GuideStone Funds
Medium-Duration Bond Fund
$2.09B
Avg Monthly Net Assets
$4.02B
Total Assets
$1.38B
Total Liabilities
$2.63B
Net Assets
Medium-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 $2.09B.
On August 27th, 2024 it reported 3,946 holdings, the largest
being BTOPN DEUTSCHE TO 01/0 (7.4%), Chicago Board of Trade (5.3%) and Chicago Board of Trade (5.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000003083 | GMDYX | |
| Investor Class | C000003084 | GMDZX |
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 |
|---|---|---|---|---|---|---|
| 1988 CLO 4 LTD FRN | Long | Debt | KY | $2M | – | 0.07 |
| 3650R 2021-PF1 AS (3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $598K | – | 0.02 |
| AA 7.125 03/15/31 144A (Alcoa Nederland Holding B.V.) | Long | Debt | NL | $478K | – | 0.02 |
| AA 7.125 03/15/31 144A (Alcoa Nederland Holding B.V.) | Long | Debt | NL | $411K | – | 0.02 |
| AAA 2005-1A 1A3B (Financial Asset Securities Corp.) | Long | ABS-other | US | $291K | – | 0.01 |
| AAL 2.875 07/11/34 A (AMERICAN AIRLINES PASS THROUGH TRUST) | Long | ABS-other | US | $2M | – | 0.07 |
| AAL 3.35 10/15/29 AA (American Airlines, Inc.) | Long | ABS-other | US | $1M | – | 0.05 |
| AAL 4 07/15/25 (American Airlines, Inc.) | Long | ABS-other | US | $541K | – | 0.02 |
| AAL 8.5 05/15/29 144A (American Airlines, Inc.) | Long | Debt | US | $208K | – | 0.01 |
| AALLN 5.75 04/05/34 144A (Anglo American Capital PLC) | Long | Debt | GB | $998K | – | 0.04 |
| AAP 3.9 04/15/30 (Advance Auto Parts Inc.) | Long | Debt | US | $904K | – | 0.03 |
| AAPL 2.4 08/20/50 (Apple Inc.) | Long | Debt | US | $42K | – | 0.00 |
| AASET 2021-1A A (AASET 2021-1 TRUST) | Long | ABS-other | US | $630K | – | 0.02 |
| AASET 2021-2A A (AASET 2021-2 TRUST) | Long | ABS-other | US | $701K | – | 0.03 |
| AASET 2024-1A A1 (AASET 2024-1 TRUST) | Long | ABS-other | US | $1000K | – | 0.04 |
| AASET 2024-1A A2 (AASET 2024-1 TRUST) | Long | ABS-other | US | $800K | – | 0.03 |
| ABNANV V2.47 12/13/29 144A (ABN AMRO Bank N.V.) | Long | Debt | NL | $2M | – | 0.08 |
| ABT 4.75 11/30/36 (Abbott Laboratories) | Long | Debt | US | $165K | – | 0.01 |
| ABT 4.9 11/30/46 (Abbott Laboratories) | Long | Debt | US | $217K | – | 0.01 |
| ABXCN 5.7 05/30/41 (Barrick North America Finance LLC) | Long | Debt | US | $30K | – | 0.00 |
| ACAFP 4.125 01/10/27 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $435K | – | 0.02 |
| ACAFP 4.375 03/17/25 REGS (Credit Agricole S.A.) | Long | Debt | FR | $272K | – | 0.01 |
| ACAFP V1.907 06/16/26 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $1M | – | 0.05 |
| ACAFP V1.907 06/16/26 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $361K | – | 0.01 |
| ACAFP V1.907 06/16/26 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $241K | – | 0.01 |
| ACAFP V4 01/10/33 144A (Credit Agricole S.A.) | Long | Debt | FR | $232K | – | 0.01 |
| ACAFP V5.335 01/10/30 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $940K | – | 0.04 |
| ACAFP V6.875 PERP 144A (Credit Agricole S.A.) | Long | Debt | FR | $299K | – | 0.01 |
| ACE 2007-ASP1 A2B (ACE Secs 07-Asap1) | Long | ABS-other | US | $905K | – | 0.03 |
| ACGCAP 1.95 01/30/26 144A (Aviation Capital Group LLC) | Long | Debt | US | $377K | – | 0.01 |
| ACGCAP 5.5 12/15/24 144A (Aviation Capital Group LLC) | Long | Debt | US | $2M | – | 0.08 |
| ACGL 4.011 12/15/26 (Arch Capital Finance LLC) | Long | Debt | US | $582K | – | 0.02 |
| ACGL 7.35 05/01/34 (Arch Capital Group Ltd.) | Long | Debt | BM | $198K | – | 0.01 |
| Acrisure Term Loan B (Incremental) 425 2027-02-01 | Long | Loan | US | $198K | – | 0.01 |
| ADAHEA 5.125 03/01/30 144A (Adapthealth Llc) | Long | Debt | US | $1M | – | 0.04 |
| ADC 2021-1A A2 (ALIGNED DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $3M | – | 0.12 |
| ADGLXY 2.94 09/30/40 REGS (Galaxy Pipeline Assets Bidco Ltd.) | Long | Debt | JE | $690K | – | 0.03 |
| ADM 3.25 03/27/30 (Archer-Daniels-Midland Company) | Long | Debt | US | $137K | – | 0.01 |
| ADQABU 5.5 05/08/34 144A (Abu Dhabi Developmental Holding Co. PJSC) | Long | Debt | AE | $1M | – | 0.04 |
| ADVENT 2.952 03/01/29 (Adventist Health Systems (West)) | Long | Debt | US | $144K | – | 0.01 |
| ADVENT 5.757 12/01/34 (Adventist Health Systems (West)) | Long | Debt | US | $450K | – | 0.02 |
| AEL 5 06/15/27 (American National Group Inc.) | Long | Debt | US | $1M | – | 0.05 |
| AEP 2.7 04/01/31 AA (Appalachian Power Company) | Long | Debt | US | $2M | – | 0.07 |
| AEP 2.75 10/01/26 K (Southwestern Electric Power Company) | Long | Debt | US | $61K | – | 0.00 |
| AEP 3.25 11/01/51 (Southwestern Electric Power Company) | Long | Debt | US | $13K | – | 0.00 |
| AEP 3.95 06/01/28 (AEP Texas Inc) | Long | Debt | US | $19K | – | 0.00 |
| AEP 5.8 10/01/35 L (Appalachian Power Company) | Long | Debt | US | $50K | – | 0.00 |
| AER 2.45 10/29/26 (Aercap Ireland Capital DAC) | Long | Debt | IE | $747K | – | 0.03 |
| AER 2.45 10/29/26 (Aercap Ireland Capital DAC) | Long | Debt | IE | $336K | – | 0.01 |
| AER 3 10/29/28 (Aercap Ireland Capital DAC) | Long | Debt | IE | $727K | – | 0.03 |
| AER 3 10/29/28 (Aercap Ireland Capital DAC) | Long | Debt | IE | $618K | – | 0.02 |
| AER 3.3 01/30/32 (Aercap Ireland Capital DAC) | Long | Debt | IE | $387K | – | 0.01 |
| AER 3.3 01/30/32 (Aercap Ireland Capital DAC) | Long | Debt | IE | $236K | – | 0.01 |
| AER 6.5 07/15/25 (Aercap Ireland Capital DAC) | Long | Debt | IE | $292K | – | 0.01 |
| AES 4.25 05/01/30 (Ipalco Enterprises Inc.) | Long | Debt | US | $2M | – | 0.06 |
| AES 4.25 05/01/30 (Ipalco Enterprises Inc.) | Long | Debt | US | $604K | – | 0.02 |
| AESOP 2024-1A B (Avis Budget Rental Car Funding AESOP LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| AESOP 2024-3A C (Avis Budget Rental Car Funding AESOP LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| AFICOA 8.5 08/01/32 144A (Accident Fund Insurance Co of America) | Long | Debt | US | $98K | – | 0.00 |
| AFREXI 3.798 05/17/31 144A (African Export-Import Bank) | Long | Debt | XX | $214K | – | 0.01 |
| AGCO 5.8 03/21/34 (Agco Corporation) | Long | Debt | US | $442K | – | 0.02 |
| AGL 2021-13A A1 (AGL CLO 13 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $952K | – | 0.04 |
| AGR 3.2 04/15/25 (Avangrid Inc) | Long | Debt | US | $269K | – | 0.01 |
| AHTLN 1.5 08/12/26 144A (Ashtead Capital Inc.) | Long | Debt | US | $319K | – | 0.01 |
| AHTLN 5.8 04/15/34 144A (Ashtead Capital Inc.) | Long | Debt | US | $747K | – | 0.03 |
| AIA 3.9 04/06/28 144A (AIA Group Ltd, Hong Kong) | Long | Debt | HK | $192K | – | 0.01 |
| AIG 3.4 06/30/30 (American International Group Inc.) | Long | Debt | US | $228K | – | 0.01 |
| AIG 4.75 04/01/48 (American International Group Inc.) | Long | Debt | US | $18K | – | 0.00 |
| AIMCO 2017-AA AR (Aimco Clo Series 2017-A) | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.02 |
| AIMCO CLO 22 LTD FRN | Long | Debt | JE | $850K | – | 0.03 |
| AIZ 6.1 02/27/26 (Assurant Inc.) | Long | Debt | US | $809K | – | 0.03 |
| AKERBP 2 07/15/26 144A (Aker BP ASA) | Long | Debt | NO | $408K | – | 0.02 |
| AL 2.875 01/15/26 MTN (Air Lease Corporation) | Long | Debt | US | $912K | – | 0.03 |
| AL 3.375 07/01/25 (Air Lease Corporation) | Long | Debt | US | $977K | – | 0.04 |
| AL 3.375 07/01/25 (Air Lease Corporation) | Long | Debt | US | $20K | – | 0.00 |
| AL 3.75 06/01/26 GMTN (Air Lease Corporation) | Long | Debt | US | $5M | – | 0.18 |
| AL 5.3 02/01/28 (Air Lease Corporation) | Long | Debt | US | $90K | – | 0.00 |
| AL V4.125 PERP C (Air Lease Corporation) | Long | Debt | US | $544K | – | 0.02 |
| ALB 5.65 06/01/52 (Albemarle Corp) | Long | Debt | US | $9K | – | 0.00 |
| ALBA 2007-1 A3 (Alba 2007 - 1 plc) | Long | ABS-other | GB | $449K | – | 0.02 |
| Ali Group Term Loan B 200 2028-09-26 | Long | Loan | US | $114K | – | 0.00 |
| ALK 4.8 08/15/27 144A (Alaska Airlines Pass Through Trust 2020-1A) | Long | ABS-other | US | $1M | – | 0.05 |
| ALL 0.75 12/15/25 (The Allstate Corporation) | Long | Debt | US | $33K | – | 0.00 |
| ALLE 3.2 10/01/24 (Allegion US Holding Company Inc) | Long | Debt | US | $397K | – | 0.02 |
| ALLE 5.6 05/29/34 (Allegion US Holding Company Inc) | Long | Debt | US | $528K | – | 0.02 |
| ALLEG 2018-1A CR (Allegro VII Clo Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| ALTICE 5.75 08/15/29 144a (Altice Financing S.A.) | Long | Debt | LU | $182K | – | 0.01 |
| AMCR 4 05/17/25 (Amcor Flexibles North America Inc) | Long | Debt | US | $936K | – | 0.04 |
| AMERIC 3.45 04/15/31 144A (Americo Life Inc.) | Long | Debt | US | $1M | – | 0.04 |
| American Bath Term Loan B 375 2027-12-01 | Long | Loan | US | $144K | – | 0.01 |
| AMFAHI 3.833 03/11/51 144A (AmFam Holdings Inc.) | Long | Debt | US | $361K | – | 0.01 |
| AMGN 4.2 03/01/33 (Amgen Inc.) | Long | Debt | US | $3M | – | 0.10 |
| AMGN 4.663 06/15/51 (Amgen Inc.) | Long | Debt | US | $140K | – | 0.01 |
| AMGN 4.663 06/15/51 (Amgen Inc.) | Long | Debt | US | $9K | – | 0.00 |
| AMGN 4.875 03/01/53 (Amgen Inc.) | Long | Debt | US | $4K | – | 0.00 |
| AMGN 5.25 03/02/30 (Amgen Inc.) | Long | Debt | US | $2M | – | 0.07 |
| AMGN 5.25 03/02/33 (Amgen Inc.) | Long | Debt | US | $993K | – | 0.04 |
| AMH 2.375 07/15/31 (American Homes 4 Rent L P) | Long | Debt | US | $167K | – | 0.01 |
| AMH 4.9 02/15/29 (American Homes 4 Rent L P) | Long | Debt | US | $302K | – | 0.01 |
| AMMC 2012-11A A1R2 (AMMC CLO XI, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $720K | – | 0.03 |
| AMMC CLO 30 LTD FRN | Long | Debt | KY | $1M | – | 0.04 |
| AMMST 2020-MF1 A5 (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| AMSI 2005-R10 M3 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $1M | – | 0.05 |
| AMSIND 4.625 05/15/30 144A (Amsted Industries Incorporated) | Long | Debt | US | $184K | – | 0.01 |
| AMT 3.125 01/15/27 (American Tower Corporation) | Long | Debt | US | $5K | – | 0.00 |
| AMT 3.375 10/15/26 (American Tower Corporation) | Long | Debt | US | $1M | – | 0.04 |
| AMT 3.55 07/15/27 (American Tower Corporation) | Long | Debt | US | $9K | – | 0.00 |
| AMT 3.65 03/15/27 (American Tower Corporation) | Long | Debt | US | $5K | – | 0.00 |
| AMT 3.8 08/15/29 (American Tower Corporation) | Long | Debt | US | $5K | – | 0.00 |
| AMT 3.95 03/15/29 (American Tower Corporation) | Long | Debt | US | $283K | – | 0.01 |
| AmWINS Group Term Loan B (Add-on) 225 2028-02-01 | Long | Loan | US | $103K | – | 0.00 |
| AMXCA 2022-2 A (American Express Credit Account Master Trust) | Long | ABS-other | US | $2M | – | 0.07 |
| AMZN 1.2 06/03/27 (Amazon.com, Inc.) | Long | Debt | US | $54K | – | 0.00 |
| AMZN 1.5 06/03/30 (Amazon.com, Inc.) | Long | Debt | US | $133K | – | 0.01 |
| AMZN 2.5 06/03/50 (Amazon.com, Inc.) | Long | Debt | US | $12K | – | 0.00 |
| AMZN 3.3 04/13/27 (Amazon.com, Inc.) | Long | Debt | US | $96K | – | 0.00 |
| AMZN 3.45 04/13/29 (Amazon.com, Inc.) | Long | Debt | US | $209K | – | 0.01 |
| AMZN 3.6 04/13/32 (Amazon.com, Inc.) | Long | Debt | US | $781K | – | 0.03 |
| AMZN 3.875 08/22/37 (Amazon.com, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| AMZN 3.875 08/22/37 (Amazon.com, Inc.) | Long | Debt | US | $66K | – | 0.00 |
| AMZN 4.8 12/05/34 (Amazon.com, Inc.) | Long | Debt | US | $75K | – | 0.00 |
| AMZN 4.95 12/05/44 (Amazon.com, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| AN 1.95 08/01/28 (AutoNation, Inc.) | Long | Debt | US | $130K | – | 0.00 |
| AN 4.75 06/01/30 (AutoNation, Inc.) | Long | Debt | US | $215K | – | 0.01 |
| ANAT 6.144 06/13/32 144A (American National Group Inc.) | Long | Debt | US | $576K | – | 0.02 |
| ANCHF 2021-13A A2 (ANCHORAGE CREDIT FUNDING 13 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.03 |
| AOMT 2021-6 A1 (ANGEL OAK MORTGAGE TRUST 2021-6) | Long | ABS-other | US | $344K | – | 0.01 |
| AOMT 2022-3 A3 (Angel Oak Mortgage Trust 2022-3) | Long | ABS-other | US | $1M | – | 0.04 |
| AOMT 2023-1 A1 (ANGEL OAK MORTGAGE TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.04 |
| AOMT 2024-2 A3 (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-other | US | $944K | – | 0.04 |
| AON 5.45 03/01/34 (Aon North America Inc.) | Long | Debt | US | $458K | – | 0.02 |
| AON 5.45 03/01/34 (Aon North America Inc.) | Long | Debt | US | $398K | – | 0.02 |
| APA 4.25 01/15/30 (APA Corp.) | Long | Debt | US | $411K | – | 0.02 |
| APA 5.1 09/01/40 (APA Corp.) | Long | Debt | US | $17K | – | 0.00 |
| API GROUP TL | Long | Loan | US | $129K | – | 0.00 |
| APID 2015-23A AR (Apidos Clo XXIII) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| APID 2021-35A A (Apidos Clo Xxxv Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $541K | – | 0.02 |
| APTV 3.1 12/01/51 (Aptiv PLC) | Long | Debt | JE | $12K | – | 0.00 |
| AQNCN 5.577 01/31/29 144A (Liberty Utilities Co. (Delaware)) | Long | Debt | US | $1M | – | 0.04 |
| AQUILA FDG 7.45% | Long | Debt | US | $400K | – | 0.02 |
| ARBYS 2020-1A A2 (Arbys Funding Llc 2015-1) | Long | ABS-other | US | $1M | – | 0.05 |
| ARCLO 2022-FL1 A (Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Arconic Rolled Products Corp Term Loan B 375 2030-08-01 | Long | Loan | US | $802K | – | 0.03 |
| ARE 2.75 12/15/29 (Alexandria Real Estate Equities, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| ARE 3.375 08/15/31 (Alexandria Real Estate Equities, Inc.) | Long | Debt | US | $287K | – | 0.01 |
| ARE 3.55 03/15/52 (Alexandria Real Estate Equities, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| ARE 5.15 04/15/53 (Alexandria Real Estate Equities, Inc.) | Long | Debt | US | $528K | – | 0.02 |
| AREIT 2021-CRE5 A (AREIT 2021-CRE5 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $980K | – | 0.04 |
| ARES 2023-ALF4A A1 (ARES LOAN FUNDING IV LTD) | Long | ABS-collateralized bond/debt obligation | JE | $735K | – | 0.03 |
| ARES 3.25 06/15/30 144A (Ares Finance Co. II LLC) | Long | Debt | US | $2M | – | 0.06 |
| ARGENT 3.5 07/09/41 (Argentina (Republic of)) | Long | Debt | AR | $317K | – | 0.01 |
| ARKO 5.125 11/15/29 144A (ARKO Corp.) | Long | Debt | US | $588K | – | 0.02 |
| ARNC 8 10/01/30 144A (Arsenal AIC Parent LLC) | Long | Debt | US | $105K | – | 0.00 |
| ASBBNK V5.284 06/17/32 144A (ASB Bank Ltd.) | Long | Debt | NZ | $591K | – | 0.02 |
| ASIA 6.55 01/26/25 GMTN (Asian Development Bank) | Long | Debt | XX | $2M | – | 0.07 |
| Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01 | Long | Loan | US | $255K | – | 0.01 |
| Asurion First-lien Term Loan B-9 325 2027-07-26 | Long | Loan | US | $229K | – | 0.01 |
| ATDBCN 3.55 07/26/27 144A (Alimentation Couche-Tard Inc.) | Long | Debt | CA | $71K | – | 0.00 |
| ATH 5.583 01/09/29 144A (Athene Global Funding) | Long | Debt | US | $2M | – | 0.07 |
| ATH F 02/23/27 EMTN (Athene Global Funding) | Long | Debt | US | $2M | – | 0.07 |
| athenahealth Term Loan B 350 2029-01-16 | Long | Loan | US | $677K | – | 0.03 |
| Atlantic Aviation FBO First-lien Term Loan 300 2028-06-30 | Long | Loan | US | $227K | – | 0.01 |
| AVGO 2.45 02/15/31 144A (Broadcom Inc) | Long | Debt | US | $2M | – | 0.06 |
| AVGO 3.137 11/15/35 144A (Broadcom Inc) | Long | Debt | US | $2M | – | 0.09 |
| AVGO 3.137 11/15/35 144A (Broadcom Inc) | Long | Debt | US | $601K | – | 0.02 |
| AVGO 3.187 11/15/36 144A (Broadcom Inc) | Long | Debt | US | $22K | – | 0.00 |
| AVGO 3.419 04/15/33 144A (Broadcom Inc) | Long | Debt | US | $776K | – | 0.03 |
| AVGO 3.469 04/15/34 144A (Broadcom Inc) | Long | Debt | US | $1M | – | 0.05 |
| AVGO 3.469 04/15/34 144A (Broadcom Inc) | Long | Debt | US | $925K | – | 0.04 |
| AVGO 3.5 02/15/41 144A (Broadcom Inc) | Long | Debt | US | $249K | – | 0.01 |
| AVGO 3.875 01/15/27 (Broadcom Corporation/Broadcom Cayman Finance Ltd) | Long | Debt | US | $39K | – | 0.00 |
| AVGO 4.15 04/15/32 144A (Broadcom Inc) | Long | Debt | US | $2M | – | 0.07 |
| AVGO 4.15 04/15/32 144A (Broadcom Inc) | Long | Debt | US | $388K | – | 0.01 |
| AVOL 2.125 02/21/26 144A (Avolon Holdings Funding Ltd.) | Long | Debt | KY | $2M | – | 0.09 |
| AVOL 2.875 02/15/25 144A (Avolon Holdings Funding Ltd.) | Long | Debt | KY | $784K | – | 0.03 |
| AVOL 4.25 04/15/26 144A (Avolon Holdings Funding Ltd.) | Long | Debt | KY | $121K | – | 0.00 |
| Avolon Term Loan B-6 250 2028-06-01 | Long | Loan | US | $175K | – | 0.01 |
| AXP 1.65 11/04/26 (American Express Company) | Long | Debt | US | $5K | – | 0.00 |
| AXP 4.05 05/03/29 (American Express Company) | Long | Debt | US | $145K | – | 0.01 |
| AXP V4.42 08/03/33 (American Express Company) | Long | Debt | US | $42K | – | 0.00 |
| AXP V6.489 10/30/31 (American Express Company) | Long | Debt | US | $11K | – | 0.00 |
| AXTA 3.375 02/15/29 144A (Axalta Coating Systems LLC) | Long | Debt | US | $596K | – | 0.02 |
| AZ BATTERY PPTY 6.73% | Long | Debt | US | $277K | – | 0.01 |
| AZO 3.75 04/18/29 (Autozone, Inc.) | Long | Debt | US | $5K | – | 0.00 |
| B 0 07/05/24 (United States Treasury Bills) | Long | Debt | US | $500K | – | 0.02 |
| B 0 07/16/24 (United States Treasury Bills) | Long | Debt | US | $11M | – | 0.41 |
| BA 2.7 02/01/27 (The Boeing Company) | Long | Debt | US | $65K | – | 0.00 |
| BA 3.25 02/01/35 (The Boeing Company) | Long | Debt | US | $306K | – | 0.01 |
| BA 3.25 02/01/35 (The Boeing Company) | Long | Debt | US | $69K | – | 0.00 |
| BA 3.6 05/01/34 (The Boeing Company) | Long | Debt | US | $8K | – | 0.00 |
| BA 3.75 02/01/50 (The Boeing Company) | Long | Debt | US | $7K | – | 0.00 |
| BA 3.85 11/01/48 (The Boeing Company) | Long | Debt | US | $17K | – | 0.00 |
| BA 4.875 05/01/25 (The Boeing Company) | Long | Debt | US | $990K | – | 0.04 |
| BA 4.875 05/01/25 (The Boeing Company) | Long | Debt | US | $59K | – | 0.00 |
| BA 5.15 05/01/30 (The Boeing Company) | Long | Debt | US | $1M | – | 0.05 |
| BA 5.705 05/01/40 (The Boeing Company) | Long | Debt | US | $992K | – | 0.04 |
| BA 6.259 05/01/27 144A (The Boeing Company) | Long | Debt | US | $403K | – | 0.02 |
| BA 6.298 05/01/29 144A (The Boeing Company) | Long | Debt | US | $406K | – | 0.02 |
| BA 6.388 05/01/31 144A (The Boeing Company) | Long | Debt | US | $407K | – | 0.02 |
| BA 6.528 05/01/34 144A (The Boeing Company) | Long | Debt | US | $307K | – | 0.01 |
| BA 6.528 05/01/34 144A (The Boeing Company) | Long | Debt | US | $205K | – | 0.01 |
| BA 6.858 05/01/54 144A (The Boeing Company) | Long | Debt | US | $513K | – | 0.02 |
| BA 6.858 05/01/54 144A (The Boeing Company) | Long | Debt | US | $482K | – | 0.02 |
| BA 6.858 05/01/54 144A (The Boeing Company) | Long | Debt | US | $257K | – | 0.01 |
| BA 7.008 05/01/64 144A (The Boeing Company) | Long | Debt | US | $307K | – | 0.01 |
| BAAT 2023-2A A2 (BANK OF AMERICA AUTO TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.04 |
| BABSN 2024-1A D (BARINGS CLO LTD 2024-I) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| BAC 3.248 10/21/27 MTN (Bank of America Corp.) | Long | Debt | US | $828K | – | 0.03 |
| BAC 3.5 04/19/26 GMTN (Bank of America Corp.) | Long | Debt | US | $165K | – | 0.01 |
| BAC 4 01/22/25 MTN (Bank of America Corp.) | Long | Debt | US | $30K | – | 0.00 |
| BAC 4.183 11/25/27 L (Bank of America Corp.) | Long | Debt | US | $917K | – | 0.03 |
| BAC 4.25 10/22/26 MTN (Bank of America Corp.) | Long | Debt | US | $468K | – | 0.02 |
| BAC 4.45 03/03/26 MTN (Bank of America Corp.) | Long | Debt | US | $344K | – | 0.01 |
| BAC 4.45 03/03/26 MTN (Bank of America Corp.) | Long | Debt | US | $69K | – | 0.00 |
| BAC 5 01/21/44 MTN (Bank of America Corp.) | Long | Debt | US | $94K | – | 0.00 |
| BAC V1.658 03/11/27 N (Bank of America Corp.) | Long | Debt | US | $66K | – | 0.00 |
| BAC V1.898 07/23/31 MTN (Bank of America Corp.) | Long | Debt | US | $948K | – | 0.04 |
| BAC V2.087 06/14/29 MTN (Bank of America Corp.) | Long | Debt | US | $22K | – | 0.00 |
| BAC V2.299 07/21/32 (Bank of America Corp.) | Long | Debt | US | $618K | – | 0.02 |
| BAC V2.482 09/21/36 (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.05 |
| BAC V2.496 02/13/31 MTN (Bank of America Corp.) | Long | Debt | US | $65K | – | 0.00 |
| BAC V2.551 02/04/28 MTN (Bank of America Corp.) | Long | Debt | US | $61K | – | 0.00 |
| BAC V2.572 10/20/32 (Bank of America Corp.) | Long | Debt | US | $2M | – | 0.06 |
| BAC V2.592 04/29/31 (Bank of America Corp.) | Long | Debt | US | $874K | – | 0.03 |
| BAC V2.592 04/29/31 (Bank of America Corp.) | Long | Debt | US | $9K | – | 0.00 |
| BAC V2.651 03/11/32 N (Bank of America Corp.) | Long | Debt | US | $3M | – | 0.10 |
| BAC V2.831 10/24/51 MTN (Bank of America Corp.) | Long | Debt | US | $6K | – | 0.00 |
| BAC V2.972 02/04/33 MTN (Bank of America Corp.) | Long | Debt | US | $652K | – | 0.02 |
| BAC V2.972 02/04/33 MTN (Bank of America Corp.) | Long | Debt | US | $360K | – | 0.01 |
| BAC V3.093 10/01/25 MtN (Bank of America Corp.) | Long | Debt | US | $2M | – | 0.08 |
| BAC V3.419 12/20/28 (Bank of America Corp.) | Long | Debt | US | $280K | – | 0.01 |
| BAC V3.559 04/23/27 MTN (Bank of America Corp.) | Long | Debt | US | $58K | – | 0.00 |
| BAC V3.593 07/21/28 GMTN (Bank of America Corp.) | Long | Debt | US | $819K | – | 0.03 |
| BAC V3.593 07/21/28 GMTN (Bank of America Corp.) | Long | Debt | US | $19K | – | 0.00 |
| BAC V3.705 04/24/28 (Bank of America Corp.) | Long | Debt | US | $2M | – | 0.07 |
| BAC V3.946 01/23/49 (Bank of America Corp.) | Long | Debt | US | $16K | – | 0.00 |
| BAC V3.97 03/05/29 MTN (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.04 |
| BAC V3.97 03/05/29 MTN (Bank of America Corp.) | Long | Debt | US | $5K | – | 0.00 |
| BAC V3.974 02/07/30 MTN (Bank of America Corp.) | Long | Debt | US | $2M | – | 0.09 |
| BAC V4.083 03/20/51 MTN (Bank of America Corp.) | Long | Debt | US | $48K | – | 0.00 |
| BAC V4.271 07/23/29 MTN (Bank of America Corp.) | Long | Debt | US | $506K | – | 0.02 |
| BAC V4.33 03/15/50 MTN (Bank of America Corp.) | Long | Debt | US | $8K | – | 0.00 |
| BAC V4.375 PERP RR (Bank of America Corp.) | Long | Debt | US | $664K | – | 0.03 |
| BAC V4.571 04/27/33 (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.04 |
| BAC V5.015 07/22/33 MTN (Bank of America Corp.) | Long | Debt | US | $587K | – | 0.02 |
| BAC V5.08 01/20/27 (Bank of America Corp.) | Long | Debt | US | $994K | – | 0.04 |
| BAC V5.202 04/25/29 (Bank of America Corp.) | Long | Debt | US | $4M | – | 0.17 |
| BAC V5.288 04/25/34 (Bank of America Corp.) | Long | Debt | US | $3M | – | 0.10 |
| BAC V6.25 PERP X (Bank of America Corp.) | Long | Debt | US | $300K | – | 0.01 |
| BAC V6.5 PERP Z (Bank of America Corp.) | Long | Debt | US | $150K | – | 0.01 |
| BACR V2.852 05/07/26 (Barclays PLC) | Long | Debt | GB | $780K | – | 0.03 |
| BACR V4.972 05/16/29 (Barclays PLC) | Long | Debt | GB | $1M | – | 0.06 |
| BACR V4.972 05/16/29 (Barclays PLC) | Long | Debt | GB | $255K | – | 0.01 |
| BACR V5.088 06/20/30 (Barclays PLC) | Long | Debt | GB | $583K | – | 0.02 |
| BACR V6.496 09/13/27 (Barclays PLC) | Long | Debt | GB | $2M | – | 0.07 |
| BACR V7.325 11/02/26 (Barclays PLC) | Long | Debt | GB | $534K | – | 0.02 |
| BACR V7.385 11/02/28 (Barclays PLC) | Long | Debt | GB | $1M | – | 0.04 |
| BAFC 2005-D A1 (Bank of America Corp.) | Long | ABS-other | US | $138K | – | 0.01 |
| BAIN CAP. CREDIT CLO FRN | Long | Debt | KY | $2M | – | 0.07 |
| BALLY 2018-1A C (Ballyrock Clo 2018-1 Ltd/ Llc) | Long | ABS-collateralized bond/debt obligation | US | $753K | – | 0.03 |
| BALTA 2005-4 23A2 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $55K | – | 0.00 |
| BAMLL 2020-BOC A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| BAMLL 2021-JACX A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| BANK 2017-BNK9 XA | Long | ABS-other | US | $160K | – | 0.01 |
| BANK 2022-BNK40 A4 | Long | ABS-other | US | $2M | – | 0.07 |
| BANK 2022-BNK43 A5 | Long | ABS-other | US | $935K | – | 0.04 |
| BANK 2022-BNK44 A5 | Long | ABS-other | US | $299K | – | 0.01 |
| BANK 2023-BNK46 A4 | Long | ABS-other | US | $1M | – | 0.06 |
| BANK 2023-BNK46 A4 | Long | ABS-other | US | $318K | – | 0.01 |
| BANK5 2023-5YR3 A2 | Long | ABS-other | US | $1M | – | 0.04 |
| BANK5 2023-5YR4 A3 | Long | ABS-other | US | $270K | – | 0.01 |
| BANK5 2023-5YR4 AS | Long | ABS-other | US | $422K | – | 0.02 |
| BANK5 2024-5YR6 C | Long | ABS-other | US | $601K | – | 0.02 |
| BANK5 2024-5YR7 A3 | Long | ABS-other | US | $1M | – | 0.05 |
| BANNER 2.338 01/01/30 (Banner Health) | Long | Debt | US | $751K | – | 0.03 |
| BARK 2021-1A A (Basswood Park Clo Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| BAX 1.915 02/01/27 (Baxter International, Inc.) | Long | Debt | US | $336K | – | 0.01 |
| BAX 3.132 12/01/51 (Baxter International, Inc.) | Long | Debt | US | $16K | – | 0.00 |
| BBCCR 2015-GTP A (Bbccre Trust 2015-Gtp) | Long | ABS-other | US | $2M | – | 0.06 |
| BBCCR 2015-GTP D (Bbccre Trust 2015-Gtp) | Long | ABS-other | US | $267K | – | 0.01 |
| BBCMS 2018-C2 A5 (BBCMS MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| BBCMS 2018-TALL A (Bbcms Mortgage Trust) | Long | ABS-other | US | $615K | – | 0.02 |
| BBCMS 2018-TALL B (Bbcms Mortgage Trust) | Long | ABS-other | US | $479K | – | 0.02 |
| BBCMS 2019-C3 C (BBCMS MORTGAGE TRUST) | Long | ABS-other | US | $721K | – | 0.03 |
| BBCMS 2020-C6 ASB (Bbcms Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| BBCMS 2023-5C23 AS (BBCMS MORTGAGE TRUST 2023-5C23) | Long | ABS-other | US | $695K | – | 0.03 |
| BBCMS 2023-C21 AS (BBCMS MORTGAGE TRUST 2023-C21) | Long | ABS-other | US | $708K | – | 0.03 |
| BBCMS 2024-C24 A5 (BBCMS MORTGAGE TRUST 2024-C24) | Long | ABS-other | US | $858K | – | 0.03 |
| BBCMS 2024-C24 AS (BBCMS MORTGAGE TRUST 2024-C24) | Long | ABS-other | US | $715K | – | 0.03 |
| BC 2.4 08/18/31 (Brunswick Corporation) | Long | Debt | US | $4K | – | 0.00 |
| BCAP 2006-AA2 A1 (Bcap Llc Tr 06-Aa2) | Long | ABS-other | US | $2M | – | 0.07 |
| BCC 2023-3A A (BAIN CAPITAL CREDIT CLO 2023-3 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.07 |
| BCO 6.5 06/15/29 144A (Brinks Company) | Long | Debt | US | $258K | – | 0.01 |
| BCO 6.75 06/15/32 144A (Brinks Company) | Long | Debt | US | $580K | – | 0.02 |
| BCULC 6.125 06/15/29 144A (1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.) | Long | Debt | CA | $2M | – | 0.06 |
| BDN 8.875 04/12/29 (Brandywine Operating Partnership L.P.) | Long | Debt | US | $521K | – | 0.02 |
| BDX 2.823 05/20/30 (Becton, Dickinson and Company) | Long | Debt | US | $575K | – | 0.02 |
| BDX 3.734 12/15/24 (Becton, Dickinson and Company) | Long | Debt | US | $47K | – | 0.00 |
| BDX 4.685 12/15/44 (Becton, Dickinson and Company) | Long | Debt | US | $13K | – | 0.00 |
| BECN 6.5 08/01/30 144A (Beacon Roofing Supply, Inc.) | Long | Debt | US | $656K | – | 0.02 |
| BELL 2016-1A A23 (Taco Bell Funding Llc) | Long | ABS-other | US | $598K | – | 0.02 |
| BENFAM 6.09 01/15/51 (Fort Benning Family Cmntys Llc) | Long | Debt | US | $1M | – | 0.04 |
| BERY 1.57 01/15/26 (Berry Global Inc) | Long | Debt | US | $2M | – | 0.08 |
| BERY 4.875 07/15/26 144A (Berry Global Inc) | Long | Debt | US | $442K | – | 0.02 |
| BERY 5.8 06/15/31 144A (Berry Global Inc) | Long | Debt | US | $500K | – | 0.02 |
| BGCLO 2024-8A A1 (BIRCH GROVE CLO 8 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $483K | – | 0.02 |
| BHP 5 09/30/43 (BHP Billiton Finance (USA) Ltd.) | Long | Debt | AU | $47K | – | 0.00 |
| BID 5.875 06/01/29 144a (Sothebys / Bidfair Holdings Inc.) | Long | Debt | US | $242K | – | 0.01 |
| BIIB 3.15 05/01/50 (Biogen Inc) | Long | Debt | US | $16K | – | 0.00 |
| BIMBOA 5.375 01/09/36 144A (Bimbo Bakeries USA, Inc.) | Long | Debt | US | $707K | – | 0.03 |
| BINOM 2022-INV1 A1 (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-other | US | $795K | – | 0.03 |
| BK V3.75 PERP I (The Bank of New York Mellon Corp.) | Long | Debt | US | $648K | – | 0.02 |
| BK V4.543 02/01/29 (The Bank of New York Mellon Corp.) | Long | Debt | US | $29K | – | 0.00 |
| BK V5.802 10/25/28 MTN (The Bank of New York Mellon Corp.) | Long | Debt | US | $31K | – | 0.00 |
| BKH 2.5 06/15/30 (Black Hills Corporation) | Long | Debt | US | $414K | – | 0.02 |
| BLDR 6.375 03/01/34 144A (Builders Firstsource, Inc.) | Long | Debt | US | $991K | – | 0.04 |
| BLP 2024-IND2 A (BLP COMMERCIAL MORTGAGE TRUST 2024-IND2) | Long | ABS-other | US | $1M | – | 0.05 |
| BLTN 0 04/01/25 LTN (Secretaria Tesouro Nacional) | Long | Debt | BR | $11M | – | 0.42 |
| BLUE OWL GP STAKES | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| BLUE OWL GP STAKES V ISSU | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| BLUEM 2021-28A A (BLUEMOUNTAIN CLO XXVIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.02 |
| BLURAC 7.25 07/15/32 144A (Blue Racer Midstream, LLC / Blue Racer Finance Corp) | Long | Debt | US | $144K | – | 0.01 |
| BMARK 2018-B3 A5 (Benchmark 2018-B3 Commercial M) | Long | ABS-other | US | $399K | – | 0.02 |
| BMARK 2019-B9 A5 (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| BMARK 2021-B28 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $235K | – | 0.01 |
| BMARK 2023-B38 A4 (BENCHMARK 2023-B38 MORTGAGE TRUST) | Long | ABS-other | US | $305K | – | 0.01 |
| BMARK 2023-B39 A5 (BENCHMARK 2023-B39 MORTGAGE TRUST) | Long | ABS-other | US | $981K | – | 0.04 |
| BMARK 2023-V3 A3 (BENCHMARK 2023-V3 MORTGAGE TRUST) | Long | ABS-other | US | $331K | – | 0.01 |
| BMCAUS 5 02/15/27 144A (Standard Buildings Solutions Inc.) | Long | Debt | US | $195K | – | 0.01 |
| BMO 1.85 05/01/25 MTN (Bank of Montreal) | Long | Debt | CA | $97K | – | 0.00 |
| BMO 2022-C3 A5 (BMO 2022-C3 MORTGAGE TRUST) | Long | ABS-other | US | $275K | – | 0.01 |
| BMO 2023-C7 A5 (BMO 2023-C7 MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| BMO 2024-5C3 C (BMO 2024-5C3 MORTGAGE TRUST) | Long | ABS-other | US | $760K | – | 0.03 |
| BMO V3.803 12/15/32 (Bank of Montreal) | Long | Debt | CA | $19K | – | 0.00 |
| BMP 2024-MF23 B (BMP COMMERCIAL MORTGAGE TRUST 2024-MF23) | Long | ABS-other | US | $996K | – | 0.04 |
| BMY 3.2 06/15/26 (Bristol-Myers Squibb Company) | Long | Debt | US | $63K | – | 0.00 |
| BMY 4.125 06/15/39 (Bristol-Myers Squibb Company) | Long | Debt | US | $30K | – | 0.00 |
| BMY 5.1 02/22/31 (Bristol-Myers Squibb Company) | Long | Debt | US | $201K | – | 0.01 |
| BMY 5.2 02/22/34 (Bristol-Myers Squibb Company) | Long | Debt | US | $349K | – | 0.01 |
| BMY 5.55 02/22/54 (Bristol-Myers Squibb Company) | Long | Debt | US | $99K | – | 0.00 |
| BMY 5.65 02/22/64 (Bristol-Myers Squibb Company) | Long | Debt | US | $78K | – | 0.00 |
| BMY 6.25 11/15/53 (Bristol-Myers Squibb Company) | Long | Debt | US | $500K | – | 0.02 |
| BNCN 3.5 03/30/51 (Brookfield Finance Inc.) | Long | Debt | CA | $554K | – | 0.02 |
| BNCN 3.5 03/30/51 (Brookfield Finance Inc.) | Long | Debt | CA | $14K | – | 0.00 |
| BNCN 5.675 01/15/35 (Brookfield Finance Inc.) | Long | Debt | CA | $544K | – | 0.02 |
| BNCN 6.087 06/14/33 (Brookfield Capital Finance LLC) | Long | Debt | US | $154K | – | 0.01 |
| BNP 3.375 01/09/25 144A (BNP Paribas SA) | Long | Debt | FR | $444K | – | 0.02 |
| BNP 4.4 08/14/28 144A (BNP Paribas SA) | Long | Debt | FR | $557K | – | 0.02 |
| BNP V1.323 01/13/27 144A (BNP Paribas SA) | Long | Debt | FR | $724K | – | 0.03 |
| BNP V1.904 09/30/28 144A (BNP Paribas SA) | Long | Debt | FR | $2M | – | 0.06 |
| BNP V2.219 06/09/26 144A (BNP Paribas SA) | Long | Debt | FR | $1M | – | 0.04 |
| BNP V2.219 06/09/26 144A (BNP Paribas SA) | Long | Debt | FR | $715K | – | 0.03 |
| BNP V4.375 03/01/33 144A (BNP Paribas SA) | Long | Debt | FR | $831K | – | 0.03 |
| BNP V5.497 05/20/30 144A (BNP Paribas SA) | Long | Debt | FR | $279K | – | 0.01 |
| BNP V5.894 12/05/34 144A (BNP Paribas SA) | Long | Debt | FR | $840K | – | 0.03 |
| BNP V8.5 PERP 144A (BNP Paribas SA) | Long | Debt | FR | $503K | – | 0.02 |
| BNS V4.588 05/04/37 (Bank of Nova Scotia) | Long | Debt | CA | $162K | – | 0.01 |
| BNSF 2.875 06/15/52 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $44K | – | 0.00 |
| BOAMS 2004-F 1A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $12K | – | 0.00 |
| Bombardier Recreational Products Term Loan B-3 275 2029-12-01 | Long | Loan | US | $247K | – | 0.01 |
| BPCEGP 4.625 09/12/28 144A (BPCE SA) | Long | Debt | FR | $363K | – | 0.01 |
| BPCEGP V2.277 01/20/32 144A (BPCE SA) | Long | Debt | FR | $303K | – | 0.01 |
| BPCEGP V3.116 10/19/32 144A (BPCE SA) | Long | Debt | FR | $713K | – | 0.03 |
| BPCEGP V5.748 07/19/33 144A (BPCE SA) | Long | Debt | FR | $595K | – | 0.02 |
| BPCEGP V6.612 10/19/27 144A (BPCE SA) | Long | Debt | FR | $2M | – | 0.06 |
| BPCEGP V7.003 10/19/34 144A (BPCE SA) | Long | Debt | FR | $1M | – | 0.04 |
| BPLN 3 02/24/50 (BP Capital Markets America, Inc.) | Long | Debt | US | $137K | – | 0.01 |
| BPLN 3.633 04/06/30 (BP Capital Markets America, Inc.) | Long | Debt | US | $252K | – | 0.01 |
| BPLN 4.234 11/06/28 (BP Capital Markets America, Inc.) | Long | Debt | US | $145K | – | 0.01 |
| BPLN V4.875 PERP (BP Capital Markets PLC) | Long | Debt | GB | $615K | – | 0.02 |
| BPLN V6.45 PERP (BP Capital Markets PLC) | Long | Debt | GB | $360K | – | 0.01 |
| BPR 2022-OANA A (BPR Trust 2022-OANA) | Long | ABS-other | US | $391K | – | 0.01 |
| BRAVO 2022-NQM3 A1 (BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3) | Long | ABS-other | US | $243K | – | 0.01 |
| BRAVO 2024-NQM1 A1 (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1) | Long | ABS-other | US | $2M | – | 0.07 |
| BRAVO 2024-NQM2 A1 (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2) | Long | ABS-other | US | $0.62 | – | 0.00 |
| BRAVO 2024-NQM3 A2 (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3) | Long | ABS-other | US | $569K | – | 0.02 |
| BRAVO 2024-NQM3 A3 (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3) | Long | ABS-other | US | $569K | – | 0.02 |
| BRAZIL 6.125 03/15/34 (Brazil (Federative Republic)) | Long | Debt | BR | $385K | – | 0.01 |
| BRAZIL 7.125 05/13/54 (Brazil (Federative Republic)) | Long | Debt | BR | $775K | – | 0.03 |
| BrightSpring Health Services/PharMerica Term Loan B 325 2031-02-01 | Long | Loan | US | $165K | – | 0.01 |
| BRITEL 9.625 12/15/30 (British Telecommunications PLC) | Long | Debt | GB | $43K | – | 0.00 |
| BRK 1.85 03/12/30 (Berkshire Hathaway Finance Corporation) | Long | Debt | US | $620K | – | 0.02 |
| BRK 4.25 01/15/49 (Berkshire Hathaway Finance Corporation) | Long | Debt | US | $282K | – | 0.01 |
| BRKHEC 3.65 04/15/29 (Midamerican Energy Company) | Long | Debt | US | $331K | – | 0.01 |
| BRKHEC 3.7 07/15/30 (Berkshire Hathaway Energy Company) | Long | Debt | US | $372K | – | 0.01 |
| BRKHEC 4.25 10/15/50 (Berkshire Hathaway Energy Company) | Long | Debt | US | $43K | – | 0.00 |
| BRKHEC 5.8 01/15/55 (PacifiCorp.) | Long | Debt | US | $1M | – | 0.05 |
| BRO 2.375 03/15/31 (Brown & Brown Inc) | Long | Debt | US | $8K | – | 0.00 |
| BRO 4.95 03/17/52 (Brown & Brown Inc) | Long | Debt | US | $4K | – | 0.00 |
| BRO 5.65 06/11/34 (Brown & Brown Inc) | Long | Debt | US | $348K | – | 0.01 |
| BRX 3.9 03/15/27 (Brixmor Operating Partnership LP) | Long | Debt | US | $5K | – | 0.00 |
| BSABS 2007-SD1 1A2A (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $258K | – | 0.01 |
| BSABS 2007-SD1 1A3A (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $836K | – | 0.03 |
| BSARM 2002-11 1A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $259.52 | – | 0.00 |
| BSPRT 2022-FL9 B (BSPRT 2022-FL9 ISSUER LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| BSSP 2007-R6 1A1 (Bear Stearns Structured Prods Inc) | Long | ABS-other | US | $120K | – | 0.00 |
| BSTRM 2023-1A A2 (BLUE STREAM ISSUER LLC) | Long | ABS-other | US | $986K | – | 0.04 |
| BSWHLD 1.777 11/15/30 2021 (Baylor Scott & White Holdings) | Long | Debt | US | $250K | – | 0.01 |
| BTOPN DEUTSCHE TO 01/0 | Long | Repurchase agreement | US | $196M | – | 7.45 |
| BUENOS 6.375 09/01/37 144A (Provincia de Buenos Aires) | Long | Debt | AR | $271K | – | 0.01 |
| BUENOS 6.375 09/01/37 REGS (Provincia de Buenos Aires) | Long | Debt | AR | $255K | – | 0.01 |
| BWAY 2021-1450 A (BWAY 2021-1450 MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| BWP 3.6 09/01/32 (Boardwalk Pipelines LP) | Long | Debt | US | $604K | – | 0.02 |
| BWP 5.625 08/01/34 (Boardwalk Pipelines LP) | Long | Debt | US | $344K | – | 0.01 |
| BX 2021-21M A (BX 2021-21M MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| BX 2021-VOLT D (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| BX 2023-DELC B (BX 2023-DELC MORTGAGE TRUST) | Long | ABS-other | US | $503K | – | 0.02 |
| BX 2024-VLT4 B (BX TRUST 2024-VLT4) | Long | ABS-other | US | $299K | – | 0.01 |
| BX 2024-VLT4 C (BX TRUST 2024-VLT4) | Long | ABS-other | US | $349K | – | 0.01 |
| BXCMM 2022-1A A1 (BCRED MML CLO 2022-1) | Long | ABS-collateralized bond/debt obligation | US | $823K | – | 0.03 |
| BXP 2.55 04/01/32 (Boston Properties Limited Partnership) | Long | Debt | US | $858K | – | 0.03 |
| BXP 2.75 10/01/26 (Boston Properties Limited Partnership) | Long | Debt | US | $23K | – | 0.00 |
| BXP 2.9 03/15/30 (Boston Properties Limited Partnership) | Long | Debt | US | $8K | – | 0.00 |
| BXP 3.4 06/21/29 (Boston Properties Limited Partnership) | Long | Debt | US | $31K | – | 0.00 |
| BXP 4.5 12/01/28 (Boston Properties Limited Partnership) | Long | Debt | US | $849K | – | 0.03 |
| C 3.4 05/01/26 (Citigroup Inc.) | Long | Debt | US | $1M | – | 0.05 |
| C 4.3 11/20/26 (Citigroup Inc.) | Long | Debt | US | $488K | – | 0.02 |
| C 4.3 11/20/26 (Citigroup Inc.) | Long | Debt | US | $73K | – | 0.00 |
| C 4.45 09/29/27 (Citigroup Inc.) | Long | Debt | US | $819K | – | 0.03 |
| C 4.45 09/29/27 (Citigroup Inc.) | Long | Debt | US | $146K | – | 0.01 |
| C 4.65 07/23/48 (Citigroup Inc.) | Long | Debt | US | $9K | – | 0.00 |
| C 4.65 07/30/45 (Citigroup Inc.) | Long | Debt | US | $9K | – | 0.00 |
| C 6.625 06/15/32 (Citigroup Inc.) | Long | Debt | US | $53K | – | 0.00 |
| C V1.122 01/28/27 (Citigroup Inc.) | Long | Debt | US | $51K | – | 0.00 |
| C V1.462 06/09/27 (Citigroup Inc.) | Long | Debt | US | $46K | – | 0.00 |
| C V2.52 11/03/32 (Citigroup Inc.) | Long | Debt | US | $304K | – | 0.01 |
| C V2.52 11/03/32 (Citigroup Inc.) | Long | Debt | US | $16K | – | 0.00 |
| C V2.561 05/01/32 (Citigroup Inc.) | Long | Debt | US | $8K | – | 0.00 |
| C V2.572 06/03/31 (Citigroup Inc.) | Long | Debt | US | $438K | – | 0.02 |
| C V2.666 01/29/31 (Citigroup Inc.) | Long | Debt | US | $52K | – | 0.00 |
| C V3.07 02/24/28 VAR (Citigroup Inc.) | Long | Debt | US | $9K | – | 0.00 |
| C V3.106 04/08/26 (Citigroup Inc.) | Long | Debt | US | $10K | – | 0.00 |
| C V3.52 10/27/28 (Citigroup Inc.) | Long | Debt | US | $567K | – | 0.02 |
| C V3.668 07/24/28 (Citigroup Inc.) | Long | Debt | US | $143K | – | 0.01 |
| C V3.785 03/17/33 (Citigroup Inc.) | Long | Debt | US | $9K | – | 0.00 |
| C V4.412 03/31/31 (Citigroup Inc.) | Long | Debt | US | $677K | – | 0.03 |
| C V4.658 05/24/28 (Citigroup Inc.) | Long | Debt | US | $226K | – | 0.01 |
| C V4.91 05/24/33 (Citigroup Inc.) | Long | Debt | US | $1M | – | 0.04 |
| C V5.174 02/13/30 (Citigroup Inc.) | Long | Debt | US | $3M | – | 0.10 |
| C V5.95 PERP P (Citigroup Inc.) | Long | Debt | US | $239K | – | 0.01 |
| C V6.25 PERP T (Citigroup Inc.) | Long | Debt | US | $150K | – | 0.01 |
| C V7.375 PERP Z (Citigroup Inc.) | Long | Debt | US | $1M | – | 0.05 |
| CA CAS 7.55 04/01/2039 (CALIFORNIA ST) | Long | Debt | US | $488K | – | 0.02 |
| CA CASGEN 7.14 08/15/2047 (CALIFORNIA STATEWIDE CMNTYS DEV AUTH) | Long | Debt | US | $1M | – | 0.05 |
| CAG 1.375 11/01/27 (Conagra Brands Inc) | Long | Debt | US | $26K | – | 0.00 |
| CAG 5.4 11/01/48 (Conagra Brands Inc) | Long | Debt | US | $5K | – | 0.00 |
| CAH 4.368 06/15/47 (Cardinal Health, Inc.) | Long | Debt | US | $16K | – | 0.00 |
| CAH 5.125 02/15/29 (Cardinal Health, Inc.) | Long | Debt | US | $509K | – | 0.02 |
| CALL AUG 24 CME 3MCALL AU | Derivative-interest rate | US | $4K | – | 0.00 | |
| CALL AUG 24 CME 3MCALL AU | Derivative-interest rate | US | $-3K | – | -0.00 | |
| CALL AUG 24 T-NOTECALL AU | Derivative-interest rate | US | $-9K | – | -0.00 | |
| CALL DEC 24 3M CALL DE | Derivative-interest rate | US | $41K | – | 0.00 | |
| CALL DEC 24 3M CALL DE | Derivative-interest rate | US | $6K | – | 0.00 | |
| CALL DEC 24 3M CALL DE | Derivative-interest rate | US | $-28K | – | -0.00 | |
| CALL DEC 24 CME 3MCALL DE | Derivative-interest rate | US | $-4K | – | -0.00 | |
| CALL JUN 24 CBT 5YCALL JU | Derivative-interest rate | US | $0 | – | – | |
| CAMLNG 2.902 07/15/31 144A (Cameron LNG LLC) | Long | Debt | US | $60K | – | 0.00 |
| CAMLNG 3.302 01/15/35 144A (Cameron LNG LLC) | Long | Debt | US | $247K | – | 0.01 |
| CARR 2.722 02/15/30 (Carrier Global Corporation) | Long | Debt | US | $574K | – | 0.02 |
| CARR 2006-NC5 A3 (Carrington Mtg Nc5) | Long | ABS-other | US | $885K | – | 0.03 |
| CARR 3.577 04/05/50 (Carrier Global Corporation) | Long | Debt | US | $15K | – | 0.00 |
| CARR 5.9 03/15/34 (Carrier Global Corporation) | Long | Debt | US | $2M | – | 0.06 |
| CAS 2019-R03 1B1 (Federal National Mortgage Association) | Long | ABS-other | US | $888K | – | 0.03 |
| CAS 2019-R05 1B1 (Federal National Mortgage Association) | Long | ABS-other | US | $832K | – | 0.03 |
| CAS 2021-R01 1B1 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $319K | – | 0.01 |
| CAS 2021-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $294K | – | 0.01 |
| CAS 2021-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-other | US | $265K | – | 0.01 |
| CAS 2021-R03 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-other | US | $247K | – | 0.01 |
| CAS 2022-R08 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R08) | Long | ABS-other | US | $286K | – | 0.01 |
| CAS 2023-R03 2M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R03) | Long | ABS-other | US | $246K | – | 0.01 |
| CAS 2023-R05 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R05) | Long | ABS-other | US | $212K | – | 0.01 |
| CAS 2023-R06 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) | Long | ABS-other | US | $199K | – | 0.01 |
| CAS 2023-R08 1B1 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R08) | Long | ABS-other | US | $1M | – | 0.05 |
| CAS 2023-R08 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R08) | Long | ABS-other | US | $563K | – | 0.02 |
| CAS 2024-R01 1B1 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R01) | Long | ABS-other | US | $751K | – | 0.03 |
| CAS 2024-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R01) | Long | ABS-other | US | $456K | – | 0.02 |
| CAS 2024-R02 1B1 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-other | US | $663K | – | 0.03 |
| CAS 2024-R02 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-other | US | $1M | – | 0.05 |
| CAS 2024-R03 2B1 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-other | US | $433K | – | 0.02 |
| CAS 2024-R03 2M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-other | US | $528K | – | 0.02 |
| CAS 2024-R04 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-other | US | $552K | – | 0.02 |
| Castlelake Aviation Limited Term Loan B 275 2026-09-26 | Long | Loan | US | $136K | – | 0.01 |
| CATMED 4.35 11/01/42 (Catholic Health Initiatives) | Long | Debt | US | $34K | – | 0.00 |
| CATMED 6.461 11/01/52 (CommonSpirit Health) | Long | Debt | US | $1M | – | 0.04 |
| CAUTO 2020-1A A1 (Cars Db4 LP) | Long | ABS-other | US | $867K | – | 0.03 |
| CAUTO 2023-1A A1 (Cars Db4 LP) | Long | ABS-other | US | $532K | – | 0.02 |
| CB 4.15 03/13/43 (Chubb INA Holdings Inc) | Long | Debt | US | $9K | – | 0.00 |
| CBAAU 3.9 07/12/47 144A (Commonwealth Bank of Australia) | Long | Debt | AU | $32K | – | 0.00 |
| CBG 5.95 08/15/34 (CBRE Services Inc) | Long | Debt | US | $101K | – | 0.00 |
| CCCIT 2023-A1 A1 (Citibank Credit Card Issuance Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| CCI 1.05 07/15/26 (Crown Castle Inc.) | Long | Debt | US | $41K | – | 0.00 |
| CCI 2.9 04/01/41 (Crown Castle Inc.) | Long | Debt | US | $14K | – | 0.00 |
| CCI 3.8 02/15/28 (Crown Castle Inc.) | Long | Debt | US | $9K | – | 0.00 |
| CCITY 2022-4A C1R (Crown City Clo I) | Long | ABS-other | KY | $1M | – | 0.05 |
| CCOI 7 06/15/27 144A (Cogent Communications Group Inc.) | Long | Debt | US | $595K | – | 0.02 |
| CD 2017-CD3 A4 (Cd Mtg Tr 2017-Cd3) | Long | ABS-other | US | $232K | – | 0.01 |
| CDEP 5.875 04/30/29 144A (Cassa Depositi e Prestiti S.p.A.) | Long | Debt | IT | $4M | – | 0.17 |
| CDK 7.25 06/15/29 144A (Central Parent Inc. / Central Merger Sub Inc.) | Long | Debt | US | $598K | – | 0.02 |
| CDS_IX CMBX.NA.BBB-.17 3% 20561215 | Derivative-credit | US | $-230K | – | -0.01 | |
| CDS_IX_CCP CDX.NA.HY.42 5% 20290620 | Derivative-credit | US | $386K | – | 0.01 | |
| CDS_IX_CCP CDX.NA.HY.42 5% 20290620 | Derivative-credit | US | $-33K | – | -0.00 | |
| CDS_IX_CCP CDX.NA.IG.36 1% 20260620 | Derivative-credit | US | $26K | – | 0.00 | |
| CDS_IX_CCP CDX.NA.IG.41 1% 20281220 | Derivative-credit | US | $126K | – | 0.00 | |
| CDS_IX_CCP CDX.NA.IG.42 1% 20290620 | Derivative-credit | US | $1M | – | 0.06 | |
| CDS_IX_CCP CDX.NA.IG.42 1% 20290620 | Derivative-credit | US | $257K | – | 0.01 | |
| CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20290620 | Derivative-credit | XX | $-18K | – | -0.00 | |
| CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620 | Derivative-credit | US | $8K | – | 0.00 | |
| CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620 | Derivative-credit | XX | $35K | – | 0.00 | |
| CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220 | Derivative-credit | XX | $31K | – | 0.00 | |
| CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620 | Derivative-credit | US | $34K | – | 0.00 | |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620 | Derivative-credit | US | $36K | – | 0.00 | |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620 | Derivative-credit | US | $19K | – | 0.00 | |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220 | Derivative-credit | US | $52K | – | 0.00 | |
| CDS_SN_CCP GENERAL MOTORS CO 4.2 5% 20280620 | Derivative-credit | US | $150K | – | 0.01 | |
| CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220 | Derivative-credit | US | $92K | – | 0.00 | |
| CDS_SN_CCP VERIZON COMMUNICATION 1% 20280620 | Derivative-credit | US | $24K | – | 0.00 | |
| CDS_SN_CCP VERIZON COMMUNICATION 1% 20281220 | Derivative-credit | US | $5K | – | 0.00 | |
| CDW 3.25 02/15/29 (CDW LLC / CDW Finance Corp) | Long | Debt | US | $18K | – | 0.00 |
| CE 6.165 07/15/27 (Celanese US Holdings Llc) | Long | Debt | US | $15K | – | 0.00 |
| CE 6.33 07/15/29 (Celanese US Holdings Llc) | Long | Debt | US | $36K | – | 0.00 |
| CE 6.35 11/15/28 (Celanese US Holdings Llc) | Long | Debt | US | $2M | – | 0.06 |
| CEDF 2016-5A AFRR (Cedar Funding V Clo Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $479K | – | 0.02 |
| CEDF 2018-9A A1 (Cedar Funding IX CLO) | Long | ABS-collateralized bond/debt obligation | KY | $827K | – | 0.03 |
| CEG 3.25 06/01/25 (Constellation Energy Generation LLC) | Long | Debt | US | $2M | – | 0.06 |
| CEG 5.6 06/15/42 (Constellation Energy Generation LLC) | Long | Debt | US | $19K | – | 0.00 |
| CERB 2021-2A A (CERBERUS LOAN FUNDING XXXII LP) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CERB 2021-3A A (CERBERUS LOAN FUNDING XXXIII LP) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| CERB 2021-5A A (CERBERUS LOAN FUNDING XXXV LP) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| CERB 2022-2A A1 (Cerberus Loan Funding XXXVIII LP) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CERB 2023-1A A (Cerberus Loan Funding XL LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CERB 2023-3A B (CERBERUS LOAN FUNDING XLII LLC) | Long | ABS-collateralized bond/debt obligation | US | $752K | – | 0.03 |
| CERB 2023-5A A (CERBERUS LOAN FUNDING XLIV LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| CERB 2023-5A B (CERBERUS LOAN FUNDING XLIV LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| CERB 2024-1A B (CERBERUS LOAN FUNDING XLV LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| CERBERUS LOAN FNDG. X FRN | Long | Debt | US | $1M | – | 0.04 |
| CFG V5.841 01/23/30 (Citizens Financial Group Inc) | Long | Debt | US | $5K | – | 0.00 |
| CFMT 2022-HB8 M2 (CFMT 2022-HB8 LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| CFMT 2022-HB9 A (CFMT 2022-HB9 LLC 2022-2) | Long | ABS-other | US | $1M | – | 0.04 |
| CGCMT 2014-GC23 B (CITIGROUP COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $369K | – | 0.01 |
| CGCMT 2016-C1 A4 (Citygroup Commercial Mortgage 2015-P1) | Long | ABS-other | US | $316K | – | 0.01 |
| CGCMT 2019-C7 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $323K | – | 0.01 |
| CGCMT 2019-GC41 A5 (CITIGROUP COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| CGCMT 2021-KEYS A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS) | Long | ABS-other | US | $2M | – | 0.09 |
| CGCMT 2023-PRM3 A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-PRM3) | Long | ABS-other | US | $916K | – | 0.03 |
| CHAOT 2024-1A A2 (CHASE AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.07 |
| CHAOT 2024-2A A2 (CHASE AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $1M | – | 0.05 |
| CHASE 2024-3 A5 (CHASE HOME LENDING MORTGAGE TRUST 2024-3) | Long | ABS-other | US | $350K | – | 0.01 |
| CHASE 2024-3 A5A (CHASE HOME LENDING MORTGAGE TRUST 2024-3) | Long | ABS-other | US | $489K | – | 0.02 |
| CHASE 2024-3 A7 (CHASE HOME LENDING MORTGAGE TRUST 2024-3) | Long | ABS-other | US | $150K | – | 0.01 |
| CHASE 2024-RPL2 A1A (CHASE HOME LENDING MORTGAGE TRUST 2024-RPL2) | Long | ABS-other | US | $2M | – | 0.07 |
| CHASE 2024-RPL3 A1A (CHASE HOME LENDING MORTGAGE TRUST 2024-RPL3) | Long | ABS-other | US | $2M | – | 0.07 |
| CHH 3.7 12/01/29 (Choice Hotels International, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| CHH 5.85 08/01/34 (Choice Hotels International, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| CHH 5.85 08/01/34 (Choice Hotels International, Inc.) | Long | Debt | US | $586K | – | 0.02 |
| CHILE 4.95 01/05/36 (Chile (Republic of)) | Long | Debt | CL | $2M | – | 0.06 |
| CHRW 4.2 04/15/28 (C.H. Robinson Worldwide Inc) | Long | Debt | US | $1M | – | 0.06 |
| CHTR 2.25 01/15/29 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $2M | – | 0.07 |
| CHTR 3.5 03/01/42 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $80K | – | 0.00 |
| CHTR 4.2 03/15/28 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $577K | – | 0.02 |
| CHTR 4.4 04/01/33 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $309K | – | 0.01 |
| CHTR 4.5 05/01/32 (CCO Holdings, LLC/ CCO Holdings Capital Corp.) | Long | Debt | US | $8K | – | 0.00 |
| CHTR 4.5 06/01/33 144A (CCO Holdings, LLC/ CCO Holdings Capital Corp.) | Long | Debt | US | $292K | – | 0.01 |
| CHTR 4.908 07/23/25 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $10K | – | 0.00 |
| CHTR 5.05 03/30/29 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $443K | – | 0.02 |
| CHTR 5.125 07/01/49 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $38K | – | 0.00 |
| CHTR 5.375 04/01/38 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $305K | – | 0.01 |
| CHTR 5.375 05/01/47 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $24K | – | 0.00 |
| CHTR 5.75 04/01/48 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $17K | – | 0.00 |
| CHTR 6.384 10/23/35 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $463K | – | 0.02 |
| CHTR 6.484 10/23/45 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $9K | – | 0.00 |
| CHTR 6.55 06/01/34 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $140K | – | 0.01 |
| CI 2.375 03/15/31 (The Cigna Group) | Long | Debt | US | $923K | – | 0.04 |
| CI 2.4 03/15/30 (The Cigna Group) | Long | Debt | US | $476K | – | 0.02 |
| CI 3.2 03/15/40 (The Cigna Group) | Long | Debt | US | $507K | – | 0.02 |
| CI 3.875 10/15/47 * (The Cigna Group) | Long | Debt | US | $19K | – | 0.00 |
| CI 4.375 10/15/28 (The Cigna Group) | Long | Debt | US | $495K | – | 0.02 |
| CI 4.8 08/15/38 (The Cigna Group) | Long | Debt | US | $1M | – | 0.04 |
| CI 4.8 08/15/38 (The Cigna Group) | Long | Debt | US | $9K | – | 0.00 |
| CI 4.9 12/15/48 (The Cigna Group) | Long | Debt | US | $264K | – | 0.01 |
| CI 4.9 12/15/48 (The Cigna Group) | Long | Debt | US | $88K | – | 0.00 |
| CI 5.125 05/15/31 (The Cigna Group) | Long | Debt | US | $412K | – | 0.02 |
| CIFC 2017-2A CR (CIFC Funding 2017-II, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CIFC 2018-2A A1 (CIFC Funding 2018) | Long | ABS-collateralized bond/debt obligation | KY | $874K | – | 0.03 |
| CIFC 2021-1A A1R (CIFC FUNDING 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $810K | – | 0.03 |
| CIFC 2023-3A B (CIFC FUNDING 2023-III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| CIM 2023-R4 A1 (CIM TRUST 2023-R4) | Long | ABS-other | US | $571K | – | 0.02 |
| CIMNL 2021-1 A4 (CMFT NET LEASE MASTER ISSUER LLC) | Long | ABS-other | US | $636K | – | 0.02 |
| CINCON 3.797 12/31/57 144A (Lbj Infrastructure Group Llc) | Long | Debt | US | $660K | – | 0.03 |
| Citadel Enterprise Term Loan B 225 2030-07-01 | Long | Loan | US | $997K | – | 0.04 |
| Citadel Enterprise Term Loan B 225 2030-07-01 | Long | Loan | US | $868K | – | 0.03 |
| Citco Group Term Loan B (Incremental) 325 2028-04-01 | Long | Loan | US | $799K | – | 0.03 |
| CKHH 4.75 04/21/28 144A (CK Hutchison International 2023 Ltd.) | Long | Debt | KY | $198K | – | 0.01 |
| Clarios (Power Solutions) Term Loan B 300 2030-05-01 | Long | Loan | US | $170K | – | 0.01 |
| CLF 7 03/15/32 144A (Cleveland-Cliffs Inc) | Long | Debt | US | $896K | – | 0.03 |
| CLIF 2020-3A A (CLI FUNDING VI LLC) | Long | ABS-other | US | $53K | – | 0.00 |
| CLIF 2021-1A A (CLI FUNDING VIII LLC) | Long | ABS-other | US | $886K | – | 0.03 |
| CLIF 2022-1A A (CLI FUNDING VIII LLC) | Long | ABS-other | US | $178K | – | 0.01 |
| Cloudera First-lien Term Loan 375 2028-07-24 | Long | Loan | US | $215K | – | 0.01 |
| CLR 2.268 11/15/26 144A (Continental Resources, Inc.) | Long | Debt | US | $167K | – | 0.01 |
| CLR 4.375 01/15/28 (Continental Resources, Inc.) | Long | Debt | US | $558K | – | 0.02 |
| CLR 4.9 06/01/44 (Continental Resources, Inc.) | Long | Debt | US | $49K | – | 0.00 |
| CLR 4.9 06/01/44 (Continental Resources, Inc.) | Long | Debt | US | $16K | – | 0.00 |
| CLR 5.75 01/15/31 144A (Continental Resources, Inc.) | Long | Debt | US | $295K | – | 0.01 |
| CLX 1.8 05/15/30 (The Clorox Company) | Long | Debt | US | $13K | – | 0.00 |
| CMCSA 2.887 11/01/51 (Comcast Corporation) | Long | Debt | US | $25K | – | 0.00 |
| CMCSA 2.937 11/01/56 (Comcast Corporation) | Long | Debt | US | $6K | – | 0.00 |
| CMCSA 3.25 11/01/39 (Comcast Corporation) | Long | Debt | US | $185K | – | 0.01 |
| CMCSA 3.4 04/01/30 (Comcast Corporation) | Long | Debt | US | $644K | – | 0.02 |
| CMCSA 3.4 07/15/46 (Comcast Corporation) | Long | Debt | US | $36K | – | 0.00 |
| CMCSA 3.75 04/01/40 (Comcast Corporation) | Long | Debt | US | $155K | – | 0.01 |
| CMCSA 3.75 04/01/40 (Comcast Corporation) | Long | Debt | US | $61K | – | 0.00 |
| CMCSA 3.9 03/01/38 (Comcast Corporation) | Long | Debt | US | $25K | – | 0.00 |
| CMCSA 3.95 10/15/25 (Comcast Corporation) | Long | Debt | US | $418K | – | 0.02 |
| CMCSA 3.969 11/01/47 (Comcast Corporation) | Long | Debt | US | $47K | – | 0.00 |
| CMCSA 3.999 11/01/49 (Comcast Corporation) | Long | Debt | US | $31K | – | 0.00 |
| CMCSA 4 03/01/48 (Comcast Corporation) | Long | Debt | US | $31K | – | 0.00 |
| CMCSA 4 03/01/48 (Comcast Corporation) | Long | Debt | US | $8K | – | 0.00 |
| CMCSA 4 08/15/47 (Comcast Corporation) | Long | Debt | US | $47K | – | 0.00 |
| CMCSA 4.15 10/15/28 (Comcast Corporation) | Long | Debt | US | $697K | – | 0.03 |
| CMCSA 4.25 10/15/30 (Comcast Corporation) | Long | Debt | US | $470K | – | 0.02 |
| CMCSA 4.7 10/15/48 (Comcast Corporation) | Long | Debt | US | $88K | – | 0.00 |
| CMCSA 4.95 10/15/58 (Comcast Corporation) | Long | Debt | US | $36K | – | 0.00 |
| CMCSA 5.3 06/01/34 (Comcast Corporation) | Long | Debt | US | $1M | – | 0.04 |
| CMCSA 5.65 06/15/35 (Comcast Corporation) | Long | Debt | US | $432K | – | 0.02 |
| CMCSA 6.5 11/15/35 (Comcast Corporation) | Long | Debt | US | $8K | – | 0.00 |
| CMCSA 7.05 03/15/33 (Comcast Corporation) | Long | Debt | US | $39K | – | 0.00 |
| CMI 2.6 09/01/50 (Cummins Inc.) | Long | Debt | US | $18K | – | 0.00 |
| CMLTI 2006-WF1 A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $935K | – | 0.04 |
| CMLTI 2022-A A1 (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-other | US | $1M | – | 0.04 |
| CNA 5.125 02/15/34 (CNA Financial Corporation) | Long | Debt | US | $969K | – | 0.04 |
| CNC 3.375 02/15/30 (Centene Corporation) | Long | Debt | US | $44K | – | 0.00 |
| CNC 4.25 12/15/27 (Centene Corporation) | Long | Debt | US | $296K | – | 0.01 |
| CNO 6.45 06/15/34 (CNO Financial Group, Inc.) | Long | Debt | US | $2M | – | 0.06 |
| CNP 4.25 11/01/28 (Centerpoint Energy Inc) | Long | Debt | US | $198K | – | 0.01 |
| CNP 5.4 07/01/34 (CenterPoint Energy Resources Corp.) | Long | Debt | US | $1M | – | 0.05 |
| CNRCN 2.45 05/01/50 (Canadian National Railway Company) | Long | Debt | CA | $21K | – | 0.00 |
| COBKAC V6.45 PERP K (Cobank ACB) | Long | Debt | US | $593K | – | 0.02 |
| COF 3.3 10/30/24 (Capital One Financial Corp.) | Long | Debt | US | $342K | – | 0.01 |
| COF V1.878 11/02/27 (Capital One Financial Corp.) | Long | Debt | US | $14K | – | 0.00 |
| COF V3.273 03/01/30 (Capital One Financial Corp.) | Long | Debt | US | $59K | – | 0.00 |
| COF V5.247 07/26/30 (Capital One Financial Corp.) | Long | Debt | US | $1M | – | 0.04 |
| COF V6.312 06/08/29 (Capital One Financial Corp.) | Long | Debt | US | $20K | – | 0.00 |
| Coherent (II-VI) Term Loan B 250 2029-07-01 | Long | Loan | US | $444K | – | 0.02 |
| COKE 5.45 06/01/34 (Coca-Cola Consolidated Inc) | Long | Debt | US | $474K | – | 0.02 |
| COLOM 4.125 02/22/42 (Colombia (Republic of)) | Long | Debt | CO | $556K | – | 0.02 |
| COLOM 5.625 02/26/44 (Colombia (Republic of)) | Long | Debt | CO | $269K | – | 0.01 |
| COLT 2021-2 A1 (COLT 2021-2 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $732K | – | 0.03 |
| COLT 2023-3 A1 (COLT 2023-3 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $1M | – | 0.06 |
| COLT 2023-3 A3 (COLT 2023-3 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $732K | – | 0.03 |
| COLT 2024-3 A1 (COLT 2024-3 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| COMET 2022-A2 A (Capital One Multi Asset Execution Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| COMET 2022-A3 A (Capital One Multi Asset Execution Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| COMM 2014-277P A (Commercial Mortgage Trust) | Long | ABS-other | US | $154K | – | 0.01 |
| COMM 2014-UBS6 A5 (COMM MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.09 |
| COMM 2020-CX B (COMM MORTGAGE TRUST) | Long | ABS-other | US | $852K | – | 0.03 |
| COMM 2024-WCL1 A (Commercial Mortgage Trust) | Long | Debt | US | $2M | – | 0.08 |
| COMM 4.75 09/01/29 144A (CommScope Inc.) | Long | Debt | US | $7K | – | 0.00 |
| COP 6.95 04/15/29 (ConocoPhillips Co.) | Long | Debt | US | $65K | – | 0.00 |
| Copeland (Emerson Electrics climate control business) Term Loan B 300 2030-04-22 | Long | Loan | US | $996K | – | 0.04 |
| Copeland (Emerson Electrics climate control business) Term Loan B 300 2030-04-22 | Long | Loan | US | $246K | – | 0.01 |
| COST 1.375 06/20/27 (Costco Wholesale Corporation) | Long | Debt | US | $136K | – | 0.01 |
| COST 1.6 04/20/30 (Costco Wholesale Corporation) | Long | Debt | US | $462K | – | 0.02 |
| Cotiviti Inc Term Loan B 325 2031-02-12 | Long | Loan | US | $1M | – | 0.04 |
| CP 3.1 12/02/51 (Canadian Pacific Railway Company) | Long | Debt | CA | $173K | – | 0.01 |
| CPB 5.4 03/21/34 (Campbell Soup Company) | Long | Debt | US | $1M | – | 0.05 |
| CPGX 6.036 11/15/33 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $992K | – | 0.04 |
| CPGX 6.036 11/15/33 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $613K | – | 0.02 |
| CPGX 6.544 11/15/53 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $11K | – | 0.00 |
| CPI HOLDCO TL | Long | Debt | US | $400K | – | 0.02 |
| CQP 3.25 01/31/32 (Cheniere Energy Partners L P) | Long | Debt | US | $9K | – | 0.00 |
| CQP 4 03/01/31 (Cheniere Energy Partners L P) | Long | Debt | US | $155K | – | 0.01 |
| CQP 5.75 08/15/34 144A (Cheniere Energy Partners L P) | Long | Debt | US | $50K | – | 0.00 |
| CQP 5.95 06/30/33 (Cheniere Energy Partners L P) | Long | Debt | US | $335K | – | 0.01 |
| CQP 5.95 06/30/33 (Cheniere Energy Partners L P) | Long | Debt | US | $152K | – | 0.01 |
| CRBG 5.2 06/24/29 144A (AIG Global Funding) | Long | Debt | US | $598K | – | 0.02 |
| CRBG V6.875 12/15/52 (Corebridge Financial Inc.) | Long | Debt | US | $687K | – | 0.03 |
| CRGYFN 9.25 02/15/28 144A (Crescent Energy Finance LLC) | Long | Debt | US | $1M | – | 0.05 |
| CRHID 3.4 05/09/27 144A (CRH America Finance, Inc.) | Long | Debt | US | $2M | – | 0.08 |
| CRHID 3.95 04/04/28 144A (CRH America Finance, Inc.) | Long | Debt | US | $479K | – | 0.02 |
| CRSNT 2021-MOON A (CRSNT TRUST 2021-MOON) | Long | ABS-other | US | $2M | – | 0.09 |
| CSAIL 2021-C20 A3 (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $687K | – | 0.03 |
| CSCHLD 3.375 02/15/31 144A (CSC Holdings, LLC) | Long | Debt | US | $125K | – | 0.00 |
| CSCHLD 4.5 11/15/31 144a (CSC Holdings, LLC) | Long | Debt | US | $174K | – | 0.01 |
| CSGP 2.8 07/15/30 144A (Costar Group Inc) | Long | Debt | US | $529K | – | 0.02 |
| CSMC 2010-16 B9 | Long | ABS-other | US | $1M | – | 0.06 |
| CSMC 2018-J1 A2 (CSMC Trust) | Long | ABS-other | US | $732K | – | 0.03 |
| CSMC 2020-FACT D | Long | ABS-other | US | $614K | – | 0.02 |
| CSMC 2020-NET A | Long | ABS-other | US | $2M | – | 0.06 |
| CSMC 2020-NET B | Long | ABS-other | US | $386K | – | 0.01 |
| CSMC 2020-RPL5 A1 (CSMC 2020-RPL5 TRUST) | Long | ABS-other | US | $520K | – | 0.02 |
| CSMC 2021-ADV A | Long | ABS-other | US | $2M | – | 0.09 |
| CSMC 2021-JR2 A1 (CSMC Trust) | Long | ABS-other | US | $580K | – | 0.02 |
| CSMC 2021-NQM8 A1 (CSMC 2021-NQM8 TRUST) | Long | ABS-other | US | $226K | – | 0.01 |
| CSMC 2021-RPL4 A1 (CSMC Trust) | Long | ABS-other | US | $3M | – | 0.10 |
| CSUCN 5.461 02/16/34 144A (Constellation Software Inc.) | Long | Debt | CA | $1M | – | 0.04 |
| CSUCN 5.461 02/16/34 144A (Constellation Software Inc.) | Long | Debt | CA | $476K | – | 0.02 |
| CSWF 2021-SOP2 A | Long | ABS-other | US | $952K | – | 0.04 |
| CSX 3.8 04/15/50 (CSX Corporation) | Long | Debt | US | $229K | – | 0.01 |
| CTAS 3.7 04/01/27 (Cintas Corporation No. 2) | Long | Debt | US | $10K | – | 0.00 |
| CTAS 4 05/01/32 (Cintas Corporation No. 2) | Long | Debt | US | $38K | – | 0.00 |
| CTLT 3.125 02/15/29 144A (Catalent Pharma Solutions, Inc.) | Long | Debt | US | $96K | – | 0.00 |
| CTRA 3.9 05/15/27 (Coterra Energy Inc) | Long | Debt | US | $635K | – | 0.02 |
| CTRA 4.375 03/15/29 (Coterra Energy Inc) | Long | Debt | US | $622K | – | 0.02 |
| CUBE 2.5 02/15/32 (CubeSmart LP) | Long | Debt | US | $86K | – | 0.00 |
| CUNAMU 4.625 04/15/32 144A (Trustage Financial Group Inc) | Long | Debt | US | $1M | – | 0.04 |
| CURRENCY CONTRACT - AUD | Derivative-foreign exchange | XX | $40K | – | 0.00 | |
| CURRENCY CONTRACT - AUD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-15K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-16K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-17K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-19K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-21K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-38K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-51K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-60K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-62K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-64K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-94K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-100K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-102K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-115K | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-417K | – | -0.02 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-514K | – | -0.02 | |
| CURRENCY CONTRACT - CAD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| CURRENCY CONTRACT - CAD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - CAD | Derivative-foreign exchange | XX | $-489.61 | – | -0.00 | |
| CURRENCY CONTRACT - CHF | Derivative-foreign exchange | XX | $11K | – | 0.00 | |
| CURRENCY CONTRACT - CHF | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| CURRENCY CONTRACT - CHF | Derivative-foreign exchange | XX | $-11K | – | -0.00 | |
| CURRENCY CONTRACT - CHF | Derivative-foreign exchange | XX | $-25K | – | -0.00 | |
| CURRENCY CONTRACT - CNH | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - CNH | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| CURRENCY CONTRACT - CNH | Derivative-foreign exchange | XX | $-13K | – | -0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $668.73 | – | 0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $-15K | – | -0.00 | |
| CURRENCY CONTRACT - GBP | Derivative-foreign exchange | XX | $779.73 | – | 0.00 | |
| CURRENCY CONTRACT - GBP | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - IDR | Derivative-foreign exchange | XX | $289.07 | – | 0.00 | |
| CURRENCY CONTRACT - ILS | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $675.34 | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $497.15 | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $452.67 | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $377.86 | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $240.81 | – | 0.00 | |
| CURRENCY CONTRACT - INR | Derivative-foreign exchange | XX | $6.66 | – | 0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $-49K | – | -0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $-513K | – | -0.02 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-45K | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-73K | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-156K | – | -0.01 | |
| CURRENCY CONTRACT - NOK | Derivative-foreign exchange | XX | $44K | – | 0.00 | |
| CURRENCY CONTRACT - NOK | Derivative-foreign exchange | XX | $14K | – | 0.00 | |
| CURRENCY CONTRACT - NOK | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - NZD | Derivative-foreign exchange | XX | $-383.82 | – | -0.00 | |
| CURRENCY CONTRACT - NZD | Derivative-foreign exchange | XX | $-9K | – | -0.00 | |
| CURRENCY CONTRACT - NZD | Derivative-foreign exchange | XX | $-19K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-189.64 | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-471.38 | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-7K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-16K | – | -0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $30K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $25K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $17K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $12K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $774.53 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $479.69 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $286.78 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $145.27 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $22.71 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $988K | – | 0.04 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $441K | – | 0.02 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $188K | – | 0.01 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $168K | – | 0.01 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $133K | – | 0.01 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $116K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $107K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $102K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $70K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $68K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $68K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $67K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $55K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $55K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $47K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $32K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $31K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $28K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $27K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $25K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $20K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $20K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $19K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $18K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $17K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $16K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $14K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $13K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $12K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $10K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $7K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $5K | – | 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 | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 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 | $2K | – | 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 | $2K | – | 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 | $1K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $980.92 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $931.18 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $862.96 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $854.14 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $684.28 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $626.59 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $586.1 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $576.56 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $511.51 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $496.86 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $492.22 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $488.61 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $352.95 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $288.66 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $246.51 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $176.26 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $154.74 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $109.73 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $72.15 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $49.73 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $8.31 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-27.99 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-32.77 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-40.21 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-77.96 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-264.15 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-291.96 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-405.02 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-444.47 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-445.15 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-459.42 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-575.77 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-657.69 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-741.77 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-776.95 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-1K | – | -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 | $-2K | – | -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 | $-3K | – | -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 | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-7K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-7K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-9K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-9K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-17K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-19K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-27K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-105K | – | -0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $11K | – | 0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CWALT 2006-OA11 A1B (Alternative Loan Trust) | Long | ABS-other | US | $127K | – | 0.00 |
| CWHEL 2005-F 2A (Cwheq Inc) | Long | ABS-other | US | $14K | – | 0.00 |
| CWHL 2003-58 2A2 (CWMBS Inc) | Long | ABS-other | US | $100K | – | 0.00 |
| CWL 2004-1 M1 (CWABS Inc.) | Long | ABS-other | US | $62K | – | 0.00 |
| CYGPK 2020-1A AR (Cayuga Park Clo Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| D 2 06/15/30 144A (The East Ohio Gas Company) | Long | Debt | US | $104K | – | 0.00 |
| D 2.25 08/15/31 C (Dominion Energy Inc) | Long | Debt | US | $2M | – | 0.07 |
| D 3.071 08/15/24 (Dominion Energy Inc) | Long | Debt | US | $672K | – | 0.03 |
| D 3.375 04/01/30 C (Dominion Energy Inc) | Long | Debt | US | $203K | – | 0.01 |
| DAL 4.5 10/20/25 144A (Skymiles IP Ltd. & Delta Air Lines Inc.) | Long | Debt | KY | $287K | – | 0.01 |
| DAL 4.75 10/20/28 144A (Skymiles IP Ltd. & Delta Air Lines Inc.) | Long | Debt | KY | $536K | – | 0.02 |
| DANBNK V1.621 09/11/26 144A (Danske Bank A/S) | Long | Debt | DK | $2M | – | 0.07 |
| DANBNK V5.705 03/01/30 144A (Danske Bank A/S) | Long | Debt | DK | $2M | – | 0.08 |
| DANBNK V6.259 09/22/26 144A (Danske Bank A/S) | Long | Debt | DK | $201K | – | 0.01 |
| DAR 6 06/15/30 144A (Darling Ingredients, Inc) | Long | Debt | US | $320K | – | 0.01 |
| DB V1.375 09/03/26 EMTN (Deutsche Bank AG) | Long | Debt | DE | $2M | – | 0.06 |
| DB V1.75 11/19/30 EMTN (Deutsche Bank AG) | Long | Debt | DE | $848K | – | 0.03 |
| DB V1.75 11/19/30 EMTN (Deutsche Bank AG) | Long | Debt | DE | $754K | – | 0.03 |
| DB V2.129 11/24/26 (Deutsche Bank AG New York Branch) | Long | Debt | DE | $427K | – | 0.02 |
| DB V6.119 07/14/26 (Deutsche Bank AG New York Branch) | Long | Debt | DE | $2M | – | 0.07 |
| DBALT 2006-AR1 3A1 (Deutsche Alt-A Secs Inc) | Long | ABS-other | US | $298K | – | 0.01 |
| DBJPM 2016-C3 A4 (DBJPM 2016-C3 Mortgage Trust) | Long | ABS-other | US | $209K | – | 0.01 |
| DC 2024-HLTN A (DC TRUST 2024-HLTN) | Long | ABS-other | US | $751K | – | 0.03 |
| DCENT 2023-A1 A (Discover Card Execution Note Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| DD 4.493 11/15/25 (Dupont De Nemours Inc) | Long | Debt | US | $345K | – | 0.01 |
| DE 3.1 04/15/30 (Deere & Company) | Long | Debt | US | $45K | – | 0.00 |
| DE 3.75 04/15/50 (Deere & Company) | Long | Debt | US | $251K | – | 0.01 |
| DELL 5.3 10/01/29 (Dell International L.L.C. and EMC Corporation) | Long | Debt | US | $126K | – | 0.00 |
| DELL 5.85 07/15/25 (Dell International L.L.C. and EMC Corporation) | Long | Debt | US | $18K | – | 0.00 |
| DELL 8.1 07/15/36 (Dell International L.L.C. and EMC Corporation) | Long | Debt | US | $6K | – | 0.00 |
| DELL 8.35 07/15/46 (Dell International L.L.C. and EMC Corporation) | Long | Debt | US | $24K | – | 0.00 |
| DFS 3.75 03/04/25 (Discover Financial Services) | Long | Debt | US | $444K | – | 0.02 |
| DFS 4.1 02/09/27 (Discover Financial Services) | Long | Debt | US | $63K | – | 0.00 |
| DFS V7.964 11/02/34 (Discover Financial Services) | Long | Debt | US | $6K | – | 0.00 |
| DGX 2.95 06/30/30 (Quest Diagnostics Incorporated) | Long | Debt | US | $9K | – | 0.00 |
| DHR 2.6 11/15/29 (DH Europe Finance II SARL) | Long | Debt | LU | $201K | – | 0.01 |
| DigiCert First-lien Term Loan 400 2026-07-27 | Long | Loan | US | $701K | – | 0.03 |
| DIN 2019-1A A2II (Applebees's Funding LLC / IHOP Funding LLC) | Long | ABS-other | US | $621K | – | 0.02 |
| DIS 6.65 11/15/37 (Walt Disney Company) | Long | Debt | US | $90K | – | 0.00 |
| DISH 5.125 06/01/29 (DISH DBS Corporation) | Long | Debt | US | $56K | – | 0.00 |
| DISH 5.25 12/01/26 144A (DISH DBS Corporation) | Long | Debt | US | $95K | – | 0.00 |
| DISH 5.75 12/01/28 144A (DISH DBS Corporation) | Long | Debt | US | $14K | – | 0.00 |
| DISH 5.875 11/15/24 (DISH DBS Corporation) | Long | Debt | US | $162K | – | 0.01 |
| DISH 7.75 07/01/26 (DISH DBS Corporation) | Long | Debt | US | $93K | – | 0.00 |
| DLTR 4 05/15/25 (Dollar Tree Inc) | Long | Debt | US | $320K | – | 0.01 |
| DOC 3.95 01/15/28 (Physicians Realty LP) | Long | Debt | US | $2M | – | 0.09 |
| DOLP 2021-NYC A (DOLP TRUST 2021-NYC) | Long | ABS-other | US | $2M | – | 0.07 |
| DOLP 2021-NYC A (DOLP TRUST 2021-NYC) | Long | ABS-other | US | $2M | – | 0.07 |
| DOMREP 6.6 06/01/36 144a (Dominican Republic) | Long | Debt | DO | $198K | – | 0.01 |
| DOMREP 7.05 02/03/31 REGS (Dominican Republic) | Long | Debt | DO | $266K | – | 0.01 |
| DOW 6.3 03/15/33 (Dow Chemical Co. (The)) | Long | Debt | US | $42K | – | 0.00 |
| DOX 2.538 06/15/30 (Amdocs Limited) | Long | Debt | GG | $1M | – | 0.05 |
| DPWDU 5.625 09/25/48 144A (DP World PLC) | Long | Debt | AE | $209K | – | 0.01 |
| DROCK 2023-1 A (Barclays Dryrock Issuance Trust) | Long | ABS-other | US | $2M | – | 0.09 |
| DROCK 2023-2 A (Barclays Dryrock Issuance Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| DRSLF 2013-26A CR (Dryden XXVI Senior Loan Funding) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| DRSLF 2017-54A C (DRYDEN 54 SENIOR LOAN FUND LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| DRSLF 2019-75A AR2 (Dryden 75 Clo Ltd / Dryden 75 Clo Llc) | Long | ABS-collateralized bond/debt obligation | NL | $250K | – | 0.01 |
| DRSLF 2020-77A AR (Dryden 77 Clo Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.25 |
| DRSLF 2021-87A A1 (DRYDEN 87 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $481K | – | 0.02 |
| DT 8.25 06/15/30 (Deutsche Telekom International Finance B.V.) | Long | Debt | NL | $64K | – | 0.00 |
| DTP 2023-STE2 A (DTP COML MTG TR 2023-STE2) | Long | ABS-other | US | $501K | – | 0.02 |
| DUK 2.45 06/01/30 (Duke Energy Corp) | Long | Debt | US | $2M | – | 0.06 |
| DUK 2.5 12/01/29 (Duke Energy Florida LLC) | Long | Debt | US | $1M | – | 0.05 |
| DUK 3.4 04/01/32 (Duke Energy Progress LLC) | Long | Debt | US | $2M | – | 0.08 |
| DUK 3.65 02/01/29 (Duke Energy Ohio) | Long | Debt | US | $142K | – | 0.01 |
| DUK 4.85 01/15/34 (Duke Energy Carolinas LLC) | Long | Debt | US | $969K | – | 0.04 |
| DUK 5.875 11/15/33 (Duke Energy Florida LLC) | Long | Debt | US | $2M | – | 0.08 |
| DUK 7.75 03/01/31 (Progress Energy Inc.) | Long | Debt | US | $393K | – | 0.01 |
| DVN 4.5 01/15/30 (Devon Energy Corporation) | Long | Debt | US | $31K | – | 0.00 |
| DVN 4.75 05/15/42 (Devon Energy Corporation) | Long | Debt | US | $402K | – | 0.02 |
| DVN 4.75 05/15/42 (Devon Energy Corporation) | Long | Debt | US | $193K | – | 0.01 |
| DVN 5 06/15/45 (Devon Energy Corporation) | Long | Debt | US | $409K | – | 0.02 |
| DVN 5.25 10/15/27 (Devon Energy Corporation) | Long | Debt | US | $38K | – | 0.00 |
| DVN 5.6 07/15/41 (Devon Energy Corporation) | Long | Debt | US | $372K | – | 0.01 |
| DVN 5.6 07/15/41 (Devon Energy Corporation) | Long | Debt | US | $86K | – | 0.00 |
| DYAL CAP 6.55% | Long | Debt | US | $627K | – | 0.02 |
| DYAL CAP 6.55% | Long | Debt | US | $493K | – | 0.02 |
| EBAY 2.7 03/11/30 (eBay Inc.) | Long | Debt | US | $18K | – | 0.00 |
| ECL 2.75 08/18/55 (Ecolab Inc.) | Long | Debt | US | $41K | – | 0.00 |
| ECMC 2017-1A A (Ecmc Group Student Loan Trust) | Long | ABS-other | US | $600K | – | 0.02 |
| ECOPET 5.875 05/28/45 (Ecopetrol S.A.) | Long | Debt | CO | $746K | – | 0.03 |
| ECOPET 6.875 04/29/30 (Ecopetrol S.A.) | Long | Debt | CO | $38K | – | 0.00 |
| ECOPET 8.625 01/19/29 (Ecopetrol S.A.) | Long | Debt | CO | $95K | – | 0.00 |
| ECOPET 8.875 01/13/33 (Ecopetrol S.A.) | Long | Debt | CO | $227K | – | 0.01 |
| ECPG 8.5 05/15/30 144A (Encore Capital Group Inc.) | Long | Debt | US | $408K | – | 0.02 |
| ECPG 8.5 05/15/30 144A (Encore Capital Group Inc.) | Long | Debt | US | $204K | – | 0.01 |
| EFMT 2021-2 A3 (ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2) | Long | ABS-other | US | $736K | – | 0.03 |
| EFNCN 6.319 12/04/28 144A (Element Fleet Management Corp) | Long | Debt | CA | $362K | – | 0.01 |
| EFX 5.1 12/15/27 (Equifax Inc.) | Long | Debt | US | $2M | – | 0.07 |
| EHMU 2007-1 A (Eurohome UK Mortgages 2007-1 PLC) | Long | ABS-other | GB | $537K | – | 0.02 |
| EIBKOR 5.125 01/11/33 (Export-Import Bank of Korea) | Long | Debt | KR | $202K | – | 0.01 |
| Eisner Advisory Group Term Loan B 400 2031-02-05 | Long | Loan | US | $303K | – | 0.01 |
| EIX 3.7 08/01/25 E (Southern California Edison Company) | Long | Debt | US | $2M | – | 0.09 |
| EIX 3.7 08/01/25 E (Southern California Edison Company) | Long | Debt | US | $490K | – | 0.02 |
| EIX 4.2 03/01/29 A (Southern California Edison Company) | Long | Debt | US | $383K | – | 0.01 |
| EIX 4.875 03/01/49 B (Southern California Edison Company) | Long | Debt | US | $26K | – | 0.00 |
| ELMW4 2020-1A AR (ELMWOOD CLO IV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| ELP 2021-ELP A (ELP COMMERCIAL MORTGAGE TRUST 2021-ELP) | Long | ABS-other | US | $830K | – | 0.03 |
| ELV 2.25 05/15/30 (Elevance Health Inc.) | Long | Debt | US | $9K | – | 0.00 |
| ELV 2.55 03/15/31 (Elevance Health Inc.) | Long | Debt | US | $9K | – | 0.00 |
| ELV 2.875 09/15/29 (Elevance Health Inc.) | Long | Debt | US | $9K | – | 0.00 |
| ELV 3.35 12/01/24 (Elevance Health Inc.) | Long | Debt | US | $10K | – | 0.00 |
| ELV 3.65 12/01/27 (Elevance Health Inc.) | Long | Debt | US | $182K | – | 0.01 |
| ELV 4.1 05/15/32 (Elevance Health Inc.) | Long | Debt | US | $371K | – | 0.01 |
| ELV 4.55 05/15/52 (Elevance Health Inc.) | Long | Debt | US | $25K | – | 0.00 |
| ELV 6.1 10/15/52 (Elevance Health Inc.) | Long | Debt | US | $21K | – | 0.00 |
| EMACN 4.75 06/15/46 (Emera US Finance LP) | Long | Debt | US | $16K | – | 0.00 |
| EMPWR 2024-1A A1 (EMPOWER CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $504K | – | 0.02 |
| ENBCN 2.5 08/01/33 (Enbridge Inc.) | Long | Debt | CA | $675K | – | 0.03 |
| ENBCN 5.625 04/05/34 (Enbridge Inc.) | Long | Debt | CA | $399K | – | 0.02 |
| ENBCN 7.5 04/15/38 B (Enbridge Energy Partners L.P.) | Long | Debt | US | $17K | – | 0.00 |
| ENELIM 2.875 07/12/41 144A (Enel Finance America LLC) | Long | Debt | US | $2M | – | 0.06 |
| ENELIM 5 06/15/32 144A (ENEL Finance International N.V.) | Long | Debt | NL | $1M | – | 0.04 |
| ENLC 5.375 06/01/29 (Enlink Midstream LLC) | Long | Debt | US | $98K | – | 0.00 |
| ENS 6.625 01/15/32 144A (EnerSys) | Long | Debt | US | $1M | – | 0.04 |
| ENTG 5.95 06/15/30 144A (Entegris Escrow Corp.) | Long | Debt | US | $644K | – | 0.02 |
| EOG 3.9 04/01/35 (EOG Resources Inc.) | Long | Debt | US | $170K | – | 0.01 |
| EOG 4.375 04/15/30 (EOG Resources Inc.) | Long | Debt | US | $88K | – | 0.00 |
| EOG 4.95 04/15/50 (EOG Resources Inc.) | Long | Debt | US | $193K | – | 0.01 |
| EPD 2.8 01/31/30 (Enterprise Products Operating LLC) | Long | Debt | US | $375K | – | 0.01 |
| EPD 3.125 07/31/29 (Enterprise Products Operating LLC) | Long | Debt | US | $92K | – | 0.00 |
| EPD 3.95 01/31/60 (Enterprise Products Operating LLC) | Long | Debt | US | $15K | – | 0.00 |
| EPD 4.15 10/16/28 (Enterprise Products Operating LLC) | Long | Debt | US | $464K | – | 0.02 |
| EPD 4.2 01/31/50 (Enterprise Products Operating LLC) | Long | Debt | US | $441K | – | 0.02 |
| EPD 4.8 02/01/49 (Enterprise Products Operating LLC) | Long | Debt | US | $27K | – | 0.00 |
| EPD 4.85 03/15/44 (Enterprise Products Operating LLC) | Long | Debt | US | $397K | – | 0.02 |
| EPD 5.7 02/15/42 (Enterprise Products Operating LLC) | Long | Debt | US | $60K | – | 0.00 |
| EPD 6.65 10/15/34 H (Enterprise Products Operating LLC) | Long | Debt | US | $176K | – | 0.01 |
| EPD 7.55 04/15/38 (Enterprise Products Operating LLC) | Long | Debt | US | $59K | – | 0.00 |
| EPD V5.375 02/15/78 (Enterprise Products Operating LLC) | Long | Debt | US | $309K | – | 0.01 |
| EPR 3.6 11/15/31 (EPR Properties) | Long | Debt | US | $2M | – | 0.07 |
| EPR 4.75 12/15/26 (EPR Properties) | Long | Debt | US | $1M | – | 0.04 |
| EPR 4.75 12/15/26 (EPR Properties) | Long | Debt | US | $44K | – | 0.00 |
| EQH 4.35 04/20/28 (Equitable Holdings Inc) | Long | Debt | US | $3M | – | 0.10 |
| EQIX 1.45 05/15/26 (Equinix, Inc.) | Long | Debt | US | $65K | – | 0.00 |
| EQIX 1.55 03/15/28 (Equinix, Inc.) | Long | Debt | US | $2M | – | 0.07 |
| EQIX 2.625 11/18/24 (Equinix, Inc.) | Long | Debt | US | $2M | – | 0.06 |
| EQIX 2.9 11/18/26 (Equinix, Inc.) | Long | Debt | US | $5K | – | 0.00 |
| EQIX 5.5 06/15/34 (Equinix Europe 2 Financing Corp LLC) | Long | Debt | US | $350K | – | 0.01 |
| EQM 4.125 12/01/26 (Equitrans Midstream Corporation) | Long | Debt | US | $2M | – | 0.07 |
| EQPTRC 4.25 11/03/26 144A (EQUATE Petrochemical B.V.) | Long | Debt | NL | $310K | – | 0.01 |
| EQT 3.125 05/15/26 144A (EQT Corporation) | Long | Debt | US | $10K | – | 0.00 |
| EQT 3.9 10/01/27 (EQT Corporation) | Long | Debt | US | $1M | – | 0.05 |
| EQT 5 01/15/29 (EQT Corporation) | Long | Debt | US | $98K | – | 0.00 |
| EQT 7 02/01/30 (EQT Corporation) | Long | Debt | US | $53K | – | 0.00 |
| EQUS 2021-EQAZ A (EQUS 2021-EQAZ MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| ESA 2021-ESH A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-other | US | $6M | – | 0.23 |
| ET 3.75 05/15/30 (Energy Transfer LP) | Long | Debt | US | $865K | – | 0.03 |
| ET 4.95 05/15/28 (Energy Transfer LP) | Long | Debt | US | $887K | – | 0.03 |
| ET 4.95 06/15/28 (Energy Transfer LP) | Long | Debt | US | $49K | – | 0.00 |
| ET 5.25 04/15/29 (Energy Transfer LP) | Long | Debt | US | $1M | – | 0.05 |
| ET 5.25 04/15/29 (Energy Transfer LP) | Long | Debt | US | $698K | – | 0.03 |
| ET 5.3 04/01/44 (Energy Transfer LP) | Long | Debt | US | $18K | – | 0.00 |
| ET 5.3 04/15/47 (Energy Transfer LP) | Long | Debt | US | $111K | – | 0.00 |
| ET 5.4 10/01/47 (Energy Transfer LP) | Long | Debt | US | $45K | – | 0.00 |
| ET 5.5 06/01/27 * (Energy Transfer LP) | Long | Debt | US | $677K | – | 0.03 |
| ET 5.625 05/01/27 144A (Energy Transfer LP) | Long | Debt | US | $199K | – | 0.01 |
| ET 5.75 02/15/33 (Energy Transfer LP) | Long | Debt | US | $708K | – | 0.03 |
| ET 5.75 02/15/33 (Energy Transfer LP) | Long | Debt | US | $607K | – | 0.02 |
| ET 5.95 12/01/25 (Energy Transfer LP) | Long | Debt | US | $301K | – | 0.01 |
| ET 6 06/15/48 (Energy Transfer LP) | Long | Debt | US | $68K | – | 0.00 |
| ET 6.25 04/15/49 (Energy Transfer LP) | Long | Debt | US | $20K | – | 0.00 |
| ET 6.25 04/15/49 (Energy Transfer LP) | Long | Debt | US | $10K | – | 0.00 |
| ET V6.5 PERP H (Energy Transfer LP) | Long | Debt | US | $59K | – | 0.00 |
| ETN 4.15 11/02/42 (Eaton Corp.) | Long | Debt | US | $43K | – | 0.00 |
| ETR 4.75 09/15/52 (Entergy Louisiana, LLC) | Long | Debt | US | $22K | – | 0.00 |
| EXC 3.125 03/15/51 130 (Commonwealth Edison Company) | Long | Debt | US | $33K | – | 0.00 |
| EXC 4.05 04/15/30 (Exelon Corporation) | Long | Debt | US | $305K | – | 0.01 |
| EXC 4.7 04/15/50 (Exelon Corporation) | Long | Debt | US | $21K | – | 0.00 |
| EXC 5.625 06/15/35 (Exelon Corporation) | Long | Debt | US | $135K | – | 0.01 |
| EXPE 2.95 03/15/31 (Expedia Group Inc) | Long | Debt | US | $82K | – | 0.00 |
| EXPE 3.25 02/15/30 (Expedia Group Inc) | Long | Debt | US | $203K | – | 0.01 |
| EXPE 3.8 02/15/28 (Expedia Group Inc) | Long | Debt | US | $286K | – | 0.01 |
| EXPE 4.625 08/01/27 (Expedia Group Inc) | Long | Debt | US | $298K | – | 0.01 |
| EXPE 6.25 05/01/25 144a (Expedia Group Inc) | Long | Debt | US | $2M | – | 0.08 |
| EXR 3.875 12/15/27 (Extra Space Storage LP) | Long | Debt | US | $859K | – | 0.03 |
| EYECARE PART TL | Long | Loan | US | $123K | – | 0.00 |
| Eyecare Partners First-lien Term Loan (Incremental) 375 2028-10-02 | Long | Loan | US | $282K | – | 0.01 |
| F 2.9 02/10/29 (Ford Motor Credit Company LLC) | Long | Debt | US | $176K | – | 0.01 |
| F 2.9 02/16/28 (Ford Motor Credit Company LLC) | Long | Debt | US | $344K | – | 0.01 |
| F 4 11/13/30 (Ford Motor Credit Company LLC) | Long | Debt | US | $911K | – | 0.03 |
| F 4.95 05/28/27 (Ford Motor Credit Company LLC) | Long | Debt | US | $762K | – | 0.03 |
| F 5.85 05/17/27 (Ford Motor Credit Company LLC) | Long | Debt | US | $1M | – | 0.04 |
| F 6.1 08/19/32 (Ford Motor Company) | Long | Debt | US | $380K | – | 0.01 |
| F 6.95 03/06/26 (Ford Motor Credit Company LLC) | Long | Debt | US | $3M | – | 0.10 |
| F 7.35 03/06/30 (Ford Motor Credit Company LLC) | Long | Debt | US | $551K | – | 0.02 |
| FABSJV 5.875 01/25/34 (Foundry JV Holdco LLC.) | Long | Debt | US | $199K | – | 0.01 |
| FAF 4 05/15/30 (First American Financial Corporation) | Long | Debt | US | $405K | – | 0.02 |
| FAHB 2022-HB2 M2 (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-other | US | $590K | – | 0.02 |
| FANG 3.5 12/01/29 (Diamondback Energy Inc) | Long | Debt | US | $286K | – | 0.01 |
| FANG 4.4 03/24/51 (Diamondback Energy Inc) | Long | Debt | US | $136K | – | 0.01 |
| FANG 6.25 03/15/33 (Diamondback Energy Inc) | Long | Debt | US | $5K | – | 0.00 |
| FBINUS 4 03/25/32 (Fortune Brands Innovations Inc) | Long | Debt | US | $1M | – | 0.04 |
| FCBSL 2022-2A BR (FORTRESS CREDIT BSL XV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| FCNCA V2.969 09/27/25 BKNT (First Citizens Bank & Trust Company) | Long | Debt | US | $544K | – | 0.02 |
| FCX 4.55 11/14/24 (Freeport-McMoRan Inc.) | Long | Debt | US | $10K | – | 0.00 |
| FCX 4.625 08/01/30 (Freeport-McMoRan Inc.) | Long | Debt | US | $145K | – | 0.01 |
| FCX 5.45 03/15/43 (Freeport-McMoRan Inc.) | Long | Debt | US | $449K | – | 0.02 |
| FCX 5.45 03/15/43 (Freeport-McMoRan Inc.) | Long | Debt | US | $19K | – | 0.00 |
| FDX 4.05 02/15/48 (FedEx Corporation) | Long | Debt | US | $296K | – | 0.01 |
| FDX 4.55 04/01/46 (FedEx Corporation) | Long | Debt | US | $13K | – | 0.00 |
| FE 2.65 01/15/32 144A (American Transmission Systems, Incorporated) | Long | Debt | US | $208K | – | 0.01 |
| FE 3.4 03/01/50 C (FirstEnergy Corp.) | Long | Debt | US | $7K | – | 0.00 |
| FFCB 1.7 04/23/35 (Federal Farm Credit Banks) | Long | Debt | US | $3M | – | 0.11 |
| FFCB 2.85 03/28/34 (Federal Farm Credit Banks) | Long | Debt | US | $2M | – | 0.09 |
| FFCB 2.9 04/12/32 (Federal Farm Credit Banks) | Long | Debt | US | $2M | – | 0.09 |
| FFCB 3.08 03/30/37 (Federal Farm Credit Banks) | Long | Debt | US | $1M | – | 0.06 |
| FFCB 3.3 05/19/32 (Federal Farm Credit Banks) | Long | Debt | US | $1M | – | 0.05 |
| FFHCN 4.85 04/17/28 (Fairfax Financial Holdings Limited) | Long | Debt | CA | $393K | – | 0.01 |
| FFHCN 5.625 08/16/32 (Fairfax Financial Holdings Limited) | Long | Debt | CA | $790K | – | 0.03 |
| FFHCN 6 12/07/33 144A (Fairfax Financial Holdings Limited) | Long | Debt | CA | $508K | – | 0.02 |
| FFIN 2024-1A B (FOUNDATION FINANCE TRUST 2024-1) | Long | ABS-other | US | $502K | – | 0.02 |
| FG 5.15 07/07/25 144A (F&G Global Funding) | Long | Debt | US | $1M | – | 0.05 |
| FG A12413 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG A13707 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $243.93 | – | 0.00 |
| FG A14237 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $815.05 | – | 0.00 |
| FG A30096 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG A30172 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG A57714 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG C00882 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG C00896 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG C60447 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG C80198 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1.29 | – | 0.00 |
| FG C91016 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG C91270 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $423.19 | – | 0.00 |
| FG C91987 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FG G01840 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG G01981 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG G03092 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FG G05421 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $0.65 | – | 0.00 |
| FG G06669 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FG G07335 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG G07479 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FG G60397 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FG G67713 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $908K | – | 0.03 |
| FG K91009 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FG K91015 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| FG Q01536 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $840.92 | – | 0.00 |
| FG Q17792 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FG Q18473 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FG Q19131 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FG Q19611 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FG Q19615 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FG Q41209 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FG Q57853 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| FG Q57925 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG U90245 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FG U90316 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG U90598 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG U90778 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG U90841 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG U90903 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FG U90940 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG U91027 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FG U91254 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FG U92272 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FG U95137 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FG U99076 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FG U99084 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| FG U99091 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FG U99114 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG U99124 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FG V80552 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG V83093 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FG V83342 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FH 1B0239 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $165.5 | – | 0.00 |
| FH 788303 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FH 840698 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| FH 841076 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $726K | – | 0.03 |
| FH 841077 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| FH 841081 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FH 841703 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| FH 847259 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $497.17 | – | 0.00 |
| FHAMS 2004-AA1 A1 (1ST Horizon Mtg) | Long | ABS-other | US | $70K | – | 0.00 |
| FHLMC 0.65 10/22/25 (Federal Home Loan Mortgage Corp.) | Long | Debt | US | $7M | – | 0.26 |
| FHLMC 0.65 10/27/25 (Federal Home Loan Mortgage Corp.) | Long | Debt | US | $7M | – | 0.26 |
| FHLMC 0.8 10/28/26 (Federal Home Loan Mortgage Corp.) | Long | Debt | US | $7M | – | 0.25 |
| FHMS K-152 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $931K | – | 0.04 |
| FHMS K-157 X1 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $2.07 | – | 0.00 |
| FHMS K-161 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $2M | – | 0.06 |
| FHMS K068 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $26K | – | 0.00 |
| FHMS K091 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $32K | – | 0.00 |
| FHMS K093 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $71K | – | 0.00 |
| FHMS K094 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $36K | – | 0.00 |
| FHMS K104 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $90.33 | – | 0.00 |
| FHMS K128 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $53.73 | – | 0.00 |
| FHMS K130 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $89.86 | – | 0.00 |
| FHMS K131 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $19.49 | – | 0.00 |
| FHMS K148 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $23.1 | – | 0.00 |
| FHMS K510 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $604K | – | 0.02 |
| FHMS K736 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $19K | – | 0.00 |
| FHMS K741 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $48K | – | 0.00 |
| FHMS KF153 AS (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $646K | – | 0.02 |
| FHR 3325 EF (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $35K | – | 0.00 |
| FHR 3621 SB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $7K | – | 0.00 |
| FHR 3947 SG (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $3K | – | 0.00 |
| FHR 3973 SA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $10K | – | 0.00 |
| FHR 4099 ST (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $7K | – | 0.00 |
| FHR 4194 BI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $16K | – | 0.00 |
| FHR 4210 Z (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $88K | – | 0.00 |
| FHR 4239 IO (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $605 | – | 0.00 |
| FHR 4298 PI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $167.89 | – | 0.00 |
| FHR 4310 SA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $3K | – | 0.00 |
| FHR 4335 SW (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $3K | – | 0.00 |
| FHR 4391 MZ (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $348K | – | 0.01 |
| FHR 4415 IO (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $2K | – | 0.00 |
| FHR 4638 FA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $107K | – | 0.00 |
| FHR 4793 CB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $169K | – | 0.01 |
| FHR 4793 CD (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $114K | – | 0.00 |
| FHR 4813 CJ (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $84K | – | 0.00 |
| FHR 4980 KI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $305K | – | 0.01 |
| FHR 4989 FA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $431K | – | 0.02 |
| FHR 4989 FB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $385K | – | 0.01 |
| FHR 5010 IK (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $18K | – | 0.00 |
| FHR 5010 JI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $60K | – | 0.00 |
| FHR 5013 IN (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $26K | – | 0.00 |
| FHR 5018 MI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $43K | – | 0.00 |
| FHR 5040 IB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $10K | – | 0.00 |
| FHR 5059 IB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $67K | – | 0.00 |
| FHR 5093 IY (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $219K | – | 0.01 |
| FHR 5115 IO (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $110K | – | 0.00 |
| FHR 5118 NI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $99K | – | 0.00 |
| FHR 5140 NI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $84K | – | 0.00 |
| FHR 5159 IP (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $103K | – | 0.00 |
| FHR 5161 IO (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $106K | – | 0.00 |
| FHR 5202 IN (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $93K | – | 0.00 |
| FHR 5224 HL (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $798K | – | 0.03 |
| FHR 5274 IO (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $105K | – | 0.00 |
| FHR 5293 IO (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $232K | – | 0.01 |
| FHR 5293 KI (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $240K | – | 0.01 |
| FHR 5377 IO (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $113K | – | 0.00 |
| FHR 5389 IC (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $110K | – | 0.00 |
| FHRR R007 ZA (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $56K | – | 0.00 |
| FHS 353 S1 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FI 2.25 06/01/27 (Fiserv Inc.) | Long | Debt | US | $9K | – | 0.00 |
| FI 2.65 06/01/30 (Fiserv Inc.) | Long | Debt | US | $104K | – | 0.00 |
| FI 3.2 07/01/26 (Fiserv Inc.) | Long | Debt | US | $67K | – | 0.00 |
| FI 4.2 10/01/28 (Fiserv Inc.) | Long | Debt | US | $361K | – | 0.01 |
| FI 5.35 03/15/31 (Fiserv Inc.) | Long | Debt | US | $400K | – | 0.02 |
| FI 5.6 03/02/33 (Fiserv Inc.) | Long | Debt | US | $52K | – | 0.00 |
| FIGRE 2024-HE1 A (FIGRE TRUST 2024-HE1) | Long | ABS-other | US | $285K | – | 0.01 |
| FIGRE 2024-HE2 A (FIGRE TRUST 2024-HE2) | Long | ABS-other | US | $689K | – | 0.03 |
| First Brands (Trico Group) Term Loan B (add-on) 500 2027-03-01 | Long | Loan | US | $584K | – | 0.02 |
| FIS 1.15 03/01/26 (Fidelity National Information Services Inc) | Long | Debt | US | $2M | – | 0.08 |
| FITB 2.375 01/28/25 (Fifth Third Bancorp) | Long | Debt | US | $368K | – | 0.01 |
| FITB V6.361 10/27/28 (Fifth Third Bancorp) | Long | Debt | US | $61K | – | 0.00 |
| FKH 2020-SFR2 F3 (FIRSTKEY HOMES TRUST) | Long | ABS-other | US | $143K | – | 0.01 |
| FKH 2020-SFR2 G1 (FIRSTKEY HOMES TRUST) | Long | ABS-other | US | $239K | – | 0.01 |
| FKH 2020-SFR2 G2 (FIRSTKEY HOMES TRUST) | Long | ABS-other | US | $239K | – | 0.01 |
| FKH 2022-SFR3 B (FIRSTKEY HOMES 2022-SFR3 TRUST) | Long | ABS-other | US | $1M | – | 0.06 |
| FL FLSGEN 2.15 07/01/2030 (FLORIDA ST BRD ADMIN FIN CORP) | Long | Debt | US | $199K | – | 0.01 |
| FLEX 4.875 06/15/29 (Flex Ltd.) | Long | Debt | SG | $5K | – | 0.00 |
| FMCN 6.875 10/15/27 144A (First Quantum Minerals Ltd.) | Long | Debt | CA | $196K | – | 0.01 |
| FMCN 9.375 03/01/29 144A (First Quantum Minerals Ltd.) | Long | Debt | CA | $209K | – | 0.01 |
| FN 256219 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 310088 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FN 395136 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 399907 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 535533 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN 535598 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 545010 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 557073 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 559822 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN 563497 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 594243 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $983.01 | – | 0.00 |
| FN 620035 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 620039 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 620051 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN 620061 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 620062 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN 620064 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 625628 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN 634250 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 634288 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $957.77 | – | 0.00 |
| FN 641377 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FN 651074 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN 800956 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN 804965 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN 826514 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN 843997 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 844292 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FN 844387 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN 890604 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FN 890827 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN 890843 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $474K | – | 0.02 |
| FN 928938 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 934648 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 938440 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| FN 944789 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FN 955183 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 991549 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 995072 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AB7728 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AB8704 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN AB8832 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AB9021 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FN AB9174 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN AB9344 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN AB9683 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN AB9820 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FN AE0758 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AH9735 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FN AI8842 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN AJ4713 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN AL3024 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| FN AL3026 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN AL3508 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN AL3693 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $420K | – | 0.02 |
| FN AL4741 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FN AL6619 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| FN AL7072 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN AL8964 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FN AL9397 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN AL9546 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AL9712 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| FN AL9854 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN AO6908 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN AP9766 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FN AQ0221 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN AQ3670 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AQ4055 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN AQ4078 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN AQ4080 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN AQ4555 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN AQ7146 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN AQ7306 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN AQ7310 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AQ8656 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN AQ9317 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AR1198 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN AR1202 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN AR3955 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| FN AR6051 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| FN AR7399 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FN AR9291 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| FN AR9977 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AS0038 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FN AS0070 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN AS0860 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN AS1999 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN AS4347 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN AS4363 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| FN AS6541 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN AS6562 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FN AS7533 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| FN AS7844 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN AS8381 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| FN AS8740 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FN AS9588 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FN AS9760 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN AS9928 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FN AS9986 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FN AT0292 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AT0654 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN AT0750 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN AT1751 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN AT2009 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN AT2668 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| FN AT2717 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN AT3874 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AT4000 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN AT6353 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN AT6546 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN AT7610 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AT7698 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN AT8394 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN AT8407 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN AT8668 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN AT9637 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FN AT9647 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN AT9653 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AT9657 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN AU6735 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FN AU6901 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AW4014 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN AZ6406 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| FN BC1509 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN BC2817 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN BC9077 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FN BE0072 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| FN BE7197 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| FN BF0104 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| FN BF0141 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $355K | – | 0.01 |
| FN BF0163 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| FN BF0183 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FN BF0191 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FN BF0222 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| FN BF0301 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FN BF0546 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN BF0560 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FN BH3407 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FN BH5739 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FN BH9288 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FN BJ2544 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FN BJ7021 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FN BJ9253 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| FN BK2620 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FN BK7483 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| FN BK8838 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $634K | – | 0.02 |
| FN BK8883 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FN BM1660 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| FN BM3211 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| FN BM4751 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| FN BM5538 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN BM6623 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN BM6912 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN BO1767 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| FN BP2428 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN BQ0254 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN BQ1528 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN BQ8482 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FN BR0001 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FN BR2644 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FN BR2664 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FN BR3286 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN BR4753 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FN BR5487 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN BR5587 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FN BR6352 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN BR6515 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN BR7744 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FN BR7745 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FN BR8478 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FN BR8518 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN BT0846 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FN BT0972 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FN BT3244 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FN BT3270 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FN BT3303 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FN BT5574 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FN BT8106 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $689K | – | 0.03 |
| FN BU1421 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| FN BU2599 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FN BU8750 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FN BV2452 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $796K | – | 0.03 |
| FN BV3089 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FN BV4651 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $640K | – | 0.02 |
| FN BV8546 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FN BW0048 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| FN BW5055 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| FN BW6230 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $843K | – | 0.03 |
| FN BW6250 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $644K | – | 0.02 |
| FN BW9916 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| FN BX2186 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FN BX7702 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FN BZ0874 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $899K | – | 0.03 |
| FN CA0384 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| FN CA0541 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| FN CA0694 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.38 |
| FN CA0860 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| FN CA1008 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FN CA1119 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| FN CA1194 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FN CA1368 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| FN CA2031 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| FN CA2047 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FN CA2156 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $612K | – | 0.02 |
| FN CA2364 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| FN CA4185 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FN CA4756 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| FN CA4819 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FN CA6032 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $603K | – | 0.02 |
| FN CA6988 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FN CA7257 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| FN CA7422 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FN CA7531 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| FN CA9075 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN CA9358 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN CB0090 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| FN CB0100 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FN CB0101 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN CB1805 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $593K | – | 0.02 |
| FN CB2045 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FN CB2115 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN CB2563 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $908K | – | 0.03 |
| FN CB3044 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| FN CB3077 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FN CB3234 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| FN CB3880 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FN CB4103 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| FN CB4418 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FN CB4563 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| FN CB4693 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FN CB5497 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $699K | – | 0.03 |
| FN CB6076 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $914K | – | 0.03 |
| FN CB6080 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FN CB6110 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FN CB6179 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FN CB6311 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN CB6322 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| FN CB6475 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| FN CB6540 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN CB6753 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| FN CB6862 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $902K | – | 0.03 |
| FN CB7109 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $558K | – | 0.02 |
| FN CB7332 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| FN CB8223 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| FN DA1098 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FN FM0068 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FN FM0071 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN FM1051 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $662K | – | 0.03 |
| FN FM1263 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FN FM1389 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| FN FM2377 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| FN FM2971 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FN FM3049 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $429K | – | 0.02 |
| FN FM3123 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| FN FM3619 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN FM3773 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| FN FM4311 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FN FM4899 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| FN FM4946 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| FN FM5313 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FN FM5423 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN FM5525 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FN FM5754 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN FM5783 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FN FM6015 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN FM6134 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FN FM6184 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $552K | – | 0.02 |
| FN FM6343 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FN FM6418 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN FM6448 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| FN FM6460 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FN FM7162 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FN FM7476 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| FN FM7518 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| FN FM7531 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FN FM7675 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FN FM7676 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FN FM7727 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN FM7786 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN FM7869 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FN FM7900 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FN FM7910 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FN FM8166 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN FM8480 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $402K | – | 0.02 |
| FN FM8576 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FN FM8577 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| FN FM8648 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FN FM8685 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FN FM8779 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| FN FM8786 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FN FM8864 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| FN FM8977 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FN FM9195 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| FN FM9205 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FN FM9365 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FN FM9464 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $337K | – | 0.01 |
| FN FM9492 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| FN FS0024 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| FN FS0034 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| FN FS0037 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FN FS0067 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN FS0191 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN FS0240 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| FN FS0282 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $526K | – | 0.02 |
| FN FS0366 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FN FS0408 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| FN FS0424 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| FN FS0434 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FN FS0551 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FN FS0582 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN FS0697 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| FN FS0751 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $353K | – | 0.01 |
| FN FS0995 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FN FS1014 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FN FS1074 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN FS1104 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FN FS1112 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| FN FS1237 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FN FS1289 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| FN FS1403 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| FN FS1462 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| FN FS1539 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FN FS1553 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN FS1726 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FN FS2707 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| FN FS2772 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FN FS3249 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| FN FS3368 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FN FS3411 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FN FS3440 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $874K | – | 0.03 |
| FN FS3589 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FN FS3672 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| FN FS3836 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| FN FS4000 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FN FS4166 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| FN FS4269 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $585K | – | 0.02 |
| FN FS4270 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| FN FS4273 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN FS4448 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FN FS4471 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FN FS4480 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FN FS4481 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $784K | – | 0.03 |
| FN FS4567 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $847K | – | 0.03 |
| FN FS4570 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FN FS4805 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| FN FS4828 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $909K | – | 0.03 |
| FN FS4940 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $931K | – | 0.04 |
| FN FS5059 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FN FS5749 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN FS6129 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $634K | – | 0.02 |
| FN FS6242 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| FN FS6451 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| FN FS6779 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FN FS7170 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $658K | – | 0.03 |
| FN FS7180 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| FN FS7849 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| FN FS8001 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN MA0706 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN MA0734 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN MA0776 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN MA0913 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN MA0939 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN MA0968 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN MA1177 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN MA1253 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FN MA1547 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN MA1591 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FN MA1629 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FN MA1664 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN MA1711 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FN MA2110 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN MA2138 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN MA2320 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN MA2523 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| FN MA2579 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| FN MA2672 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| FN MA2707 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FN MA2749 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FN MA2773 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| FN MA2832 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| FN MA3210 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $619K | – | 0.02 |
| FN MA3593 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN MA4031 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FN MA4047 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $690K | – | 0.03 |
| FN MA4087 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN MA4158 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FN MA4177 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| FN MA4182 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| FN MA4236 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN MA4280 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $485K | – | 0.02 |
| FN MA4325 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FN MA4446 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FN MA4473 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $600K | – | 0.02 |
| FN MA4474 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FN MA4501 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN MA4540 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| FN MA4571 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FN MA4577 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| FN MA4587 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| FN MA4597 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $695K | – | 0.03 |
| FN MA4599 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FN MA4607 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FN MA4617 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FN MA5009 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| FN MA5009 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $374K | – | 0.01 |
| FN MA5027 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $867K | – | 0.03 |
| FN MA5038 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FN MA5167 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FN MA5191 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $25M | – | 0.93 |
| FN MA5192 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FN MA5214 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FN MA5217 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $990K | – | 0.04 |
| FN MA5245 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| FN MA5248 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FN MA5388 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNA 2015-M1 X2 (Federal National Mortgage Association) | Long | ABS-other | US | $783.11 | – | 0.00 |
| FNA 2020-M33 X2 (Federal National Mortgage Association) | Long | ABS-other | US | $497K | – | 0.02 |
| FNF 2.45 03/15/31 (Fidelity National Financial, Inc.) | Long | Debt | US | $8K | – | 0.00 |
| FNMA 6.625 11/15/30 (Federal National Mortgage Association) | Long | Debt | US | $749K | – | 0.03 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $991K | – | 0.04 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $114M | – | 4.32 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $59M | – | 2.24 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $58M | – | 2.21 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $57M | – | 2.17 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $22M | – | 0.84 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $22M | – | 0.83 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20M | – | 0.75 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17M | – | 0.66 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 0.61 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 0.61 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15M | – | 0.58 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12M | – | 0.46 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $549K | – | 0.02 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-89K | – | -0.00 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-1M | – | -0.04 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-2M | – | -0.09 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-6M | – | -0.22 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-6M | – | -0.24 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-18M | – | -0.68 |
| FNR 2000-32 FM (Federal National Mortgage Association) | Long | ABS-other | US | $3K | – | 0.00 |
| FNR 2005-29 ZA (Federal National Mortgage Association) | Long | ABS-other | US | $179K | – | 0.01 |
| FNR 2007-24 SD (Federal National Mortgage Association) | Long | ABS-other | US | $18K | – | 0.00 |
| FNR 2011-52 GB (Federal National Mortgage Association) | Long | ABS-other | US | $98K | – | 0.00 |
| FNR 2011-59 NZ (Federal National Mortgage Association) | Long | ABS-other | US | $340K | – | 0.01 |
| FNR 2011-96 SA (Federal National Mortgage Association) | Long | ABS-other | US | $8K | – | 0.00 |
| FNR 2012-101 BI (Federal National Mortgage Association) | Long | ABS-other | US | $37.57 | – | 0.00 |
| FNR 2012-111 B (Federal National Mortgage Association) | Long | ABS-other | US | $9K | – | 0.00 |
| FNR 2012-118 VZ (Federal National Mortgage Association) | Long | ABS-other | US | $110K | – | 0.00 |
| FNR 2012-133 CS (Federal National Mortgage Association) | Long | ABS-other | US | $4K | – | 0.00 |
| FNR 2012-153 B (Federal National Mortgage Association) | Long | ABS-other | US | $32K | – | 0.00 |
| FNR 2012-28 B (Federal National Mortgage Association) | Long | ABS-other | US | $589.3 | – | 0.00 |
| FNR 2012-35 SC (Federal National Mortgage Association) | Long | ABS-other | US | $5K | – | 0.00 |
| FNR 2012-46 BA (Federal National Mortgage Association) | Long | ABS-other | US | $43K | – | 0.00 |
| FNR 2012-74 SA (Federal National Mortgage Association) | Long | ABS-other | US | $3K | – | 0.00 |
| FNR 2012-75 NS (Federal National Mortgage Association) | Long | ABS-other | US | $1K | – | 0.00 |
| FNR 2013-124 SB (Federal National Mortgage Association) | Long | ABS-other | US | $14K | – | 0.00 |
| FNR 2013-14 IG (Federal National Mortgage Association) | Long | ABS-other | US | $8K | – | 0.00 |
| FNR 2013-17 TI (Federal National Mortgage Association) | Long | ABS-other | US | $6K | – | 0.00 |
| FNR 2013-29 QI (Federal National Mortgage Association) | Long | ABS-other | US | $24K | – | 0.00 |
| FNR 2013-54 BS (Federal National Mortgage Association) | Long | ABS-other | US | $7K | – | 0.00 |
| FNR 2013-9 BC (Federal National Mortgage Association) | Long | ABS-other | US | $81K | – | 0.00 |
| FNR 2013-9 CB (Federal National Mortgage Association) | Long | ABS-other | US | $187K | – | 0.01 |
| FNR 2014-47 AI (Federal National Mortgage Association) | Long | ABS-other | US | $6K | – | 0.00 |
| FNR 2014-6 Z (Federal National Mortgage Association) | Long | ABS-other | US | $439K | – | 0.02 |
| FNR 2015-55 IO (Federal National Mortgage Association) | Long | ABS-other | US | $2K | – | 0.00 |
| FNR 2015-56 AS (Federal National Mortgage Association) | Long | ABS-other | US | $3K | – | 0.00 |
| FNR 2017-76 SB (Federal National Mortgage Association) | Long | ABS-other | US | $37K | – | 0.00 |
| FNR 2017-85 SC (Federal National Mortgage Association) | Long | ABS-other | US | $9K | – | 0.00 |
| FNR 2020-47 GZ (Federal National Mortgage Association) | Long | ABS-other | US | $190K | – | 0.01 |
| FNR 2020-56 DI (Federal National Mortgage Association) | Long | ABS-other | US | $24K | – | 0.00 |
| FNR 2020-57 TA (Federal National Mortgage Association) | Long | ABS-other | US | $40K | – | 0.00 |
| FNR 2020-61 NI (Federal National Mortgage Association) | Long | ABS-other | US | $102K | – | 0.00 |
| FNR 2020-73 KI (Federal National Mortgage Association) | Long | ABS-other | US | $111K | – | 0.00 |
| FNR 2020-74 EI (Federal National Mortgage Association) | Long | ABS-other | US | $24K | – | 0.00 |
| FNR 2020-89 DI (Federal National Mortgage Association) | Long | ABS-other | US | $113K | – | 0.00 |
| FNR 2021-1 IG (Federal National Mortgage Association) | Long | ABS-other | US | $94K | – | 0.00 |
| FNR 2021-28 LB (Federal National Mortgage Association) | Long | ABS-other | US | $290K | – | 0.01 |
| FNR 2021-3 NI (Federal National Mortgage Association) | Long | ABS-other | US | $106K | – | 0.00 |
| FNR 2021-3 QI (Federal National Mortgage Association) | Long | ABS-other | US | $121K | – | 0.00 |
| FNR 2021-43 IO (Federal National Mortgage Association) | Long | ABS-other | US | $221K | – | 0.01 |
| FNR 2021-77 WI (Federal National Mortgage Association) | Long | ABS-other | US | $113K | – | 0.00 |
| FNR 2022-22 IO (Federal National Mortgage Association) | Long | ABS-other | US | $228K | – | 0.01 |
| FNR 2022-86 IO (Federal National Mortgage Association) | Long | ABS-other | US | $103K | – | 0.00 |
| FNR 2023-2 CI (Federal National Mortgage Association) | Long | ABS-other | US | $225K | – | 0.01 |
| FNR 2023-54 GA (Federal National Mortgage Association) | Long | ABS-other | US | $852K | – | 0.03 |
| FNR 2024-5 DI (Federal National Mortgage Association) | Long | ABS-other | US | $186K | – | 0.01 |
| FNS 409 C13 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNS 409 C17 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNS 409 C18 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNS 409 C2 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $880.13 | – | 0.00 |
| FNS 409 C22 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNS 427 C21 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNS 436 C32 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Focus Financial Term Loan B-7 275 2028-06-01 | Long | Loan | US | $83K | – | 0.00 |
| FORDL 2024-A A2A (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.14 |
| FORDO 2022-B A3 (FORD CREDIT AUTO OWNER TRUST 2022-B) | Long | ABS-other | US | $833K | – | 0.03 |
| FORDO 2023-C A2A (FORD CREDIT AUTO OWNER TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.05 |
| FORDR 2024-1 A (FORD CREDIT AUTO OWNER TRUST 2024-REV1) | Long | ABS-other | US | $2M | – | 0.06 |
| FORT 2022-FL3 A (Fort CRE 2022-FL3 Issuer LLC) | Long | ABS-collateralized bond/debt obligation | US | $885K | – | 0.03 |
| FOXA 3.5 04/08/30 (Fox Corporation) | Long | Debt | US | $123K | – | 0.00 |
| FOXA 4.709 01/25/29 (Fox Corporation) | Long | Debt | US | $246K | – | 0.01 |
| FOXA 5.476 01/25/39 (Fox Corporation) | Long | Debt | US | $134K | – | 0.01 |
| FOXA 6.5 10/13/33 (Fox Corporation) | Long | Debt | US | $786K | – | 0.03 |
| FOXA 6.5 10/13/33 (Fox Corporation) | Long | Debt | US | $231K | – | 0.01 |
| FR QA1023 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FR QA5501 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| FR QB9087 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| FR QB9290 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| FR QB9391 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FR QB9482 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FR QB9484 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FR QB9485 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FR QB9961 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FR QC0041 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FR QC0160 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FR QC0161 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FR QC0885 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FR QC1164 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FR QC2044 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FR QC3690 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FR QC4689 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FR QC4690 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FR QC4818 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FR QC4824 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FR QC5830 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| FR QC6551 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FR QC7411 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FR QD1850 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FR QD4146 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FR QD6079 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FR QD6142 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FR QD6808 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FR QD9326 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FR QE0399 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| FR QE1181 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| FR QE3427 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| FR QE4543 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FR QE5484 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FR QE5890 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FR QF3213 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FR QF5465 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| FR QF6516 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FR QG7311 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FR QG9525 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| FR QH0231 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $13M | – | 0.51 |
| FR QK0701 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FR QU7914 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FR RA1411 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FR RA2608 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| FR RA3882 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| FR RA3913 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| FR RA4142 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FR RA4175 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FR RA4537 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FR RA5117 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FR RA5276 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FR RA5801 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FR RA6562 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| FR RA7939 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $875K | – | 0.03 |
| FR RA8213 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FR RA8417 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $913K | – | 0.03 |
| FR RA8419 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $880K | – | 0.03 |
| FR RA8694 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $633K | – | 0.02 |
| FR RA8715 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $839K | – | 0.03 |
| FR RA8764 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $767K | – | 0.03 |
| FR RA8904 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| FR RA9079 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FR RA9080 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FR RA9081 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| FR RB5071 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| FR RB5084 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $739K | – | 0.03 |
| FR RB5105 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $549K | – | 0.02 |
| FR RB5110 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| FR RB5117 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| FR RB5121 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| FR RB5130 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FR RB5134 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FR RB5141 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FR RB5149 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| FR RJ0954 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| FR RJ1350 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| FR RJ1358 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FR SC0093 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| FR SC0160 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| FR SC0188 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FR SC0206 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| FR SC0319 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FR SC0460 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FR SD0294 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| FR SD0295 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| FR SD0296 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FR SD0502 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FR SD0573 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FR SD0615 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FR SD0745 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FR SD0849 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FR SD1143 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| FR SD1218 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FR SD1305 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| FR SD1384 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FR SD1463 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FR SD1751 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FR SD1775 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| FR SD2138 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FR SD2245 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FR SD2284 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FR SD2374 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FR SD2394 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| FR SD2452 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FR SD2474 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FR SD2511 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| FR SD2715 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FR SD2723 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| FR SD2724 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FR SD2756 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| FR SD2762 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| FR SD2792 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FR SD2892 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| FR SD2903 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FR SD2919 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| FR SD3080 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FR SD3171 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| FR SD3475 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| FR SD3745 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| FR SD3900 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| FR SD4365 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FR SD4473 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $994K | – | 0.04 |
| FR SD5094 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| FR SD5107 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FR SD5352 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| FR SD5416 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FR SD7509 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FR SD7521 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| FR SD7531 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FR SD7540 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FR SD7543 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| FR SD7548 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FR SD7552 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FR SD7554 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FR SD7563 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FR SD8013 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| FR SD8033 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FR SD8079 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FR SD8080 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $950K | – | 0.04 |
| FR SD8129 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $744K | – | 0.03 |
| FR SD8146 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| FR SD8199 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| FR SD8209 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FR SD8315 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $902K | – | 0.03 |
| FR SD8316 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FR SD8329 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FR SD8363 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| FR SD8385 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $980K | – | 0.04 |
| FR SD8394 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FR SD8397 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $965K | – | 0.04 |
| FR SD8403 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $976K | – | 0.04 |
| FR SD8438 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FR SI2048 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FR SI2056 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $565K | – | 0.02 |
| FR ZA5297 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FR ZA5318 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FR ZN0538 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FR ZT2391 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FRT 3.5 06/01/30 (Federal Realty OP LP) | Long | Debt | US | $2M | – | 0.07 |
| FSPC T-61 1A1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $191K | – | 0.01 |
| FSRIA 2021-FL3 B (FS RIALTO ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $990K | – | 0.04 |
| FSRIA 2022-FL5 AS (FS RIALTO 2022-FL5 ISSUER LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| FSRIA 2022-FL5 B (FS RIALTO 2022-FL5 ISSUER LLC) | Long | ABS-collateralized bond/debt obligation | US | $546K | – | 0.02 |
| FSRIA 2022-FL6 AS (FS Rialto 2022-FL6 Issuer LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| FSRIA 2022-FL6 B (FS Rialto 2022-FL6 Issuer LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| FSRIA 2022-FL7 B (FS RIALTO 2022-FL7 ISSUER LLC) | Long | ABS-collateralized bond/debt obligation | US | $651K | – | 0.02 |
| FTBELV 5.6 12/15/35 A-3 (Belvoir Land LLC) | Long | Debt | US | $929K | – | 0.04 |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $139M | – | 5.28 | |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $131M | – | 4.96 | |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $7M | – | 0.27 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $49M | – | 1.84 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $30M | – | 1.16 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $10M | – | 0.38 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $26M | – | 0.97 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.10 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-21M | – | -0.81 | |
| FUT. CME 3MO SOFR DEC24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $20M | – | 0.74 | |
| FUT. CME 3MO SOFR DEC25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $73M | – | 2.78 | |
| FUT. CME 3MO SOFR DEC25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $10M | – | 0.37 | |
| FUT. CME 3MO SOFR JUN25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $10M | – | 0.37 | |
| FUT. CME 3MO SOFR SEP25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $10M | – | 0.37 | |
| FUT. EUR FOAT SEP24 (Eurex) | Derivative-interest rate | DE | $-132K | – | -0.01 | |
| FUT. EURO BUXL BND SEP24 (Eurex) | Derivative-interest rate | DE | $139K | – | 0.01 | |
| FUT. EURO BUXL BND SEP24 (Eurex) | Derivative-interest rate | DE | $-558K | – | -0.02 | |
| FUT. EURX EUR-BUND SEP24 (Eurex) | Derivative-interest rate | DE | $-282K | – | -0.01 | |
| FUT. EURX EUR-BUND SEP24 (Eurex) | Derivative-interest rate | DE | $-27M | – | -1.02 | |
| FUT. LIF LONG GILT SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $5M | – | 0.18 | |
| FUT. LIF LONG GILT SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $-123K | – | -0.00 | |
| FUT. ME 10Y CDN BND SEP24 (Montreal Exchange) | Derivative-interest rate | CA | $10M | – | 0.38 | |
| FUT. OSE 10Y JGB SEP24 (Tokyo Futures Exchange) | Derivative-interest rate | JP | $-6M | – | -0.24 | |
| FUT. OSE 10Y JGB SEP24 (Tokyo Futures Exchange) | Derivative-interest rate | JP | $-15M | – | -0.57 | |
| FUT. U.S. T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $23M | – | 0.88 | |
| FUT. U.S. T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.07 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $29M | – | 1.10 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $21M | – | 0.81 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-42M | – | -1.61 | |
| G2 3001 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| G2 4245 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| G2 4747 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| G2 4802 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| G2 4833 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2 4837 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 4928 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2 783298 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| G2 784106 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| G2 784825 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| G2 784894 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| G2 784905 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| G2 785565 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| G2 785568 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $517K | – | 0.02 |
| G2 785622 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| G2 785663 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| G2 785667 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| G2 785702 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $718K | – | 0.03 |
| G2 785764 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| G2 785787 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $719K | – | 0.03 |
| G2 785788 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| G2 785791 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| G2 785944 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| G2 786077 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| G2 786082 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| G2 786095 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| G2 786107 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| G2 786108 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| G2 786134 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| G2 786150 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $893K | – | 0.03 |
| G2 786216 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| G2 786335 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| G2 786340 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| G2 786429 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| G2 786474 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| G2 786535 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| G2 786726 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $586K | – | 0.02 |
| G2 786831 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| G2 786843 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| G2 786916 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $870K | – | 0.03 |
| G2 786928 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| G2 786963 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $941K | – | 0.04 |
| G2 787058 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $643K | – | 0.02 |
| G2 787097 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| G2 787154 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| G2 787228 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $394K | – | 0.01 |
| G2 787236 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| G2 787259 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| G2 80344 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 AV7468 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| G2 BC4732 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| G2 BD0384 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| G2 BM7534 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| G2 BM9734 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| G2 BM9743 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| G2 BS1728 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| G2 BS1742 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| G2 BS1757 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| G2 BS8420 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| G2 BS8546 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| G2 BT0812 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| G2 CK9592 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| G2 CL5523 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| G2 MA1225 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| G2 MA1995 (Gnma Pass-Thru M Single Family) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| G2 MA2678 (Gnma Pass-Thru M Single Family) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| G2 MA2754 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| G2 MA2827 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 MA3174 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| G2 MA3244 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| G2 MA3597 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| G2 MA3663 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| G2 MA3736 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| G2 MA3803 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| G2 MA3873 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| G2 MA4068 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| G2 MA4451 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| G2 MA4511 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| G2 MA4654 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| G2 MA4718 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| G2 MA4720 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| G2 MA4838 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| G2 MA4901 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| G2 MA5018 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| G2 MA5020 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| G2 MA5078 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $529K | – | 0.02 |
| G2 MA5137 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| G2 MA5138 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| G2 MA5192 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| G2 MA5193 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| G2 MA5193 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| G2 MA5194 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| G2 MA5265 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| G2 MA5331 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| G2 MA5332 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| G2 MA5399 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| G2 MA5399 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| G2 MA5400 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| G2 MA5465 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| G2 MA5467 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $719K | – | 0.03 |
| G2 MA5529 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| G2 MA5530 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $466K | – | 0.02 |
| G2 MA5530 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| G2 MA5594 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| G2 MA5597 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $512K | – | 0.02 |
| G2 MA5597 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| G2 MA5597 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| G2 MA5652 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| G2 MA5652 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| G2 MA5653 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| G2 MA5653 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| G2 MA5711 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| G2 MA5712 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| G2 MA5712 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| G2 MA5712 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| G2 MA5763 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $786K | – | 0.03 |
| G2 MA5763 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| G2 MA5764 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| G2 MA5764 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| G2 MA5765 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| G2 MA5817 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| G2 MA5817 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| G2 MA5818 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| G2 MA5818 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| G2 MA5819 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| G2 MA5876 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| G2 MA5878 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| G2 MA6039 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| G2 MA6089 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| G2 MA6093 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| G2 MA6093 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| G2 MA6157 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| G2 MA6221 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| G2 MA6287 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| G2 MA6287 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| G2 MA6413 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| G2 MA6475 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| G2 MA6541 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| G2 MA6659 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| G2 MA6711 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| G2 MA6818 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| G2 MA6930 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| G2 MA6997 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $606K | – | 0.02 |
| G2 MA7051 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| G2 MA7056 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| G2 MA7135 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $871K | – | 0.03 |
| G2 MA7184 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| G2 MA7194 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| G2 MA7303 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $599K | – | 0.02 |
| G2 MA7706 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $686K | – | 0.03 |
| G2 MA7768 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $696K | – | 0.03 |
| G2 MA8202 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| G2 MA8268 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| G2 MA8644 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| G2 MA8796 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| G2 MA9491 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $988K | – | 0.04 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54M | – | 2.06 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $898K | – | 0.03 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $864K | – | 0.03 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $861K | – | 0.03 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $406K | – | 0.02 |
| G2-30YR-Multi (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-97K | – | -0.00 |
| G2-30YR-Multi (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-475K | – | -0.02 |
| G2-30YR-Multi (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-871K | – | -0.03 |
| G2-30YR-Multi (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-2M | – | -0.07 |
| G2-30YR-Multi (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-7M | – | -0.25 |
| GALAXY 33 CLO LTD FRN | Long | Debt | KY | $665K | – | 0.03 |
| GASBCM 6.129 02/23/38 144A (Greensaif Pipelines Bidco S.a r.l.) | Long | Debt | LU | $203K | – | 0.01 |
| GBLATL 2.9 01/06/32 144A (GA Global Funding Trust) | Long | Debt | US | $1M | – | 0.05 |
| GBLATL 6.75 03/15/54 144A (Global Atlantic Finance Co.) | Long | Debt | US | $128K | – | 0.00 |
| GBLATL 7.95 06/15/33 144A (Global Atlantic Finance Co.) | Long | Debt | US | $704K | – | 0.03 |
| GCAT 2022-NQM3 A3 (GCAT 2022-NQM3 TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| GCAT 2022-NQM4 A2 (GCAT 2022-NQM4 TRUST) | Long | ABS-other | US | $498K | – | 0.02 |
| GCAT 2022-NQM4 A3 (GCAT 2022-NQM4 TRUST) | Long | ABS-other | US | $1M | – | 0.06 |
| GCAT 2024-NQM2 A1 (GCAT 2024-NQM2 TRUST) | Long | ABS-other | US | $2M | – | 0.07 |
| GCBSL 2023-66A A (GOLUB CAPITAL PARTNERS CLO 66(B) LTD) | Long | ABS-collateralized bond/debt obligation | JE | $322K | – | 0.01 |
| GD 2.625 11/15/27 (General Dynamics Corporation) | Long | Debt | US | $28K | – | 0.00 |
| GD 4.25 04/01/40 (General Dynamics Corporation) | Long | Debt | US | $26K | – | 0.00 |
| GD 4.25 04/01/50 (General Dynamics Corporation) | Long | Debt | US | $67K | – | 0.00 |
| GDDY 5.25 12/01/27 144A (Go Daddy Operating Company LLC / GD Finance Co Inc) | Long | Debt | US | $1M | – | 0.04 |
| GE 4.35 05/01/50 (GE Aerospace) | Long | Debt | US | $17K | – | 0.00 |
| GEHC 6.377 11/22/52 (GE Healthcare Technologies Inc.) | Long | Debt | US | $348K | – | 0.01 |
| Gen Digital (fka NortonLifelock) Term Loan B 175 2029-09-01 | Long | Loan | US | $503K | – | 0.02 |
| Genesee & Wyoming Term Loan B 200 2031-03-25 | Long | Loan | US | $430K | – | 0.02 |
| GFLCN 6.75 01/15/31 144A (GFL Environmental Inc.) | Long | Debt | CA | $194K | – | 0.01 |
| GFORT 2023-1 A1 (Gmf Floorplan Owner Revolving Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| GIBACN 1.45 09/14/26 (CGI Inc) | Long | Debt | CA | $2M | – | 0.08 |
| GILD 3.65 03/01/26 (Gilead Sciences, Inc.) | Long | Debt | US | $39K | – | 0.00 |
| GILD 4 09/01/36 (Gilead Sciences, Inc.) | Long | Debt | US | $9K | – | 0.00 |
| GILD 4.5 02/01/45 (Gilead Sciences, Inc.) | Long | Debt | US | $238K | – | 0.01 |
| GILD 4.75 03/01/46 (Gilead Sciences, Inc.) | Long | Debt | US | $18K | – | 0.00 |
| GL 2.15 08/15/30 (Globe Life Inc) | Long | Debt | US | $8K | – | 0.00 |
| GLENLN 2.625 09/23/31 144A (Glencore Funding LLC) | Long | Debt | US | $472K | – | 0.02 |
| GLENLN 4 03/27/27 144A (Glencore Funding LLC) | Long | Debt | US | $260K | – | 0.01 |
| GLM 2020-7A AR (GoldenTree Loan Management US CLO 7 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $471K | – | 0.02 |
| GLM 2021-10A A (GoldenTree Loan Management US CLO 10, Ltd. / LLC) | Long | ABS-collateralized bond/debt obligation | KY | $441K | – | 0.02 |
| GLM 2021-11A A (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| GLM 2021-9A CR (GOLDENTREE LOAN MANAGEMENT US CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| GLP 8.25 01/15/32 144A (Global Partners LP / GLP Finance Corp.) | Long | Debt | US | $566K | – | 0.02 |
| GLP 8.25 01/15/32 144A (Global Partners LP / GLP Finance Corp.) | Long | Debt | US | $514K | – | 0.02 |
| GM 2.4 10/15/28 (General Motors Financial Company Inc) | Long | Debt | US | $66K | – | 0.00 |
| GM 2.7 06/10/31 (General Motors Financial Company Inc) | Long | Debt | US | $1M | – | 0.05 |
| GM 4 04/01/25 (General Motors Company) | Long | Debt | US | $197K | – | 0.01 |
| GM 4.3 04/06/29 (General Motors Financial Company Inc) | Long | Debt | US | $380K | – | 0.01 |
| GM 4.3 07/13/25 (General Motors Financial Company Inc) | Long | Debt | US | $296K | – | 0.01 |
| GM 4.35 01/17/27 (General Motors Financial Company Inc) | Long | Debt | US | $175K | – | 0.01 |
| GM 5.15 04/01/38 (General Motors Company) | Long | Debt | US | $74K | – | 0.00 |
| GM 5.6 10/15/32 (General Motors Company) | Long | Debt | US | $100K | – | 0.00 |
| GM 5.95 04/01/49 (General Motors Company) | Long | Debt | US | $218K | – | 0.01 |
| GM 6.25 10/02/43 (General Motors Company) | Long | Debt | US | $5K | – | 0.00 |
| GM 6.6 04/01/36 (General Motors Company) | Long | Debt | US | $21K | – | 0.00 |
| GM 6.6 04/01/36 (General Motors Company) | Long | Debt | US | $21K | – | 0.00 |
| GMCAR 2023-4 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $1M | – | 0.05 |
| GMCAR 2024-2 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $2M | – | 0.08 |
| GMGAU 3.7 03/15/28 144A (Goodman US Finance Three LLC) | Long | Debt | US | $938K | – | 0.04 |
| GMGAU 4.625 05/04/32 144A (Goodman US Finance Five LLC) | Long | Debt | US | $2M | – | 0.07 |
| GMT 6.9 05/01/34 (GATX Corporation) | Long | Debt | US | $2M | – | 0.06 |
| GN 158771 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $476.27 | – | 0.00 |
| GN 389764 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GN 417192 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $412.02 | – | 0.00 |
| GN 463389 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GN 464694 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $639.94 | – | 0.00 |
| GN 464790 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 471300 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 483775 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GN 485698 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GN 486470 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $637.63 | – | 0.00 |
| GN 486516 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GN 486670 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GN 523534 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GN 538284 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GN 552313 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GN 564603 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GN 565060 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GN 566253 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GN 567712 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GN 567909 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 568450 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GN 569278 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 569548 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GN 569621 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GN 572515 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GN 582340 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GN 587347 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GN 588031 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GN 591851 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GN 591924 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 591931 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 594054 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 594905 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GN 595198 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $124.37 | – | 0.00 |
| GN 595467 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GN 599791 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GN 603266 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 603864 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GN 605594 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GN 605698 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GN 607639 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $976.28 | – | 0.00 |
| GN 610891 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GN 613049 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $949.53 | – | 0.00 |
| GN 614602 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 620527 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 622517 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GN 622574 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GN 628079 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 633240 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GN 669959 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| GN 780601 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 780732 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GN 781001 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 781340 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 781564 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GN 781649 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GN 783094 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GN 784571 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GN AA5649 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GN AB2892 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| GN AB9108 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GN AB9109 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GN AB9207 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GN AM4306 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| GN BS8439 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNR 2007-30 FH (Government National Mortgage Association) | Long | ABS-other | US | $42K | – | 0.00 |
| GNR 2007-51 SG (Government National Mortgage Association) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2010-85 HS (Government National Mortgage Association) | Long | ABS-other | US | $0.46 | – | 0.00 |
| GNR 2010-H28 FE (Government National Mortgage Association) | Long | ABS-other | US | $50K | – | 0.00 |
| GNR 2011-H08 FG (Government National Mortgage Association) | Long | ABS-other | US | $66K | – | 0.00 |
| GNR 2011-H09 AF (Government National Mortgage Association) | Long | ABS-other | US | $32K | – | 0.00 |
| GNR 2012-144 IO (Government National Mortgage Association) | Long | ABS-other | US | $24K | – | 0.00 |
| GNR 2012-34 SA (Government National Mortgage Association) | Long | ABS-other | US | $1K | – | 0.00 |
| GNR 2012-H27 AI (Government National Mortgage Association) | Long | ABS-other | US | $4K | – | 0.00 |
| GNR 2012-H30 GA (Government National Mortgage Association) | Long | ABS-other | US | $143K | – | 0.01 |
| GNR 2013-107 AD (Government National Mortgage Association) | Long | ABS-other | US | $86K | – | 0.00 |
| GNR 2013-53 OI (Government National Mortgage Association) | Long | ABS-other | US | $3K | – | 0.00 |
| GNR 2014-118 HS (Government National Mortgage Association) | Long | ABS-other | US | $9K | – | 0.00 |
| GNR 2014-17 AM (Government National Mortgage Association) | Long | ABS-other | US | $3K | – | 0.00 |
| GNR 2014-93 IO (Government National Mortgage Association) | Long | ABS-other | US | $16K | – | 0.00 |
| GNR 2015-167 OI (Government National Mortgage Association) | Long | ABS-other | US | $7K | – | 0.00 |
| GNR 2015-69 IO (Government National Mortgage Association) | Long | ABS-other | US | $248K | – | 0.01 |
| GNR 2015-H11 FC (Government National Mortgage Association) | Long | ABS-other | US | $1M | – | 0.04 |
| GNR 2015-H14 FA (Government National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.06 |
| GNR 2015-H14 FB (Government National Mortgage Association) | Long | ABS-other | US | $277K | – | 0.01 |
| GNR 2015-H15 FB (Government National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.06 |
| GNR 2015-H15 FC (Government National Mortgage Association) | Long | ABS-other | US | $754K | – | 0.03 |
| GNR 2015-H16 FM (Government National Mortgage Association) | Long | ABS-other | US | $2M | – | 0.07 |
| GNR 2015-H17 FL (Government National Mortgage Association) | Long | ABS-other | US | $91K | – | 0.00 |
| GNR 2015-H18 FB (Government National Mortgage Association) | Long | ABS-other | US | $238K | – | 0.01 |
| GNR 2015-H19 FK (Government National Mortgage Association) | Long | ABS-other | US | $253K | – | 0.01 |
| GNR 2015-H22 FC (Government National Mortgage Association) | Long | ABS-other | US | $302K | – | 0.01 |
| GNR 2015-H23 FA (Government National Mortgage Association) | Long | ABS-other | US | $312K | – | 0.01 |
| GNR 2015-H26 FA (Government National Mortgage Association) | Long | ABS-other | US | $692K | – | 0.03 |
| GNR 2015-H30 FA (Government National Mortgage Association) | Long | ABS-other | US | $1K | – | 0.00 |
| GNR 2016-152 IO (Government National Mortgage Association) | Long | ABS-other | US | $83K | – | 0.00 |
| GNR 2017-190 IO (Government National Mortgage Association) | Long | ABS-other | US | $51K | – | 0.00 |
| GNR 2017-H15 FE (Government National Mortgage Association) | Long | ABS-other | US | $931K | – | 0.04 |
| GNR 2017-H15 KI (Government National Mortgage Association) | Long | ABS-other | US | $17K | – | 0.00 |
| GNR 2017-H18 BI (Government National Mortgage Association) | Long | ABS-other | US | $72K | – | 0.00 |
| GNR 2017-H20 IB (Government National Mortgage Association) | Long | ABS-other | US | $3K | – | 0.00 |
| GNR 2017-H22 IC (Government National Mortgage Association) | Long | ABS-other | US | $23K | – | 0.00 |
| GNR 2018-45 IO (Government National Mortgage Association) | Long | ABS-other | US | $244K | – | 0.01 |
| GNR 2018-H07 FD (Government National Mortgage Association) | Long | ABS-other | US | $222K | – | 0.01 |
| GNR 2020-123 IL (Government National Mortgage Association) | Long | ABS-other | US | $17K | – | 0.00 |
| GNR 2020-123 NI (Government National Mortgage Association) | Long | ABS-other | US | $49K | – | 0.00 |
| GNR 2020-127 IN (Government National Mortgage Association) | Long | ABS-other | US | $19K | – | 0.00 |
| GNR 2020-129 IE (Government National Mortgage Association) | Long | ABS-other | US | $20K | – | 0.00 |
| GNR 2020-160 IH (Government National Mortgage Association) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2020-160 VI (Government National Mortgage Association) | Long | ABS-other | US | $10K | – | 0.00 |
| GNR 2020-160 YI (Government National Mortgage Association) | Long | ABS-other | US | $68K | – | 0.00 |
| GNR 2020-173 MI (Government National Mortgage Association) | Long | ABS-other | US | $281K | – | 0.01 |
| GNR 2020-179 IO (Government National Mortgage Association) | Long | ABS-other | US | $978K | – | 0.04 |
| GNR 2020-181 WI (Government National Mortgage Association) | Long | ABS-other | US | $129K | – | 0.00 |
| GNR 2020-47 MI (Government National Mortgage Association) | Long | ABS-other | US | $42K | – | 0.00 |
| GNR 2020-47 NI (Government National Mortgage Association) | Long | ABS-other | US | $12K | – | 0.00 |
| GNR 2020-H09 FL (Government National Mortgage Association) | Long | ABS-other | US | $300K | – | 0.01 |
| GNR 2020-H09 NF (Government National Mortgage Association) | Long | ABS-other | US | $93K | – | 0.00 |
| GNR 2020-H13 FA (Government National Mortgage Association) | Long | ABS-other | US | $182K | – | 0.01 |
| GNR 2021-135 A (Government National Mortgage Association) | Long | ABS-other | US | $3M | – | 0.11 |
| GNR 2021-138 IK (Government National Mortgage Association) | Long | ABS-other | US | $129K | – | 0.00 |
| GNR 2021-14 AB (Government National Mortgage Association) | Long | ABS-other | US | $267K | – | 0.01 |
| GNR 2021-14 IO (Government National Mortgage Association) | Long | ABS-other | US | $244K | – | 0.01 |
| GNR 2021-169 IO (Government National Mortgage Association) | Long | ABS-other | US | $231K | – | 0.01 |
| GNR 2021-188 PA (Government National Mortgage Association) | Long | ABS-other | US | $783K | – | 0.03 |
| GNR 2021-191 NI (Government National Mortgage Association) | Long | ABS-other | US | $116K | – | 0.00 |
| GNR 2021-21 AH (Government National Mortgage Association) | Long | ABS-other | US | $509K | – | 0.02 |
| GNR 2021-223 P (Government National Mortgage Association) | Long | ABS-other | US | $685K | – | 0.03 |
| GNR 2021-29 TI (Government National Mortgage Association) | Long | ABS-other | US | $78K | – | 0.00 |
| GNR 2021-77 LC (Government National Mortgage Association) | Long | ABS-other | US | $264K | – | 0.01 |
| GNR 2022-102 CB (Government National Mortgage Association) | Long | ABS-other | US | $858K | – | 0.03 |
| GNR 2022-139 AL (Government National Mortgage Association) | Long | ABS-other | US | $266K | – | 0.01 |
| GNR 2022-189 PT (Government National Mortgage Association) | Long | ABS-other | US | $445K | – | 0.02 |
| GNR 2022-196 BE (Government National Mortgage Association) | Long | ABS-other | US | $222K | – | 0.01 |
| GNR 2022-210 IO (Government National Mortgage Association) | Long | ABS-other | US | $90K | – | 0.00 |
| GNR 2022-216 IO (Government National Mortgage Association) | Long | ABS-other | US | $94K | – | 0.00 |
| GNR 2022-220 E (Government National Mortgage Association) | Long | ABS-other | US | $222K | – | 0.01 |
| GNR 2022-24 AH (Government National Mortgage Association) | Long | ABS-other | US | $138K | – | 0.01 |
| GNR 2022-3 IO (Government National Mortgage Association) | Long | ABS-other | US | $5K | – | 0.00 |
| GNR 2022-81 CI (Government National Mortgage Association) | Long | ABS-other | US | $107K | – | 0.00 |
| GNR 2022-9 GA (Government National Mortgage Association) | Long | ABS-other | US | $260K | – | 0.01 |
| GNR 2023-92 IA (Government National Mortgage Association) | Long | ABS-other | US | $116K | – | 0.00 |
| GOCAP 2013-16A A1R2 (GOLUB CAPITAL PARTNERS CLO16(M)-R2 LP) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| GOCAP 2015-25A AR (GOLUB CAPITAL PARTNERS CLO 25(M)-R LTD) | Long | ABS-collateralized bond/debt obligation | KY | $173K | – | 0.01 |
| GOCAP 2018-36A A (Golub Capital Partners Clo Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| GOLF 7.375 10/15/28 144A (Acushnet Co) | Long | Debt | US | $778K | – | 0.03 |
| GOOD 2021-3CS A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| GOOD 2022-2CS A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| GOOGL 1.9 08/15/40 (Alphabet Inc.) | Long | Debt | US | $33K | – | 0.00 |
| GPMF 2006-OH1 A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $223K | – | 0.01 |
| GPMT 2021-FL3 A (GPMT LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| GPN 2.65 02/15/25 (Global Payments Inc) | Long | Debt | US | $392K | – | 0.01 |
| GPN 2.9 05/15/30 (Global Payments Inc) | Long | Debt | US | $1M | – | 0.05 |
| GPN 3.2 08/15/29 (Global Payments Inc) | Long | Debt | US | $67K | – | 0.00 |
| GPN 5.3 08/15/29 (Global Payments Inc) | Long | Debt | US | $546K | – | 0.02 |
| GRADE 2023-FIG4 A (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4) | Long | ABS-other | US | $322K | – | 0.01 |
| GRNKEN 4.3 12/13/28 144A (Greenko Power II Limited) | Long | Debt | MU | $159K | – | 0.01 |
| GS 3.5 04/01/25 (Goldman Sachs Group, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| GS 3.5 11/16/26 (Goldman Sachs Group, Inc.) | Long | Debt | US | $557K | – | 0.02 |
| GS 3.85 07/08/24 MTN (Goldman Sachs Group, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| GS 5.15 05/22/45 (Goldman Sachs Group, Inc.) | Long | Debt | US | $19K | – | 0.00 |
| GS 6.25 02/01/41 (Goldman Sachs Group, Inc.) | Long | Debt | US | $53K | – | 0.00 |
| GS F 10/28/27 GMTN (Goldman Sachs Group, Inc.) | Long | Debt | US | $2M | – | 0.07 |
| GS V0 PERP _ (Goldman Sachs Capital II) | Long | Debt | US | $3K | – | 0.00 |
| GS V2.65 10/21/32 (Goldman Sachs Group, Inc.) | Long | Debt | US | $2M | – | 0.06 |
| GS V3.21 04/22/42 (Goldman Sachs Group, Inc.) | Long | Debt | US | $44K | – | 0.00 |
| GS V3.615 03/15/28 (Goldman Sachs Group, Inc.) | Long | Debt | US | $115K | – | 0.00 |
| GS V3.814 04/23/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $370K | – | 0.01 |
| GS V4.223 05/01/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $3M | – | 0.12 |
| GS V4.223 05/01/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| GS V5.727 04/25/30 (Goldman Sachs Group, Inc.) | Long | Debt | US | $5M | – | 0.20 |
| GS V7.5 PERP X (Goldman Sachs Group, Inc.) | Long | Debt | US | $1M | – | 0.04 |
| GSMBS 2022-GR2 A2 (G.S. MORTGAGE BACKED SECURITIES TRUST 2022-GR2) | Long | ABS-other | US | $2M | – | 0.07 |
| GSMS 2015-GC30 AS (GS Mortgage Securities Trust 2015-GC30) | Long | ABS-other | US | $358K | – | 0.01 |
| GSMS 2017-GS6 A2 (Gs Mortgage Securities Tr 2017-Gs6) | Long | ABS-other | US | $277K | – | 0.01 |
| GSMS 2017-GS7 A4 (GS Mortgage Securities Trust) | Long | ABS-other | US | $793K | – | 0.03 |
| GSMS 2018-SRP5 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $405K | – | 0.02 |
| GSMS 2021-DM AS (GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM) | Long | ABS-other | US | $1M | – | 0.05 |
| GSR 2005-AR6 2A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $119K | – | 0.00 |
| Guidestone Fds MONEY MKT INSTL | Long | Short-term investment vehicle | US | $72M | 72M | 2.75 |
| Guidestone Fds MONEY MKT INSTL | Long | Short-term investment vehicle | US | $32M | 32M | 1.21 |
| Guidestone Fds MONEY MKT INSTL | Long | Short-term investment vehicle | US | $31K | 31K | 0.00 |
| Guidestone Fds MONEY MKT INSTL | Long | Short-term investment vehicle | US | $294.55 | 294.55 | 0.00 |
| GXO 6.25 05/06/29 (GXO Logistics Inc.) | Long | Debt | US | $254K | – | 0.01 |
| GXO 6.5 05/06/34 (GXO Logistics Inc.) | Long | Debt | US | $254K | – | 0.01 |
| H 1.8 10/01/24 (Hyatt Hotels Corporation) | Long | Debt | US | $2M | – | 0.09 |
| H 1.8 10/01/24 (Hyatt Hotels Corporation) | Long | Debt | US | $569K | – | 0.02 |
| H 5.375 04/23/25 (Hyatt Hotels Corporation) | Long | Debt | US | $1M | – | 0.05 |
| H 5.5 06/30/34 (Hyatt Hotels Corporation) | Long | Debt | US | $1M | – | 0.05 |
| HAL 6.7 09/15/38 (Halliburton Company) | Long | Debt | US | $11K | – | 0.00 |
| HALSEYPOINT CLO II LT FRN | Long | Debt | KY | $1M | – | 0.04 |
| HALST 2024-A A2A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A) | Long | ABS-other | US | $3M | – | 0.10 |
| HAROT 2023-4 A3 (HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST) | Long | ABS-other | US | $2M | – | 0.09 |
| HART 2023-A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $428K | – | 0.02 |
| HART 2023-C A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $2M | – | 0.07 |
| HAS 3.55 11/19/26 (Hasbro Inc) | Long | Debt | US | $10K | – | 0.00 |
| HAS 3.9 11/19/29 (Hasbro Inc) | Long | Debt | US | $14K | – | 0.00 |
| HAS 6.05 05/14/34 (Hasbro Inc) | Long | Debt | US | $400K | – | 0.02 |
| HAYFN 2018-8A A (Hayfin Kingsland VIII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $656K | – | 0.02 |
| HBAN 4 05/15/25 (Huntington Bancshares Incorporated) | Long | Debt | US | $541K | – | 0.02 |
| HCA 3.125 03/15/27 (HCA Inc.) | Long | Debt | US | $2M | – | 0.08 |
| HCA 3.5 07/15/51 (HCA Inc.) | Long | Debt | US | $27K | – | 0.00 |
| HCA 3.5 09/01/30 (HCA Inc.) | Long | Debt | US | $189K | – | 0.01 |
| HCA 3.625 03/15/32 (HCA Inc.) | Long | Debt | US | $617K | – | 0.02 |
| HCA 4.125 06/15/29 (HCA Inc.) | Long | Debt | US | $5K | – | 0.00 |
| HCA 5.25 06/15/26 (HCA Inc.) | Long | Debt | US | $10K | – | 0.00 |
| HCA 5.375 09/01/26 (HCA Inc.) | Long | Debt | US | $2M | – | 0.06 |
| HCA 5.45 04/01/31 (HCA Inc.) | Long | Debt | US | $5M | – | 0.18 |
| HCA 5.5 06/15/47 (HCA Inc.) | Long | Debt | US | $46K | – | 0.00 |
| HCA 5.875 02/01/29 (HCA Inc.) | Long | Debt | US | $15K | – | 0.00 |
| HCA 5.875 02/15/26 (HCA Inc.) | Long | Debt | US | $301K | – | 0.01 |
| HCOMF 2015-1A ARR (HILDENE COMMUNITY FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $497K | – | 0.02 |
| HD 2.7 04/15/30 (Home Depot Inc) | Long | Debt | US | $152K | – | 0.01 |
| HD 3.25 04/15/32 (Home Depot Inc) | Long | Debt | US | $555K | – | 0.02 |
| HD 3.3 04/15/40 (Home Depot Inc) | Long | Debt | US | $351K | – | 0.01 |
| HD 3.35 04/15/50 (Home Depot Inc) | Long | Debt | US | $114K | – | 0.00 |
| HD 3.9 12/06/28 (Home Depot Inc) | Long | Debt | US | $242K | – | 0.01 |
| HD 3.9 12/06/28 (Home Depot Inc) | Long | Debt | US | $19K | – | 0.00 |
| HD 4.5 12/06/48 (Home Depot Inc) | Long | Debt | US | $30K | – | 0.00 |
| HD 5.95 04/01/41 (Home Depot Inc) | Long | Debt | US | $16K | – | 0.00 |
| HEES 3.875 12/15/28 144A (H&E Equipment Services, Inc.) | Long | Debt | US | $294K | – | 0.01 |
| HENDR 2015-2A A (J.G.WENTWORTH XXXV LLC) | Long | ABS-other | US | $53K | – | 0.00 |
| HENDR 2017-1A A (Jgwpt Xxxviii Llc 2017-1) | Long | ABS-other | US | $156K | – | 0.01 |
| HES 5.8 04/01/47 (Hess Corporation) | Long | Debt | US | $15K | – | 0.00 |
| HESM 6.5 06/01/29 144A (Hess Midstream Operations LP) | Long | Debt | US | $396K | – | 0.02 |
| HGVLLC 4.875 07/01/31 144A (Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc) | Long | Debt | US | $230K | – | 0.01 |
| HI 3.75 03/01/31 (Hillenbrand, Inc.) | Long | Debt | US | $305K | – | 0.01 |
| HI 6.25 02/15/29 (Hillenbrand, Inc.) | Long | Debt | US | $704K | – | 0.03 |
| HI 6.25 02/15/29 (Hillenbrand, Inc.) | Long | Debt | US | $640K | – | 0.02 |
| HighTower Term Loan B 400 2028-04-05 | Long | Loan | US | $149K | – | 0.01 |
| HIMARK 2.55 05/10/31 144A (Highmark Inc.) | Long | Debt | US | $243K | – | 0.01 |
| HIT 2022-HI32 C (HIT TRUST 2022-HI32) | Long | ABS-other | US | $1M | – | 0.05 |
| HLM 2021-16A A1 (Hps Loan Management) | Long | ABS-collateralized bond/debt obligation | US | $642K | – | 0.02 |
| HLSY 2023-7A A (Halseypoint CLO 7 Ltd / LLC) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.07 |
| HLT 5.875 04/01/29 144A (Hilton Domestic Operating Co Inc.) | Long | Debt | US | $982K | – | 0.04 |
| HLT 6.125 04/01/32 144A (Hilton Domestic Operating Co Inc.) | Long | Debt | US | $201K | – | 0.01 |
| HLT 6.125 04/01/32 144A (Hilton Domestic Operating Co Inc.) | Long | Debt | US | $171K | – | 0.01 |
| HMSOLN 3.5 10/27/25 (Hammerson PLC) | Long | Debt | GB | $122K | – | 0.00 |
| HON 5 03/01/35 (Honeywell International Inc.) | Long | Debt | US | $327K | – | 0.01 |
| HPE 6.35 10/15/45 (Hewlett Packard Enterprise Company) | Long | Debt | US | $47K | – | 0.00 |
| HPQ 4 04/15/29 (HP Inc) | Long | Debt | US | $100K | – | 0.00 |
| HR 2.05 03/15/31 (Healthcare Realty Holdings L.P) | Long | Debt | US | $136K | – | 0.01 |
| HR 3.1 02/15/30 (Healthcare Realty Holdings L.P) | Long | Debt | US | $1M | – | 0.05 |
| HRB 3.875 08/15/30 (Block Financial Llc) | Long | Debt | US | $1M | – | 0.06 |
| HRL 1.8 06/11/30 (Hormel Foods Corp) | Long | Debt | US | $46K | – | 0.00 |
| HSBC 4.95 03/31/30 (HSBC Holdings PLC) | Long | Debt | GB | $197K | – | 0.01 |
| HSBC V1.645 04/18/26 (HSBC Holdings PLC) | Long | Debt | GB | $218K | – | 0.01 |
| HSBC V2.804 05/24/32 (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.07 |
| HSBC V4.583 06/19/29 (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.06 |
| HSBC V4.583 06/19/29 (HSBC Holdings PLC) | Long | Debt | GB | $300K | – | 0.01 |
| HSBC V4.762 03/29/33 (HSBC Holdings PLC) | Long | Debt | GB | $334K | – | 0.01 |
| HSBC V5.546 03/04/30 (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.08 |
| HSBC V6.161 03/09/29 (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.09 |
| HSBC V6.161 03/09/29 (HSBC Holdings PLC) | Long | Debt | GB | $256K | – | 0.01 |
| HSBC V6.254 03/09/34 (HSBC Holdings PLC) | Long | Debt | GB | $833K | – | 0.03 |
| HSBC V7.399 11/13/34 (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.08 |
| HST 2.9 12/15/31 J (Host Hotels & Resorts, L.P.) | Long | Debt | US | $223K | – | 0.01 |
| HST 3.375 12/15/29 H (Host Hotels & Resorts, L.P.) | Long | Debt | US | $22K | – | 0.00 |
| HST 5.7 07/01/34 (Host Hotels & Resorts, L.P.) | Long | Debt | US | $1M | – | 0.04 |
| HUDAUT 8 05/15/32 144A (Cougar JV Subsidiary LLC) | Long | Debt | US | $347K | – | 0.01 |
| HUM 2.15 02/03/32 (Humana Inc.) | Long | Debt | US | $72K | – | 0.00 |
| HUM 3.7 03/23/29 (Humana Inc.) | Long | Debt | US | $42K | – | 0.00 |
| HUM 4.5 04/01/25 (Humana Inc.) | Long | Debt | US | $40K | – | 0.00 |
| HUM 4.8 03/15/47 (Humana Inc.) | Long | Debt | US | $8K | – | 0.00 |
| HUM 4.95 10/01/44 (Humana Inc.) | Long | Debt | US | $17K | – | 0.00 |
| HUM 5.5 03/15/53 (Humana Inc.) | Long | Debt | US | $177K | – | 0.01 |
| HUM 5.875 03/01/33 (Humana Inc.) | Long | Debt | US | $5K | – | 0.00 |
| HUN 2.95 06/15/31 (Huntsman International LLC) | Long | Debt | US | $205K | – | 0.01 |
| HUN 4.5 05/01/29 (Huntsman International LLC) | Long | Debt | US | $308K | – | 0.01 |
| HV EIGHT LLC TL | Long | Debt | US | $908K | – | 0.03 |
| HWIRE 2021-1 A2 (HOTWIRE FUNDING LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| HWIRE 2023-1A C (HOTWIRE FUNDING LLC) | Long | ABS-other | US | $751K | – | 0.03 |
| HWM 5.9 02/01/27 (Howmet Aerospace Inc) | Long | Debt | US | $61K | – | 0.00 |
| HWM 5.95 02/01/37 (Howmet Aerospace Inc) | Long | Debt | US | $5K | – | 0.00 |
| HYNMTR 1 09/17/24 144A (Hyundai Capital America) | Long | Debt | US | $1M | – | 0.04 |
| HYNMTR 1.65 09/17/26 144A (Hyundai Capital America) | Long | Debt | US | $2M | – | 0.08 |
| HYNMTR 5.3 03/19/27 144A (Hyundai Capital America) | Long | Debt | US | $998K | – | 0.04 |
| HYNMTR 5.7 06/26/30 144A (Hyundai Capital America) | Long | Debt | US | $532K | – | 0.02 |
| IADB 7.35 10/06/30 GMTN (Inter-American Development Bank) | Long | Debt | XX | $3M | – | 0.10 |
| ICE 3 06/15/50 (Intercontinental Exchange Inc) | Long | Debt | US | $992K | – | 0.04 |
| ICE 3.625 09/01/28 144A (Intercontinental Exchange Inc) | Long | Debt | US | $325K | – | 0.01 |
| ICG 2017-1A ARR (Icg Us Clo 2017-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| IFCCN 5.459 09/22/32 144A (Intact Financial Corp.) | Long | Debt | CA | $597K | – | 0.02 |
| IFF 1.23 10/01/25 144A (International Flavors & Fragrances Inc.) | Long | Debt | US | $265K | – | 0.01 |
| IFF 1.832 10/15/27 144A (International Flavors & Fragrances Inc.) | Long | Debt | US | $581K | – | 0.02 |
| IFF 4.375 06/01/47 (International Flavors & Fragrances Inc.) | Long | Debt | US | $773K | – | 0.03 |
| IL CHITRN 6.9 12/01/2040 (CHICAGO ILL TRAN AUTH) | Long | Debt | US | $730K | – | 0.03 |
| IL CHITRN 6.9 12/01/2040 (CHICAGO ILL TRAN AUTH) | Long | Debt | US | $311K | – | 0.01 |
| IL ILS 5.1 06/01/2033 (ILLINOIS ST) | Long | Debt | US | $374K | – | 0.01 |
| IL ILS 6.63 02/01/2035 (ILLINOIS ST) | Long | Debt | US | $436K | – | 0.02 |
| IL ILS 7.35 07/01/2035 (ILLINOIS ST) | Long | Debt | US | $428K | – | 0.02 |
| IMM 2004-8 1A (Impac CMB Trust) | Long | ABS-other | US | $6K | – | 0.00 |
| IMM 2007-A A (Impac CMB Trust) | Long | ABS-other | US | $270K | – | 0.01 |
| INARM 2001-H2 A1 (Indymac Arm Trust) | Long | ABS-other | US | $2K | – | 0.00 |
| INDON 3.05 03/12/51 (Indonesia (Republic of)) | Long | Debt | ID | $197K | – | 0.01 |
| INSTR 2021-1A A (INSTAR LEASING III LLC) | Long | ABS-other | US | $764K | – | 0.03 |
| INTC 1.6 08/12/28 (Intel Corporation) | Long | Debt | US | $403K | – | 0.02 |
| INTC 3.25 11/15/49 (Intel Corporation) | Long | Debt | US | $3K | – | 0.00 |
| INTC 3.734 12/08/47 (Intel Corporation) | Long | Debt | US | $56K | – | 0.00 |
| INTC 4.6 03/25/40 (Intel Corporation) | Long | Debt | US | $9K | – | 0.00 |
| INTC 4.75 03/25/50 (Intel Corporation) | Long | Debt | US | $9K | – | 0.00 |
| INTC 5.125 02/10/30 (Intel Corporation) | Long | Debt | US | $40K | – | 0.00 |
| INTC 5.15 02/21/34 (Intel Corporation) | Long | Debt | US | $324K | – | 0.01 |
| INTC 5.2 02/10/33 (Intel Corporation) | Long | Debt | US | $824K | – | 0.03 |
| INTNED 4.625 01/06/26 144A (ING Groep N.V.) | Long | Debt | NL | $2M | – | 0.06 |
| INTNED V1.4 07/01/26 144A (ING Groep N.V.) | Long | Debt | NL | $958K | – | 0.04 |
| INTNED V5.55 03/19/35 (ING Groep N.V.) | Long | Debt | NL | $3M | – | 0.10 |
| INVCO 2021-2A A (Invesco Clo 2021-2 Ltd/ Invesco Clo 2021-2 Llc) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| INVH 2.3 11/15/28 (Invitation Homes Operating Partnership Lp) | Long | Debt | US | $332K | – | 0.01 |
| IP 6 11/15/41 (International Paper Company) | Long | Debt | US | $5K | – | 0.00 |
| IR 5.314 06/15/31 (Ingersoll Rand Inc) | Long | Debt | US | $360K | – | 0.01 |
| IR 5.45 06/15/34 (Ingersoll Rand Inc) | Long | Debt | US | $417K | – | 0.02 |
| Iron Mountain Term Loan B (Incremental) 225 2030-11-29 | Long | Loan | US | $843K | – | 0.03 |
| IRS_CCP AUD RCV 4.5% PAY BBSW6M 18-SEP-2034 | Derivative-interest rate | AU | $-365.76 | – | -0.00 | |
| IRS_CCP AUD RCV BBSW3M PAY 4% 18-SEP-2026 | Derivative-interest rate | AU | $456K | – | 0.02 | |
| IRS_CCP AUD RCV BBSW3M PAY 4% 26-SEP-2026 | Derivative-interest rate | AU | $37K | – | 0.00 | |
| IRS_CCP CNY RCV 1.75% PAY CNRR07D 18-SEP-2026 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRS_CCP CNY RCV CNRR07D PAY 2% 18-SEP-2029 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| IRS_CCP CZK RCV 4.25% PAY PRBOR6M 18-SEP-2026 | Derivative-interest rate | CZ | $21K | – | 0.00 | |
| IRS_CCP CZK RCV 4% PAY PRBOR6M 18-SEP-2034 | Derivative-interest rate | CZ | $7K | – | 0.00 | |
| IRS_CCP EUR RCV 1.051% PAY EURIB6M 11-AUG-2047 | Derivative-interest rate | XX | $-643K | – | -0.02 | |
| IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027 | Derivative-interest rate | XX | $-217K | – | -0.01 | |
| IRS_CCP EUR RCV 2.152% PAY EURIB6M 09-AUG-2037 | Derivative-interest rate | XX | $-390K | – | -0.01 | |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 14-MAY-2028 | Derivative-interest rate | XX | $-120K | – | -0.00 | |
| IRS_CCP EUR RCV 2.71% PAY EURIB6M 24-APR-2030 | Derivative-interest rate | XX | $-10K | – | -0.00 | |
| IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-SEP-2034 | Derivative-interest rate | XX | $-181K | – | -0.01 | |
| IRS_CCP EUR RCV 2% PAY EURIB6M 25-JAN-2049 | Derivative-interest rate | XX | $-12K | – | -0.00 | |
| IRS_CCP EUR RCV 3% PAY EURIB6M 10-NOV-2033 | Derivative-interest rate | XX | $140K | – | 0.01 | |
| IRS_CCP EUR RCV 3% PAY EURIB6M 25-JAN-2039 | Derivative-interest rate | XX | $43K | – | 0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 1.4515% 10-AUG-2042 | Derivative-interest rate | XX | $1M | – | 0.05 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-NOV-2053 | Derivative-interest rate | XX | $-224K | – | -0.01 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-SEP-2034 | Derivative-interest rate | XX | $-411K | – | -0.02 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-SEP-2054 | Derivative-interest rate | XX | $41K | – | 0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-SEP-2054 | Derivative-interest rate | XX | $25K | – | 0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 25-JAN-2044 | Derivative-interest rate | XX | $26K | – | 0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.535% 19-JAN-2034 | Derivative-interest rate | XX | $341K | – | 0.01 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.74% 24-APR-2035 | Derivative-interest rate | XX | $39K | – | 0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.98% 24-APR-2026 | Derivative-interest rate | XX | $-7K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2% 17-MAY-2053 | Derivative-interest rate | XX | $140K | – | 0.01 | |
| IRS_CCP EUR RCV EURIB6M PAY 3% 26-SEP-2026 | Derivative-interest rate | XX | $10K | – | 0.00 | |
| IRS_CCP KRW RCV 3.25% PAY KWCDC3M 19-SEP-2034 | Derivative-interest rate | US | $8K | – | 0.00 | |
| IRS_CCP MXN RCV 7.45% PAY TIIE28D 18-JUL-2029 | Derivative-interest rate | MX | $-763K | – | -0.03 | |
| IRS_CCP MXN RCV TIIE28D PAY 10% 16-SEP-2026 | Derivative-interest rate | MX | $3K | – | 0.00 | |
| IRS_CCP MXN RCV TIIE28D PAY 9.25% 06-SEP-2034 | Derivative-interest rate | MX | $3K | – | 0.00 | |
| IRS_CCP NOK RCV 4.25% PAY NIBOR6M 18-SEP-2026 | Derivative-interest rate | NO | $-65K | – | -0.00 | |
| IRS_CCP NOK RCV NIBOR6M PAY 3.75% 18-SEP-2034 | Derivative-interest rate | NO | $3K | – | 0.00 | |
| IRS_CCP NZD RCV 4.5% PAY BBR3M 18-SEP-2029 | Derivative-interest rate | NZ | $51K | – | 0.00 | |
| IRS_CCP NZD RCV BBR3M PAY 4.75% 18-SEP-2034 | Derivative-interest rate | NZ | $-22K | – | -0.00 | |
| IRS_CCP PLN RCV 5.5% PAY WIBOR6M 18-SEP-2034 | Derivative-interest rate | PL | $1K | – | 0.00 | |
| IRS_CCP PLN RCV WIBOR6M PAY 5.5% 18-SEP-2026 | Derivative-interest rate | PL | $-13K | – | -0.00 | |
| IRS_CCP SEK RCV 2.75% PAY STBOR3M 18-SEP-2034 | Derivative-interest rate | SE | $75K | – | 0.00 | |
| IRS_CCP SEK RCV 3% PAY STBOR3M 18-SEP-2026 | Derivative-interest rate | SE | $189K | – | 0.01 | |
| IRS_CCP ZAR RCV 10% PAY JIBAR3M 18-SEP-2034 | Derivative-interest rate | ZA | $14K | – | 0.00 | |
| iSolved Term Loan B 350 2030-10-01 | Long | Loan | US | $501K | – | 0.02 |
| ISPIM 3.25 09/23/24 XR (Intesa Sanpaolo S.p.A.) | Long | Debt | IT | $1M | – | 0.05 |
| ISPIM 5.71 01/15/26 (Intesa Sanpaolo S.p.A.) | Long | Debt | IT | $198K | – | 0.01 |
| ISRAEL 2.75 07/03/30 (Israel (State Of)) | Long | Debt | IL | $220K | – | 0.01 |
| ISRAEL 3.375 01/15/50 (Israel (State Of)) | Long | Debt | IL | $275K | – | 0.01 |
| ISRAEL 5.375 03/12/29 (Israel (State Of)) | Long | Debt | IL | $2M | – | 0.07 |
| ITC 2.95 05/14/30 144A (ITC Holdings Corporation) | Long | Debt | US | $2M | – | 0.06 |
| Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | Long | Equity-preferred | US | $155K | – | 0.01 |
| JANEST 7.125 04/30/31 144A (Jane Street Group LLC / JSG Finance Inc.) | Long | Debt | US | $1M | – | 0.05 |
| JANEST 7.125 04/30/31 144A (Jane Street Group LLC / JSG Finance Inc.) | Long | Debt | US | $205K | – | 0.01 |
| JBL 3.6 01/15/30 (Jabil Inc) | Long | Debt | US | $45K | – | 0.00 |
| JBLU 2.75 05/15/32 2019 (JetBlue Airways Corporation) | Long | ABS-other | US | $1M | – | 0.05 |
| JBSSBZ 5.125 02/01/28 (Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc) | Long | Debt | LU | $1M | – | 0.05 |
| JDEPNA 1.375 01/15/27 144A (JDE Peets N.V) | Long | Debt | NL | $430K | – | 0.02 |
| JEF 2.625 10/15/31 (Jefferies Financial Group Inc) | Long | Debt | US | $36K | – | 0.00 |
| JEF 6.2 04/14/34 (Jefferies Financial Group Inc) | Long | Debt | US | $1M | – | 0.04 |
| JMIKE 2019-1A A2 (JERSEY MIKES FUNDING LLC) | Long | ABS-other | US | $48K | – | 0.00 |
| JMIKE 2021-1A A2I (JERSEY MIKES FUNDING LLC) | Long | ABS-other | US | $322K | – | 0.01 |
| JOLAR 2019-1 A (JOL Air Limited) | Long | ABS-other | KY | $145K | – | 0.01 |
| JPM 2.95 10/01/26 (JPMorgan Chase & Co.) | Long | Debt | US | $667K | – | 0.03 |
| JPM 3.625 12/01/27 (JPMorgan Chase & Co.) | Long | Debt | US | $861K | – | 0.03 |
| JPM 4.25 10/01/27 (JPMorgan Chase & Co.) | Long | Debt | US | $312K | – | 0.01 |
| JPM F 04/22/28 . (JPMorgan Chase & Co.) | Long | Debt | US | $2M | – | 0.06 |
| JPM V2.069 06/01/29 (JPMorgan Chase & Co.) | Long | Debt | US | $49K | – | 0.00 |
| JPM V2.182 06/01/28 (JPMorgan Chase & Co.) | Long | Debt | US | $64K | – | 0.00 |
| JPM V2.301 10/15/25 (JPMorgan Chase & Co.) | Long | Debt | US | $644K | – | 0.02 |
| JPM V2.522 04/22/31 (JPMorgan Chase & Co.) | Long | Debt | US | $3M | – | 0.12 |
| JPM V2.522 04/22/31 (JPMorgan Chase & Co.) | Long | Debt | US | $432K | – | 0.02 |
| JPM V2.522 04/22/31 (JPMorgan Chase & Co.) | Long | Debt | US | $52K | – | 0.00 |
| JPM V2.545 11/08/32 (JPMorgan Chase & Co.) | Long | Debt | US | $58K | – | 0.00 |
| JPM V2.545 11/08/32 (JPMorgan Chase & Co.) | Long | Debt | US | $8K | – | 0.00 |
| JPM V2.58 04/22/32 (JPMorgan Chase & Co.) | Long | Debt | US | $634K | – | 0.02 |
| JPM V2.739 10/15/30 (JPMorgan Chase & Co.) | Long | Debt | US | $9K | – | 0.00 |
| JPM V2.947 02/24/28 (JPMorgan Chase & Co.) | Long | Debt | US | $61K | – | 0.00 |
| JPM V2.956 05/13/31 (JPMorgan Chase & Co.) | Long | Debt | US | $175K | – | 0.01 |
| JPM V3.328 04/22/52 (JPMorgan Chase & Co.) | Long | Debt | US | $18K | – | 0.00 |
| JPM V3.509 01/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $946K | – | 0.04 |
| JPM V3.509 01/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $681K | – | 0.03 |
| JPM V3.782 02/01/28 (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.04 |
| JPM V3.96 01/29/27 (JPMorgan Chase & Co.) | Long | Debt | US | $855K | – | 0.03 |
| JPM V4.005 04/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $10K | – | 0.00 |
| JPM V4.203 07/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $366K | – | 0.01 |
| JPM V4.452 12/05/29 (JPMorgan Chase & Co.) | Long | Debt | US | $777K | – | 0.03 |
| JPM V4.493 03/24/31 (JPMorgan Chase & Co.) | Long | Debt | US | $72K | – | 0.00 |
| JPM V4.565 06/14/30 (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.04 |
| JPM V5.299 07/24/29 (JPMorgan Chase & Co.) | Long | Debt | US | $2M | – | 0.08 |
| JPM V5.35 06/01/34 (JPMorgan Chase & Co.) | Long | Debt | US | $3M | – | 0.10 |
| JPM V5.35 06/01/34 (JPMorgan Chase & Co.) | Long | Debt | US | $608K | – | 0.02 |
| JPM V5.571 04/22/28 (JPMorgan Chase & Co.) | Long | Debt | US | $2M | – | 0.07 |
| JPM V5.581 04/22/30 (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.04 |
| JPMBB 2014-C25 ASB (JPMBB Commercial Mortgage Securities Trust 2014-C25) | Long | ABS-other | US | $32K | – | 0.00 |
| JPMBB 2015-C32 ASB (JPMBB Commercial Mortgage Securities Trust 2015-C32) | Long | ABS-other | US | $170K | – | 0.01 |
| JPMCC 2021-410T A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| JPMCC 2022-NLP B (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-other | US | $1M | – | 0.04 |
| JPMCC 2022-OPO A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO) | Long | ABS-other | US | $1M | – | 0.04 |
| JPMMT 2005-A1 6T1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $8K | – | 0.00 |
| JPMMT 2018-4 A1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $91K | – | 0.00 |
| JPMMT 2021-12 A6 (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| JPMMT 2021-13 A6 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $679K | – | 0.03 |
| JPMMT 2021-14 A11 (JP MORGAN MORTGAGE TRUST 2021-14) | Long | ABS-other | US | $2M | – | 0.07 |
| JPMMT 2021-LTV2 A1 (J.P. MORGAN MORTGAGE TRUST 2021-LTV2) | Long | ABS-other | US | $715K | – | 0.03 |
| JPMMT 2022-INV1 A3 (J.P. MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-other | US | $2M | – | 0.06 |
| JPMMT 2022-LTV2 A3 (J.P. MORGAN MORTGAGE TRUST 2022-LTV2) | Long | ABS-other | US | $2M | – | 0.06 |
| JPMMT 2023-DSC1 A1 (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-other | US | $2M | – | 0.06 |
| JPMMT 2023-HE3 A1 (J.P.MORGAN MORTGAGE TRUST 2023-HE3) | Long | ABS-other | US | $530K | – | 0.02 |
| JPMMT 2024-1 A2 (J.P.MORGAN MORTGAGE TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.08 |
| JPMMT 2024-4 A5A (J P MORGAN MORTGAGE TRUST 2024--4) | Long | ABS-other | US | $735K | – | 0.03 |
| JPMMT 2024-5 A6 (J.P.MORGAN MORTGAGE TRUST 2024-5) | Long | ABS-other | US | $1M | – | 0.04 |
| JTWN 2019-1A A2BR (Jamestown Clo Xii Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| JXN 3.125 11/23/31 (Jackson Financial Inc) | Long | Debt | US | $503K | – | 0.02 |
| JXN 5.55 07/02/27 144A (Jackson National Life Global Funding) | Long | Debt | US | $698K | – | 0.03 |
| K 7.45 04/01/31 B (Kellanova) | Long | Debt | US | $56K | – | 0.00 |
| KD 4.1 10/15/41 (Kyndryl Holdings Inc) | Long | Debt | US | $8K | – | 0.00 |
| KENINT 9.75 02/16/31 144A (Kenya (Republic of)) | Long | Debt | KE | $692K | – | 0.03 |
| KHC 6.875 01/26/39 (Kraft Heinz Foods Company) | Long | Debt | US | $33K | – | 0.00 |
| KINGP 2021-1A A (KINGS PARK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.01 |
| KKR 16 A2R2 (Kkr Clo 16 Ltd 2016) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| KKR 5.5 02/01/43 144A (KKR Group Finance Company II LLC) | Long | Debt | US | $29K | – | 0.00 |
| KMB 2.875 02/07/50 (Kimberly-Clark Corporation) | Long | Debt | US | $3K | – | 0.00 |
| KMI 2.9 03/01/30 144A (Tennessee Gas Pipeline Company) | Long | Debt | US | $490K | – | 0.02 |
| KMI 4.25 09/01/24 (Kinder Morgan Energy Partners LP) | Long | Debt | US | $100K | – | 0.00 |
| KMI 4.3 03/01/28 (Kinder Morgan, Inc.) | Long | Debt | US | $49K | – | 0.00 |
| KMI 5.2 06/01/33 (Kinder Morgan, Inc.) | Long | Debt | US | $243K | – | 0.01 |
| KMI 5.45 08/01/52 (Kinder Morgan, Inc.) | Long | Debt | US | $26K | – | 0.00 |
| KMI 5.8 03/15/35 (Kinder Morgan Energy Partners LP) | Long | Debt | US | $151K | – | 0.01 |
| KNTK 6.625 12/15/28 144A (Kinetik Holdings LP) | Long | Debt | US | $864K | – | 0.03 |
| KNTK 6.625 12/15/28 144A (Kinetik Holdings LP) | Long | Debt | US | $813K | – | 0.03 |
| KO 2.5 06/01/40 (The Coca-Cola Company) | Long | Debt | US | $14K | – | 0.00 |
| KO 2.6 06/01/50 (The Coca-Cola Company) | Long | Debt | US | $25K | – | 0.00 |
| KOHNPW 4.25 07/27/27 144A (Korea Hydro & Nuclear Power Co Ltd.) | Long | Debt | KR | $244K | – | 0.01 |
| KRC 4.75 12/15/28 (Kilroy Realty L.P.) | Long | Debt | US | $1M | – | 0.05 |
| KRC 4.75 12/15/28 (Kilroy Realty L.P.) | Long | Debt | US | $263K | – | 0.01 |
| KREF 2021-FL2 AS (KREF LTD) | Long | ABS-collateralized bond/debt obligation | KY | $292K | – | 0.01 |
| KREST 2021-CHIP A (KREST COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $2M | – | 0.07 |
| KW 4.75 03/01/29 (Kennedy Wilson Inc) | Long | Debt | US | $86K | – | 0.00 |
| KZOKZ 5.375 04/24/30 144A (JSC National Company KazMunayGas) | Long | Debt | KZ | $195K | – | 0.01 |
| LA LASGOV 4.28 02/01/2036 (LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH) | Long | Debt | US | $1M | – | 0.05 |
| LAZ 6 03/15/31 (Lazard Group LLC) | Long | Debt | US | $729K | – | 0.03 |
| LCCM 2021-FL2 A (LCCM TRUST) | Long | ABS-collateralized bond/debt obligation | US | $577K | – | 0.02 |
| LDOS 5.75 03/15/33 (Leidos Inc) | Long | Debt | US | $404K | – | 0.02 |
| LFT 2021-1A A (LENDMARK FUNDING TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| LGATE 2007-1 A2A (Ludgate Funding PLC) | Long | ABS-other | GB | $484K | – | 0.02 |
| LGATE 2008-W1X A1 (Ludgate Funding PLC) | Long | ABS-other | GB | $386K | – | 0.01 |
| LGENSO 5.5 07/02/34 144A (LG Energy Solution Ltd.) | Long | Debt | KR | $1M | – | 0.05 |
| LH 1.55 06/01/26 (Labcorp Holdings Inc) | Long | Debt | US | $19K | – | 0.00 |
| LHX 5.054 04/27/45 (L3 Harris Technologies Inc) | Long | Debt | US | $83K | – | 0.00 |
| LIFEVT 4.161 08/15/51 (Maple Grove Funding Trust I) | Long | Debt | US | $336K | – | 0.01 |
| LKQ 6.25 06/15/33 (LKQ Corporation) | Long | Debt | US | $257K | – | 0.01 |
| LLOYDS 0 04/02/32 EMTN (Lloyds Bank plc) | Long | Debt | GB | $1M | – | 0.05 |
| LLOYDS 4.375 03/22/28 (Lloyds Banking Group PLC) | Long | Debt | GB | $2M | – | 0.08 |
| LLOYDS 4.375 03/22/28 (Lloyds Banking Group PLC) | Long | Debt | GB | $194K | – | 0.01 |
| LLOYDS V5.462 01/05/28 (Lloyds Banking Group PLC) | Long | Debt | GB | $200K | – | 0.01 |
| LLOYDS V5.871 03/06/29 (Lloyds Banking Group PLC) | Long | Debt | GB | $609K | – | 0.02 |
| LLYDIN 4.75 10/30/24 (Society of Lloyd's) | Long | Debt | GB | $126K | – | 0.00 |
| LMAT 2021-GS3 A1 (LEGACY MORTGAGE ASSET TRUST) | Long | ABS-other | US | $475K | – | 0.02 |
| LMAT 2021-GS4 A1 (LEGACY MORTGAGE ASSET TRUST) | Long | ABS-other | US | $986K | – | 0.04 |
| LMT 3.9 06/15/32 (Lockheed Martin Corporation) | Long | Debt | US | $149K | – | 0.01 |
| LMT 4.15 06/15/53 (Lockheed Martin Corporation) | Long | Debt | US | $412K | – | 0.02 |
| LMT 4.5 05/15/36 (Lockheed Martin Corporation) | Long | Debt | US | $47K | – | 0.00 |
| LMT 5.2 02/15/64 (Lockheed Martin Corporation) | Long | Debt | US | $9K | – | 0.00 |
| LNC 5.852 03/15/34 (Lincoln National Corp.) | Long | Debt | US | $480K | – | 0.02 |
| LNCR 2021-CRE5 AS (LOANCORE 2021-CRE5 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| LNCR 2021-CRE6 AS (LOANCORE 2021-CRE6 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $906K | – | 0.03 |
| LNG 5.65 04/15/34 144A (Cheniere Energy Inc) | Long | Debt | US | $200K | – | 0.01 |
| LNT 4.25 06/15/28 144A (Alliant Energy Finance LLC) | Long | Debt | US | $72K | – | 0.00 |
| LOW 1.7 09/15/28 (Lowes Companies, Inc.) | Long | Debt | US | $787K | – | 0.03 |
| LOW 1.7 10/15/30 (Lowes Companies, Inc.) | Long | Debt | US | $551K | – | 0.02 |
| LOW 3 10/15/50 (Lowes Companies, Inc.) | Long | Debt | US | $94K | – | 0.00 |
| LOW 4.25 04/01/52 (Lowes Companies, Inc.) | Long | Debt | US | $374K | – | 0.01 |
| LPLA 4.375 05/15/31 144A (LPL Holdings Inc.) | Long | Debt | US | $459K | – | 0.02 |
| LPLA 6 05/20/34 (LPL Holdings Inc.) | Long | Debt | US | $400K | – | 0.02 |
| LSTRZ 2024-1 A (LSTAR SECURITIES INVESTMENT LTD 2024-1) | Long | ABS-other | US | $198K | – | 0.01 |
| LYB 3.625 04/01/51 (LYB International Finance III LLC) | Long | Debt | US | $10K | – | 0.00 |
| MA 2.95 06/01/29 (MasterCard Incorporated) | Long | Debt | US | $5K | – | 0.00 |
| MA 3.3 03/26/27 (MasterCard Incorporated) | Long | Debt | US | $38K | – | 0.00 |
| MA 3.85 03/26/50 (MasterCard Incorporated) | Long | Debt | US | $158K | – | 0.01 |
| MACON 2021-1 A (Mc 2021-1 Ltd) | Long | ABS-other | BM | $802K | – | 0.03 |
| MADISON AVENUE SECURE FRN | Long | Debt | US | $1M | – | 0.04 |
| MAGLLC 8.25 08/01/31 144A (LCM Investments Holdings II LLC) | Long | Debt | US | $1M | – | 0.04 |
| MANSD 2007-1X A2 (Mansard Mortgages 2007-1 Plc) | Long | ABS-other | GB | $464K | – | 0.02 |
| MAPSL 2021-1A A (MAPS TRUST) | Long | ABS-other | US | $161K | – | 0.01 |
| MAR 4.625 06/15/30 FF (Marriott International, Inc.) | Long | Debt | US | $583K | – | 0.02 |
| MAR 4.875 05/15/29 (Marriott International, Inc.) | Long | Debt | US | $449K | – | 0.02 |
| MAR 4.9 04/15/29 (Marriott International, Inc.) | Long | Debt | US | $322K | – | 0.01 |
| MARM 2004-13 3A7 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $60K | – | 0.00 |
| MARM 2004-4 4A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $27K | – | 0.00 |
| MARS 2.375 07/16/40 144A (Mars Inc.) | Long | Debt | US | $40K | – | 0.00 |
| MARS 2.7 04/01/25 144A (Mars Inc.) | Long | Debt | US | $196K | – | 0.01 |
| MARS 3.2 04/01/30 144A (Mars Inc.) | Long | Debt | US | $343K | – | 0.01 |
| MARS 3.2 04/01/30 144A (Mars Inc.) | Long | Debt | US | $92K | – | 0.00 |
| MAS 1.5 02/15/28 (Masco Corporation) | Long | Debt | US | $2M | – | 0.07 |
| MASBRA 7 07/15/32 144A (MasterBrand Inc) | Long | Debt | US | $304K | – | 0.01 |
| MBART 2023-2 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $552K | – | 0.02 |
| MBONO 7.75 11/13/42 M (Mexico (United Mexican States)) | Long | Debt | MX | $7M | – | 0.26 |
| MBONO 7.75 11/23/34 M (Mexico (United Mexican States)) | Long | Debt | MX | $718K | – | 0.03 |
| MBONO 8 11/07/47 M (Mexico (United Mexican States)) | Long | Debt | MX | $1M | – | 0.06 |
| MCAIRH 6.4 03/26/29 144A (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $148K | – | 0.01 |
| MCD 1.45 09/01/25 MTN (McDonald's Corporation) | Long | Debt | US | $38K | – | 0.00 |
| MCD 3.5 03/01/27 MTN (McDonald's Corporation) | Long | Debt | US | $29K | – | 0.00 |
| MCD 3.5 07/01/27 MTN (McDonald's Corporation) | Long | Debt | US | $316K | – | 0.01 |
| MCD 3.5 07/01/27 MTN (McDonald's Corporation) | Long | Debt | US | $5K | – | 0.00 |
| MCD 3.6 07/01/30 MTN (McDonald's Corporation) | Long | Debt | US | $148K | – | 0.01 |
| MCD 3.625 09/01/49 MTN (McDonald's Corporation) | Long | Debt | US | $94K | – | 0.00 |
| MCD 3.8 04/01/28 MTN (McDonald's Corporation) | Long | Debt | US | $86K | – | 0.00 |
| MCD 4.2 04/01/50 MTN (McDonald's Corporation) | Long | Debt | US | $247K | – | 0.01 |
| MCD 6.3 03/01/38 MTN (McDonald's Corporation) | Long | Debt | US | $38K | – | 0.00 |
| MCMLT 2017-2 A3 (Mill City Mortgage Loan Trust) | Long | ABS-other | US | $90K | – | 0.00 |
| MCMLT 2019-GS2 M1 (MILL CITY MORTGAGE LOAN TRUST) | Long | ABS-other | US | $773K | – | 0.03 |
| MDLZ 1.5 05/04/25 (Mondelez International, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| MDT 4.625 03/15/45 (Medtronic, Inc.) | Long | Debt | US | $33K | – | 0.00 |
| MEDIND 3.875 04/01/29 144A (Medline Borrower LP) | Long | Debt | US | $92K | – | 0.00 |
| MEDIND 6.25 04/01/29 144A (Medline Borrower LLP / Medline Co-Issuer Inc.) | Long | Debt | US | $557K | – | 0.02 |
| MEDIND 6.25 04/01/29 144A (Medline Borrower LLP / Medline Co-Issuer Inc.) | Long | Debt | US | $243K | – | 0.01 |
| MET 3.45 12/18/26 144a (Metropolitan Life Global Funding I) | Long | Debt | US | $2M | – | 0.07 |
| MET 4.6 05/13/46 (MetLife Inc.) | Long | Debt | US | $4K | – | 0.00 |
| MET 5 07/15/52 (MetLife Inc.) | Long | Debt | US | $14K | – | 0.00 |
| MET 6.4 12/15/36 (MetLife Inc.) | Long | Debt | US | $51K | – | 0.00 |
| MET 7.875 12/15/37 (MetLife Capital Trust IV) | Long | Debt | US | $215K | – | 0.01 |
| MET V3.85 PERP G (MetLife Inc.) | Long | Debt | US | $970K | – | 0.04 |
| META 3.85 08/15/32 (Meta Platforms Inc) | Long | Debt | US | $3K | – | 0.00 |
| META 5.75 05/15/63 (Meta Platforms Inc) | Long | Debt | US | $812K | – | 0.03 |
| MEX 3.5 02/12/34 (Mexico (United Mexican States)) | Long | Debt | MX | $1M | – | 0.04 |
| MEX 3.771 05/24/61 (Mexico (United Mexican States)) | Long | Debt | MX | $1M | – | 0.05 |
| MEX 4.75 04/27/32 (Mexico (United Mexican States)) | Long | Debt | MX | $2M | – | 0.08 |
| MEX 6.35 02/09/35 (Mexico (United Mexican States)) | Long | Debt | MX | $433K | – | 0.02 |
| MEXCAT 3.875 04/30/28 144A (Mexico City Airport Trust) | Long | Debt | MX | $340K | – | 0.01 |
| MF1 2021-FL5 A (MF1 2021-FL5 Ltd / LLC) | Long | ABS-collateralized bond/debt obligation | KY | $395K | – | 0.01 |
| MF1 2021-FL6 A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $894K | – | 0.03 |
| MF1 2021-FL6 A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $725K | – | 0.03 |
| MF1 2022-FL8 A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $816K | – | 0.03 |
| MFIT 2021-AA A (MARINER FINANCE ISSUANCE TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| MHEAC 2014-1 A1 (MISSISSIPPI HIGHER EDUCATION ASSISTANCE CORPORATION) | Long | ABS-other | US | $182K | – | 0.01 |
| MHL 2005-4 A1 (MortgageIT Trust) | Long | ABS-other | US | $46K | – | 0.00 |
| MIZUHO V2.226 05/25/26 (Mizuho Financial Group Inc.) | Long | Debt | JP | $2M | – | 0.06 |
| MIZUHO V3.261 05/22/30 (Mizuho Financial Group Inc.) | Long | Debt | JP | $2M | – | 0.07 |
| MIZUHO V5.414 09/13/28 (Mizuho Financial Group Inc.) | Long | Debt | JP | $2M | – | 0.06 |
| MIZUHO V5.594 07/10/35 (Mizuho Financial Group Inc.) | Long | Debt | JP | $2M | – | 0.07 |
| MKL V6 PERP (Markel Group Inc) | Long | Debt | US | $497K | – | 0.02 |
| MLM 3.2 07/15/51 (Martin Marietta Materials Inc) | Long | Debt | US | $216K | – | 0.01 |
| MMC 3.75 03/14/26 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $342K | – | 0.01 |
| MMC 4.375 03/15/29 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $489K | – | 0.02 |
| MMM 2.375 08/26/29 (3M Company) | Long | Debt | US | $44K | – | 0.00 |
| MORGN 2020-6A A1R (522 FUNDING CLO 2020-6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $612K | – | 0.02 |
| MPC 3.8 04/01/28 (Marathon Petroleum Company) | Long | Debt | US | $119K | – | 0.00 |
| MPC 6.5 03/01/41 (Marathon Petroleum Company) | Long | Debt | US | $10K | – | 0.00 |
| MPLX 4 03/15/28 (MPLX LP) | Long | Debt | US | $48K | – | 0.00 |
| MPLX 4.5 04/15/38 (MPLX LP) | Long | Debt | US | $262K | – | 0.01 |
| MPLX 4.5 04/15/38 (MPLX LP) | Long | Debt | US | $87K | – | 0.00 |
| MPLX 4.7 04/15/48 (MPLX LP) | Long | Debt | US | $33K | – | 0.00 |
| MPLX 4.8 02/15/29 (MPLX LP) | Long | Debt | US | $515K | – | 0.02 |
| MPLX 4.8 02/15/29 (MPLX LP) | Long | Debt | US | $216K | – | 0.01 |
| MPLX 4.875 12/01/24 (MPLX LP) | Long | Debt | US | $10K | – | 0.00 |
| MPLX 5.5 02/15/49 (MPLX LP) | Long | Debt | US | $356K | – | 0.01 |
| MPLX 5.5 02/15/49 (MPLX LP) | Long | Debt | US | $9K | – | 0.00 |
| MQGAU V1.34 01/12/27 144A (Macquarie Group Ltd.) | Long | Debt | AU | $234K | – | 0.01 |
| MQGAU V1.629 09/23/27 144A (Macquarie Group Ltd.) | Long | Debt | AU | $780K | – | 0.03 |
| MQGAU V2.871 01/14/33 144A (Macquarie Group Ltd.) | Long | Debt | AU | $496K | – | 0.02 |
| MQGAU V3.052 03/03/36 144A (Macquarie Bank Ltd.) | Long | Debt | AU | $187K | – | 0.01 |
| MQGAU V4.442 06/21/33 144A (Macquarie Group Ltd.) | Long | Debt | AU | $601K | – | 0.02 |
| MS 3.625 01/20/27 (Morgan Stanley) | Long | Debt | US | $772K | – | 0.03 |
| MS 3.95 04/23/27 (Morgan Stanley) | Long | Debt | US | $384K | – | 0.01 |
| MS F 04/13/28 MTN (Morgan Stanley) | Long | Debt | US | $3M | – | 0.12 |
| MS V0.985 12/10/26 (Morgan Stanley) | Long | Debt | US | $37K | – | 0.00 |
| MS V1.512 07/20/27 GMTN (Morgan Stanley) | Long | Debt | US | $65K | – | 0.00 |
| MS V1.593 05/04/27 (Morgan Stanley) | Long | Debt | US | $61K | – | 0.00 |
| MS V1.794 02/13/32 MTN (Morgan Stanley) | Long | Debt | US | $606K | – | 0.02 |
| MS V2.188 04/28/26 (Morgan Stanley) | Long | Debt | US | $39K | – | 0.00 |
| MS V2.239 07/21/32 GMTN (Morgan Stanley) | Long | Debt | US | $16K | – | 0.00 |
| MS V2.484 09/16/36 (Morgan Stanley) | Long | Debt | US | $871K | – | 0.03 |
| MS V2.484 09/16/36 (Morgan Stanley) | Long | Debt | US | $16K | – | 0.00 |
| MS V2.699 01/22/31 GMTN (Morgan Stanley) | Long | Debt | US | $943K | – | 0.04 |
| MS V2.699 01/22/31 GMTN (Morgan Stanley) | Long | Debt | US | $447K | – | 0.02 |
| MS V2.72 07/22/25 MTN (Morgan Stanley) | Long | Debt | US | $724K | – | 0.03 |
| MS V3.622 04/01/31 MTN (Morgan Stanley) | Long | Debt | US | $918K | – | 0.03 |
| MS V3.772 01/24/29 GMTN (Morgan Stanley) | Long | Debt | US | $209K | – | 0.01 |
| MS V4.431 01/23/30 GMTN (Morgan Stanley) | Long | Debt | US | $203K | – | 0.01 |
| MS V4.431 01/23/30 GMTN (Morgan Stanley) | Long | Debt | US | $169K | – | 0.01 |
| MS V4.889 07/20/33 (Morgan Stanley) | Long | Debt | US | $1M | – | 0.04 |
| MS V5.05 01/28/27 (Morgan Stanley) | Long | Debt | US | $623K | – | 0.02 |
| MS V5.05 01/28/27 (Morgan Stanley) | Long | Debt | US | $199K | – | 0.01 |
| MS V5.123 02/01/29 (Morgan Stanley) | Long | Debt | US | $2M | – | 0.09 |
| MS V5.164 04/20/29 MTN (Morgan Stanley) | Long | Debt | US | $2M | – | 0.08 |
| MS V5.652 04/13/28 MTN (Morgan Stanley) | Long | Debt | US | $808K | – | 0.03 |
| MS V5.656 04/18/30 (Morgan Stanley) | Long | Debt | US | $814K | – | 0.03 |
| MS V5.942 02/07/39 (Morgan Stanley) | Long | Debt | US | $396K | – | 0.02 |
| MSAC 2007-NC3 A2C (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $946K | – | 0.04 |
| MSAIC 2021-1A D (MOSAIC SOLAR LOAN TRUST) | Long | ABS-other | US | $207K | – | 0.01 |
| MSAIC 2022-1A A (MOSAIC SOLAR LOAN TRUST 2022-1) | Long | ABS-other | US | $1M | – | 0.05 |
| MSBAM 2014-C19 B (Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19) | Long | ABS-other | US | $359K | – | 0.01 |
| MSBAM 2015-C22 AS (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST) | Long | ABS-other | US | $467K | – | 0.02 |
| MSBAM 2015-C25 A4 (Morgan Stanley BAML Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| MSBAM 2015-C27 ASB (Morgan Stanley BAML Trust) | Long | ABS-other | US | $152K | – | 0.01 |
| MSC 2020-CNP A (MORGAN STANLEY CAPITAL I TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| MSC 2022-L8 A5 (MORGAN STANLEY CAPITAL I TRUST 2022-LB) | Long | ABS-other | US | $1M | – | 0.05 |
| MSCI 3.625 11/01/31 144A (MSCI Inc.) | Long | Debt | US | $220K | – | 0.01 |
| MSCI 3.875 02/15/31 144A (MSCI Inc.) | Long | Debt | US | $1M | – | 0.05 |
| MSFT 2.525 06/01/50 (Microsoft Corp.) | Long | Debt | US | $11K | – | 0.00 |
| MSFT 3.041 03/17/62 (Microsoft Corp.) | Long | Debt | US | $7K | – | 0.00 |
| MSFT 3.45 08/08/36 (Microsoft Corp.) | Long | Debt | US | $318K | – | 0.01 |
| MSI 2.3 11/15/30 (Motorola Solutions Inc) | Long | Debt | US | $17K | – | 0.00 |
| MSI 2.75 05/24/31 (Motorola Solutions Inc) | Long | Debt | US | $8K | – | 0.00 |
| MSIX 2006-2 A3 (Morgan Stanley Ixis Real Estate Cap) | Long | ABS-other | US | $2M | – | 0.06 |
| MSRM 2024-INV2 A1 (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV2) | Long | ABS-other | US | $1M | – | 0.04 |
| MSRM 2024-INV3 A1 (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV3) | Long | ABS-other | US | $1M | – | 0.04 |
| MTB V5.053 01/27/34 (M&T Bank Corporation) | Long | Debt | US | $657K | – | 0.02 |
| MTNA 7 10/15/39 (ArcelorMittal S.A.) | Long | Debt | LU | $16K | – | 0.00 |
| MTNA 7 10/15/39 (ArcelorMittal S.A.) | Long | Debt | LU | $11K | – | 0.00 |
| MU 3.366 11/01/41 (Micron Technology Inc.) | Long | Debt | US | $7K | – | 0.00 |
| MU 4.185 02/15/27 (Micron Technology Inc.) | Long | Debt | US | $5K | – | 0.00 |
| MU 5.875 02/09/33 (Micron Technology Inc.) | Long | Debt | US | $72K | – | 0.00 |
| MU 6.75 11/01/29 (Micron Technology Inc.) | Long | Debt | US | $59K | – | 0.00 |
| MUFG 4.286 07/26/38 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $27K | – | 0.00 |
| MUFG V4.08 04/19/28 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $262K | – | 0.01 |
| MUFG V5.133 07/20/33 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $1M | – | 0.05 |
| MUNRE V5.875 05/23/42 144A (Munich Reinsurance AG) | Long | Debt | DE | $1M | – | 0.05 |
| MUTOMA V6.144 01/16/64 144A (Mutual of Omaha Insurance Co) | Long | Debt | US | $992K | – | 0.04 |
| MUZ88 2024-5A A1 (1988 CLO 5 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| NACONV 0.944 07/01/26 A (Nature Conservancy) | Long | Debt | US | $23K | – | 0.00 |
| NACONV 1.304 07/01/28 A (Nature Conservancy) | Long | Debt | US | $21K | – | 0.00 |
| NADG 2019-1 A (NADG NNN NAPERVILLE LP) | Long | ABS-other | US | $832K | – | 0.03 |
| NALT 2024-A A2A (NISSAN AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.13 |
| NAROT 2023-A A2A (NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST) | Long | ABS-other | US | $609K | – | 0.02 |
| NAROT 2023-B A3 (NISSAN AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $429K | – | 0.02 |
| NAVSL 2015-BA A3 (Navient Private Education Loan Trust 2015-B) | Long | ABS-other | US | $1M | – | 0.04 |
| NAVSL 2020-1A A1B (NAVIENT STUDENT LOAN TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| NAVTR 2021-1 A (NAVIGATOR AIRCRAFT ABS LIMITED) | Long | ABS-other | KY | $736K | – | 0.03 |
| NEE 1.9 06/15/28 (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $854K | – | 0.03 |
| NEE 2.25 06/01/30 (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $2M | – | 0.06 |
| NEE 3.55 05/01/27 (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $5K | – | 0.00 |
| NEE 3.8 12/15/42 (Florida Power & Light Co.) | Long | Debt | US | $339K | – | 0.01 |
| NEOG 8.625 07/20/30 144A (Garden SpinCo Corp) | Long | Debt | US | $676K | – | 0.03 |
| NEUB 2020-39A A1R (NEUBERGER BERMAN LOAN ADVISERS CLO 39 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $695K | – | 0.03 |
| NEUBERGER BE '27A CR' FRN | Long | Debt | KY | $1M | – | 0.04 |
| Nexstar Broadcasting Term Loan B-4 (Incremental) 275 2026-06-04 | Long | Loan | US | $253K | – | 0.01 |
| NFLX 6.375 05/15/29 (Netflix, Inc.) | Long | Debt | US | $943K | – | 0.04 |
| NGGLN 4.278 12/15/28 144A (Niagara Mohawk Power Corp.) | Long | Debt | US | $2M | – | 0.07 |
| NGGLN 6.388 09/15/33 144A (The Brooklyn Union Gas Company) | Long | Debt | US | $1M | – | 0.05 |
| NGVT 3.875 11/01/28 144A (Ingevity Corporation) | Long | Debt | US | $686K | – | 0.03 |
| NI 3.6 05/01/30 (NiSource Inc.) | Long | Debt | US | $92K | – | 0.00 |
| NI 3.95 03/30/48 (NiSource Inc.) | Long | Debt | US | $338K | – | 0.01 |
| NIPLIF V5.95 04/16/54 144A (Nippon Life Insurance Co.) | Long | Debt | JP | $987K | – | 0.04 |
| NKE 2.75 03/27/27 (Nike, Inc.) | Long | Debt | US | $19K | – | 0.00 |
| NKE 3.25 03/27/40 (Nike, Inc.) | Long | Debt | US | $86K | – | 0.00 |
| NKE 3.375 03/27/50 (Nike, Inc.) | Long | Debt | US | $101K | – | 0.00 |
| NMC CLO-1A AR (NEW MOUNTAIN CLO 1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| NNN 3.6 12/15/26 (NNN REIT Inc) | Long | Debt | US | $240K | – | 0.01 |
| NOC 3.25 01/15/28 (Northrop Grumman Corporation) | Long | Debt | US | $791K | – | 0.03 |
| NOC 5.25 05/01/50 (Northrop Grumman Corporation) | Long | Debt | US | $190K | – | 0.01 |
| NOKIA 4.375 06/12/27 (Nokia Corp) | Long | Debt | FI | $9K | – | 0.00 |
| NOMURA 2.608 07/14/31 (Nomura Holdings Inc.) | Long | Debt | JP | $222K | – | 0.01 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $10M | 10M | 0.37 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $9M | 9M | 0.33 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $7M | 7M | 0.25 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $2M | 2M | 0.09 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $14M | 14M | 0.52 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $11M | 11M | 0.43 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $7M | 7M | 0.28 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $1M | 1M | 0.04 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $780K | 780K | 0.03 |
| NOW 1.4 09/01/30 (Servicenow Inc) | Long | Debt | US | $548K | – | 0.02 |
| NRG 7 03/15/33 144A (NRG Energy, Inc.) | Long | Debt | US | $740K | – | 0.03 |
| NRTH 2024-PARK A (NRTH 2024-PARK MORTGAGE TRUST) | Long | ABS-other | US | $709K | – | 0.03 |
| NRZT 2022-NQM4 A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4) | Long | ABS-other | US | $237K | – | 0.01 |
| NRZT 2022-NQM5 A2 (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM5) | Long | ABS-other | US | $387K | – | 0.01 |
| NSANY 2.75 03/09/28 144A (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $2M | – | 0.07 |
| NSANY 3.522 09/17/25 144A (Nissan Motor Co Ltd.) | Long | Debt | JP | $2M | – | 0.08 |
| NSANY 3.522 09/17/25 144A (Nissan Motor Co Ltd.) | Long | Debt | JP | $1M | – | 0.04 |
| NSANY 4.345 09/17/27 144A (Nissan Motor Co Ltd.) | Long | Debt | JP | $420K | – | 0.02 |
| NSLT 2021-A A2 (NELNET STUDENT LOAN TRUST 2021-A) | Long | ABS-other | US | $110K | – | 0.00 |
| NSTR 2007-C 1AV1 (Nationstar HELT) | Long | ABS-other | US | $1M | – | 0.06 |
| NSUS 6.375 10/01/30 (Nustar Logistics, L.P.) | Long | Debt | US | $712K | – | 0.03 |
| NTRS 1.95 05/01/30 (Northern Trust Corporation) | Long | Debt | US | $42K | – | 0.00 |
| NVDA 3.7 04/01/60 (NVIDIA Corp.) | Long | Debt | US | $15K | – | 0.00 |
| NWG V3.754 11/01/29 (NatWest Group PLC) | Long | Debt | GB | $198K | – | 0.01 |
| NWG V5.076 01/27/30 (NatWest Group PLC) | Long | Debt | GB | $3M | – | 0.11 |
| NWG V7.472 11/10/26 (NatWest Group PLC) | Long | Debt | GB | $613K | – | 0.02 |
| NWIDE 4.85 07/27/27 144A (Nationwide Building Society) | Long | Debt | GB | $644K | – | 0.02 |
| NWMLIC 3.85 09/30/47 144A (Northwestern Mutual Life Insurance Co.) | Long | Debt | US | $190K | – | 0.01 |
| NWMLIC 6.063 03/30/40 144A (Northwestern Mutual Life Insurance Co.) | Long | Debt | US | $312K | – | 0.01 |
| NXPI 2.5 05/11/31 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $168K | – | 0.01 |
| NXPI 2.7 05/01/25 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $2M | – | 0.06 |
| NXPI 2.7 05/01/25 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $20K | – | 0.00 |
| NXPI 3.4 05/01/30 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $227K | – | 0.01 |
| NXPI 3.875 06/18/26 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $1M | – | 0.06 |
| NY MTATRN 5.17 11/15/2049 (METROPOLITAN TRANSN AUTH N Y) | Long | Debt | US | $59K | – | 0.00 |
| NY MTATRN 5.99 11/15/2030 (METROPOLITAN TRANSN AUTH N Y) | Long | Debt | US | $118K | – | 0.00 |
| NY PORTRN 4.81 10/15/2065 (PORT AUTH N Y & N J) | Long | Debt | US | $278K | – | 0.01 |
| NYLIFE 0.95 06/24/25 144A (New York Life Global Funding) | Long | Debt | US | $19K | – | 0.00 |
| NYMT 2021-SP1 A1 (NYMT LOAN TRUST) | Long | ABS-other | US | $856K | – | 0.03 |
| NYMT LOAN TST. 2022 5.25% | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| NYO 2021-1290 A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-other | US | $2M | – | 0.08 |
| O 3.25 01/15/31 (Realty Income Corporation) | Long | Debt | US | $2M | – | 0.06 |
| O 3.95 08/15/27 (Realty Income Corporation) | Long | Debt | US | $145K | – | 0.01 |
| O 4 07/15/29 (Realty Income Corporation) | Long | Debt | US | $710K | – | 0.03 |
| O 4.45 09/15/26 (Realty Income Corporation) | Long | Debt | US | $1M | – | 0.04 |
| OAKCL 2022-3A A2 (OAKTREE CLO 2022-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| OAKCL 2024-25A A (OAKTREE CLO 2024-25 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.03 |
| OAKIG 2020-1A A1 (OAK STREET INVESTMENT GRADE NET LEASE FUND) | Long | ABS-other | US | $590K | – | 0.02 |
| OBDC 2.875 06/11/28 (Blue Owl Capital Corporation) | Long | Debt | US | $2M | – | 0.07 |
| OBP 2019-OBP A (One Bryant Park Trust 2019-Obp) | Long | ABS-other | US | $2M | – | 0.09 |
| OBX 2018-1 A2 (Obx Tr 2018-1) | Long | ABS-other | US | $620K | – | 0.02 |
| OBX 2022-NQM6 A1 (OBX 2022-NQM6 TRUST) | Long | ABS-other | US | $7K | – | 0.00 |
| OBX 2022-NQM7 A1 (OBX 2022-NQM7 TRUST) | Long | ABS-other | US | $6K | – | 0.00 |
| OBX 2022-NQM7 A3 (OBX 2022-NQM7 TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| OBX 2022-NQM8 A2 (OBX 2022-NQM8 TRUST) | Long | ABS-other | US | $406K | – | 0.02 |
| OBX 2022-NQM9 A1A (OBX 2022-NQM9 TRUST) | Long | ABS-other | US | $128K | – | 0.00 |
| OBX 2022-NQM9 A2 (OBX 2022-NQM9 TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| OBX 2023-NQM1 A3 (OBX 2023-NQM1 TRUST) | Long | ABS-other | US | $359K | – | 0.01 |
| OBX 2023-NQM3 A1 (OBX 2023-NQM3 TRUST) | Long | ABS-other | US | $972K | – | 0.04 |
| OBX 2023-NQM6 A1 (OBX 2023-NQM6 TRUST) | Long | ABS-other | US | $378K | – | 0.01 |
| OBX 2023-NQM6 A3 (OBX 2023-NQM6 TRUST) | Long | ABS-other | US | $36K | – | 0.00 |
| OBX 2024-NQM1 A1 (OBX 2024-NQM1 TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| OBX 2024-NQM1 A2 (OBX 2024-NQM1 TRUST) | Long | ABS-other | US | $115K | – | 0.00 |
| OBX 2024-NQM10 A2 (OBX 2024-NQM10 TRUST) | Long | ABS-other | US | $2M | – | 0.07 |
| OBX 2024-NQM2 A1 (OBX 2024-NQM2 TRUST) | Long | ABS-other | US | $3M | – | 0.13 |
| OBX 2024-NQM3 A3 (OBX 2024-NQM3 TRUST) | Long | ABS-other | US | $931K | – | 0.04 |
| OBX 2024-NQM4 A1 (OBX 2024-NQM4 TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| OBX 2024-NQM4 A2 (OBX 2024-NQM4 TRUST) | Long | ABS-other | US | $957K | – | 0.04 |
| OBX 2024-NQM5 A2 (OBX 2024-NQM5 TRUST) | Long | ABS-other | US | $478K | – | 0.02 |
| OBX 2024-NQM6 A3 (OBX 2024-NQM6 TRUST) | Long | ABS-other | US | $345K | – | 0.01 |
| OBX 2024-NQM8 A1 (OBX 2024-NQM8 TRUST) | Long | ABS-other | US | $2M | – | 0.08 |
| OBX 2024-NQM8 A3 (OBX 2024-NQM8 TRUST) | Long | ABS-other | US | $249K | – | 0.01 |
| OBX 2024-NQM9 A2 (OBX 2024-NQM9 TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| OBX 2024-NQM9 A3 (OBX 2024-NQM9 TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| OC 5.95 06/15/54 (Owens Corning) | Long | Debt | US | $282K | – | 0.01 |
| OCP 2016-11A A1R2 (Ocp Clo 2016-11 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| OCPMR 6.75 05/02/34 144A (OCP SA) | Long | Debt | MA | $904K | – | 0.03 |
| OCT36 2018-1A A1 (OCTAGON INVESTMENT PARTNERS 36 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $618K | – | 0.02 |
| OCT66 2022-1A A1R (Octagon 66 Ltd / Octagon 66 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $101K | – | 0.00 |
| OH AMEPWR 6.27 02/15/2050 (AMERICAN MUN PWR OHIO INC) | Long | Debt | US | $233K | – | 0.01 |
| OH AMEPWR 8.08 02/15/2050 (AMERICAN MUN PWR OHIO INC) | Long | Debt | US | $783K | – | 0.03 |
| OHI 3.625 10/01/29 (Omega Healthcare Investors, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| OHI 3.625 10/01/29 (Omega Healthcare Investors, Inc.) | Long | Debt | US | $13K | – | 0.00 |
| OHI 4.5 04/01/27 (Omega Healthcare Investors, Inc.) | Long | Debt | US | $58K | – | 0.00 |
| OIS BRL RCV 10.269293% PAY BZDIO1D 02-JAN-2029 | Derivative-interest rate | BR | $-447K | – | -0.02 | |
| OIS_CCP BRL RCV 10.85% PAY BZDIO1D 02-JAN-2026 | Derivative-interest rate | BR | $-92K | – | -0.00 | |
| OIS_CCP BRL RCV 11.49576% PAY BZDIO1D 04-JAN-2027 | Derivative-interest rate | US | $-134K | – | -0.01 | |
| OIS_CCP BRL RCV 11.5661% PAY BZDIO1D 04-JAN-2027 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| OIS_CCP BRL RCV 12.06% PAY BZDIO1D 02-JAN-2025 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| OIS_CCP BRL RCV 12.06375% PAY BZDIO1D 02-JAN-2025 | Derivative-interest rate | BR | $5K | – | 0.00 | |
| OIS_CCP BRL RCV BZDIO1D PAY 10.25% 02-JAN-2029 | Derivative-interest rate | US | $303K | – | 0.01 | |
| OIS_CCP BRL RCV BZDIO1D PAY 11.23% 04-JAN-2027 | Derivative-interest rate | US | $33K | – | 0.00 | |
| OIS_CCP BRL RCV BZDIO1D PAY 11.5% 02-JAN-2029 | Derivative-interest rate | US | $12K | – | 0.00 | |
| OIS_CCP BRL RCV BZDIO1D PAY 9.75% 02-JAN-2026 | Derivative-interest rate | US | $14K | – | 0.00 | |
| OIS_CCP CAD RCV 3.25% PAY CORRA1D 18-SEP-2034 | Derivative-interest rate | CA | $-42K | – | -0.00 | |
| OIS_CCP CAD RCV 3.5% PAY CORRA1D 18-DEC-2025 | Derivative-interest rate | CA | $-39K | – | -0.00 | |
| OIS_CCP CAD RCV 3.5% PAY CORRA1D 18-SEP-2026 | Derivative-interest rate | CA | $-105K | – | -0.00 | |
| OIS_CCP CAD RCV CORRA1D PAY 3.5% 01-JUN-2032 | Derivative-interest rate | CA | $-48K | – | -0.00 | |
| OIS_CCP CAD RCV CORRA1D PAY 3.75% 20-DEC-2033 | Derivative-interest rate | CA | $-60K | – | -0.00 | |
| OIS_CCP CHF RCV 1.25% PAY SARON1D 18-SEP-2034 | Derivative-interest rate | CH | $22K | – | 0.00 | |
| OIS_CCP CLP RCV 4.5% PAY CLICP1D 21-JUN-2026 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| OIS_CCP CLP RCV CLICP1D PAY 5% 21-JUN-2034 | Derivative-interest rate | US | $5K | – | 0.00 | |
| OIS_CCP EUR RCV 2.37% PAY ESTR1D 19-JAN-2034 | Derivative-interest rate | XX | $-407K | – | -0.02 | |
| OIS_CCP EUR RCV ESTR1D PAY 2.25% 18-SEP-2026 | Derivative-interest rate | XX | $320K | – | 0.01 | |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-SEP-2029 | Derivative-interest rate | GB | $-97K | – | -0.00 | |
| OIS_CCP GBP RCV 4% PAY SONIA1D 18-SEP-2026 | Derivative-interest rate | GB | $-316K | – | -0.01 | |
| OIS_CCP GBP RCV 4% PAY SONIA1D 18-SEP-2029 | Derivative-interest rate | GB | $84K | – | 0.00 | |
| OIS_CCP GBP RCV SONIA1D PAY 3.5% 18-SEP-2034 | Derivative-interest rate | GB | $29K | – | 0.00 | |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 26-SEP-2026 | Derivative-interest rate | GB | $16K | – | 0.00 | |
| OIS_CCP INR RCV MIBOR1D PAY 6.5% 18-SEP-2026 | Derivative-interest rate | US | $495.26 | – | 0.00 | |
| OIS_CCP INR RCV MIBOR1D PAY 6.5% 18-SEP-2029 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| OIS_CCP JPY RCV 1.5% PAY TONAR1D 18-SEP-2054 | Derivative-interest rate | JP | $-26K | – | -0.00 | |
| OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2042 | Derivative-interest rate | JP | $1M | – | 0.04 | |
| OIS_CCP JPY RCV TONAR1D PAY 0.5% 18-SEP-2029 | Derivative-interest rate | JP | $1M | – | 0.05 | |
| OIS_CCP JPY RCV TONAR1D PAY 0.55% 14-SEP-2028 | Derivative-interest rate | JP | $-4K | – | -0.00 | |
| OIS_CCP JPY RCV TONAR1D PAY 0.75% 20-MAR-2038 | Derivative-interest rate | JP | $232K | – | 0.01 | |
| OIS_CCP JPY RCV TONAR1D PAY 0.8% 15-JUN-2052 | Derivative-interest rate | JP | $339K | – | 0.01 | |
| OIS_CCP USD RCV 2.15% PAY SOFR1D 15-JUN-2027 | Derivative-interest rate | US | $-892K | – | -0.03 | |
| OIS_CCP USD RCV 2.697% PAY SOFR1D 04-APR-2025 | Derivative-interest rate | US | $-144K | – | -0.01 | |
| OIS_CCP USD RCV 2.85% PAY SOFR1D 29-AUG-2027 | Derivative-interest rate | US | $-204K | – | -0.01 | |
| OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027 | Derivative-interest rate | US | $-110K | – | -0.00 | |
| OIS_CCP USD RCV 2.91% PAY SOFR1D 28-JUL-2037 | Derivative-interest rate | US | $-1M | – | -0.05 | |
| OIS_CCP USD RCV 3.0755% PAY SOFR1D 28-MAR-2030 | Derivative-interest rate | US | $-241K | – | -0.01 | |
| OIS_CCP USD RCV 3.35% PAY SOFR1D 06-OCT-2027 | Derivative-interest rate | US | $-815K | – | -0.03 | |
| OIS_CCP USD RCV 3.3912% PAY SOFR1D 10-MAY-2038 | Derivative-interest rate | US | $-145K | – | -0.01 | |
| OIS_CCP USD RCV 3.5% PAY SOFR1D 19-APR-2025 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| OIS_CCP USD RCV 3.5% PAY SOFR1D 20-JUN-2054 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| OIS_CCP USD RCV 3.5% PAY SOFR1D 30-SEP-2024 | Derivative-interest rate | US | $-102K | – | -0.00 | |
| OIS_CCP USD RCV 3.5995% PAY SOFR1D 18-DEC-2028 | Derivative-interest rate | US | $-392K | – | -0.01 | |
| OIS_CCP USD RCV 3.65% PAY SOFR1D 22-NOV-2024 | Derivative-interest rate | US | $-140K | – | -0.01 | |
| OIS_CCP USD RCV 3.696108% PAY SOFR1D 22-SEP-2028 | Derivative-interest rate | US | $29K | – | 0.00 | |
| OIS_CCP USD RCV 3.6965% PAY SOFR1D 09-JUN-2028 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| OIS_CCP USD RCV 3.789808% PAY SOFR1D 21-MAY-2034 | Derivative-interest rate | US | $16K | – | 0.00 | |
| OIS_CCP USD RCV 3.804557% PAY SOFR1D 13-APR-2028 | Derivative-interest rate | US | $46K | – | 0.00 | |
| OIS_CCP USD RCV 3.9425% PAY SOFR1D 05-JUN-2030 | Derivative-interest rate | US | $145K | – | 0.01 | |
| OIS_CCP USD RCV 3.948% PAY SOFR1D 30-JAN-2027 | Derivative-interest rate | US | $-233K | – | -0.01 | |
| OIS_CCP USD RCV 3.9595% PAY SOFR1D 06-MAR-2029 | Derivative-interest rate | US | $-64K | – | -0.00 | |
| OIS_CCP USD RCV 4.02464% PAY SOFR1D 16-APR-2030 | Derivative-interest rate | US | $307K | – | 0.01 | |
| OIS_CCP USD RCV 4.1015% PAY SOFR1D 20-MAR-2029 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| OIS_CCP USD RCV 4.278% PAY SOFR1D 26-JUN-2027 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| OIS_CCP USD RCV 4.54997% PAY SOFR1D 19-OCT-2030 | Derivative-interest rate | US | $17K | – | 0.00 | |
| OIS_CCP USD RCV 4.715% PAY SOFR1D 13-SEP-2024 | Derivative-interest rate | US | $-41K | – | -0.00 | |
| OIS_CCP USD RCV 4.730127% PAY SOFR1D 30-JUN-2026 | Derivative-interest rate | US | $215K | – | 0.01 | |
| OIS_CCP USD RCV 4.985% PAY SOFR1D 11-OCT-2025 | Derivative-interest rate | US | $-44K | – | -0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 2.08% 28-JUL-2047 | Derivative-interest rate | US | $1M | – | 0.05 | |
| OIS_CCP USD RCV SOFR1D PAY 2.5641% 11-MAY-2053 | Derivative-interest rate | US | $204K | – | 0.01 | |
| OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048 | Derivative-interest rate | US | $445K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 2.68% 28-JUL-2032 | Derivative-interest rate | US | $630K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032 | Derivative-interest rate | US | $2M | – | 0.06 | |
| OIS_CCP USD RCV SOFR1D PAY 3.05% 15-FEB-2048 | Derivative-interest rate | US | $581K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 3.15% 15-MAY-2048 | Derivative-interest rate | US | $545K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 3.24% 06-OCT-2035 | Derivative-interest rate | US | $921K | – | 0.04 | |
| OIS_CCP USD RCV SOFR1D PAY 3.343511% 20-MAY-2054 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.380172% 11-APR-2054 | Derivative-interest rate | US | $-21K | – | -0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 18-DEC-2025 | Derivative-interest rate | US | $88K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 20-JUN-2054 | Derivative-interest rate | US | $460K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 3.54542% 31-OCT-2030 | Derivative-interest rate | US | $31K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.581572% 31-OCT-2030 | Derivative-interest rate | US | $261K | – | 0.01 | |
| OIS_CCP USD RCV SOFR1D PAY 3.58876% 31-OCT-2030 | Derivative-interest rate | US | $565K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 3.59507% 31-OCT-2030 | Derivative-interest rate | US | $180K | – | 0.01 | |
| OIS_CCP USD RCV SOFR1D PAY 3.6008% 31-OCT-2030 | Derivative-interest rate | US | $49K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.60089% 31-OCT-2030 | Derivative-interest rate | US | $112K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.6233% 31-OCT-2030 | Derivative-interest rate | US | $47K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.663788% 31-OCT-2030 | Derivative-interest rate | US | $28K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.676657% 31-OCT-2030 | Derivative-interest rate | US | $23K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.689% 31-OCT-2030 | Derivative-interest rate | US | $93K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.691% 31-OCT-2030 | Derivative-interest rate | US | $44K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.72186% 31-OCT-2030 | Derivative-interest rate | US | $83K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.735147% 31-OCT-2030 | Derivative-interest rate | US | $52K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.7391% 31-OCT-2030 | Derivative-interest rate | US | $29K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029 | Derivative-interest rate | US | $127K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-SEP-2026 | Derivative-interest rate | US | $531K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-SEP-2034 | Derivative-interest rate | US | $45K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.781828% 22-SEP-2036 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.87% 28-FEB-2031 | Derivative-interest rate | US | $168K | – | 0.01 | |
| OIS_CCP USD RCV SOFR1D PAY 3.992484% 16-APR-2035 | Derivative-interest rate | US | $-264K | – | -0.01 | |
| OIS_CCP USD RCV SOFR1D PAY 3% 21-JUN-2033 | Derivative-interest rate | US | $584K | – | 0.02 | |
| OIS_CCP USD RCV SOFR1D PAY 4.172433% 20-MAY-2026 | Derivative-interest rate | US | $-509.45 | – | -0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 4.2% 30-APR-2031 | Derivative-interest rate | US | $-177K | – | -0.01 | |
| OIS_CCP USD RCV SOFR1D PAY 4.22351% 11-APR-2026 | Derivative-interest rate | US | $3K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 4.25% 26-SEP-2026 | Derivative-interest rate | US | $20K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 4.301222% 30-NOV-2028 | Derivative-interest rate | US | $-1M | – | -0.04 | |
| OIS_CCP USD RCV SOFR1D PAY 4.426784% 16-APR-2026 | Derivative-interest rate | US | $-33K | – | -0.00 | |
| OKE 5.55 11/01/26 (Oneok Inc.) | Long | Debt | US | $10K | – | 0.00 |
| OKE 5.8 11/01/30 (Oneok Inc.) | Long | Debt | US | $215K | – | 0.01 |
| OKE 6.05 09/01/33 (Oneok Inc.) | Long | Debt | US | $330K | – | 0.01 |
| OKE 6.35 01/15/31 (Oneok Inc.) | Long | Debt | US | $2M | – | 0.06 |
| OKE 6.625 09/01/53 (Oneok Inc.) | Long | Debt | US | $374K | – | 0.01 |
| OMF 6.625 01/15/28 (OneMain Financial Corporation) | Long | Debt | US | $100K | – | 0.00 |
| OMF 7.5 05/15/31 (OneMain Financial Corporation) | Long | Debt | US | $972K | – | 0.04 |
| OMF 7.5 05/15/31 (OneMain Financial Corporation) | Long | Debt | US | $152K | – | 0.01 |
| OMF 7.875 03/15/30 (OneMain Financial Corporation) | Long | Debt | US | $310K | – | 0.01 |
| OMW 2020-1MW A (MANHATTAN WEST 2020-1MW MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| OMW 2020-1MW A (MANHATTAN WEST 2020-1MW MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.05 |
| ONYP 2020-1NYP A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-other | US | $2M | – | 0.06 |
| OOMLT 2007-5 2A4 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $845K | – | 0.03 |
| OPT. CALL AUG 24 CBT 5Y T | Derivative-interest rate | US | $23K | – | 0.00 | |
| OPT. CALL AUG 24 CBT 5Y T | Derivative-interest rate | US | $-4K | – | -0.00 | |
| OPT. CALL AUG 24 T-NOTE O | Derivative-interest rate | US | $33K | – | 0.00 | |
| OPT. CALL AUG 24 T-NOTE O | Derivative-interest rate | US | $33K | – | 0.00 | |
| OPT. CALL AUG 24 T-NOTE O | Derivative-interest rate | US | $-2K | – | -0.00 | |
| OPT. CALL AUG 24 T-NOTE O | Derivative-interest rate | US | $-10K | – | -0.00 | |
| OPT. CALL AUG 24 U.S. T-B | Derivative-interest rate | US | $16K | – | 0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $20K | – | 0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $-19K | – | -0.00 | |
| OPT. PUT AUG 24 CBT 5Y T- | Derivative-interest rate | US | $-11K | – | -0.00 | |
| OPT. PUT AUG 24 T-NOTE OP | Derivative-interest rate | US | $51K | – | 0.00 | |
| OPT. PUT AUG 24 T-NOTE OP | Derivative-interest rate | US | $20K | – | 0.00 | |
| OR 2020-3A AR (OWL ROCK CLO III, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| OR 2020-3A BR (OWL ROCK CLO III, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| OR 2024-16A A (OWL ROCK CLO XVI LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| OR 2024-16A B (OWL ROCK CLO XVI LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| OR 2024-17A B (OWL ROCK CLO XVII LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| ORBIA 2.875 05/11/31 144A (Orbia Advance Corp S A B De Cv) | Long | Debt | MX | $265K | – | 0.01 |
| ORCL 1.65 03/25/26 (Oracle Corp.) | Long | Debt | US | $638K | – | 0.02 |
| ORCL 1.65 03/25/26 (Oracle Corp.) | Long | Debt | US | $61K | – | 0.00 |
| ORCL 2.875 03/25/31 (Oracle Corp.) | Long | Debt | US | $1M | – | 0.05 |
| ORCL 2.95 04/01/30 (Oracle Corp.) | Long | Debt | US | $108K | – | 0.00 |
| ORCL 3.6 04/01/40 (Oracle Corp.) | Long | Debt | US | $327K | – | 0.01 |
| ORCL 3.6 04/01/50 (Oracle Corp.) | Long | Debt | US | $217K | – | 0.01 |
| ORCL 4 07/15/46 (Oracle Corp.) | Long | Debt | US | $202K | – | 0.01 |
| ORCL 4.5 07/08/44 (Oracle Corp.) | Long | Debt | US | $17K | – | 0.00 |
| ORCL 4.65 05/06/30 (Oracle Corp.) | Long | Debt | US | $613K | – | 0.02 |
| ORCL 4.65 05/06/30 (Oracle Corp.) | Long | Debt | US | $10K | – | 0.00 |
| ORCL 4.9 02/06/33 (Oracle Corp.) | Long | Debt | US | $918K | – | 0.03 |
| ORCL 6.25 11/09/32 (Oracle Corp.) | Long | Debt | US | $1M | – | 0.05 |
| ORCL 6.9 11/09/52 (Oracle Corp.) | Long | Debt | US | $879K | – | 0.03 |
| ORI 5.75 03/28/34 (Old Republic International Corporation) | Long | Debt | US | $549K | – | 0.02 |
| Osaic Term Loan B 400 2028-08-01 | Long | Loan | US | $352K | – | 0.01 |
| OSAT 2021-RPL1 A1 (OSAT TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| OTIS 2.565 02/15/30 (Otis Worldwide Corp.) | Long | Debt | US | $22K | – | 0.00 |
| OUT 7.375 02/15/31 144A (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $834K | – | 0.03 |
| OWL ROCK CLO I LLC FRN | Long | Debt | US | $1M | – | 0.04 |
| OWL ROCK CLO LTD FRN | Long | Debt | US | $505K | – | 0.02 |
| OXY 3.2 08/15/26 (Occidental Petroleum Corporation) | Long | Debt | US | $247K | – | 0.01 |
| OXY 4.2 03/15/48 (Occidental Petroleum Corporation) | Long | Debt | US | $61K | – | 0.00 |
| OXY 4.4 04/15/46 (Occidental Petroleum Corporation) | Long | Debt | US | $361K | – | 0.01 |
| OXY 4.625 06/15/45 (Occidental Petroleum Corporation) | Long | Debt | US | $8K | – | 0.00 |
| OXY 6.45 09/15/36 (Occidental Petroleum Corporation) | Long | Debt | US | $355K | – | 0.01 |
| OXY 6.45 09/15/36 (Occidental Petroleum Corporation) | Long | Debt | US | $131K | – | 0.00 |
| OXY 6.6 03/15/46 (Occidental Petroleum Corporation) | Long | Debt | US | $230K | – | 0.01 |
| OXY 6.6 03/15/46 (Occidental Petroleum Corporation) | Long | Debt | US | $10K | – | 0.00 |
| OXY 6.625 09/01/30 (Occidental Petroleum Corporation) | Long | Debt | US | $199K | – | 0.01 |
| OXY 6.95 07/01/24 (Occidental Petroleum Corporation) | Long | Debt | US | $136K | – | 0.01 |
| OXY 7.875 09/15/31 (Occidental Petroleum Corporation) | Long | Debt | US | $443K | – | 0.02 |
| OXY 7.875 09/15/31 (Occidental Petroleum Corporation) | Long | Debt | US | $314K | – | 0.01 |
| OXY 8.5 07/15/27 (Occidental Petroleum Corporation) | Long | Debt | US | $59K | – | 0.00 |
| OXY 8.875 07/15/30 (Occidental Petroleum Corporation) | Long | Debt | US | $6K | – | 0.00 |
| PAA 5.7 09/15/34 (Plains All American Pipeline L.P.) | Long | Debt | US | $1M | – | 0.05 |
| PACBEA 5.508 07/15/36 (Pacific Beacon Llc) | Long | Debt | US | $724K | – | 0.03 |
| PANAMA 4.5 04/16/50 (Panama (Republic of)) | Long | Debt | PA | $169K | – | 0.01 |
| PANAMA 6.4 02/14/35 (Panama (Republic of)) | Long | Debt | PA | $570K | – | 0.02 |
| PANAMA 6.853 03/28/54 (Panama (Republic of)) | Long | Debt | PA | $220K | – | 0.01 |
| PARA 4.6 01/15/45 (Paramount Global) | Long | Debt | US | $29K | – | 0.00 |
| PARA 4.85 07/01/42 (Paramount Global) | Long | Debt | US | $57K | – | 0.00 |
| PARA 4.9 08/15/44 (Paramount Global) | Long | Debt | US | $203K | – | 0.01 |
| PARA 5.25 04/01/44 (Paramount Global) | Long | Debt | US | $74K | – | 0.00 |
| PARA 5.9 10/15/40 (Paramount Global) | Long | Debt | US | $150K | – | 0.01 |
| PARSLY 4.125 02/15/28 144A (Parsley Energy LLC) | Long | Debt | US | $29K | – | 0.00 |
| Patriot Rail and Ports Term Loan B 400 2026-10-01 | Long | Loan | US | $794K | – | 0.03 |
| PCG 2.1 08/01/27 (Pacific Gas and Electric Company) | Long | Debt | US | $226K | – | 0.01 |
| PCG 2.5 02/01/31 (Pacific Gas and Electric Company) | Long | Debt | US | $371K | – | 0.01 |
| PCG 2.5 02/01/31 (Pacific Gas and Electric Company) | Long | Debt | US | $16K | – | 0.00 |
| PCG 2.95 03/01/26 (Pacific Gas and Electric Company) | Long | Debt | US | $766K | – | 0.03 |
| PCG 3.15 01/01/26 (Pacific Gas and Electric Company) | Long | Debt | US | $1M | – | 0.05 |
| PCG 3.3 08/01/40 (Pacific Gas and Electric Company) | Long | Debt | US | $89K | – | 0.00 |
| PCG 3.3 08/01/40 (Pacific Gas and Electric Company) | Long | Debt | US | $29K | – | 0.00 |
| PCG 3.4 08/15/24 (Pacific Gas and Electric Company) | Long | Debt | US | $598K | – | 0.02 |
| PCG 3.5 08/01/50 (Pacific Gas and Electric Company) | Long | Debt | US | $46K | – | 0.00 |
| PCG 3.5 08/01/50 (Pacific Gas and Electric Company) | Long | Debt | US | $10K | – | 0.00 |
| PCG 4.55 07/01/30 (Pacific Gas and Electric Company) | Long | Debt | US | $2M | – | 0.06 |
| PCG 4.95 07/01/50 (Pacific Gas and Electric Company) | Long | Debt | US | $21K | – | 0.00 |
| PCG 6.4 06/15/33 (Pacific Gas and Electric Company) | Long | Debt | US | $2M | – | 0.08 |
| PEG 6.125 10/15/33 (Public Service Enterprise Group Incorporated) | Long | Debt | US | $988K | – | 0.04 |
| PEMEX 6.875 08/04/26 (Petroleos Mexicanos) | Long | Debt | MX | $147K | – | 0.01 |
| PENSKE 5.25 07/01/29 144A (Penske Truck Leasing Co LP / PTL Finance Corp.) | Long | Debt | US | $3M | – | 0.10 |
| PEP 2.625 03/19/27 (Pepsico Inc) | Long | Debt | US | $28K | – | 0.00 |
| PEP 2.875 10/15/49 (Pepsico Inc) | Long | Debt | US | $7K | – | 0.00 |
| Peraton (fka Magnolia) Term Loan B 375 2028-02-07 | Long | Loan | US | $280K | – | 0.01 |
| PERU 2.78 12/01/60 (Peru (Republic of)) | Long | Debt | PE | $146K | – | 0.01 |
| PERU 2.78 12/01/60 (Peru (Republic of)) | Long | Debt | PE | $6K | – | 0.00 |
| PERU 2.783 01/23/31 (Peru (Republic of)) | Long | Debt | PE | $146K | – | 0.01 |
| PERU 3.23 07/28/21 (Peru (Republic of)) | Long | Debt | PE | $28K | – | 0.00 |
| PERU 5.625 11/18/50 (Peru (Republic of)) | Long | Debt | PE | $68K | – | 0.00 |
| PETBRA 5.999 01/27/28 (Petrobras Global Finance B.V.) | Long | Debt | NL | $200K | – | 0.01 |
| PETBRA 6.85 06/05/15 (Petrobras Global Finance B.V.) | Long | Debt | NL | $487K | – | 0.02 |
| PFP 2021-8 A (PFP LTD) | Long | ABS-collateralized bond/debt obligation | KY | $368K | – | 0.01 |
| PFSI 7.875 12/15/29 144A (Pennymac Financial Services Inc) | Long | Debt | US | $310K | – | 0.01 |
| PGR 3.2 03/26/30 (The Progressive Corporation) | Long | Debt | US | $5K | – | 0.00 |
| PHEAA 2016-1A A (Pheaa Student Loan Trust 2016-1) | Long | ABS-other | US | $180K | – | 0.01 |
| PHEAA 2016-2A A (Pheaa Student Loan Trust 2016-2) | Long | ABS-other | US | $178K | – | 0.01 |
| PLACEHOLD AP GRANGE HOLDI | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| PLACEHOLD AP GRANGE HOLDI | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| PLACEHOLD CONCENTRA TL | Long | Loan | US | $1M | – | 0.05 |
| PLACEHOLD GFL ENVIRON TL | Long | Loan | US | $698K | – | 0.03 |
| PLACEHOLD HARBOR FREIG TL | Long | Loan | US | $499K | – | 0.02 |
| PLACEHOLD NEXEYE HLDG TL | Long | Loan | US | $995K | – | 0.04 |
| PLACEHOLD OBRA LONGEVITY | Long | ABS-mortgage backed security | US | $560K | – | 0.02 |
| PLACEHOLD PEER HOLDING TL | Long | Loan | US | $1M | – | 0.05 |
| PLACEHOLD SIG AVIATION TL | Long | Loan | US | $370K | – | 0.01 |
| PLACEHOLD SIG AVIATION TL | Long | Loan | US | $330K | – | 0.01 |
| PLACEHOLD SPST SP1-A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| PLACEHOLD SPST SP1-A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| PLACEHOLD STOLTHAVEN HOUS | Long | ABS-mortgage backed security | US | $600K | – | 0.02 |
| PLACEHOLD UGI ENERGY TL | Long | Loan | US | $1M | – | 0.05 |
| PLACEHOLD WAYSTAR TECH TL | Long | Loan | US | $420K | – | 0.02 |
| PLACEHOLD WORLDPAY TL | Long | Loan | US | $750K | – | 0.03 |
| PLD 4.625 01/15/33 (Prologis, L.P.) | Long | Debt | US | $623K | – | 0.02 |
| PLMRS 2021-2A A (Palmer Square Clo 2021-2 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| PMH NEWCO LP TL. | Long | Loan | US | $1M | – | 0.04 |
| PMH SPV C LLC TL. | Long | Loan | US | $331K | – | 0.01 |
| PNC V5.582 06/12/29 (PNC Financial Services Group Inc.) | Long | Debt | US | $293K | – | 0.01 |
| PNC V5.812 06/12/26 (PNC Financial Services Group Inc.) | Long | Debt | US | $20K | – | 0.00 |
| PNC V6.037 10/28/33 (PNC Financial Services Group Inc.) | Long | Debt | US | $41K | – | 0.00 |
| POLAND 5.125 09/18/34 (Poland (Republic of)) | Long | Debt | PL | $601K | – | 0.02 |
| POST 5.5 12/15/29 144A (Post Holdings Inc.) | Long | Debt | US | $927K | – | 0.04 |
| POST 6.25 02/15/32 144A (Post Holdings Inc.) | Long | Debt | US | $316K | – | 0.01 |
| PPL 4.25 04/01/49 (Louisville Gas and Electric Company) | Long | Debt | US | $20K | – | 0.00 |
| PR 7 01/15/32 144A (Permian Resources Operating, LLC) | Long | Debt | US | $853K | – | 0.03 |
| PRE V4.5 10/01/50 (PartnerRe Finance B LLC) | Long | Debt | US | $365K | – | 0.01 |
| PRK 2017-280P A (280 Park Avenue Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| PRK 2017-280P A (280 Park Avenue Trust) | Long | ABS-other | US | $301K | – | 0.01 |
| PRKCM 2022-AFC1 A1A (PRKCM 2022-AFC1 TRUST) | Long | ABS-other | US | $928K | – | 0.04 |
| PRKCM 2023-AFC3 A3 (PRKCM 2023-AFC3 TRUST) | Long | ABS-other | US | $961K | – | 0.04 |
| PROG 2022-SFR5 C (PROGRESS RESIDENTIAL 2022-SFR5 TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| PRPM 2022-1 A1 (PRPM 2022-1 LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| PRPM 2023-1 A1 (PRPM 2023-1 LLC) | Long | ABS-other | US | $211K | – | 0.01 |
| PRPM 2024-RCF1 A1 (PRPM 2024-RCF1 LLC) | Long | ABS-other | US | $265K | – | 0.01 |
| PRPM 2024-RPL2 A2 (PRPM 2024-RPL2 LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| PRU V6 09/01/52 (Prudential Financial, Inc.) | Long | Debt | US | $593K | – | 0.02 |
| PRU V6.75 03/01/53 (Prudential Financial, Inc.) | Long | Debt | US | $410K | – | 0.02 |
| PRXNA 3.061 07/13/31 144A (Prosus NV) | Long | Debt | NL | $514K | – | 0.02 |
| PRXNA 3.68 01/21/30 144A (Prosus NV) | Long | Debt | NL | $178K | – | 0.01 |
| PRXNA 3.832 02/08/51 144A (Prosus NV) | Long | Debt | NL | $143K | – | 0.01 |
| PRXNA 3.832 02/08/51 144A (Prosus NV) | Long | Debt | NL | $130K | – | 0.00 |
| PRXNA 4.027 08/03/50 144A (Prosus NV) | Long | Debt | NL | $149K | – | 0.01 |
| PSA 0.5 09/09/30 (Public Storage) | Long | Debt | US | $2M | – | 0.07 |
| PSTAT 2022-2A A2 (Palmer Square Loan Funding 2022-2 LTD / LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| PSTAT 2022-3A A1BR (PALMER SQUARE LOAN FUNDING 2022-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| PSTAT 2022-4A B (PALMER SQUARE CLO 2022-4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| PSTAT 2023-2A B (PALMER SQUARE LOAN FUNDING 2023-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| PSX 3.85 04/09/25 (Phillips 66) | Long | Debt | US | $99K | – | 0.00 |
| PUT AUG 24 T-NOTE PUT AUG | Derivative-interest rate | US | $-30K | – | -0.00 | |
| PUT DEC 24 3M SOFRPUT DEC | Derivative-interest rate | US | $32K | – | 0.00 | |
| PUT DEC 24 3M SOFRPUT DEC | Derivative-interest rate | US | $-25K | – | -0.00 | |
| PUT DEC 24 CME 3M PUT DEC | Derivative-interest rate | US | $48K | – | 0.00 | |
| PUT DEC 24 CME 3M PUT DEC | Derivative-interest rate | US | $-12K | – | -0.00 | |
| PUTNM 2021-1A A (37 CAPITAL CLO I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| PWR 3.05 10/01/41 (Quanta Services, Inc.) | Long | Debt | US | $18K | – | 0.00 |
| PXD 2.15 01/15/31 (Pioneer Natural Resources Company) | Long | Debt | US | $118K | – | 0.00 |
| PYPL 2.3 06/01/30 (Paypal Holdings Inc.) | Long | Debt | US | $121K | – | 0.00 |
| PYPL 2.65 10/01/26 (Paypal Holdings Inc.) | Long | Debt | US | $47K | – | 0.00 |
| PYPL 2.85 10/01/29 (Paypal Holdings Inc.) | Long | Debt | US | $45K | – | 0.00 |
| QATAR 5.103 04/23/48 REGS (Qatar (State of)) | Long | Debt | QA | $975K | – | 0.04 |
| QCOM 4.65 05/20/35 (QUALCOMM Inc.) | Long | Debt | US | $63K | – | 0.00 |
| QRVO 4.375 10/15/29 (Qorvo Inc) | Long | Debt | US | $43K | – | 0.00 |
| QUIKRETE HOLDINGS TL | Long | Loan | US | $355K | – | 0.01 |
| RABOBK V3.649 04/06/28 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $267K | – | 0.01 |
| RABOBK V3.758 04/06/33 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $239K | – | 0.01 |
| RABOBK V4.655 08/22/28 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $2M | – | 0.06 |
| RABOBK V4.655 08/22/28 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $586K | – | 0.02 |
| RABOBK V5.447 03/05/30 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $2M | – | 0.08 |
| RAD 2023-22A A1 (RAD CLO 22 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| RCICN 3.2 03/15/27 (Rogers Communications Inc.) | Long | Debt | CA | $2M | – | 0.09 |
| RCICN 4.35 05/01/49 (Rogers Communications Inc.) | Long | Debt | CA | $24K | – | 0.00 |
| RCKT 2024-CES4 A1A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-other | US | $550K | – | 0.02 |
| RCKT MTGE. TST. 2024- VAR | Long | Debt | US | $1M | – | 0.04 |
| RCMT 2021-FL6 A (READY CAPITAL MORTGAGE FINANCING LLC) | Long | ABS-collateralized bond/debt obligation | US | $472K | – | 0.02 |
| RCMT 2021-FL7 A (READY CAPITAL MORTGAGE FINANCING LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| RCTTE 2015-1A ARR (Recette Clo Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $340K | – | 0.01 |
| RDSALN 4 05/10/46 (Shell International Finance B.V.) | Long | Debt | NL | $97K | – | 0.00 |
| RDSALN 4.125 05/11/35 (Shell International Finance B.V.) | Long | Debt | NL | $14K | – | 0.00 |
| RDSALN 4.375 05/11/45 (Shell International Finance B.V.) | Long | Debt | NL | $563K | – | 0.02 |
| RDSALN 4.55 08/12/43 (Shell International Finance B.V.) | Long | Debt | NL | $45K | – | 0.00 |
| RDSALN 6.375 12/15/38 (Shell International Finance B.V.) | Long | Debt | NL | $11K | – | 0.00 |
| REG 2.95 09/15/29 (Regency Centers, L.P.) | Long | Debt | US | $696K | – | 0.03 |
| REG11 2018-1A AR (Regatta XI funding LTD) | Long | Debt | KY | $250K | – | 0.01 |
| REGATTA XI FNDG. LTD FRN | Long | Debt | KY | $2M | – | 0.07 |
| REGN 1.75 09/15/30 (Regeneron Pharmaceuticals, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| REPHUN 3.125 09/21/51 REGS (Hungary (Republic Of)) | Long | Debt | HU | $820K | – | 0.03 |
| REPHUN 6.125 05/22/28 REGS (Hungary (Republic Of)) | Long | Debt | HU | $510K | – | 0.02 |
| RESPK 2020-1A AR (REESE PARK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| RGA 3.9 05/15/29 (Reinsurance Group of America, Incorporated) | Long | Debt | US | $23K | – | 0.00 |
| RGA 5.5 01/11/31 144A (RGA Global Funding) | Long | Debt | US | $974K | – | 0.04 |
| RGA 5.75 09/15/34 (Reinsurance Group of America, Incorporated) | Long | Debt | US | $748K | – | 0.03 |
| RGCARE 11 10/15/30 144A (LifePoint Health, Inc) | Long | Debt | US | $55K | – | 0.00 |
| RGCARE 9.875 08/15/30 144A (LifePoint Health, Inc) | Long | Debt | US | $43K | – | 0.00 |
| RIPON 1RA A (Ripon Mortgages PLC) | Long | ABS-other | GB | $4M | – | 0.13 |
| RIPON 1RA C (Ripon Mortgages PLC) | Long | ABS-other | GB | $4M | – | 0.15 |
| RKTRM 4 10/15/33 144A (Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated) | Long | Debt | US | $717K | – | 0.03 |
| RLOC 2007-1X A3A (ResLoC UK 2007-1 PLC) | Long | ABS-other | GB | $573K | – | 0.02 |
| RLOC 2007-1X A3B (ResLoC UK 2007-1 PLC) | Long | ABS-other | GB | $170K | – | 0.01 |
| RMLT 2019-2 B1 (RESIDENTIAL MORTGAGE LOAN TRUST) | Long | ABS-other | US | $671K | – | 0.03 |
| ROIC 6.75 10/15/28 (Retail Opportunity Investments Partnership LP) | Long | Debt | US | $906K | – | 0.03 |
| ROMANI 2 04/14/33 REGS (Romania (Republic Of)) | Long | Debt | RO | $2M | – | 0.07 |
| ROMANI 3 02/27/27 144A (Romania (Republic Of)) | Long | Debt | RO | $2M | – | 0.08 |
| ROMANI 3.375 01/28/50 144A (Romania (Republic Of)) | Long | Debt | RO | $43K | – | 0.00 |
| ROMANI 3.375 01/28/50 REGS (Romania (Republic Of)) | Long | Debt | RO | $50K | – | 0.00 |
| ROMANI 3.624 05/26/30 144A (Romania (Republic Of)) | Long | Debt | RO | $247K | – | 0.01 |
| ROMANI 6.375 01/30/34 REGS (Romania (Republic Of)) | Long | Debt | RO | $71K | – | 0.00 |
| ROP 2.95 09/15/29 (Roper Technologies Inc) | Long | Debt | US | $4K | – | 0.00 |
| ROP 4.2 09/15/28 (Roper Technologies Inc) | Long | Debt | US | $483K | – | 0.02 |
| ROSW 2.607 12/13/51 144A (Roche Holdings, Inc.) | Long | Debt | US | $336K | – | 0.01 |
| RPRX 1.2 09/02/25 (Royalty Pharma PLC) | Long | Debt | GB | $950K | – | 0.04 |
| RPRX 3.3 09/02/40 (Royalty Pharma PLC) | Long | Debt | GB | $4K | – | 0.00 |
| RPRX 3.35 09/02/51 (Royalty Pharma PLC) | Long | Debt | GB | $13K | – | 0.00 |
| RPRX 5.4 09/02/34 (Royalty Pharma PLC) | Long | Debt | GB | $922K | – | 0.04 |
| RR 29 LTD FRN | Long | Debt | KY | $2M | – | 0.06 |
| RSG 1.75 02/15/32 (Republic Services, Inc.) | Long | Debt | US | $8K | – | 0.00 |
| RSG 4.875 04/01/29 (Republic Services, Inc.) | Long | Debt | US | $347K | – | 0.01 |
| RTX 2.25 07/01/30 (RTX Corp.) | Long | Debt | US | $231K | – | 0.01 |
| RTX 3.03 03/15/52 (RTX Corp.) | Long | Debt | US | $57K | – | 0.00 |
| RTX 3.125 05/04/27 (RTX Corp.) | Long | Debt | US | $66K | – | 0.00 |
| RTX 3.15 12/15/24 (RTX Corp.) | Long | Debt | US | $119K | – | 0.00 |
| RTX 3.5 03/15/27 (RTX Corp.) | Long | Debt | US | $527K | – | 0.02 |
| RTX 3.95 08/16/25 (RTX Corp.) | Long | Debt | US | $344K | – | 0.01 |
| RTX 3.95 08/16/25 (RTX Corp.) | Long | Debt | US | $29K | – | 0.00 |
| RTX 4.125 11/16/28 (RTX Corp.) | Long | Debt | US | $506K | – | 0.02 |
| RTX 4.125 11/16/28 (RTX Corp.) | Long | Debt | US | $260K | – | 0.01 |
| RTX 4.5 06/01/42 (RTX Corp.) | Long | Debt | US | $234K | – | 0.01 |
| RTX 6 03/15/31 (RTX Corp.) | Long | Debt | US | $354K | – | 0.01 |
| RTX 6.1 03/15/34 (RTX Corp.) | Long | Debt | US | $2M | – | 0.07 |
| RVTY 3.3 09/15/29 (Revvity Inc) | Long | Debt | US | $14K | – | 0.00 |
| RY 1.15 06/10/25 MTN (Royal Bank of Canada) | Long | Debt | CA | $29K | – | 0.00 |
| S 0 02/15/40 (U.S. Treasury Security Stripped Interest Security) | Long | Debt | US | $1M | – | 0.05 |
| S 0 02/15/46 (U.S. Treasury Security Stripped Interest Security) | Long | Debt | US | $2M | – | 0.06 |
| S 0 05/15/44 (U.S. Treasury Security Stripped Interest Security) | Long | Debt | US | $1M | – | 0.05 |
| S 0 08/15/41 (U.S. Treasury Security Stripped Interest Security) | Long | Debt | US | $478K | – | 0.02 |
| S 0 11/15/44 (U.S. Treasury Security Stripped Interest Security) | Long | Debt | US | $327K | – | 0.01 |
| S 6.875 11/15/28 (Sprint Capital Corporation) | Long | Debt | US | $2M | – | 0.06 |
| S 8.75 03/15/32 (Sprint Capital Corporation) | Long | Debt | US | $12K | – | 0.00 |
| SABR 2006-WM4 A2C (Securitized Asset Backed Receivables LLC Trust 2006-WM4) | Long | ABS-other | US | $463K | – | 0.02 |
| SABR 2007-BR2 A1 (Securitized Asset Backed Receivables Llc Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| SAFE 2.85 01/15/32 (Safehold GL Holdings LLC) | Long | Debt | US | $618K | – | 0.02 |
| SAFE 6.1 04/01/34 (Safehold GL Holdings LLC) | Long | Debt | US | $395K | – | 0.02 |
| SAIL 2005-1 M3 (Strctrd Asset Invt) | Long | ABS-other | US | $1M | – | 0.05 |
| SALTT 2021-1A AA (SALT 2021-1 TRUST) | Long | ABS-other | US | $999K | – | 0.04 |
| SAMI 2005-AR5 A1 (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $23K | – | 0.00 |
| SANTAN 2.746 05/28/25 (Banco Santander, S.A.) | Long | Debt | ES | $585K | – | 0.02 |
| SANTAN 2.749 12/03/30 (Banco Santander, S.A.) | Long | Debt | ES | $167K | – | 0.01 |
| SANTAN 3.306 06/27/29 (Banco Santander, S.A.) | Long | Debt | ES | $366K | – | 0.01 |
| SANTAN 6.921 08/08/33 (Banco Santander, S.A.) | Long | Debt | ES | $1M | – | 0.05 |
| SANUK V2.896 03/15/32 (Santander UK Group Holdings PLC) | Long | Debt | GB | $1M | – | 0.04 |
| SANUK V3.823 11/03/28 (Santander UK Group Holdings PLC) | Long | Debt | GB | $2M | – | 0.08 |
| SANUK V6.833 11/21/26 (Santander UK Group Holdings PLC) | Long | Debt | GB | $304K | – | 0.01 |
| SANUSA 3.244 10/05/26 (Santander Holdings USA Inc.) | Long | Debt | US | $1M | – | 0.04 |
| SANUSA V2.49 01/06/28 (Santander Holdings USA Inc.) | Long | Debt | US | $41K | – | 0.00 |
| SANUSA V6.174 01/09/30 (Santander Holdings USA Inc.) | Long | Debt | US | $10K | – | 0.00 |
| SASC 2007-BC4 A1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $2M | – | 0.07 |
| SAST 2004-1 M1 (Saxon Asset Securities Trust) | Long | ABS-other | US | $43K | – | 0.00 |
| SAVE 4.1 04/01/28 A (Spirit Airlines Incorporation 2015-1) | Long | ABS-other | US | $759K | – | 0.03 |
| SBAP 2019-20D 1 (Small Business Administration) | Long | ABS-other | US | $69K | – | 0.00 |
| SBAP 2019-25G 1 (Small Business Administration) | Long | ABS-other | US | $120K | – | 0.00 |
| SBATOW 1.84 04/15/27 144A (SBA Tower Trust) | Long | ABS-other | US | $900K | – | 0.03 |
| SBATOW 2.328 01/15/28 144A (SBA Tower Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| SBATOW 2.836 01/15/25 144A (SBA Tower Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| SBRA 3.9 10/15/29 (Sabra Health Care Ltd Partnership / Sabra Capital Corp) | Long | Debt | US | $1M | – | 0.05 |
| SBUX 2.55 11/15/30 (Starbucks Corporation) | Long | Debt | US | $2M | – | 0.06 |
| SBUX 4 11/15/28 (Starbucks Corporation) | Long | Debt | US | $458K | – | 0.02 |
| SCCO 5.25 11/08/42 (Southern Copper Corporation) | Long | Debt | US | $1M | – | 0.05 |
| SCG 2024-MSP A (SCG 2024-MSP MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| SCHW V4 PERP H (The Charles Schwab Corporation) | Long | Debt | US | $855K | – | 0.03 |
| SCHW V5.375 PERP G (The Charles Schwab Corporation) | Long | Debt | US | $573K | – | 0.02 |
| SCHW V5.643 05/19/29 (The Charles Schwab Corporation) | Long | Debt | US | $15K | – | 0.00 |
| SCHW V5.853 05/19/34 (The Charles Schwab Corporation) | Long | Debt | US | $1M | – | 0.04 |
| SCHW V6.196 11/17/29 (The Charles Schwab Corporation) | Long | Debt | US | $68K | – | 0.00 |
| SDART 2023-6 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $1M | – | 0.04 |
| SDART 2024-1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.05 |
| SDCP 2021-1 A2 (Sabey Data Center Issuer Llc) | Long | ABS-other | US | $747K | – | 0.03 |
| SE 2024-1A A (SERVICE EXPERTS ISSUER 2024-1 LLC) | Long | ABS-other | US | $403K | – | 0.02 |
| SEE 6.5 07/15/32 144A (Sealed Air Corp. / Sealed Air Corp. US) | Long | Debt | US | $1M | – | 0.05 |
| SEE 6.5 07/15/32 144A (Sealed Air Corp. / Sealed Air Corp. US) | Long | Debt | US | $816K | – | 0.03 |
| SEMT 2024-5 A5 (SEQUOIA MORTGAGE TRUST 2024-5) | Long | ABS-other | US | $394K | – | 0.01 |
| SEMT 6 A (Sequoia Mtg Tr 6) | Long | ABS-other | US | $37K | – | 0.00 |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $2M | – | 0.09 | |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $613K | – | 0.02 | |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $-23M | – | -0.86 | |
| SF 4 05/15/30 (Stifel Financial Corporation) | Long | Debt | US | $2M | – | 0.07 |
| SFD 2.625 09/13/31 144A (Smithfield Foods, Inc.) | Long | Debt | US | $200K | – | 0.01 |
| SFD 5.2 04/01/29 144A (Smithfield Foods, Inc.) | Long | Debt | US | $631K | – | 0.02 |
| SFO 2021-555 D (SFO COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $890K | – | 0.03 |
| SGCMS 2016-C5 A3 (Sovereign ComlMtg) | Long | ABS-other | US | $315K | – | 0.01 |
| SHACK 2019-14A A1R (Shackleton 2019-Xiv Clo Ltd / Shackleton 2019-Xiv Clo Llc) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| SHOPS 2016-CSTL A (Shops At Crystals Trust 2016-C) | Long | ABS-other | US | $322K | – | 0.01 |
| SHW 2.95 08/15/29 (The Sherwin-Williams Company) | Long | Debt | US | $428K | – | 0.02 |
| SIDC 2023-1A A2 (Stack Infrastructure Issuer Llc) | Long | ABS-other | US | $998K | – | 0.04 |
| SIDC 2023-2A A2 (Stack Infrastructure Issuer Llc) | Long | ABS-other | US | $994K | – | 0.04 |
| Signature Aviation Term Loan B (Add-on) 275 2028-06-01 | Long | Loan | US | $591K | – | 0.02 |
| Signature Aviation Term Loan B 275 2028-04-06 | Long | Loan | US | $311K | – | 0.01 |
| Simon & Schuster Term Loan B 400 2030-09-16 | Long | Loan | US | $550K | – | 0.02 |
| SJM 6.2 11/15/33 (The J M Smucker Company) | Long | Debt | US | $2M | – | 0.09 |
| SKGID 5.438 04/03/34 144A (Smurfit Kappa Treasury Unlimited Company) | Long | Debt | IE | $347K | – | 0.01 |
| SLAM 2021-1A A (Slam 2021-1 Limited / Slam 2021-1 Llc) | Long | ABS-other | KY | $1M | – | 0.04 |
| SLB 3.9 05/17/28 144A (Schlumberger Holdings Corporation) | Long | Debt | US | $50K | – | 0.00 |
| SLG 2021-OVA A (SLG OFFICE TRUST) | Long | ABS-other | US | $634K | – | 0.02 |
| SLG 2021-OVA A (SLG OFFICE TRUST) | Long | ABS-other | US | $352K | – | 0.01 |
| SMB 2020-B A1A (SMB PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $201K | – | 0.01 |
| SMB 2021-A A2B (SMB Private Education Loan Trust 2021-A) | Long | ABS-other | US | $848K | – | 0.03 |
| SMB 2021-A B (SMB Private Education Loan Trust 2021-A) | Long | ABS-other | US | $557K | – | 0.02 |
| SMB 2024-C A1A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $796K | – | 0.03 |
| SMRT 2022-MINI D (SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI) | Long | ABS-other | US | $1M | – | 0.05 |
| SNDPT 2018-2A A (Sound Point CLO XX) | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.02 |
| SNFF 3.125 03/15/27 144A (Spcm SA) | Long | Debt | FR | $622K | – | 0.02 |
| SNFF 3.375 03/15/30 144A (Spcm SA) | Long | Debt | FR | $587K | – | 0.02 |
| SNVA 2023-GRID1 1A (SUNNOVA HESTIA I ISSUER, LLC) | Long | ABS-other | US | $169K | – | 0.01 |
| SNX 6.1 04/12/34 (TD Synnex Corp) | Long | Debt | US | $1M | – | 0.04 |
| SO 0.9 01/15/26 (Southern Power Company) | Long | Debt | US | $2M | – | 0.08 |
| SO 3.25 06/15/26 (Southern Company Gas Capital Corporation) | Long | Debt | US | $288K | – | 0.01 |
| SO 4.4 07/01/46 (Southern Co.) | Long | Debt | US | $25K | – | 0.00 |
| SOAF 4.3 10/12/28 (South Africa (Republic of)) | Long | Debt | ZA | $257K | – | 0.01 |
| SOAF 5.875 04/20/32 (South Africa (Republic of)) | Long | Debt | ZA | $335K | – | 0.01 |
| SOAF 7.3 04/20/52 (South Africa (Republic of)) | Long | Debt | ZA | $335K | – | 0.01 |
| SOCGEN V5.519 01/19/28 144A (Societe Generale S.A.) | Long | Debt | FR | $938K | – | 0.04 |
| SOLRR 2021-1 A (SOLRR AIRCRAFT 2021-1 LIMITED) | Long | ABS-other | KY | $627K | – | 0.02 |
| SOLV 5.4 03/01/29 144A (Solventum Corp.) | Long | Debt | US | $778K | – | 0.03 |
| SOLV 5.4 03/01/29 144A (Solventum Corp.) | Long | Debt | US | $379K | – | 0.01 |
| SOLV 5.45 03/13/31 144A (Solventum Corp.) | Long | Debt | US | $385K | – | 0.01 |
| SOLV 5.6 03/23/34 144A (Solventum Corp.) | Long | Debt | US | $703K | – | 0.03 |
| SOLV 5.6 03/23/34 144A (Solventum Corp.) | Long | Debt | US | $491K | – | 0.02 |
| SOLV 5.9 04/30/54 144A (Solventum Corp.) | Long | Debt | US | $191K | – | 0.01 |
| SONGAS 8 03/01/32 (Southern Natural Gas Company) | Long | Debt | US | $239K | – | 0.01 |
| SONIC 2020-1A A2I (Sonic Cap Llc) | Long | ABS-other | US | $594K | – | 0.02 |
| SONIC 2020-1A A2II (Sonic Cap Llc) | Long | ABS-other | US | $446K | – | 0.02 |
| SONIC 2021-1A A2II (Sonic Cap Llc) | Long | ABS-other | US | $625K | – | 0.02 |
| SORT 2022-1A A2 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $2M | – | 0.06 |
| Sotera Health (fka Sterigenics Nordin) Term Loan B 325 2031-05-15 | Long | Loan | US | $490K | – | 0.02 |
| Southern Veterinary Partners First-lien Term Loan 375 2027-10-01 | Long | Loan | US | $401K | – | 0.02 |
| SP 0 05/15/52 (U.S. Treasury Bond Stripped Principal Payment) | Long | Debt | US | $12M | – | 0.47 |
| SP 0 05/15/54 (U.S. Treasury Bond Stripped Principal Payment) | Long | Debt | US | $5M | – | 0.20 |
| SP 0 08/15/53 (U.S. Treasury Bond Stripped Principal Payment) | Long | Debt | US | $5M | – | 0.20 |
| SP 0 11/15/53 (U.S. Treasury Bond Stripped Principal Payment) | Long | Debt | US | $5M | – | 0.17 |
| SPLLLC 4.2 03/15/28 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $290K | – | 0.01 |
| SPLLLC 5 03/15/27 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $422K | – | 0.02 |
| SPLLLC 5.625 03/01/25 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $180K | – | 0.01 |
| SPRO 2019-1A A2 (Servpro Master Issuer Llc) | Long | ABS-other | US | $1M | – | 0.05 |
| SPRO 2024-1A A2 (Servpro Master Issuer Llc) | Long | ABS-other | US | $653K | – | 0.02 |
| SRE 2.95 04/15/27 (Southern California Gas Co.) | Long | Debt | US | $2M | – | 0.08 |
| SRE 3.25 06/15/27 (Sempra) | Long | Debt | US | $38K | – | 0.00 |
| SRE 3.4 02/01/28 (Sempra) | Long | Debt | US | $259K | – | 0.01 |
| SREIT 2021-IND A (SREIT TRUST 2021-IND) | Long | ABS-other | US | $2M | – | 0.09 |
| SRENVX V5.625 08/15/52 (Argentum Netherlands B.V.) | Long | Debt | NL | $888K | – | 0.03 |
| SRFC 2021-2A A (SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC) | Long | ABS-other | US | $121K | – | 0.00 |
| SSNC 6.5 06/01/32 144A (SS&C Technologies, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| STACR 2016-DNA4 M3 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $101K | – | 0.00 |
| STACR 2020-DNA5 B1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $619K | – | 0.02 |
| STACR 2021-DNA5 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $107K | – | 0.00 |
| STACR 2022-DNA1 M1B (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $314K | – | 0.01 |
| STACR 2022-DNA2 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $326K | – | 0.01 |
| STACR 2022-DNA4 M1B (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $347K | – | 0.01 |
| STACR 2022-HQA1 M1B (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $375K | – | 0.01 |
| STACR 2023-DNA1 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $952K | – | 0.04 |
| STACR 2023-DNA2 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $997K | – | 0.04 |
| STACR 2024-DNA2 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| STACR 2024-HQA1 A1 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| STACR 2024-HQA1 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| STACR 2024-HQA1 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $529K | – | 0.02 |
| STATION PLACE SECURIT FRN | Long | Debt | US | $525K | – | 0.02 |
| STC 3.6 11/15/31 (Stewart Information Services Corporation) | Long | Debt | US | $1M | – | 0.05 |
| STE 2.7 03/15/31 (Steris Irish Finco Unlimited Company) | Long | Debt | IE | $719K | – | 0.03 |
| STHWK 2019-4A A1R (Southwick Park Collateralized Loan Obligation Limited/ Limited Liability Company) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| STKPK 2022-1A A1 (STORM KING PARK CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.01 |
| STLD 1.65 10/15/27 (Steel Dynamics, Inc.) | Long | Debt | US | $245K | – | 0.01 |
| STLD 2.4 06/15/25 (Steel Dynamics, Inc.) | Long | Debt | US | $136K | – | 0.01 |
| STR 2024-1A A1 (Store Master Funding LLC) | Long | ABS-other | US | $500K | – | 0.02 |
| STRE 2024-1A A (STREAM INNOVATIONS 2024-1 ISSUER TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| STT V2.623 02/07/33 (State Street Corporation) | Long | Debt | US | $13K | – | 0.00 |
| STT V3.152 03/30/31 (State Street Corporation) | Long | Debt | US | $63K | – | 0.00 |
| STT V3.152 03/30/31 (State Street Corporation) | Long | Debt | US | $45K | – | 0.00 |
| STT V5.684 11/21/29 (State Street Corporation) | Long | Debt | US | $67K | – | 0.00 |
| STT V6.7 PERP I (State Street Corporation) | Long | Debt | US | $958K | – | 0.04 |
| STWD 2021-HTS A (STWD 2021-HTS MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| STWD 2022-FL3 E (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| STWD 7.25 04/01/29 144A (Starwood Property Trust, Inc.) | Long | Debt | US | $2M | – | 0.07 |
| SUBWAY 2024-1A A23 (SUBWAY FUNDING LLC) | Long | ABS-other | US | $306K | – | 0.01 |
| SUBWAY 2024-1A A2I (SUBWAY FUNDING LLC) | Long | ABS-other | US | $860K | – | 0.03 |
| SUBWAY 2024-1A A2I (SUBWAY FUNDING LLC) | Long | ABS-other | US | $152K | – | 0.01 |
| SUBWAY 2024-1A A2II (SUBWAY FUNDING LLC) | Long | ABS-other | US | $356K | – | 0.01 |
| SUMIBK 1.902 09/17/28 (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $2M | – | 0.08 |
| SUMIBK 5.766 01/13/33 (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $2M | – | 0.07 |
| SUMITR 5.2 03/07/27 144A (Sumitomo Mitsui Trust Bank Ltd.) | Long | Debt | JP | $2M | – | 0.06 |
| Summit Materials Term Loan B 250 2028-11-25 | Long | Loan | US | $403K | – | 0.02 |
| SUN 7 05/01/29 144A (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $508K | – | 0.02 |
| SUN 7 09/15/28 144A (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $831K | – | 0.03 |
| SUN 7.25 05/01/32 144A (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $393K | – | 0.01 |
| SUNRN 2021-2A A (SUNRUN DEMETER ISSUER 2021-2 LLC) | Long | ABS-other | US | $2M | – | 0.06 |
| SUZANO 3.125 01/15/32 DM3N (Suzano Austria GmbH) | Long | Debt | AT | $426K | – | 0.02 |
| SUZANO 3.75 01/15/31 (Suzano Austria GmbH) | Long | Debt | AT | $52K | – | 0.00 |
| SVC 2023-1A A (SVC ABS LLC) | Long | ABS-other | US | $622K | – | 0.02 |
| SVELEV 1.3 02/10/28 144A (7-Eleven Inc.) | Long | Debt | US | $632K | – | 0.02 |
| SVHE 2007-OPT1 2A4 (Soundview Home Loan Trust) | Long | ABS-other | US | $980K | – | 0.04 |
| SWFP 2.718 04/16/31 144A (Sodexo Inc) | Long | Debt | US | $2M | – | 0.06 |
| SWITCH ABS ISSUER L 5.44% | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| SWK 2.3 03/15/30 (Stanley Black & Decker, Inc.) | Long | Debt | US | $60K | – | 0.00 |
| SWKS 1.8 06/01/26 (Skyworks Solutions, Inc.) | Long | Debt | US | $2M | – | 0.08 |
| SWN 4.75 02/01/32 (Southwestern Energy Company) | Long | Debt | US | $110K | – | 0.00 |
| SWN 5.375 02/01/29 (Southwestern Energy Company) | Long | Debt | US | $10K | – | 0.00 |
| SWN 5.375 03/15/30 (Southwestern Energy Company) | Long | Debt | US | $68K | – | 0.00 |
| SWO EUR RCV 2.2148 PAY EU | Derivative-interest rate | XX | $18K | – | 0.00 | |
| SWO EUR RCV 2.8 PAY EURIB | Derivative-interest rate | XX | $21K | – | 0.00 | |
| SWO EUR RCV 2.88 PAY EURI | Derivative-interest rate | XX | $-4K | – | -0.00 | |
| SWO EUR RCV 2.9 PAY EURIB | Derivative-interest rate | XX | $26K | – | 0.00 | |
| SWO EUR RCV 2.9184 PAY EU | Derivative-interest rate | XX | $76K | – | 0.00 | |
| SWO EUR RCV 2.94 PAY EURI | Derivative-interest rate | XX | $-221.44 | – | -0.00 | |
| SWO EUR RCV 3.04 PAY EURI | Derivative-interest rate | XX | $-1K | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-67.15 | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-339.6 | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-2K | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-17K | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-20K | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-22K | – | -0.00 | |
| SWO EUR RCV EURIB 6M PAY | Derivative-interest rate | XX | $-68K | – | -0.00 | |
| SWO USD RCV 3.978 PAY SOF | Derivative-interest rate | XX | $-19K | – | -0.00 | |
| SWO USD RCV 4 PAY SOFR 1D | Derivative-interest rate | XX | $-20K | – | -0.00 | |
| SWO USD RCV 4.025 PAY SOF | Derivative-interest rate | XX | $-17K | – | -0.00 | |
| SWO USD RCV 4.03 PAY SOFR | Derivative-interest rate | XX | $-12K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-2K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-3K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-4K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-5K | – | -0.00 | |
| SWTCH 2024-1A A2 (SWITCH ABS ISSUER LLC) | Long | ABS-other | US | $705K | – | 0.03 |
| SYF 2.875 10/28/31 (Synchrony Financial) | Long | Debt | US | $20K | – | 0.00 |
| SYY 6.6 04/01/40 (Sysco Corporation) | Long | Debt | US | $699K | – | 0.03 |
| T 0.5 06/30/27 (United States Treasury Notes) | Long | Debt | US | $24M | – | 0.91 |
| T 0.75 08/31/26 (United States Treasury Notes) | Long | Debt | US | $23M | – | 0.87 |
| T 1.25 03/31/28 (United States Treasury Notes) | Long | Debt | US | $454K | – | 0.02 |
| T 1.375 08/15/50 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.10 |
| T 1.375 11/15/40 (United States Treasury Bonds) | Long | Debt | US | $20M | – | 0.77 |
| T 1.375 11/15/40 (United States Treasury Bonds) | Long | Debt | US | $669K | – | 0.03 |
| T 1.625 11/15/50 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.19 |
| T 1.875 02/15/41 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.18 |
| T 1.875 02/15/41 (United States Treasury Bonds) | Long | Debt | US | $719K | – | 0.03 |
| T 1.875 02/15/51 (United States Treasury Bonds) | Long | Debt | US | $345K | – | 0.01 |
| T 1.875 11/15/51 (United States Treasury Bonds) | Long | Debt | US | $378K | – | 0.01 |
| T 2 08/15/51 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.09 |
| T 2.25 02/01/32 (AT&T Inc) | Long | Debt | US | $738K | – | 0.03 |
| T 2.25 02/01/32 (AT&T Inc) | Long | Debt | US | $223K | – | 0.01 |
| T 2.25 05/15/41 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.07 |
| T 2.25 05/15/41 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.05 |
| T 2.25 08/15/49 (United States Treasury Bonds) | Long | Debt | US | $259K | – | 0.01 |
| T 2.375 02/15/42 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.08 |
| T 2.55 12/01/33 (AT&T Inc) | Long | Debt | US | $2M | – | 0.06 |
| T 2.55 12/01/33 (AT&T Inc) | Long | Debt | US | $1M | – | 0.05 |
| T 2.55 12/01/33 (AT&T Inc) | Long | Debt | US | $48K | – | 0.00 |
| T 2.625 02/15/29 (United States Treasury Notes) | Long | Debt | US | $5M | – | 0.19 |
| T 2.625 05/31/27 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.16 |
| T 2.75 02/15/28 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.05 |
| T 2.75 06/01/31 (AT&T Inc) | Long | Debt | US | $150K | – | 0.01 |
| T 2.75 08/15/42 (United States Treasury Bonds) | Long | Debt | US | $8M | – | 0.29 |
| T 2.75 08/15/42 (United States Treasury Bonds) | Long | Debt | US | $462K | – | 0.02 |
| T 2.75 11/15/42 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.19 |
| T 2.75 11/15/42 (United States Treasury Bonds) | Long | Debt | US | $537K | – | 0.02 |
| T 2.875 05/15/43 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.09 |
| T 2.875 05/15/49 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.17 |
| T 2.875 05/15/49 (United States Treasury Bonds) | Long | Debt | US | $384K | – | 0.01 |
| T 2.875 08/15/45 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.11 |
| T 2.875 08/15/45 (United States Treasury Bonds) | Long | Debt | US | $532K | – | 0.02 |
| T 3 02/15/48 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.07 |
| T 3 02/15/49 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.08 |
| T 3 02/15/49 (United States Treasury Bonds) | Long | Debt | US | $227K | – | 0.01 |
| T 3 06/30/24 (United States Treasury Notes) | Long | Debt | US | $650K | – | 0.02 |
| T 3 11/15/44 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.09 |
| T 3.125 08/15/44 (United States Treasury Bonds) | Long | Debt | US | $4M | – | 0.15 |
| T 3.125 08/15/44 (United States Treasury Bonds) | Long | Debt | US | $368K | – | 0.01 |
| T 3.125 11/15/41 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.11 |
| T 3.25 05/15/42 (United States Treasury Bonds) | Long | Debt | US | $6M | – | 0.22 |
| T 3.25 05/15/42 (United States Treasury Bonds) | Long | Debt | US | $125K | – | 0.00 |
| T 3.375 05/15/33 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.07 |
| T 3.375 05/15/33 (United States Treasury Notes) | Long | Debt | US | $5K | – | 0.00 |
| T 3.375 05/15/44 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.10 |
| T 3.375 11/15/48 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.04 |
| T 3.5 06/01/41 (AT&T Inc) | Long | Debt | US | $306K | – | 0.01 |
| T 3.5 09/15/53 (AT&T Inc) | Long | Debt | US | $1M | – | 0.04 |
| T 3.5 09/15/53 (AT&T Inc) | Long | Debt | US | $98K | – | 0.00 |
| T 3.55 09/15/55 (AT&T Inc) | Long | Debt | US | $14K | – | 0.00 |
| T 3.625 02/15/44 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.19 |
| T 3.625 02/15/53 (United States Treasury Bonds) | Long | Debt | US | $238K | – | 0.01 |
| T 3.625 03/31/30 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.08 |
| T 3.625 05/15/53 (United States Treasury Bonds) | Long | Debt | US | $409K | – | 0.02 |
| T 3.625 08/15/43 (United States Treasury Bonds) | Long | Debt | US | $243K | – | 0.01 |
| T 3.65 06/01/51 (AT&T Inc) | Long | Debt | US | $353K | – | 0.01 |
| T 3.65 09/15/59 (AT&T Inc) | Long | Debt | US | $10K | – | 0.00 |
| T 3.75 12/31/28 (United States Treasury Notes) | Long | Debt | US | $643K | – | 0.02 |
| T 3.875 02/15/43 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.11 |
| T 3.875 05/15/43 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.04 |
| T 3.875 11/30/29 (United States Treasury Notes) | Long | Debt | US | $20K | – | 0.00 |
| T 4 01/31/31 (United States Treasury Notes) | Long | Debt | US | $6M | – | 0.24 |
| T 4 11/15/52 (United States Treasury Bonds) | Long | Debt | US | $55K | – | 0.00 |
| T 4.125 08/15/53 (United States Treasury Bonds) | Long | Debt | US | $494K | – | 0.02 |
| T 4.25 02/15/54 (United States Treasury Bonds) | Long | Debt | US | $762K | – | 0.03 |
| T 4.25 02/28/29 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.07 |
| T 4.25 02/28/31 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.15 |
| T 4.25 05/15/39 (United States Treasury Bonds) | Long | Debt | US | $4M | – | 0.16 |
| T 4.25 06/30/29 (United States Treasury Notes) | Long | Debt | US | $16M | – | 0.61 |
| T 4.35 06/15/45 (AT&T Inc) | Long | Debt | US | $78K | – | 0.00 |
| T 4.375 02/15/38 (United States Treasury Bonds) | Long | Debt | US | $10K | – | 0.00 |
| T 4.375 05/15/34 (United States Treasury Notes) | Long | Debt | US | $18M | – | 0.68 |
| T 4.375 08/15/43 (United States Treasury Bonds) | Long | Debt | US | $473K | – | 0.02 |
| T 4.375 11/15/39 (United States Treasury Bonds) | Long | Debt | US | $7M | – | 0.26 |
| T 4.375 11/15/39 (United States Treasury Bonds) | Long | Debt | US | $198K | – | 0.01 |
| T 4.5 02/15/44 (United States Treasury Bonds) | Long | Debt | US | $59K | – | 0.00 |
| T 4.5 03/09/48 (AT&T Inc) | Long | Debt | US | $163K | – | 0.01 |
| T 4.5 03/09/48 (AT&T Inc) | Long | Debt | US | $17K | – | 0.00 |
| T 4.5 05/31/29 (United States Treasury Notes) | Long | Debt | US | $12M | – | 0.46 |
| T 4.625 04/30/31 (United States Treasury Notes) | Long | Debt | US | $10M | – | 0.36 |
| T 4.625 05/15/54 (United States Treasury Bonds) | Long | Debt | US | $5M | – | 0.18 |
| T 4.625 05/31/31 (United States Treasury Notes) | Long | Debt | US | $11M | – | 0.43 |
| T 4.625 06/15/27 (United States Treasury Notes) | Long | Debt | US | $34M | – | 1.28 |
| T 4.625 09/30/28 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.04 |
| T 4.75 02/15/41 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.07 |
| T 4.75 05/15/46 (AT&T Inc) | Long | Debt | US | $65K | – | 0.00 |
| T 4.9 08/15/37 (AT&T Inc) | Long | Debt | US | $188K | – | 0.01 |
| T 5.15 11/15/46 * (AT&T Inc) | Long | Debt | US | $117K | – | 0.00 |
| T 5.35 09/01/40 (AT&T Inc) | Long | Debt | US | $77K | – | 0.00 |
| T 5.55 08/15/41 (AT&T Inc) | Long | Debt | US | $39K | – | 0.00 |
| TCF 2021-1A A (TRITON CONTAINER FINANCE VIII LLC) | Long | ABS-other | US | $918K | – | 0.03 |
| TCKBCN 3.9 07/15/30 (Teck Resources Limited) | Long | Debt | CA | $28K | – | 0.00 |
| TCKBCN 6 08/15/40 (Teck Resources Limited) | Long | Debt | CA | $10K | – | 0.00 |
| TCN 2023-SFR1 C (TRICON RESIDENTIAL 2023-SFR1) | Long | ABS-other | US | $962K | – | 0.04 |
| TCN 2023-SFR2 C (TRICON RESIDENTIAL 2023-SFR2) | Long | ABS-other | US | $482K | – | 0.02 |
| TCN 2024-SFR1 C (TRICON RESIDENTIAL 2024-SFR1 TRUST) | Long | ABS-other | US | $952K | – | 0.04 |
| TCN 2024-SFR2 B (TRICON RESIDENTIAL 2024-SFR2 TRUST) | Long | ABS-other | US | $296K | – | 0.01 |
| TCO 2022-DPM A (TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM) | Long | ABS-other | US | $855K | – | 0.03 |
| TD 1.15 06/12/25 MTN (The Toronto-Dominion Bank) | Long | Debt | CA | $38K | – | 0.00 |
| TD 4.456 06/08/32 (The Toronto-Dominion Bank) | Long | Debt | CA | $731K | – | 0.03 |
| TD 4.456 06/08/32 (The Toronto-Dominion Bank) | Long | Debt | CA | $47K | – | 0.00 |
| TDG 6.625 03/01/32 144A (TransDigm, Inc.) | Long | Debt | US | $152K | – | 0.01 |
| TDG 6.625 03/01/32 144A (TransDigm, Inc.) | Long | Debt | US | $131K | – | 0.00 |
| TDG 7.125 12/01/31 144A (TransDigm, Inc.) | Long | Debt | US | $248K | – | 0.01 |
| TEAM 5.5 05/15/34 (Atlassian Corporation) | Long | Debt | US | $297K | – | 0.01 |
| TELEFO 7.045 06/20/36 (Telefonica Emisiones S.A.U.) | Long | Debt | ES | $33K | – | 0.00 |
| TFC 4.05 11/03/25 BKNT (Truist Bank (North Carolina)) | Long | Debt | US | $138K | – | 0.01 |
| TFC V1.887 06/07/29 MTN (Truist Financial Corp.) | Long | Debt | US | $66K | – | 0.00 |
| TFC V5.867 06/08/34 MTN (Truist Financial Corp.) | Long | Debt | US | $827K | – | 0.03 |
| TFC V6.047 06/08/27 MTN (Truist Financial Corp.) | Long | Debt | US | $322K | – | 0.01 |
| TFC V6.047 06/08/27 MTN (Truist Financial Corp.) | Long | Debt | US | $217K | – | 0.01 |
| THE 2023-MIC A (THE 2023-MIC TRUST) | Long | ABS-other | US | $592K | – | 0.02 |
| THE VANGUARD GROUP | Long | Debt | US | $245K | – | 0.01 |
| THYAO 4.2 03/15/27 144A (Turk Hava Yollari AO) | Long | ABS-other | TR | $592K | – | 0.02 |
| TIAAGL 4.9 09/15/44 144A (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $71K | – | 0.00 |
| TIAAGL 5.55 01/15/30 144A (Nuveen LLC) | Long | Debt | US | $151K | – | 0.01 |
| TIAAGL 5.85 04/15/34 144A (Nuveen LLC) | Long | Debt | US | $301K | – | 0.01 |
| TIAAGL 6.85 12/16/39 144A (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $51K | – | 0.00 |
| TIF 2021-1A A (TIF FUNDING II LLC) | Long | ABS-other | US | $951K | – | 0.04 |
| TIF 2024-1A A (TIF FUNDING III LLC) | Long | ABS-other | US | $540K | – | 0.02 |
| TIF 2024-2A A (TIF FUNDING III LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| TII 0.125 04/15/25 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.12 |
| TII 0.125 04/15/27 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.06 |
| TII 0.125 10/15/25 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.12 |
| TII 0.375 01/15/27 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.06 |
| TII 1.125 01/15/33 (United States Treasury Notes) | Long | Debt | US | $13M | – | 0.48 |
| TII 1.125 01/15/33 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.04 |
| TII 1.5 02/15/53 (United States Treasury Bonds) | Long | Debt | US | $4M | – | 0.14 |
| TII 2.125 02/15/54 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.04 |
| TKO 2022-2A C1R (Tikehau US CLO III Ltd/Tikehau US CLO III LLC) | Long | ABS-collateralized bond/debt obligation | BM | $900K | – | 0.03 |
| TMCL 2021-2A A (Textainer Marine Containers Ltd) | Long | ABS-other | BM | $669K | – | 0.03 |
| TMCL 2021-3A A (Textainer Marine Containers Ltd) | Long | ABS-other | BM | $666K | – | 0.03 |
| TMST 2003-4 A1 (Thornburg Mortgage Securities Trust) | Long | ABS-other | US | $2K | – | 0.00 |
| TMST 2005-1 A3 (Thornburg Mortgage Securities Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| TMUS 2.55 02/15/31 (T-Mobile USA, Inc.) | Long | Debt | US | $1M | – | 0.04 |
| TMUS 2.55 02/15/31 (T-Mobile USA, Inc.) | Long | Debt | US | $314K | – | 0.01 |
| TMUS 2.7 03/15/32 (T-Mobile USA, Inc.) | Long | Debt | US | $84K | – | 0.00 |
| TMUS 3 02/15/41 (T-Mobile USA, Inc.) | Long | Debt | US | $243K | – | 0.01 |
| TMUS 3 02/15/41 (T-Mobile USA, Inc.) | Long | Debt | US | $29K | – | 0.00 |
| TMUS 3.375 04/15/29 (T-Mobile USA, Inc.) | Long | Debt | US | $1M | – | 0.05 |
| TMUS 3.4 10/15/52 (T-Mobile USA, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| TMUS 3.5 04/15/25 (T-Mobile USA, Inc.) | Long | Debt | US | $401K | – | 0.02 |
| TMUS 3.5 04/15/31 (T-Mobile USA, Inc.) | Long | Debt | US | $207K | – | 0.01 |
| TMUS 3.75 04/15/27 (T-Mobile USA, Inc.) | Long | Debt | US | $48K | – | 0.00 |
| TMUS 3.875 04/15/30 (T-Mobile USA, Inc.) | Long | Debt | US | $2M | – | 0.07 |
| TMUS 3.875 04/15/30 (T-Mobile USA, Inc.) | Long | Debt | US | $137K | – | 0.01 |
| TMUS 5.15 04/15/34 (T-Mobile USA, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| TMUS 5.2 01/15/33 (T-Mobile USA, Inc.) | Long | Debt | US | $4M | – | 0.17 |
| TNET 7.125 08/15/31 144A (Trinet Group Inc) | Long | Debt | US | $1M | – | 0.04 |
| TNET 7.125 08/15/31 144A (Trinet Group Inc) | Long | Debt | US | $737K | – | 0.03 |
| TOWD POINT REVOLVING TRUST 2024-A ABS 2069-12-03 USD | Long | ABS-other | US | $751K | – | 0.03 |
| TPG 5.875 03/05/34 (TPG Operating Group II LP) | Long | Debt | US | $452K | – | 0.02 |
| TPMF 2019-A13A A1 (Towd Point Mortgage Funding 2019-Auburn 13 plc) | Long | ABS-other | GB | $1M | – | 0.05 |
| TPMF 2019-A13X A1 (Towd Point Mortgage Funding 2019-Auburn 13 plc) | Long | ABS-other | GB | $1M | – | 0.05 |
| TPMT 2020-2 A1A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-other | US | $259K | – | 0.01 |
| TPMT 2023-CES2 A1A (TOWD POINT MORTGAGE TRUST 2023-CES2) | Long | ABS-other | US | $907K | – | 0.03 |
| TRGP 4 01/15/32 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $27K | – | 0.00 |
| TRGP 4 01/15/32 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $18K | – | 0.00 |
| TRGP 4.2 02/01/33 (Targa Resources Corp.) | Long | Debt | US | $297K | – | 0.01 |
| TRGP 4.2 02/01/33 (Targa Resources Corp.) | Long | Debt | US | $243K | – | 0.01 |
| TRGP 4.875 02/01/31 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $239K | – | 0.01 |
| TRGP 5 01/15/28 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $69K | – | 0.00 |
| TRGP 5.5 03/01/30 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $318K | – | 0.01 |
| TRGP 6.5 07/15/27 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $358K | – | 0.01 |
| TRGP 6.875 01/15/29 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $1M | – | 0.04 |
| TRMB 6.1 03/15/33 (Trimble Inc) | Long | Debt | US | $673K | – | 0.03 |
| TRN 7.75 07/15/28 144A (Trinity Industries, Inc.) | Long | Debt | US | $777K | – | 0.03 |
| TROX 4.625 03/15/29 144A (Tronox Incorporated) | Long | Debt | US | $1M | – | 0.04 |
| TRTN 3.15 06/15/31 144A (Triton Container International Ltd.) | Long | Debt | BM | $469K | – | 0.02 |
| TRTN 3.25 03/15/32 (Triton Container International Limited / TAL International Container Corporation) | Long | Debt | BM | $801K | – | 0.03 |
| TRYSL 2021-1A A1 (Trysail Clo 2021-1 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| TSN 4.35 03/01/29 (Tyson Foods, Inc.) | Long | Debt | US | $19K | – | 0.00 |
| TSN 5.1 09/28/48 (Tyson Foods, Inc.) | Long | Debt | US | $13K | – | 0.00 |
| TSN 5.7 03/15/34 (Tyson Foods, Inc.) | Long | Debt | US | $100K | – | 0.00 |
| TTEFP 2.829 01/10/30 (TotalEnergies Capital International S.A.) | Long | Debt | FR | $9K | – | 0.00 |
| TTEFP 3.127 05/29/50 (TotalEnergies Capital International S.A.) | Long | Debt | FR | $30K | – | 0.00 |
| TVA 3.5 12/15/42 (Tennessee Valley Authority) | Long | Debt | US | $411K | – | 0.02 |
| TVASP 0 04/01/56 (Tennessee Valley Authority) | Long | Debt | US | $188K | – | 0.01 |
| TWC 5.5 09/01/41 (Spectrum Management Holding Company LLC) | Long | Debt | US | $8K | – | 0.00 |
| TWC 5.875 11/15/40 (Spectrum Management Holding Company LLC) | Long | Debt | US | $87K | – | 0.00 |
| TWC 5.875 11/15/40 (Spectrum Management Holding Company LLC) | Long | Debt | US | $9K | – | 0.00 |
| TWC 6.55 05/01/37 (Spectrum Management Holding Company LLC) | Long | Debt | US | $85K | – | 0.00 |
| TWC 6.75 06/15/39 (Spectrum Management Holding Company LLC) | Long | Debt | US | $10K | – | 0.00 |
| TWC 7.3 07/01/38 (Spectrum Management Holding Company LLC) | Long | Debt | US | $608K | – | 0.02 |
| TWC 8.375 07/15/33 (Time Warner Cable Enterprises LLC) | Long | Debt | US | $431K | – | 0.02 |
| TX TAREDU 2.78 09/01/2034 (TARRANT CNTY TEX CULTURAL ED FACS FIN CORP) | Long | Debt | US | $809K | – | 0.03 |
| TXT 2.45 03/15/31 (Textron Inc.) | Long | Debt | US | $1M | – | 0.05 |
| TYSN 2023-CRNR A (TYSN 2023-CRNR MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.06 |
| UAL 2.875 10/07/28 AA (United Air Lines, Inc.) | Long | ABS-other | US | $487K | – | 0.02 |
| UAL 3.1 10/07/28 A (United Air Lines, Inc.) | Long | ABS-other | US | $480K | – | 0.02 |
| UAL 5.8 01/15/36 (United Air Lines, Inc.) | Long | ABS-other | US | $611K | – | 0.02 |
| UAL 5.875 10/15/27 20-1 (United Airlines Pass Through Trust 2020-1A) | Long | ABS-other | US | $1M | – | 0.05 |
| UBER 4.5 08/15/29 144A (Uber Technologies Inc) | Long | Debt | US | $2M | – | 0.06 |
| UBS 2.95 04/09/25 (UBS AG New York Branch) | Long | Debt | CH | $368K | – | 0.01 |
| UBS 4.253 03/23/28 144A (UBS Group Funding (Switzerland) AG) | Long | Debt | CH | $728K | – | 0.03 |
| UBS 4.282 01/09/28 144A (UBS Group AG) | Long | Debt | CH | $1M | – | 0.06 |
| UBS 4.282 01/09/28 144A (UBS Group AG) | Long | Debt | CH | $240K | – | 0.01 |
| UBS 4.5 06/26/48 (UBS AG, London Branch) | Long | Debt | CH | $246K | – | 0.01 |
| UBS 4.55 04/17/26 (UBS Group AG) | Long | Debt | CH | $1M | – | 0.04 |
| UBS 4.55 04/17/26 (UBS Group AG) | Long | Debt | CH | $246K | – | 0.01 |
| UBS V1.305 02/02/27 144A (UBS Group AG) | Long | Debt | CH | $373K | – | 0.01 |
| UBS V2.193 06/05/26 144A (UBS Group AG) | Long | Debt | CH | $261K | – | 0.01 |
| UBS V2.593 09/11/25 144A (UBS Group AG) | Long | Debt | CH | $424K | – | 0.02 |
| UBS V3.091 05/14/32 144A (UBS Group AG) | Long | Debt | CH | $683K | – | 0.03 |
| UBS V3.091 05/14/32 144A (UBS Group AG) | Long | Debt | CH | $337K | – | 0.01 |
| UBS V3.869 01/12/29 144A (UBS Group AG) | Long | Debt | CH | $401K | – | 0.02 |
| UBS V4.194 04/01/31 144A (UBS Group AG) | Long | Debt | CH | $2M | – | 0.09 |
| UBS V4.194 04/01/31 144A (UBS Group AG) | Long | Debt | CH | $355K | – | 0.01 |
| UBS V4.194 04/01/31 144A (UBS Group AG) | Long | Debt | CH | $233K | – | 0.01 |
| UBS V4.988 08/05/33 144A (UBS Group AG) | Long | Debt | CH | $573K | – | 0.02 |
| UBS V6.537 08/12/33 144A (UBS Group AG) | Long | Debt | CH | $4M | – | 0.16 |
| UBS V9.016 11/15/33 144A (UBS Group AG) | Long | Debt | CH | $844K | – | 0.03 |
| UBS V9.25 PERP 144a (UBS Group AG) | Long | Debt | CH | $971K | – | 0.04 |
| UBS V9.25 PERP 144A (UBS Group AG) | Long | Debt | CH | $247K | – | 0.01 |
| UDR 2.1 08/01/32 MTN (UDR Inc) | Long | Debt | US | $118K | – | 0.00 |
| UDR 3.2 01/15/30 MTN (UDR Inc) | Long | Debt | US | $1M | – | 0.04 |
| UFC Term Loan B 300 2026-04-01 | Long | Loan | US | $334K | – | 0.01 |
| UHS 2.65 10/15/30 (Universal Health Services, Inc.) | Long | Debt | US | $598K | – | 0.02 |
| UNH 2 05/15/30 (UnitedHealth Group Inc.) | Long | Debt | US | $128K | – | 0.00 |
| UNH 2 05/15/30 (UnitedHealth Group Inc.) | Long | Debt | US | $34K | – | 0.00 |
| UNH 2.3 05/15/31 (UnitedHealth Group Inc.) | Long | Debt | US | $42K | – | 0.00 |
| UNH 2.75 05/15/40 (UnitedHealth Group Inc.) | Long | Debt | US | $503K | – | 0.02 |
| UNH 3.125 05/15/60 (UnitedHealth Group Inc.) | Long | Debt | US | $19K | – | 0.00 |
| UNH 3.7 08/15/49 (UnitedHealth Group Inc.) | Long | Debt | US | $68K | – | 0.00 |
| UNH 3.875 08/15/59 (UnitedHealth Group Inc.) | Long | Debt | US | $7K | – | 0.00 |
| UNH 4 05/15/29 (UnitedHealth Group Inc.) | Long | Debt | US | $279K | – | 0.01 |
| UNH 4.2 05/15/32 (UnitedHealth Group Inc.) | Long | Debt | US | $311K | – | 0.01 |
| UNH 4.25 06/15/48 (UnitedHealth Group Inc.) | Long | Debt | US | $132K | – | 0.01 |
| UNH 4.25 06/15/48 (UnitedHealth Group Inc.) | Long | Debt | US | $12K | – | 0.00 |
| UNH 4.45 12/15/48 (UnitedHealth Group Inc.) | Long | Debt | US | $43K | – | 0.00 |
| UNH 5 04/15/34 (UnitedHealth Group Inc.) | Long | Debt | US | $217K | – | 0.01 |
| UNH 5.05 04/15/53 (UnitedHealth Group Inc.) | Long | Debt | US | $519K | – | 0.02 |
| UNH 5.3 02/15/30 (UnitedHealth Group Inc.) | Long | Debt | US | $2M | – | 0.06 |
| UNH 5.35 02/15/33 (UnitedHealth Group Inc.) | Long | Debt | US | $3M | – | 0.12 |
| UNH 6.875 02/15/38 (UnitedHealth Group Inc.) | Long | Debt | US | $46K | – | 0.00 |
| United Airlines (United Milage Plus) Term Loan B 525 2027-06-21 | Long | Loan | US | $924K | – | 0.04 |
| UNITED STATES TSY. 0.625% | Long | Debt | US | $18M | – | 0.67 |
| UNITED STATES TSY. 1.375% | Long | Debt | US | $322K | – | 0.01 |
| UNP 2.891 04/06/36 (Union Pacific Corporation) | Long | Debt | US | $484K | – | 0.02 |
| UNP 3.839 03/20/60 (Union Pacific Corporation) | Long | Debt | US | $110K | – | 0.00 |
| UPS 6.2 01/15/38 (United Parcel Service, Inc.) | Long | Debt | US | $43K | – | 0.00 |
| URI 3.75 01/15/32 (United Rentals (North America), Inc.) | Long | Debt | US | $165K | – | 0.01 |
| URI 3.875 02/15/31 (United Rentals, Inc.) | Long | Debt | US | $54K | – | 0.00 |
| URWFP 3.75 09/17/24 144A (WEA Finance LLC / Westfield UK & Europe Finance PLC) | Long | Debt | US | $764K | – | 0.03 |
| USB V2.215 01/27/28 mtn (U.S. Bancorp.) | Long | Debt | US | $55K | – | 0.00 |
| USB V2.677 01/27/33 MTN (U.S. Bancorp.) | Long | Debt | US | $17K | – | 0.00 |
| USB V3.7 PERP (U.S. Bancorp.) | Long | Debt | US | $703K | – | 0.03 |
| USB V4.653 02/01/29 (U.S. Bancorp.) | Long | Debt | US | $15K | – | 0.00 |
| USB V5.775 06/12/29 (U.S. Bancorp.) | Long | Debt | US | $630K | – | 0.02 |
| USB V5.775 06/12/29 (U.S. Bancorp.) | Long | Debt | US | $345K | – | 0.01 |
| USB V5.836 06/12/34 (U.S. Bancorp.) | Long | Debt | US | $396K | – | 0.02 |
| USB V5.836 06/12/34 (U.S. Bancorp.) | Long | Debt | US | $15K | – | 0.00 |
| USB V5.85 10/21/33 (U.S. Bancorp.) | Long | Debt | US | $2M | – | 0.08 |
| USCLN 2023-1 B (U S Bank National Assn Minneapolis Minnesota) | Long | ABS-other | US | $245K | – | 0.01 |
| USIC First-lien Term Loan 350 2028-04-24 | Long | Loan | US | $284K | – | 0.01 |
| UWM 2021-INV2 A9 (UWM MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.07 |
| UWM 2021-INV3 A3 (UWM MORTGAGE TRUST 2021-INV3) | Long | ABS-other | US | $2M | – | 0.08 |
| UWM 2021-INV3 A9 (UWM MORTGAGE TRUST 2021-INV3) | Long | ABS-other | US | $2M | – | 0.07 |
| UWM 2021-INV4 A3 (UWM MORTGAGE TRUST 2021-INV4) | Long | ABS-other | US | $1M | – | 0.06 |
| V 2.05 04/15/30 (Visa Inc) | Long | Debt | US | $232K | – | 0.01 |
| V 4.3 12/14/45 (Visa Inc) | Long | Debt | US | $252K | – | 0.01 |
| VALEBZ 6.4 06/28/54 (Vale Overseas Limited) | Long | Debt | KY | $673K | – | 0.03 |
| VALEBZ 6.875 11/21/36 (Vale Overseas Limited) | Long | Debt | KY | $369K | – | 0.01 |
| VASA 2021-VASA A (VASA TRUST 2021-VASA) | Long | ABS-other | US | $361K | – | 0.01 |
| VBTEL 2024-1A D (Vb-S1 Issuer Llc 2016-1) | Long | ABS-other | US | $1M | – | 0.04 |
| VDC 2020-1A A2 (VANTAGE DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $474K | – | 0.02 |
| VENLNG 8.375 06/01/31 144A (Venture Global LNG Inc.) | Long | Debt | US | $1M | – | 0.04 |
| VENLNG 9.5 02/01/29 144A (Venture Global LNG Inc.) | Long | Debt | US | $438K | – | 0.02 |
| VENLNG 9.875 02/01/32 144A (Venture Global LNG Inc.) | Long | Debt | US | $163K | – | 0.01 |
| VENTGL 3.875 11/01/33 144A (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $256K | – | 0.01 |
| VENTGL 3.875 11/01/33 144A (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $171K | – | 0.01 |
| VENTGL 6.25 01/15/30 144A (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $482K | – | 0.02 |
| VERUS 2022-6 A3 (VERUS SECURITIZATION TRUST 2022-6) | Long | ABS-other | US | $2M | – | 0.07 |
| VERUS 2022-7 A3 (VERUS SECURITIZATION TRUST 2022-7) | Long | ABS-other | US | $952K | – | 0.04 |
| VERUS 2022-8 A2 (VERUS SECURITIZATION TRUST 2022-8) | Long | ABS-other | US | $850K | – | 0.03 |
| VERUS 2022-INV1 A1 (VERUS SECURITIZATION TRUST 2022-INV1) | Long | ABS-other | US | $80K | – | 0.00 |
| VERUS 2023-3 A3 (VERUS SECURITIZATION TRUST 2023-3) | Long | ABS-other | US | $925K | – | 0.04 |
| VERUS 2023-7 A3 (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-other | US | $891K | – | 0.03 |
| VERUS 2023-8 B1 (VERUS SECURITIZATION TRUST 2023-8) | Long | ABS-other | US | $590K | – | 0.02 |
| VERUS 2024-1 A3 (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $882K | – | 0.03 |
| VERUS 2024-4 A1 (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-other | US | $2M | – | 0.07 |
| VERUS 2024-5 A1 (VERUS SECURITIZATION TRUST 2024-5) | Long | ABS-other | US | $2M | – | 0.08 |
| VIRT 7.5 06/15/31 144A (VFH Parent LLC & Valor Co-Issuer Inc.) | Long | Debt | US | $2M | – | 0.07 |
| VIRT 7.5 06/15/31 144A (VFH Parent LLC & Valor Co-Issuer Inc.) | Long | Debt | US | $251K | – | 0.01 |
| Virtu Financial Term Loan B 275 2031-06-09 | Long | Loan | US | $250K | – | 0.01 |
| Virtu Financial Term Loan B 300 2029-01-02 | Long | Loan | US | $269K | – | 0.01 |
| VLTO 5.45 09/18/33 144A (Veralto Corp.) | Long | Debt | US | $2M | – | 0.07 |
| VMW 1.8 08/15/28 (VMware Inc) | Long | Debt | US | $197K | – | 0.01 |
| VMW 2.2 08/15/31 (VMware Inc) | Long | Debt | US | $488K | – | 0.02 |
| VMW 3.9 08/21/27 (VMware Inc) | Long | Debt | US | $480K | – | 0.02 |
| VMW 3.9 08/21/27 (VMware Inc) | Long | Debt | US | $5K | – | 0.00 |
| VMW 4.65 05/15/27 (VMware Inc) | Long | Debt | US | $689K | – | 0.03 |
| VNOM 7.375 11/01/31 144A (Viper Energy Inc.) | Long | Debt | US | $777K | – | 0.03 |
| VNT 2.4 04/01/28 (Vontier Corporation) | Long | Debt | US | $621K | – | 0.02 |
| VOD 5.875 06/28/64 (Vodafone Group PLC) | Long | Debt | GB | $1M | – | 0.05 |
| VOYA 2017-2A A2AR (Voya CLO 2017-2 Ltd./Voya CLO 2017-2 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.02 |
| VOYA 2017-3A A1R (Voya CLO 2017-3 Ltd/ LLC) | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.02 |
| VOYA 2019-1A AR (Voya Clo 2019-1 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| VOYA 5.7 07/15/43 (Voya Financial Inc) | Long | Debt | US | $49K | – | 0.00 |
| VTR 3 01/15/30 (Ventas Realty L.P./Ventas Capital Corp.) | Long | Debt | US | $2M | – | 0.06 |
| VTR 3 01/15/30 (Ventas Realty L.P./Ventas Capital Corp.) | Long | Debt | US | $9K | – | 0.00 |
| VTRS 4 06/22/50 (Viatris Inc) | Long | Debt | US | $13K | – | 0.00 |
| VZ 1.75 01/20/31 (Verizon Communications Inc.) | Long | Debt | US | $526K | – | 0.02 |
| VZ 1.75 01/20/31 (Verizon Communications Inc.) | Long | Debt | US | $202K | – | 0.01 |
| VZ 2.1 03/22/28 (Verizon Communications Inc.) | Long | Debt | US | $360K | – | 0.01 |
| VZ 2.55 03/21/31 (Verizon Communications Inc.) | Long | Debt | US | $850K | – | 0.03 |
| VZ 2.55 03/21/31 (Verizon Communications Inc.) | Long | Debt | US | $491K | – | 0.02 |
| VZ 2.875 11/20/50 (Verizon Communications Inc.) | Long | Debt | US | $47K | – | 0.00 |
| VZ 2.875 11/20/50 (Verizon Communications Inc.) | Long | Debt | US | $25K | – | 0.00 |
| VZ 3.15 03/22/30 (Verizon Communications Inc.) | Long | Debt | US | $442K | – | 0.02 |
| VZ 3.85 11/01/42 (Verizon Communications Inc.) | Long | Debt | US | $32K | – | 0.00 |
| VZ 4 03/22/50 (Verizon Communications Inc.) | Long | Debt | US | $31K | – | 0.00 |
| VZ 4.329 09/21/28 (Verizon Communications Inc.) | Long | Debt | US | $196K | – | 0.01 |
| VZ 4.5 08/10/33 (Verizon Communications Inc.) | Long | Debt | US | $499K | – | 0.02 |
| VZ 4.862 08/21/46 (Verizon Communications Inc.) | Long | Debt | US | $27K | – | 0.00 |
| VZ 5.25 03/16/37 (Verizon Communications Inc.) | Long | Debt | US | $148K | – | 0.01 |
| VZ 5.5 03/16/47 (Verizon Communications Inc.) | Long | Debt | US | $40K | – | 0.00 |
| WAAV 2019-1 A (Wave 2019-1 LLC/LTD) | Long | ABS-other | US | $150K | – | 0.01 |
| WAB 4.7 09/15/28 (Wabtec Corp) | Long | Debt | US | $54K | – | 0.00 |
| WAB 5.611 03/11/34 (Wabtec Corp) | Long | Debt | US | $101K | – | 0.00 |
| WAMU 2002-AR19 A7 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $1K | – | 0.00 |
| WAMU 2002-AR6 A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $2K | – | 0.00 |
| WAMU 2005-AR1 A1B (Washington Mut Mtg) | Long | ABS-other | US | $403K | – | 0.02 |
| WAMU 2005-AR13 A1A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $236K | – | 0.01 |
| WAMU 2005-AR8 1A1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $183K | – | 0.01 |
| WAMU 2005-AR8 2A1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $52K | – | 0.00 |
| WAMU 2007-HY1 1A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $84K | – | 0.00 |
| WAMU 2007-HY1 2A3 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $54K | – | 0.00 |
| WAMU 2007-OA3 2A1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $184K | – | 0.01 |
| WBD 3.625 05/15/30 (Discovery Communications, LLC) | Long | Debt | US | $2M | – | 0.06 |
| WBD 3.755 03/15/27 (WarnerMedia Holdings Inc.) | Long | Debt | US | $133K | – | 0.01 |
| WBD 4.054 03/15/29 (WarnerMedia Holdings Inc.) | Long | Debt | US | $3M | – | 0.10 |
| WBD 4.054 03/15/29 (WarnerMedia Holdings Inc.) | Long | Debt | US | $166K | – | 0.01 |
| WBD 4.279 03/15/32 (WarnerMedia Holdings Inc.) | Long | Debt | US | $2M | – | 0.07 |
| WBD 4.279 03/15/32 (WarnerMedia Holdings Inc.) | Long | Debt | US | $306K | – | 0.01 |
| WBD 5.05 03/15/42 (WarnerMedia Holdings Inc.) | Long | Debt | US | $203K | – | 0.01 |
| WBD 5.141 03/15/52 (WarnerMedia Holdings Inc.) | Long | Debt | US | $270K | – | 0.01 |
| WBD 6.412 03/15/26 (WarnerMedia Holdings Inc.) | Long | Debt | US | $30K | – | 0.00 |
| WBOX 2021-3A A1 (WHITEBOX CLO III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $781K | – | 0.03 |
| WCC 6.375 03/15/29 144A (Wesco Distribution, Inc.) | Long | Debt | US | $407K | – | 0.02 |
| WCC 6.625 03/15/32 144A (Wesco Distribution, Inc.) | Long | Debt | US | $309K | – | 0.01 |
| WCNCN 5 03/01/34 (Waste Connections Inc (CA) Inc) | Long | Debt | CA | $186K | – | 0.01 |
| WDAY 3.7 04/01/29 (Workday Inc) | Long | Debt | US | $305K | – | 0.01 |
| WDAY 3.8 04/01/32 (Workday Inc) | Long | Debt | US | $202K | – | 0.01 |
| WDC 2.85 02/01/29 (Western Digital Corp.) | Long | Debt | US | $9K | – | 0.00 |
| WELF 2019-XA A1R (Wellfleet Clo X Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.26 |
| WELF 2022-2A B (WELLFLEET CLO 2022-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| WELL 4.125 03/15/29 (Welltower OP LLC) | Long | Debt | US | $43K | – | 0.00 |
| WELL 4.25 04/01/26 (Welltower OP LLC) | Long | Debt | US | $880K | – | 0.03 |
| WES 4.05 02/01/30 (Western Midstream Operating LP) | Long | Debt | US | $1M | – | 0.04 |
| WES 4.5 03/01/28 (Western Midstream Operating LP) | Long | Debt | US | $58K | – | 0.00 |
| WES 5.25 02/01/50 (Western Midstream Operating LP) | Long | Debt | US | $18K | – | 0.00 |
| WES 5.3 03/01/48 (Western Midstream Operating LP) | Long | Debt | US | $69K | – | 0.00 |
| WES 5.3 03/01/48 (Western Midstream Operating LP) | Long | Debt | US | $39K | – | 0.00 |
| WES 5.45 04/01/44 (Western Midstream Operating LP) | Long | Debt | US | $68K | – | 0.00 |
| WFALT 2007-PA6 A1 (Wells Fargo Alt07) | Long | ABS-other | US | $104K | – | 0.00 |
| WFC 3 10/23/26 (Wells Fargo & Co.) | Long | Debt | US | $950K | – | 0.04 |
| WFC 3 10/23/26 (Wells Fargo & Co.) | Long | Debt | US | $551K | – | 0.02 |
| WFC 4.15 01/24/29 MTN (Wells Fargo & Co.) | Long | Debt | US | $510K | – | 0.02 |
| WFC 4.15 01/24/29 MTN (Wells Fargo & Co.) | Long | Debt | US | $120K | – | 0.00 |
| WFC 4.3 07/22/27 GMTN (Wells Fargo & Co.) | Long | Debt | US | $1M | – | 0.04 |
| WFC 4.3 07/22/27 GMTN (Wells Fargo & Co.) | Long | Debt | US | $127K | – | 0.00 |
| WFC 4.75 12/07/46 MTN (Wells Fargo & Co.) | Long | Debt | US | $17K | – | 0.00 |
| WFC 4.9 11/17/45 GMTN (Wells Fargo & Co.) | Long | Debt | US | $26K | – | 0.00 |
| WFC F 04/22/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $3M | – | 0.10 |
| WFC V2.188 04/30/26 (Wells Fargo & Co.) | Long | Debt | US | $39K | – | 0.00 |
| WFC V2.393 06/02/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $60K | – | 0.00 |
| WFC V2.572 02/11/31 MTN (Wells Fargo & Co.) | Long | Debt | US | $56K | – | 0.00 |
| WFC V2.879 10/30/30 MTN (Wells Fargo & Co.) | Long | Debt | US | $364K | – | 0.01 |
| WFC V2.879 10/30/30 MTN (Wells Fargo & Co.) | Long | Debt | US | $58K | – | 0.00 |
| WFC V3.35 03/02/33 MTN (Wells Fargo & Co.) | Long | Debt | US | $434K | – | 0.02 |
| WFC V3.584 05/22/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $5K | – | 0.00 |
| WFC V3.9 PERP BB (Wells Fargo & Co.) | Long | Debt | US | $1M | – | 0.04 |
| WFC V4.478 04/04/31 MTN (Wells Fargo & Co.) | Long | Debt | US | $402K | – | 0.02 |
| WFC V4.54 08/15/26 MTN (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.06 |
| WFC V4.808 07/25/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.07 |
| WFC V4.897 07/25/33 MTN (Wells Fargo & Co.) | Long | Debt | US | $1M | – | 0.04 |
| WFC V4.897 07/25/33 MTN (Wells Fargo & Co.) | Long | Debt | US | $725K | – | 0.03 |
| WFC V5.013 04/04/51 MTN (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.08 |
| WFC V5.013 04/04/51 MTN (Wells Fargo & Co.) | Long | Debt | US | $9K | – | 0.00 |
| WFC V5.198 01/23/30 (Wells Fargo & Co.) | Long | Debt | US | $3M | – | 0.12 |
| WFC V5.389 04/24/34 (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.08 |
| WFC V5.557 07/25/34 MTN (Wells Fargo & Co.) | Long | Debt | US | $540K | – | 0.02 |
| WFC V5.574 07/25/29 MTN (Wells Fargo & Co.) | Long | Debt | US | $424K | – | 0.02 |
| WFC V5.707 04/22/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.07 |
| WFCM 2017-RC1 D (WELLS FARGO COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $112K | – | 0.00 |
| WFCM 2019-C51 ASB (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $281K | – | 0.01 |
| WFCM 2021-C59 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.04 |
| WFCM 2022-C62 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62) | Long | ABS-other | US | $984K | – | 0.04 |
| WFCM 2024-1CHI A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI) | Long | ABS-other | US | $2M | – | 0.07 |
| WFCM 2024-1CHI B (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI) | Long | ABS-other | US | $1M | – | 0.04 |
| WFMBS 2019-3 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUST) | Long | ABS-other | US | $23K | – | 0.00 |
| WFRBS 2014-C21 XA (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $53 | – | 0.00 |
| WFRBS 2014-C24 AS (WFRBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $284K | – | 0.01 |
| WFRBS 2014-C24 C (WFRBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $275K | – | 0.01 |
| WhiteWater DBR Term Loan B 275 2031-02-05 | Long | Loan | US | $502K | – | 0.02 |
| WHR 5.75 03/01/34 (Whirlpool Corp.) | Long | Debt | US | $300K | – | 0.01 |
| WIT 4.25 06/30/31 (United States Treasury Notes) | Long | Debt | US | $16M | – | 0.61 |
| WIT 4.25 06/30/31 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.13 |
| WLSC 6.125 06/15/25 144A (Picasso Finance Subordinated Inc) | Long | Debt | US | $500K | – | 0.02 |
| WM 1.15 03/15/28 (Waste Management, Inc.) | Long | Debt | US | $218K | – | 0.01 |
| WMB 3.25 05/15/30 (Transcontinental Gas Pipe Line Company, LLC) | Long | Debt | US | $785K | – | 0.03 |
| WMB 3.9 01/15/25 (Williams Partners LP / Williams Partners Finance Corporation) | Long | Debt | US | $297K | – | 0.01 |
| WMB 5.65 03/15/33 (The Williams Companies, Inc.) | Long | Debt | US | $530K | – | 0.02 |
| WMB 7.5 01/15/31 A (The Williams Companies, Inc.) | Long | Debt | US | $111K | – | 0.00 |
| WMB 7.75 06/15/31 (The Williams Companies, Inc.) | Long | Debt | US | $924K | – | 0.04 |
| WMB 7.85 02/01/26 (Transcontinental Gas Pipe Line Company, LLC) | Long | Debt | US | $319K | – | 0.01 |
| WMB 8.75 03/15/32 (The Williams Companies, Inc.) | Long | Debt | US | $216K | – | 0.01 |
| WMT 1.5 09/22/28 (Walmart Inc) | Long | Debt | US | $18K | – | 0.00 |
| WMT 5.25 09/01/35 (Walmart Inc) | Long | Debt | US | $26K | – | 0.00 |
| WOART 2023-B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $547K | – | 0.02 |
| WorldPay Term Loan B 300 2030-09-10 | Long | Loan | US | $1M | – | 0.04 |
| WPC 3.85 07/15/29 (W. P. Carey Inc) | Long | Debt | US | $841K | – | 0.03 |
| WPC 4 02/01/25 (W. P. Carey Inc) | Long | Debt | US | $104K | – | 0.00 |
| WPT 2017-WWP A (Worldwide Plaza Tst) | Long | ABS-other | US | $1M | – | 0.05 |
| WRK 3.75 03/15/25 (WestRock Company) | Long | Debt | US | $493K | – | 0.02 |
| WRK 4 03/15/28 (WestRock Company) | Long | Debt | US | $1M | – | 0.04 |
| WRLDPY 7.5 01/15/31 144A (GTCR W-2 Merger Sub LLC) | Long | Debt | US | $522K | – | 0.02 |
| WSTOP 2020-1A A2 (Wingstop Funding LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| WSTOP 2022-1A A2 (Wingstop Funding LLC) | Long | ABS-other | US | $363K | – | 0.01 |
| WSTP V4.11 07/24/34 (Westpac Banking Corp.) | Long | Debt | AU | $254K | – | 0.01 |
| WSTP V4.322 11/23/31 GMTN (Westpac Banking Corp.) | Long | Debt | AU | $169K | – | 0.01 |
| WTRG 5.375 01/15/34 (Essential Utilities Inc) | Long | Debt | US | $909K | – | 0.03 |
| WTW 2.95 09/15/29 (Willis North American Inc.) | Long | Debt | US | $36K | – | 0.00 |
| WTW 3.875 09/15/49 (Willis North American Inc.) | Long | Debt | US | $7K | – | 0.00 |
| WY 4 04/15/30 (Weyerhaeuser Company) | Long | Debt | US | $51K | – | 0.00 |
| WYZE 2023-2A A (WISE CLO 2023-2 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $502K | – | 0.02 |
| XEL 4.5 06/01/52 39 (Public Service Company of Colorado) | Long | Debt | US | $28K | – | 0.00 |
| XEL 5.35 05/15/34 (Public Service Company of Colorado) | Long | Debt | US | $248K | – | 0.01 |
| XOM 3.452 04/15/51 (Exxon Mobil Corp.) | Long | Debt | US | $14K | – | 0.00 |
| XOM 3.482 03/19/30 (Exxon Mobil Corp.) | Long | Debt | US | $504K | – | 0.02 |
| XOM 4.114 03/01/46 (Exxon Mobil Corp.) | Long | Debt | US | $190K | – | 0.01 |
| XOM 4.327 03/19/50 (Exxon Mobil Corp.) | Long | Debt | US | $25K | – | 0.00 |
| ZFFNGR 6.875 04/23/32 144A (ZF North America Capital, Inc.) | Long | Debt | US | $414K | – | 0.02 |
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