMERS Finance Trust) | Long | Debt | CA | $539K | – | 0.06 |
| OMF 7.125 03/15/26 (OneMain Financial Corporation) | Long | Debt | US | $590K | – | 0.07 |
| OMFIT 2019-2A A (Onemain Financial Issuance Trust 2019-2) | Long | ABS-other | US | $208K | – | 0.02 |
| OMFIT 2022-2A A (ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2) | Long | ABS-other | US | $2M | – | 0.19 |
| OMFIT 2022-3A A (ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3) | Long | ABS-other | US | $2M | – | 0.21 |
| OMFIT 2023-1A A (ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1) | Long | ABS-other | US | $152K | – | 0.02 |
| OMIR 2021-2 M1A (OAKTOWN RE VII LTD) | Long | ABS-other | BM | $239K | – | 0.03 |
| ONP 2021-PARK A (ONE MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.21 |
| ONTTFT 4.25 04/25/28 144A (Ontario Teachers Finance Trust) | Long | Debt | CA | $1M | – | 0.12 |
| ONYP 2020-1NYP A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-other | US | $234K | – | 0.03 |
| OPEN 2023-AIR A (OPEN TRUST 2023-AIR) | Long | ABS-other | US | $109K | – | 0.01 |
| ORCL 1.65 03/25/26 (Oracle Corp.) | Long | Debt | US | $374K | – | 0.04 |
| ORCL 2.3 03/25/28 (Oracle Corp.) | Long | Debt | US | $430K | – | 0.05 |
| ORCL 2.65 07/15/26 (Oracle Corp.) | Long | Debt | US | $720K | – | 0.08 |
| OTFINC 3.75 06/17/26 (Blue Owl Technology Finance Corp.) | Long | Debt | US | $322K | – | 0.04 |
| OVV 5.65 05/15/25 (Ovintiv Inc) | Long | Debt | US | $959K | – | 0.11 |
| OXY 8.5 07/15/27 (Occidental Petroleum Corporation) | Long | Debt | US | $234K | – | 0.03 |
| OZLMF 2013-4A A1R (OZLM Funding IV Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $303K | – | 0.03 |
| PAA 4.5 12/15/26 (Plains All American Pipeline L.P.) | Long | Debt | US | $2M | – | 0.21 |
| PACLIF F 06/04/26 144A (Pacific Life Global Funding II) | Long | Debt | US | $501K | – | 0.06 |
| PATH 2023-1 A (PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1) | Long | ABS-other | US | $410K | – | 0.05 |
| PCG 2.1 08/01/27 (Pacific Gas and Electric Company) | Long | Debt | US | $542K | – | 0.06 |
| PCG 4.95 06/08/25 (Pacific Gas and Electric Company) | Long | Debt | US | $991K | – | 0.11 |
| PEAHEA 1.375 11/15/25 2020 (PeaceHealth) | Long | Debt | US | $98K | – | 0.01 |
| PENSKE 1.2 11/15/25 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) | Long | Debt | US | $229K | – | 0.03 |
| PENSKE 3.45 07/01/24 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) | Long | Debt | US | $2M | – | 0.17 |
| PENSKE 5.35 01/12/27 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) | Long | Debt | US | $300K | – | 0.03 |
| PFAST 2023-1A A3 (PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.14 |
| PFAST 2023-2A A3 (PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2) | Long | ABS-other | US | $470K | – | 0.05 |
| PFP 2021-8 A (PFP LTD) | Long | ABS-collateralized bond/debt obligation | KY | $272K | – | 0.03 |
| PFSFC 2022-D A (PFS Financing Corp) | Long | ABS-other | US | $165K | – | 0.02 |
| PFSFC 2023-A A (PFS Financing Corp) | Long | ABS-other | US | $1M | – | 0.13 |
| PFSFC 2023-C A (PFS Financing Corp) | Long | ABS-other | US | $1M | – | 0.11 |
| PFSFC 2024-B A (PFS Financing Corp) | Long | ABS-other | US | $2M | – | 0.27 |
| PFSFC 2024-D A (PFS Financing Corp) | Long | ABS-other | US | $161K | – | 0.02 |
| PKBLU 2024-5A A1 (PARK BLUE CLO 2024-V LTD) | Long | ABS-collateralized bond/debt obligation | KY | $325K | – | 0.04 |
| PLMRS 2013-2A A1A3 (Palmer Square CLO 2018-3 Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $187K | – | 0.02 |
| PLMRS 2024-2A A1 (PALMER SQUARE CLO 2024-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| PNC V4.758 01/26/27 (PNC Financial Services Group Inc.) | Long | Debt | US | $934K | – | 0.11 |
| PNC V5.3 01/21/28 (PNC Financial Services Group Inc.) | Long | Debt | US | $290K | – | 0.03 |
| PRAA 7.375 09/01/25 144A (PRA Group Inc.) | Long | Debt | US | $200K | – | 0.02 |
| PRDGY 2021-1A A (PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY) | Long | ABS-other | IE | $50K | – | 0.01 |
| PRET 2021-RN1 A1 (PRET LLC) | Long | ABS-other | US | $355K | – | 0.04 |
| PRKCM 2021-AFC2 A1 (PRKCM 2021-AFC2 TRUST) | Long | ABS-other | US | $237K | – | 0.03 |
| PRKCM 2023-AFC3 A1 (PRKCM 2023-AFC3 TRUST) | Long | ABS-other | US | $5K | – | 0.00 |
| PROG 2021-SFR10 A (PROGRESS RESIDENTIAL 2021-SFR10 TRUST) | Long | ABS-other | US | $130K | – | 0.01 |
| PRPM 2024-NQM2 A1 (PRPM 2024-NQM2 TRUST) | Long | ABS-other | US | $101K | – | 0.01 |
| PRPM 2024-RCF1 A1 (PRPM 2024-RCF1 LLC) | Long | ABS-other | US | $91K | – | 0.01 |
| PSA F 04/16/27 (Public Storage Operating Co.) | Long | Debt | US | $1M | – | 0.13 |
| PXD 1.125 01/15/26 (Pioneer Natural Resources Company) | Long | Debt | US | $235K | – | 0.03 |
| QRVO 1.75 12/15/24 (Qorvo Inc) | Long | Debt | US | $608K | – | 0.07 |
| R 2.85 03/01/27 MTN (Ryder System, Inc.) | Long | Debt | US | $221K | – | 0.03 |
| R 5.3 03/15/27 MTN (Ryder System, Inc.) | Long | Debt | US | $466K | – | 0.05 |
| RABOBK V1.98 12/15/27 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $918K | – | 0.10 |
| RCFFP 5.25 11/22/28 EMTN (Teleperformance SE) | Long | Debt | FR | $219K | – | 0.02 |
| RCICN 2.9 11/15/26 (Rogers Communications Inc.) | Long | Debt | CA | $169K | – | 0.02 |
| RCICN 3.2 03/15/27 (Rogers Communications Inc.) | Long | Debt | CA | $95K | – | 0.01 |
| RCICN 5 02/15/29 (Rogers Communications Inc.) | Long | Debt | CA | $292K | – | 0.03 |
| RCMT 2021-FL6 A (READY CAPITAL MORTGAGE FINANCING LLC) | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.03 |
| RDKRE 1 01/01/25 10f (Realkredit Danmark A/S) | Long | Debt | DK | $3M | – | 0.29 |
| RESI 2021-2NCA A1A (Resimac Bastille Trust In Respect Of Resimac Bastille Series 2021-2Nc) | Long | ABS-other | AU | $311K | – | 0.04 |
| RFMSI 2003-S9 A1 (Residential Fdg I) | Long | ABS-other | US | $3K | – | 0.00 |
| RMIR 2021-2 M1A (RADNOR RE 2021-2 LTD) | Long | ABS-other | BM | $3K | – | 0.00 |
| RMIT 2020-1 A (REGIONAL MANAGEMENT ISSUANCE TRUST 2020-1) | Long | ABS-other | US | $31K | – | 0.00 |
| RMIT 2021-1 A (REGIONAL MANAGEMENT ISSUANCE TRUST) | Long | ABS-other | US | $82K | – | 0.01 |
| RMIT 2022-2B A (REGIONAL MANAGEMENT ISSUANCE TRUST 2022-B) | Long | ABS-other | US | $141K | – | 0.02 |
| RMIT 2024-1 A (REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1) | Long | ABS-other | US | $104K | – | 0.01 |
| RRAMX 2021-4A A1 (GULF STREAM MERIDIAN 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $903K | – | 0.10 |
| RRX 6.05 02/15/26 (Regal Rexnord Corporation) | Long | Debt | US | $827K | – | 0.09 |
| S 7.625 03/01/26 (Sprint LLC) | Long | Debt | US | $165K | – | 0.02 |
| SABSM V4 01/15/30 EMTN (Banco de Sabadell SA) | Long | Debt | ES | $108K | – | 0.01 |
| SAMI 2005-AR5 A1 (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $17K | – | 0.00 |
| SAMI 2005-AR8 A1A (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $97K | – | 0.01 |
| SANUK V6.833 11/21/26 (Santander UK Group Holdings PLC) | Long | Debt | GB | $507K | – | 0.06 |
| SANUSA V6.124 05/31/27 (Santander Holdings USA Inc.) | Long | Debt | US | $241K | – | 0.03 |
| SARM 2004-13 A2 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $30K | – | 0.00 |
| SASC 2005-7XS 2A1A (Structured Asset Securities Corp.) | Long | ABS-other | US | $48K | – | 0.01 |
| SBALT 2023-A A2 (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $2M | – | 0.23 |
| SBATOW 1.631 11/15/26 144A (SBA Tower Trust) | Long | ABS-other | US | $727K | – | 0.08 |
| SBATOW 1.884 01/15/26 144A (SBA Tower Trust) | Long | ABS-other | US | $640K | – | 0.07 |
| SBATOW 2.836 01/15/25 144A (SBA Tower Trust) | Long | ABS-other | US | $2M | – | 0.19 |
| SBATOW 2.836 01/15/25 144A (SBA Tower Trust) | Long | ABS-other | US | $1M | – | 0.17 |
| SBCLN 2021-1A B (Santander Bank National Association) | Long | ABS-other | US | $58K | – | 0.01 |
| SBCLN 2022-B C (Santander Bank National Association) | Long | ABS-other | US | $173K | – | 0.02 |
| SBCLN 2022-C C (Santander Bank National Association) | Long | ABS-other | US | $386K | – | 0.04 |
| SBCLN 2022-C D (Santander Bank National Association) | Long | ABS-other | US | $177K | – | 0.02 |
| SCCU 2023-1A A2 (SCCU AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $415K | – | 0.05 |
| SCRT 2018-2 MA (Freddie Mac Seasoned Credit Risk Transfer Trust) | Long | ABS-other | US | $164K | – | 0.02 |
| SCRT 2018-3 MA (Freddie Mac Seasoned Credit Risk Transfer Trust) | Long | ABS-other | US | $199K | – | 0.02 |
| SCRT 2019-4 MA (Freddie Mac Seasoned Credit Risk Transfer Trust) | Long | ABS-other | US | $448K | – | 0.05 |
| SDART 2023-5 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $1M | – | 0.11 |
| SDART 2023-6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $1M | – | 0.16 |
| SEB 1.4 11/19/25 144A (Skandinaviska Enskilda Banken AB (publ)) | Long | Debt | SE | $2M | – | 0.22 |
| SEB F 03/05/27 144A (Skandinaviska Enskilda Banken AB (publ)) | Long | Debt | SE | $505K | – | 0.06 |
| SEK 4 07/15/25 GMTN (Swedish Export Credit Corporation) | Long | Debt | SE | $770K | – | 0.09 |
| SEMT 2017-CH1 A2 (Sequoia Mtg Trust) | Long | ABS-other | US | $15K | – | 0.00 |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $189M | – | 21.45 | |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $91M | – | 10.39 | |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $40M | – | 4.57 | |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.37 | |
| SGCP 2023-FL5 A (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.13 |
| SGR 2022-2 A1 (SG RESIDENTIAL MORTGAGE TRUST 2022-2) | Long | ABS-other | US | $110K | – | 0.01 |
| SHINE 2021-1A A (Diamond Issuer Llc) | Long | ABS-other | US | $2M | – | 0.18 |
| SIDC 2021-1A A2 (Stack Infrastructure Issuer Llc) | Long | ABS-other | US | $1M | – | 0.17 |
| SIRI 3.125 09/01/26 144A (Sirius Xm Radio Inc) | Long | Debt | US | $565K | – | 0.06 |
| SLMA 2004-A A3 (SLM Private Cr Student Loan Trust) | Long | ABS-other | US | $104K | – | 0.01 |
| SLMA 2007-A A4A (SLM Private Credit Student Loan Trust 2007-A) | Long | ABS-other | US | $106K | – | 0.01 |
| SLMA 2010-C A5 (SLM Private Education Loan Trust 2014-A) | Long | ABS-other | US | $68K | – | 0.01 |
| SMB 2016-A A2B (SMB Private Education Loan Trust 2016-A) | Long | ABS-other | US | $36K | – | 0.00 |
| SMB 2018-B A2B (Smb Private Education Loan Trust 2018-B) | Long | ABS-other | US | $164K | – | 0.02 |
| SMB 2020-A A2A (SMB PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $445K | – | 0.05 |
| SMB 2020-A A2B (SMB PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $47K | – | 0.01 |
| SMB 2020-PTA A2B (SMB PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $1M | – | 0.15 |
| SMB 2021-A APL (SMB Private Education Loan Trust 2021-A) | Long | ABS-other | US | $442K | – | 0.05 |
| SMB 2021-A B (SMB Private Education Loan Trust 2021-A) | Long | ABS-other | US | $135K | – | 0.02 |
| SMB 2021-B A (SMB PRIVATE EDUCATION LOAN TRUST 2021-B) | Long | ABS-other | US | $630K | – | 0.07 |
| SMB 2022-A APT (SMB PRIVATE EDUCATION LOAN TRUST 2022-A) | Long | ABS-other | US | $1M | – | 0.12 |
| SMB 2022-D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $690K | – | 0.08 |
| SMB 2023-A A1B (SMB PRIVATE EDUCATION LOAN TRUST 2023-A) | Long | ABS-other | US | $307K | – | 0.03 |
| SMB 2023-C A1A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $172K | – | 0.02 |
| SMB 2024-A A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-A) | Long | ABS-other | US | $238K | – | 0.03 |
| SMB 2024-C A1A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $402K | – | 0.05 |
| SNLN 5.15 03/20/27 (Smith & Nephew PLC) | Long | Debt | GB | $324K | – | 0.04 |
| SOCGEN 2.625 01/22/25 144A (Societe Generale S.A.) | Long | Debt | FR | $3M | – | 0.31 |
| SOFI 2016-F A2 (Sofi Professional Loan Program 2016-F) | Long | ABS-other | US | $172K | – | 0.02 |
| SOFI 2018-B A2FX (SoFi Professional Loan Program 2018-B TR) | Long | ABS-other | US | $88K | – | 0.01 |
| SOFI 2018-C A2FX (SOFI PROFESSIONAL LOAN PROGRAM LLC) | Long | ABS-other | US | $44K | – | 0.01 |
| SOFI 2019-B A2FX (SOFI PROFESSIONAL LOAN PROGRAM TRUST) | Long | ABS-other | US | $50K | – | 0.01 |
| SOFI 2020-A A2FX (SOFI PROFESSIONAL LOAN PROGRAM TRUST) | Long | ABS-other | US | $207K | – | 0.02 |
| SOFI 2021-A AFX (SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST) | Long | ABS-other | US | $119K | – | 0.01 |
| SOFI 2021-B AFX (SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST) | Long | ABS-other | US | $1M | – | 0.12 |
| SOLV 5.4 03/01/29 144A (Solventum Corp.) | Long | Debt | US | $244K | – | 0.03 |
| SPEAK 2018-5A A1R (SIGNAL PEAK CLO 5 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $402K | – | 0.05 |
| SPEAK 2022-12A A1 (SIGNAL PEAK CLO 12 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $351K | – | 0.04 |
| SPLLLC 5 03/15/27 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $296K | – | 0.03 |
| SPLLLC 5.625 03/01/25 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $1M | – | 0.16 |
| SPLLLC 5.625 03/01/25 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $361K | – | 0.04 |
| SPLT 2024-1A A (SOFI PERSONAL LOAN TRUST 2024-1) | Long | ABS-other | US | $307K | – | 0.03 |
| SPRNTS 4.738 03/20/25 144A (Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC) | Long | Debt | US | $46K | – | 0.01 |
| SRTGR 4.25 09/14/26 (Sartorius Finance BV) | Long | Debt | NL | $325K | – | 0.04 |
| STACR 2021-DNA5 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $590K | – | 0.07 |
| STACR 2021-DNA6 B1 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.12 |
| STACR 2021-DNA6 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $2M | – | 0.21 |
| STACR 2021-DNA7 B1 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.12 |
| STACR 2022-HQA1 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $355K | – | 0.04 |
| STAR 2020-3 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) | Long | ABS-other | US | $113K | – | 0.01 |
| STAR 2020-INV1 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) | Long | ABS-other | US | $73K | – | 0.01 |
| STESP 1.5 04/29/25 EMTN (ST Engineering RHQ Ltd.) | Long | Debt | GB | $3M | – | 0.30 |
| STR 2024-1A A1 (Store Master Funding LLC) | Long | ABS-other | US | $801K | – | 0.09 |
| STWD 2019-FL1 A (Stwd 2019-Fl1 LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $55K | – | 0.01 |
| STWD 2021-HTS A (STWD 2021-HTS MORTGAGE TRUST) | Long | ABS-other | US | $901K | – | 0.10 |
| STWD 4.75 03/15/25 (Starwood Property Trust, Inc.) | Long | Debt | US | $578K | – | 0.07 |
| SUMIBK 1.474 07/08/25 (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $1M | – | 0.12 |
| SUMIBK 5.464 01/13/26 (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $1M | – | 0.12 |
| SUMIBK F 02/20/26 TCD (Sumitomo Mitsui Banking Corporation, Sydney Branch) | Long | Debt | JP | $804K | – | 0.09 |
| SUMIBK F 10/16/24 EMTN (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $668K | – | 0.08 |
| SUMITR 5.65 09/14/26 144A (Sumitomo Mitsui Trust Bank Ltd.) | Long | Debt | JP | $3M | – | 0.29 |
| SUN 7 05/01/29 144A (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $174K | – | 0.02 |
| SWEDA 5.337 09/20/27 144A (Swedbank AB (publ)) | Long | Debt | SE | $2M | – | 0.23 |
| SWITCH ABS ISSUER L 5.44% | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| SYDAU 3.375 04/30/25 REGS (Sydney Airport Finance Co Pty Ltd.) | Long | Debt | AU | $982K | – | 0.11 |
| SYDAU 3.625 04/28/26 REGS (Sydney Airport Finance Co Pty Ltd.) | Long | Debt | AU | $2M | – | 0.18 |
| SYF 5.4 08/22/25 BKNT (Synchrony Bank) | Long | Debt | US | $2M | – | 0.18 |
| SYNIT 2023-A1 A (Synchrony Card Issuance Trust 2018-1) | Long | ABS-other | US | $1M | – | 0.14 |
| T 0.625 10/15/24 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.45 |
| T 2.125 05/15/25 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.22 |
| T 2.75 05/15/25 (United States Treasury Notes) | Long | Debt | US | $6M | – | 0.65 |
| T 2.875 06/15/25 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.17 |
| T 3 07/15/25 (United States Treasury Notes) | Long | Debt | US | $20M | – | 2.23 |
| T 3.625 05/15/26 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.49 |
| T 3.75 04/15/26 (United States Treasury Notes) | Long | Debt | US | $12M | – | 1.32 |
| T 4 01/15/27 (United States Treasury Notes) | Long | Debt | US | $11M | – | 1.29 |
| T 4 01/15/27 (United States Treasury Notes) | Long | Debt | US | $7M | – | 0.83 |
| T 4.125 02/15/27 (United States Treasury Notes) | Long | Debt | US | $12M | – | 1.39 |
| T 4.125 02/15/27 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.29 |
| T 4.125 03/31/29 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.14 |
| T 4.125 06/15/26 (United States Treasury Notes) | Long | Debt | US | $12M | – | 1.36 |
| T 4.25 03/15/27 (United States Treasury Notes) | Long | Debt | US | $13M | – | 1.50 |
| T 4.25 03/15/27 (United States Treasury Notes) | Long | Debt | US | $590K | – | 0.07 |
| T 4.25 09/30/24 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.41 |
| T 4.375 08/15/26 (United States Treasury Notes) | Long | Debt | US | $29M | – | 3.35 |
| T 4.5 03/31/26 (United States Treasury Notes) | Long | Debt | US | $14M | – | 1.64 |
| T 4.5 04/15/27 (United States Treasury Notes) | Long | Debt | US | $12M | – | 1.41 |
| T 4.5 05/15/27 (United States Treasury Notes) | Long | Debt | US | $8M | – | 0.89 |
| T 4.5 05/15/27 (United States Treasury Notes) | Long | Debt | US | $7M | – | 0.76 |
| T 4.5 07/15/26 (United States Treasury Notes) | Long | Debt | US | $12M | – | 1.36 |
| T 4.625 02/28/26 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.27 |
| T 4.625 09/15/26 (United States Treasury Notes) | Long | Debt | US | $10M | – | 1.13 |
| T 4.625 10/15/26 (United States Treasury Notes) | Long | Debt | US | $10M | – | 1.16 |
| T 4.625 11/15/26 (United States Treasury Notes) | Long | Debt | US | $11M | – | 1.22 |
| T 4.875 04/30/26 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.30 |
| T 4.875 10/31/28 (United States Treasury Notes) | Long | Debt | US | $408K | – | 0.05 |
| T 7.5 11/15/24 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.23 |
| TALNT 2023-1A A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1) | Long | ABS-other | US | $200K | – | 0.02 |
| TAOT 2023-B A2A (TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST) | Long | ABS-other | US | $2M | – | 0.19 |
| TAOT 2023-D A3 (TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST) | Long | ABS-other | US | $806K | – | 0.09 |
| TBW 2007-2 A6A (TBW Mortgage Backed Trust) | Long | ABS-other | US | $58K | – | 0.01 |
| TCCT 2023-3A A (Trillium Credit Card Trust Ii) | Long | ABS-other | CA | $2M | – | 0.17 |
| TERP 5 01/31/28 144A (TerraForm Power Operating, LLC) | Long | Debt | US | $569K | – | 0.06 |
| TESLA 2023-B A3 (TESLA AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $1M | – | 0.13 |
| TICP 2019-14A A2R (Ticp Clo Xiv Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| TII 0.25 01/15/25 (United States Treasury Notes) | Long | Debt | US | $21M | – | 2.40 |
| TLOT 2024-A A3 (TOYOTA LEASE OWNER TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.14 |
| TMUS 1.5 02/15/26 (T-Mobile USA, Inc.) | Long | Debt | US | $105K | – | 0.01 |
| TMUS 2.25 02/15/26 (T-Mobile USA, Inc.) | Long | Debt | US | $155K | – | 0.02 |
| TMUS 2.625 04/15/26 (T-Mobile USA, Inc.) | Long | Debt | US | $500K | – | 0.06 |
| TMUS 3.75 04/15/27 (T-Mobile USA, Inc.) | Long | Debt | US | $282K | – | 0.03 |
| TMUS 4.85 01/15/29 (T-Mobile USA, Inc.) | Long | Debt | US | $167K | – | 0.02 |
| TMUST 2024-1A A (T-MOBILE US TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.15 |
| TNL 6.625 07/31/26 144A (Travel Plus Leisure Co) | Long | Debt | US | $585K | – | 0.07 |
| TPDC 2023-1A A2 (TIERPOINT ISSUER LLC) | Long | ABS-other | US | $2M | – | 0.18 |
| TPMF 2019-A13A A1 (Towd Point Mortgage Funding 2019-Auburn 13 plc) | Long | ABS-other | GB | $2M | – | 0.18 |
| TPMT 2015-1 A5 (Towd Point Mortgage Trust 2015-1) | Long | ABS-other | US | $629K | – | 0.07 |
| TPMT 2018-1 A1 (Towd Pt Mtg Tr 2017-2) | Long | ABS-other | US | $377K | – | 0.04 |
| TPMT 2018-2 A1 (Towd Point Mortgage Trust 2015-3) | Long | ABS-other | US | $426K | – | 0.05 |
| TPMT 2018-6 A1A (TOWD POINT MORTGAGE TRUST) | Long | ABS-other | US | $615K | – | 0.07 |
| TPMT 2020-1 A1 (TOWD POINT MORTGAGE TRUST) | Long | ABS-other | US | $383K | – | 0.04 |
| TPMT 2020-2 A1A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-other | US | $1M | – | 0.14 |
| TPMT 2021-SJ2 A1A (TOWD POINT MORTGAGE TRUST 2021-SJ2) | Long | ABS-other | US | $493K | – | 0.06 |
| TQLAU F 12/16/24 MTN (Transurban Queensland Finance Pty Ltd.) | Long | Debt | AU | $482K | – | 0.05 |
| TRAGR 0.125 11/10/24 EMTN (TRATON Finance Luxembourg S.A) | Long | Debt | LU | $106K | – | 0.01 |
| TRAGR 3.75 03/27/27 EMTN (TRATON Finance Luxembourg S.A) | Long | Debt | LU | $321K | – | 0.04 |
| TREST 2017-1A A1R (TRESTLES CLO 2017-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $551K | – | 0.06 |
| TREST 2020-3A A1 (TRESTLES CLO III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| TRESTLES CLO 2017-1 L FRN | Long | Debt | KY | $250K | – | 0.03 |
| TRGP 5.2 07/01/27 (Targa Resources Corp.) | Long | Debt | US | $880K | – | 0.10 |
| TRNTS 2021-18A A1 (TRINITAS CLO XVIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| TX TNGUTL 5.1 04/01/2035 (TEXAS NAT GAS SECURITIZATION FIN CORP) | Long | Debt | US | $3M | – | 0.35 |
| UAL 4.375 04/15/26 144a (United Air Lines, Inc.) | Long | Debt | US | $522K | – | 0.06 |
| UAL 4.875 01/15/26 (UNITED AIRLINES PASS THROUGH TRUSTS) | Long | ABS-other | US | $22K | – | 0.00 |
| UAL 5.875 10/15/27 20-1 (United Airlines Pass Through Trust 2020-1A) | Long | ABS-other | US | $97K | – | 0.01 |
| UBS V5.711 01/12/27 144A (UBS Group AG) | Long | Debt | CH | $3M | – | 0.34 |
| UBS V6.327 12/22/27 144A (UBS Group AG) | Long | Debt | CH | $2M | – | 0.19 |
| UBSCM 2019-C16 ASB (UBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $488K | – | 0.06 |
| UDR 3.5 07/01/27 MTN (UDR Inc) | Long | Debt | US | $142K | – | 0.02 |
| VALET 2023-2 A2A (VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.26 |
| VARNO 7.5 01/15/28 144A (Var Energi ASA) | Long | Debt | NO | $432K | – | 0.05 |
| VBTEL 2024-1A F (Vb-S1 Issuer Llc 2016-1) | Long | ABS-other | US | $306K | – | 0.03 |
| VENTR 2014-17A ARR (Venture XVII CLO Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $1K | – | 0.00 |
| VERUS 2021-6 A1 (VERUS SECURITIZATION TRUST) | Long | ABS-other | US | $663K | – | 0.08 |
| VERUS 2022-1 A1 (VERUS SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $127K | – | 0.01 |
| VERUS 2022-3 A1 (VERUS SECURITIZATION TRUST 2022-3) | Long | ABS-other | US | $1K | – | 0.00 |
| VERUS 2024-1 A1 (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $373K | – | 0.04 |
| VERUS SECURITIZATIO 4.26% | Long | ABS-mortgage backed security | US | $242K | – | 0.03 |
| VMW 3.9 08/21/27 (VMware Inc) | Long | Debt | US | $168K | – | 0.02 |
| VNOM 7.375 11/01/31 144A (Viper Energy Inc.) | Long | Debt | US | $2M | – | 0.17 |
| VSAT 5.625 04/15/27 144A (ViaSat, Inc.) | Long | Debt | US | $242K | – | 0.03 |
| VST 5 07/31/27 144A (Vistra Operations Co LLC) | Long | Debt | US | $194K | – | 0.02 |
| VST 5.625 02/15/27 144A (Vistra Operations Co LLC) | Long | Debt | US | $246K | – | 0.03 |
| VW 0.375 07/20/26 EMTN (Volkswagen Leasing GmbH) | Long | Debt | DE | $60K | – | 0.01 |
| VW 0.875 01/31/28 EMTN (Volkswagen Financial Services AG) | Long | Debt | DE | $117K | – | 0.01 |
| VW 2.5 07/31/26 EMTN (Volkswagen Bank GmbH) | Long | Debt | DE | $104K | – | 0.01 |
| VW 3.95 06/06/25 144A (Volkswagen Group of America Finance LLC) | Long | Debt | US | $2M | – | 0.22 |
| VW 3.95 06/06/25 144A (Volkswagen Group of America Finance LLC) | Long | Debt | US | $404K | – | 0.05 |
| VW 5.3 03/22/27 144A (Volkswagen Group of America Finance LLC) | Long | Debt | US | $780K | – | 0.09 |
| VW 5.7 09/12/26 144A (Volkswagen Group of America Finance LLC) | Long | Debt | US | $2M | – | 0.20 |
| VWALT 2024-A A2B (VOLKSWAGEN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.23 |
| VZ 4.016 12/03/29 (Verizon Communications Inc.) | Long | Debt | US | $175K | – | 0.02 |
| VZMT 2024-1 A1A (VERIZON MASTER TRUST) | Long | ABS-other | US | $828K | – | 0.09 |
| VZMT 2024-2 A (VERIZON MASTER TRUST) | Long | ABS-other | US | $112K | – | 0.01 |
| WAB 3.2 06/15/25 (Wabtec Corp) | Long | Debt | US | $317K | – | 0.04 |
| WAMU 2002-AR6 A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $2K | – | 0.00 |
| WAMU 2003-AR8 A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $50K | – | 0.01 |
| WAMU 2005-AR2 2A1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $80K | – | 0.01 |
| WAMU 2006-AR19 1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $112K | – | 0.01 |
| WAMU 2006-AR5 A12A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $237K | – | 0.03 |
| WAMU 2007-HY1 1A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $84K | – | 0.01 |
| WAMU 2007-HY5 2A1 (Wamu Mtg Pass-Through Ctfs Ser 2007) | Long | ABS-other | US | $94K | – | 0.01 |
| WBD 3.638 03/15/25 (WarnerMedia Holdings Inc.) | Long | Debt | US | $2M | – | 0.20 |
| WBD 3.755 03/15/27 (WarnerMedia Holdings Inc.) | Long | Debt | US | $1M | – | 0.16 |
| WBD 3.788 03/15/25 (WarnerMedia Holdings Inc.) | Long | Debt | US | $591K | – | 0.07 |
| WBOX 2019-1A A1RR (Whitebox Clo I Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $315K | – | 0.04 |
| WFC V2.164 02/11/26 MTN (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.28 |
| WFC V3.908 04/25/26 MTN (Wells Fargo & Co.) | Long | Debt | US | $1M | – | 0.16 |
| WFC V4.54 08/15/26 MTN (Wells Fargo & Co.) | Long | Debt | US | $499K | – | 0.06 |
| WFC V5.198 01/23/30 (Wells Fargo & Co.) | Long | Debt | US | $229K | – | 0.03 |
| WFC V5.574 07/25/29 MTN (Wells Fargo & Co.) | Long | Debt | US | $27K | – | 0.00 |
| WFC V5.707 04/22/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $595K | – | 0.07 |
| WFC V5.707 04/22/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $283K | – | 0.03 |
| WFCM 2015-C27 A5 (Wells Fargo Coml Mtg Tr 2015-C27) | Long | ABS-other | US | $427K | – | 0.05 |
| WFCM 2016-NXS5 A6FL (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.23 |
| WFMBS 2020-RR1 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-other | US | $53K | – | 0.01 |
| WLAKE 2024-1A B (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $697K | – | 0.08 |
| WMALT 2007-OA5 A1B (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $18K | – | 0.00 |
| WMB 5.4 03/02/26 (The Williams Companies, Inc.) | Long | Debt | US | $675K | – | 0.08 |
| WMB 5.4 03/02/26 (The Williams Companies, Inc.) | Long | Debt | US | $188K | – | 0.02 |
| WOART 2022-D A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2022-D) | Long | ABS-other | US | $196K | – | 0.02 |
| WOLS 2023-A A2A (WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.16 |
| WPLAU 3.65 03/05/25 144A (Woodside Finance Ltd.) | Long | Debt | AU | $2M | – | 0.21 |
| WPLAU 3.7 09/15/26 144A (Woodside Finance Ltd.) | Long | Debt | AU | $385K | – | 0.04 |
| WSTOP 2020-1A A2 (Wingstop Funding LLC) | Long | ABS-other | US | $943K | – | 0.11 |
| XITII 2.125 04/15/29 (United States Treasury Notes) | Long | Debt | US | $9M | – | 0.97 |
Address
GuideStone Funds
5005 Lyndon B. Johnson Freeway
Suite 2200
Dallas
Texas
75244-6152
United States of America
Websites
Directors
James D. Caldwell
Thomas G. Evans
William C. George
Grady R. Hazel
Deanna A. Mankins
David B. McMillan
Ronald D. Murff
Jill R. Rayburn
Brandon Pizzurro
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg Finance L.P.
Global Market Index Limited
ICE Data Derivatives, Inc.
ICE Data Services, Inc
National Securities Clearing Corporation
Nordic Bond Pricing AS
PricingDirect, Inc.
London Stock Exchange Group PLC
Refinitiv US LLC
S&P Global Inc.
Markit North America, Inc
SIX Financial Information AG
Markit Group Limited
FIS Data Systems, Inc.
Custodians
The Northern Trust Company
Goldman Sachs & Co. LLC
Shareholder Servicing Agents
GuideStone Financial Resources
GuideStone Resource Management, Inc.
Admins
The Northern Trust Company
Brokers
GOLDMAN SACHS & CO. LLC