Putnam Family of Funds > Putnam Global Income Trust
Putnam Global Income Trust
$141.88M
Avg Monthly Net Assets
$271.59M
Total Assets
$64.76M
Total Liabilities
$206.83M
Net Assets
Putnam Global Income Trust is a Mutual Fund in Putnam Global Income Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has seven share classes
and monthly net assets of $141.88M.
On September 25th, 2024 it reported 843 holdings, the largest
being PUTNAM SHORT TERM INVESTMENT FUND (16.2%), FANNIE MAE POOL (6.4%) and FANNIE MAE POOL (4.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM GLOBAL INCOME TRUST CL A | C000015448 | PGGIX | |
| PUTNAM GLOBAL INCOME TRUST CL B | C000015449 | PGLBX | |
| PUTNAM GLOBAL INCOME TRUST CL C | C000015446 | PGGLX | |
| PUTNAM GLOBAL INCOME TRUST CL R | C000015451 | PGBRX | |
| PUTNAM GLOBAL INCOME TRUST CL R5 | C000118067 | PGGDX | |
| PUTNAM GLOBAL INCOME TRUST CL R6 | C000118068 | PGGEX | |
| PUTNAM GLOBAL INCOME TRUST CL Y | C000015447 | PGGYX |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (CQS US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $501K | – | 0.24 |
| ASSET BACKED SECURITY (CIFC FUNDING 2021-IV LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.24 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $401K | – | 0.19 |
| ASSET BACKED SECURITY (WISE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $400K | – | 0.19 |
| ASSET BACKED SECURITY (WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE2 TRUST) | Long | ABS-mortgage backed security | US | $358K | – | 0.17 |
| ASSET BACKED SECURITY (CIFC FUNDING 2016-I LTD) | Long | ABS-mortgage backed security | KY | $351K | – | 0.17 |
| ASSET BACKED SECURITY (AIMCO CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $351K | – | 0.17 |
| ASSET BACKED SECURITY (VOYA CLO 2020-1 LTD) | Long | ABS-mortgage backed security | KY | $351K | – | 0.17 |
| ASSET BACKED SECURITY (ROCKLAND PARK CLO LTD) | Long | ABS-mortgage backed security | KY | $350K | – | 0.17 |
| ASSET BACKED SECURITY (AIMCO CLO 17 LTD) | Long | ABS-mortgage backed security | JE | $350K | – | 0.17 |
| ASSET BACKED SECURITY (ELMWOOD CLO 27 LTD) | Long | ABS-mortgage backed security | US | $301K | – | 0.15 |
| ASSET BACKED SECURITY (NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-5) | Long | ABS-mortgage backed security | US | $299K | – | 0.14 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2006-15) | Long | ABS-mortgage backed security | US | $274K | – | 0.13 |
| ASSET BACKED SECURITY (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.12 |
| ASSET BACKED SECURITY (ZAIS CLO 16 LTD) | Long | ABS-mortgage backed security | US | $251K | – | 0.12 |
| ASSET BACKED SECURITY (ELLINGTON CLO III LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.12 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 7 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (BALBOA BAY LOAN FUNDING 2021-1 LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.12 |
| ASSET BACKED SECURITY (DIAMETER CAPITAL CLO 7 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (RRX 5 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (TRESTLES CLO V LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (SHACKLETON 2019-XIV CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (ARES LXIV CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (ELEVATION CLO 2021-13 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (HAYFIN US XIV LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (NASSAU 2021-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (ICG US CLO 2017-1 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (MAGNETITE XL LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (OAKTREE CLO 2019-4 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.12 |
| ASSET BACKED SECURITY (VENTURE XIX CLO LTD) | Long | ABS-mortgage backed security | KY | $247K | – | 0.12 |
| ASSET BACKED SECURITY (VENTURE XXVI CLO LTD) | Long | ABS-mortgage backed security | KY | $200K | – | 0.10 |
| ASSET BACKED SECURITY (CBAM 2017-2 LTD) | Long | ABS-mortgage backed security | KY | $175K | – | 0.08 |
| ASSET BACKED SECURITY (BIRCH GROVE CLO 8 LTD) | Long | ABS-mortgage backed security | JE | $151K | – | 0.07 |
| ASSET BACKED SECURITY (CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2) | Long | ABS-mortgage backed security | US | $113K | – | 0.05 |
| ASSET BACKED SECURITY (RENAISSANCE HOME EQUITY LOAN TRUST 2003-4) | Long | ABS-mortgage backed security | US | $108K | – | 0.05 |
| COLLATERALIZED DEBT OBLIGATION (ACRES COMMERCIAL REALTY 2021-FL1 LTD) | Long | ABS-mortgage backed security | US | $436K | – | 0.21 |
| COMMERCIAL MORT BACKED SEC IO (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5) | Long | ABS-mortgage backed security | US | $397K | – | 0.19 |
| COMMERCIAL MORT BACKED SEC IO (BBCMS MORTGAGE TRUST 2020-C8) | Long | ABS-mortgage backed security | US | $363K | – | 0.18 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2019-BNK20) | Long | ABS-mortgage backed security | US | $299K | – | 0.14 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2020-BNK30) | Long | ABS-mortgage backed security | US | $209K | – | 0.10 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52) | Long | ABS-mortgage backed security | US | $186K | – | 0.09 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2017-C7) | Long | ABS-mortgage backed security | US | $146K | – | 0.07 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2015-LC21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-CIBC17) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $57.21 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2) | Long | ABS-mortgage backed security | US | $47.89 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $18.62 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2006-C4) | Long | ABS-mortgage backed security | US | $5.97 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $2.65 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1) | Long | ABS-mortgage backed security | US | $655K | – | 0.32 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $528K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01) | Long | ABS-mortgage backed security | US | $480K | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $419K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $413K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $392K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $345K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $343K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30) | Long | ABS-mortgage backed security | US | $327K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1) | Long | ABS-mortgage backed security | US | $306K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18) | Long | ABS-mortgage backed security | US | $300K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $287K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $286K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $285K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (AREIT 2022-CRE6 TRUST) | Long | ABS-mortgage backed security | KY | $285K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $279K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSMC TRUST 2016-NXSR) | Long | ABS-mortgage backed security | US | $251K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $238K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $237K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $230K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6) | Long | ABS-mortgage backed security | US | $227K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3) | Long | ABS-mortgage backed security | US | $226K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE22 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $201K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8) | Long | ABS-mortgage backed security | US | $194K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $194K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1) | Long | ABS-mortgage backed security | US | $183K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $181K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $177K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1) | Long | ABS-mortgage backed security | US | $173K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1) | Long | ABS-mortgage backed security | US | $158K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23) | Long | ABS-mortgage backed security | US | $157K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57) | Long | ABS-mortgage backed security | US | $152K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $123K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BDS 2021-FL8) | Long | ABS-mortgage backed security | KY | $113K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CR14 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| CORP CMO (COLT 2023-3 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $915K | – | 0.44 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $810K | – | 0.39 |
| CORP CMO (MFA 2023-INV2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $777K | – | 0.38 |
| CORP CMO (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $764K | – | 0.37 |
| CORP CMO (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $757K | – | 0.37 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $685K | – | 0.33 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $659K | – | 0.32 |
| CORP CMO (JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2) | Long | ABS-collateralized bond/debt obligation | US | $629K | – | 0.30 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $604K | – | 0.29 |
| CORP CMO (COLT 2020-2 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $488K | – | 0.24 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $440K | – | 0.21 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-collateralized bond/debt obligation | US | $433K | – | 0.21 |
| CORP CMO (OBX 2023-NQM7 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $421K | – | 0.20 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $417K | – | 0.20 |
| CORP CMO (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $416K | – | 0.20 |
| CORP CMO (JP MORGAN MORTGAGE TRUST 2023-HE2) | Long | ABS-collateralized bond/debt obligation | US | $367K | – | 0.18 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.17 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $338K | – | 0.16 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $314K | – | 0.15 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2017-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $281K | – | 0.14 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.13 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $268K | – | 0.13 |
| CORP CMO (PRMI SECURITIZATION TRUST 2024-CMG1) | Long | ABS-collateralized bond/debt obligation | US | $259K | – | 0.13 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2) | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.12 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.12 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.12 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.11 |
| CORP CMO (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.11 |
| CORP CMO (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-collateralized bond/debt obligation | US | $226K | – | 0.11 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7) | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.11 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.10 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.10 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.09 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $191K | – | 0.09 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2024-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.08 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.08 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.08 |
| CORP CMO (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.08 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.07 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.07 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.06 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.06 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R07) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.06 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.06 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $120K | – | 0.06 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA19) | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.05 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.05 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.05 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.04 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.04 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.04 |
| CORP CMO (MORGAN STANLEY RESECURITIZATION TRUST 2015-R4) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.04 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $68K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $67K | – | 0.03 |
| CORP CMO (BANKUNITED TRUST 2005-1) | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.03 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-3) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R07) | Long | ABS-collateralized bond/debt obligation | US | $59K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R08) | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.03 |
| CORP CMO (VISTA POINT SECURITIZATION TRUST) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.02 |
| CORP CMO (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R06) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R01) | Long | ABS-collateralized bond/debt obligation | US | $467.51 | – | 0.00 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $197K | – | 0.10 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $491K | – | 0.24 |
| CORP. NOTE (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $466K | – | 0.23 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $460K | – | 0.22 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $448K | – | 0.22 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $411K | – | 0.20 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $407K | – | 0.20 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $399K | – | 0.19 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $399K | – | 0.19 |
| CORP. NOTE (DEUTSCHE BANK AG) | Long | Debt | DE | $397K | – | 0.19 |
| CORP. NOTE (ABN AMRO BANK NV) | Long | Debt | NL | $396K | – | 0.19 |
| CORP. NOTE (BNP PARIBAS SA) | Long | Debt | FR | $393K | – | 0.19 |
| CORP. NOTE (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $391K | – | 0.19 |
| CORP. NOTE (EXELON CORP) | Long | Debt | US | $389K | – | 0.19 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $389K | – | 0.19 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $385K | – | 0.19 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $370K | – | 0.18 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $368K | – | 0.18 |
| CORP. NOTE (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $362K | – | 0.18 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $362K | – | 0.17 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $351K | – | 0.17 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $338K | – | 0.16 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $331K | – | 0.16 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $325K | – | 0.16 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $321K | – | 0.16 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $313K | – | 0.15 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $310K | – | 0.15 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $307K | – | 0.15 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $299K | – | 0.14 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $291K | – | 0.14 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $285K | – | 0.14 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $273K | – | 0.13 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $270K | – | 0.13 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $263K | – | 0.13 |
| CORP. NOTE (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $261K | – | 0.13 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $247K | – | 0.12 |
| CORP. NOTE (HALEON US CAPITAL LLC) | Long | Debt | US | $242K | – | 0.12 |
| CORP. NOTE (BPCE SA) | Long | Debt | FR | $238K | – | 0.12 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $234K | – | 0.11 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $219K | – | 0.11 |
| CORP. NOTE (SANDS CHINA LTD) | Long | Debt | MO | $219K | – | 0.11 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $216K | – | 0.10 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $212K | – | 0.10 |
| CORP. NOTE (ONEOK INC) | Long | Debt | US | $209K | – | 0.10 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $205K | – | 0.10 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $202K | – | 0.10 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $202K | – | 0.10 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $199K | – | 0.10 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $198K | – | 0.10 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $197K | – | 0.10 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $196K | – | 0.09 |
| CORP. NOTE (GE HEALTHCARE TECHNOLOGIES INC) | Long | Debt | US | $195K | – | 0.09 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $190K | – | 0.09 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $186K | – | 0.09 |
| CORP. NOTE (HUMANA INC) | Long | Debt | US | $186K | – | 0.09 |
| CORP. NOTE (GENERAL MOTORS FINANCIAL CO INC) | Long | Debt | US | $180K | – | 0.09 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $175K | – | 0.08 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $174K | – | 0.08 |
| CORP. NOTE (PARAMOUNT GLOBAL) | Long | Debt | US | $166K | – | 0.08 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $163K | – | 0.08 |
| CORP. NOTE (DTE ENERGY CO) | Long | Debt | US | $156K | – | 0.08 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $155K | – | 0.08 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $155K | – | 0.07 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $151K | – | 0.07 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $149K | – | 0.07 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $143K | – | 0.07 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $142K | – | 0.07 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $141K | – | 0.07 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $140K | – | 0.07 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $135K | – | 0.07 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $132K | – | 0.06 |
| CORP. NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $121K | – | 0.06 |
| CORP. NOTE (ALEXANDER FUNDING TRUST II) | Long | Debt | US | $107K | – | 0.05 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $107K | – | 0.05 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $102K | – | 0.05 |
| CORP. NOTE (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $101K | – | 0.05 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $99K | – | 0.05 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $96K | – | 0.05 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $93K | – | 0.05 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $92K | – | 0.04 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $87K | – | 0.04 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $86K | – | 0.04 |
| CORP. NOTE (TAPESTRY INC) | Long | Debt | US | $85K | – | 0.04 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $81K | – | 0.04 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $81K | – | 0.04 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $80K | – | 0.04 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $71K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $70K | – | 0.03 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $68K | – | 0.03 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $65K | – | 0.03 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $60K | – | 0.03 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $53K | – | 0.03 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $53K | – | 0.03 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $52K | – | 0.02 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $50K | – | 0.02 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $45K | – | 0.02 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $45K | – | 0.02 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $43K | – | 0.02 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $27K | – | 0.01 |
| CORP. NOTE (DUKE ENERGY CORP) | Long | Debt | US | $26K | – | 0.01 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $25K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $7K | – | 0.00 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $3K | – | 0.00 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $746K | – | 0.36 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $581K | – | 0.28 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $575K | – | 0.28 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $535K | – | 0.26 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $485K | – | 0.23 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $465K | – | 0.22 |
| CORPORATE BONDS (CNO FINANCIAL GROUP INC) | Long | Debt | US | $443K | – | 0.21 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $430K | – | 0.21 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $425K | – | 0.21 |
| CORPORATE BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $393K | – | 0.19 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $377K | – | 0.18 |
| CORPORATE BONDS (SENSATA TECHNOLOGIES INC) | Long | Debt | US | $377K | – | 0.18 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $357K | – | 0.17 |
| CORPORATE BONDS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $357K | – | 0.17 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $352K | – | 0.17 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $351K | – | 0.17 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $349K | – | 0.17 |
| CORPORATE BONDS (ATHENE HOLDING LTD) | Long | Debt | US | $345K | – | 0.17 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $337K | – | 0.16 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $327K | – | 0.16 |
| CORPORATE BONDS (HOWMET AEROSPACE INC) | Long | Debt | US | $302K | – | 0.15 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $281K | – | 0.14 |
| CORPORATE BONDS (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $268K | – | 0.13 |
| CORPORATE BONDS (MASSACHUSETTS MUTUAL LIFE INSURANCE CO) | Long | Debt | US | $267K | – | 0.13 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $265K | – | 0.13 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $264K | – | 0.13 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $262K | – | 0.13 |
| CORPORATE BONDS (VICI PROPERTIES LP) | Long | Debt | US | $261K | – | 0.13 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $241K | – | 0.12 |
| CORPORATE BONDS (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $229K | – | 0.11 |
| CORPORATE BONDS (OWENS CORNING) | Long | Debt | US | $218K | – | 0.11 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $207K | – | 0.10 |
| CORPORATE BONDS (PHARMACIA LLC) | Long | Debt | US | $205K | – | 0.10 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $203K | – | 0.10 |
| CORPORATE BONDS (WELLS FARGO AND CO) | Long | Debt | US | $197K | – | 0.10 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $196K | – | 0.09 |
| CORPORATE BONDS (CISCO SYSTEMS INC) | Long | Debt | US | $193K | – | 0.09 |
| CORPORATE BONDS (ROYALTY PHARMA PLC) | Long | Debt | US | $191K | – | 0.09 |
| CORPORATE BONDS (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $186K | – | 0.09 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $183K | – | 0.09 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $182K | – | 0.09 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $179K | – | 0.09 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $179K | – | 0.09 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $177K | – | 0.09 |
| CORPORATE BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $176K | – | 0.09 |
| CORPORATE BONDS (SOUTHERN CO/THE) | Long | Debt | US | $174K | – | 0.08 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $166K | – | 0.08 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $162K | – | 0.08 |
| CORPORATE BONDS (CNA FINANCIAL CORP) | Long | Debt | US | $161K | – | 0.08 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $147K | – | 0.07 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $140K | – | 0.07 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $138K | – | 0.07 |
| CORPORATE BONDS (EXELON CORP) | Long | Debt | US | $129K | – | 0.06 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $123K | – | 0.06 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $121K | – | 0.06 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $121K | – | 0.06 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $120K | – | 0.06 |
| CORPORATE BONDS (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $120K | – | 0.06 |
| CORPORATE BONDS (METLIFE CAPITAL TRUST IV) | Long | Debt | US | $119K | – | 0.06 |
| CORPORATE BONDS (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $117K | – | 0.06 |
| CORPORATE BONDS (GLENCORE FINANCE CANADA LTD) | Long | Debt | CA | $115K | – | 0.06 |
| CORPORATE BONDS (ATHENE HOLDING LTD) | Long | Debt | US | $110K | – | 0.05 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $110K | – | 0.05 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $109K | – | 0.05 |
| CORPORATE BONDS (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $106K | – | 0.05 |
| CORPORATE BONDS (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA) | Long | Debt | US | $106K | – | 0.05 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $106K | – | 0.05 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $105K | – | 0.05 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $101K | – | 0.05 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $100K | – | 0.05 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $96K | – | 0.05 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $94K | – | 0.05 |
| CORPORATE BONDS (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $91K | – | 0.04 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $90K | – | 0.04 |
| CORPORATE BONDS (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $90K | – | 0.04 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $86K | – | 0.04 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $83K | – | 0.04 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $83K | – | 0.04 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $81K | – | 0.04 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $80K | – | 0.04 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $77K | – | 0.04 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $76K | – | 0.04 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $75K | – | 0.04 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $74K | – | 0.04 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $72K | – | 0.03 |
| CORPORATE BONDS (ABBVIE INC) | Long | Debt | US | $64K | – | 0.03 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $63K | – | 0.03 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $59K | – | 0.03 |
| CORPORATE BONDS (EPR PROPERTIES) | Long | Debt | US | $57K | – | 0.03 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $54K | – | 0.03 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $53K | – | 0.03 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $45K | – | 0.02 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $42K | – | 0.02 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $41K | – | 0.02 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $37K | – | 0.02 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $35K | – | 0.02 |
| CORPORATE BONDS (WEYERHAEUSER CO) | Long | Debt | US | $34K | – | 0.02 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $31K | – | 0.02 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $26K | – | 0.01 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $20K | – | 0.01 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $7K | – | 0.00 |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $7M | – | 3.55 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $6M | – | 2.99 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $6M | – | 2.84 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $5M | – | 2.38 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $5M | – | 2.38 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $2M | – | 1.12 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $2M | – | 0.83 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $1M | – | 0.69 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $1M | – | 0.67 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $1M | – | 0.66 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $1M | – | 0.60 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $1M | – | 0.57 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.55 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $1M | – | 0.54 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $1M | – | 0.51 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $917K | – | 0.44 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $808K | – | 0.39 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $767K | – | 0.37 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $732K | – | 0.35 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $723K | – | 0.35 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $723K | – | 0.35 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $719K | – | 0.35 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $681K | – | 0.33 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $490K | – | 0.24 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $441K | – | 0.21 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $403K | – | 0.19 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $383K | – | 0.19 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $379K | – | 0.18 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $358K | – | 0.17 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $346K | – | 0.17 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $305K | – | 0.15 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $300K | – | 0.15 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $286K | – | 0.14 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $283K | – | 0.14 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $263K | – | 0.13 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $240K | – | 0.12 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $226K | – | 0.11 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $222K | – | 0.11 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $221K | – | 0.11 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $219K | – | 0.11 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $216K | – | 0.10 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $212K | – | 0.10 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $210K | – | 0.10 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $197K | – | 0.10 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $197K | – | 0.10 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $190K | – | 0.09 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $190K | – | 0.09 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $186K | – | 0.09 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $184K | – | 0.09 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $179K | – | 0.09 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $173K | – | 0.08 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $167K | – | 0.08 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $167K | – | 0.08 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $162K | – | 0.08 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $147K | – | 0.07 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $144K | – | 0.07 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $142K | – | 0.07 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $138K | – | 0.07 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $133K | – | 0.06 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $129K | – | 0.06 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $128K | – | 0.06 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $128K | – | 0.06 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $122K | – | 0.06 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $121K | – | 0.06 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $119K | – | 0.06 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $119K | – | 0.06 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $117K | – | 0.06 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $117K | – | 0.06 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $106K | – | 0.05 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $103K | – | 0.05 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $101K | – | 0.05 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $94K | – | 0.05 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $91K | – | 0.04 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $88K | – | 0.04 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $79K | – | 0.04 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $75K | – | 0.04 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $72K | – | 0.03 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $67K | – | 0.03 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $65K | – | 0.03 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $63K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $62K | – | 0.03 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $60K | – | 0.03 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $54K | – | 0.03 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $52K | – | 0.03 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $48K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $45K | – | 0.02 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $42K | – | 0.02 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $42K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $38K | – | 0.02 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $37K | – | 0.02 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $27K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $26K | – | 0.01 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $23K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $22K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $21K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $21K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $16K | – | 0.01 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $14K | – | 0.01 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $13K | – | 0.01 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $13K | – | 0.01 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $5K | – | 0.00 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $151.29 | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $1.34 | – | 0.00 | |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $804K | – | 0.39 |
| FHLMC CMO IO (FNMA) | Long | ABS-mortgage backed security | US | $799K | – | 0.39 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $626K | – | 0.30 |
| FHLMC CMO IO (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $180K | – | 0.09 |
| FHLMC CMO IO (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $132K | – | 0.06 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $861K | – | 0.42 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $950K | – | 0.46 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $667K | – | 0.32 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $307K | – | 0.15 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $13M | – | 6.38 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $10M | – | 4.76 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $7M | – | 3.39 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 2.48 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 2.03 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 1.95 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 1.40 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.84 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $907K | – | 0.44 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.78 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $905K | – | 0.44 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $904K | – | 0.44 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.86 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $966K | – | 0.47 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $696K | – | 0.34 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $481K | – | 0.23 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.60 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.54 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $655K | – | 0.32 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $626K | – | 0.30 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $487K | – | 0.24 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $406K | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $333K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $288K | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $182K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $81K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $62K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $5M | – | 2.34 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.97 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $893K | – | 0.43 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $4M | – | 2.06 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $4M | – | 1.92 |
| GOVERNMENT BOND (FEDERAL REPUBLIC OF GERMANY) | Long | Debt | DE | $3M | – | 1.49 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $3M | – | 1.28 |
| GOVERNMENT BOND (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND) | Long | Debt | GB | $2M | – | 1.20 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $2M | – | 1.19 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $2M | – | 1.10 |
| GOVERNMENT BOND (REPUBLIC OF ITALY) | Long | Debt | IT | $2M | – | 0.80 |
| GOVERNMENT BOND (REPUBLIC OF ITALY) | Long | Debt | IT | $2M | – | 0.78 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $2M | – | 0.75 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $1M | – | 0.70 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $1M | – | 0.70 |
| GOVERNMENT BOND (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $1M | – | 0.59 |
| GOVERNMENT BOND (AUSTRALIA GOVERNMENT) | Long | Debt | AU | $1M | – | 0.49 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $975K | – | 0.47 |
| GOVERNMENT BOND (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND) | Long | Debt | GB | $951K | – | 0.46 |
| GOVERNMENT BOND (KINGDOM OF SPAIN) | Long | Debt | ES | $951K | – | 0.46 |
| GOVERNMENT BOND (KINGDOM OF SPAIN) | Long | Debt | ES | $907K | – | 0.44 |
| GOVERNMENT BOND (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND) | Long | Debt | GB | $905K | – | 0.44 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $893K | – | 0.43 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $823K | – | 0.40 |
| GOVERNMENT BOND (KINGDOM OF SPAIN) | Long | Debt | ES | $812K | – | 0.39 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $810K | – | 0.39 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $809K | – | 0.39 |
| GOVERNMENT BOND (KINGDOM OF BELGIUM) | Long | Debt | BE | $777K | – | 0.38 |
| GOVERNMENT BOND (KINGDOM OF BELGIUM) | Long | Debt | BE | $773K | – | 0.37 |
| GOVERNMENT BOND (SWITZERLAND GOVERNMENT) | Long | Debt | CH | $693K | – | 0.33 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $676K | – | 0.33 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $671K | – | 0.32 |
| GOVERNMENT BOND (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND) | Long | Debt | GB | $647K | – | 0.31 |
| GOVERNMENT BOND (KINGDOM OF SWEDEN) | Long | Debt | SE | $633K | – | 0.31 |
| GOVERNMENT BOND (REPUBLIC OF ITALY) | Long | Debt | IT | $632K | – | 0.31 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $615K | – | 0.30 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $601K | – | 0.29 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $591K | – | 0.29 |
| GOVERNMENT BOND (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND) | Long | Debt | GB | $588K | – | 0.28 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $569K | – | 0.28 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $568K | – | 0.27 |
| GOVERNMENT BOND (REPUBLIC OF ITALY) | Long | Debt | IT | $554K | – | 0.27 |
| GOVERNMENT BOND (KINGDOM OF SPAIN) | Long | Debt | ES | $545K | – | 0.26 |
| GOVERNMENT BOND (REPUBLIC OF AUSTRIA) | Long | Debt | AT | $543K | – | 0.26 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $528K | – | 0.26 |
| GOVERNMENT BOND (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $515K | – | 0.25 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $511K | – | 0.25 |
| GOVERNMENT BOND (NETHERLANDS GOVERNMENT) | Long | Debt | NL | $505K | – | 0.24 |
| GOVERNMENT BOND (FEDERATION OF MALAYSIA) | Long | Debt | MY | $491K | – | 0.24 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $489K | – | 0.24 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $460K | – | 0.22 |
| GOVERNMENT BOND (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $454K | – | 0.22 |
| GOVERNMENT BOND (KINGDOM OF THAILAND) | Long | Debt | TH | $427K | – | 0.21 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $397K | – | 0.19 |
| GOVERNMENT BOND (SWITZERLAND GOVERNMENT) | Long | Debt | CH | $392K | – | 0.19 |
| GOVERNMENT BOND (REPUBLIC OF POLAND) | Long | Debt | PL | $382K | – | 0.18 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $362K | – | 0.18 |
| GOVERNMENT BOND (NETHERLANDS GOVERNMENT) | Long | Debt | NL | $312K | – | 0.15 |
| GOVERNMENT BOND (PORTUGUESE REPUBLIC) | Long | Debt | PT | $294K | – | 0.14 |
| GOVERNMENT BOND (NETHERLANDS GOVERNMENT) | Long | Debt | NL | $283K | – | 0.14 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $272K | – | 0.13 |
| GOVERNMENT BOND (JAPAN) | Long | Debt | JP | $269K | – | 0.13 |
| GOVERNMENT BOND (REPUBLIC OF IRELAND) | Long | Debt | IE | $264K | – | 0.13 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $258K | – | 0.12 |
| GOVERNMENT BOND (REPUBLIC OF AUSTRIA) | Long | Debt | AT | $250K | – | 0.12 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $242K | – | 0.12 |
| GOVERNMENT BOND (REPUBLIC OF FINLAND) | Long | Debt | FI | $242K | – | 0.12 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $239K | – | 0.12 |
| GOVERNMENT BOND (AUSTRALIA GOVERNMENT) | Long | Debt | AU | $218K | – | 0.11 |
| GOVERNMENT BOND (NEW ZEALAND GOVERNMENT) | Long | Debt | NZ | $216K | – | 0.10 |
| GOVERNMENT BOND (KINGDOM OF DENMARK) | Long | Debt | DK | $213K | – | 0.10 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $212K | – | 0.10 |
| GOVERNMENT BOND (REPUBLIC OF ITALY) | Long | Debt | IT | $211K | – | 0.10 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $197K | – | 0.10 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $195K | – | 0.09 |
| GOVERNMENT BOND (ITALY BUONI POLIENNALI DEL TESORO) | Long | Debt | IT | $188K | – | 0.09 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $187K | – | 0.09 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $182K | – | 0.09 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $181K | – | 0.09 |
| GOVERNMENT BOND (KINGDOM OF NORWAY) | Long | Debt | NO | $165K | – | 0.08 |
| GOVERNMENT BOND (KINGDOM OF SPAIN) | Long | Debt | ES | $165K | – | 0.08 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $151K | – | 0.07 |
| GOVERNMENT BOND (FRENCH REPUBLIC) | Long | Debt | FR | $149K | – | 0.07 |
| GOVERNMENT BOND (KINGDOM OF DENMARK) | Long | Debt | DK | $118K | – | 0.06 |
| GOVERNMENT BOND (AUSTRALIA GOVERNMENT) | Long | Debt | AU | $117K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF IRELAND) | Long | Debt | IE | $101K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $99K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF ITALY) | Long | Debt | IT | $97K | – | 0.05 |
| GOVERNMENT BOND (KINGDOM OF SWEDEN) | Long | Debt | SE | $72K | – | 0.03 |
| GOVERNMENT BOND (CANADA) | Long | Debt | CA | $63K | – | 0.03 |
| GOVERNMENT BOND (CANADA) | Long | Debt | CA | $60K | – | 0.03 |
| GOVERNMENT BOND (KINGDOM OF SPAIN) | Long | Debt | ES | $30K | – | 0.01 |
| GOVERNMENT FUTURES (OSAKA EXCHANGE) | Derivative-interest rate | JP | $10M | – | 4.61 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $9M | – | 4.57 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $6M | – | 2.76 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $4M | – | 1.89 | |
| GOVERNMENT FUTURES (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $2M | – | 1.11 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 0.93 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 0.80 | |
| GOVERNMENT FUTURES (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $1M | – | 0.70 | |
| GOVERNMENT FUTURES (TMX GROUP LIMITED) | Derivative-interest rate | CA | $1M | – | 0.60 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $925K | – | 0.45 | |
| GOVERNMENT FUTURES (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $890K | – | 0.43 | |
| GOVERNMENT FUTURES (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $729K | – | 0.35 | |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $298K | – | 0.14 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $716K | – | 0.35 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $374K | – | 0.18 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $328K | – | 0.16 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $212K | – | 0.10 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $210K | – | 0.10 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $209K | – | 0.10 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $171K | – | 0.08 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $138K | – | 0.07 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $123K | – | 0.06 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $113K | – | 0.05 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $105K | – | 0.05 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $87K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $84K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $50K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $46K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $45K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $39K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $37K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $33K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $32K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $31K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $29K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $26K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $25K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $18K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $17K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $17K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $15K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $270.32 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $71K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $60K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $36K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $35K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $32K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $31K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $31K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $28K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $21K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $19K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $18K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $16K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $14K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $14K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $14K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $13K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $13K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $13K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $11K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $10K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $10K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $700.6 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $243.35 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $120 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $81.12 | – | 0.00 | |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $354K | – | 0.17 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $346K | – | 0.17 |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $325K | – | 0.16 |
| PERPETUAL BONDS (UBS GROUP AG) | Long | Debt | CH | $299K | – | 0.14 |
| PERPETUAL BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $229K | – | 0.11 |
| PERPETUAL BONDS (WELLS FARGO AND CO) | Long | Debt | US | $115K | – | 0.06 |
| PERPETUAL BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $53K | – | 0.03 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $34M | 34M | 16.24 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $420K | 420K | 0.20 |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $151K | – | 0.07 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $128K | – | 0.06 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $96K | – | 0.05 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $66K | – | 0.03 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $54K | – | 0.03 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $53K | – | 0.03 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $44K | – | 0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $41K | – | 0.02 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $40K | – | 0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $38K | – | 0.02 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $36K | – | 0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $33K | – | 0.02 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $31K | – | 0.02 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $31K | – | 0.02 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $27K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $27K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $27K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $26K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $25K | – | 0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $24K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $24K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $22K | – | 0.01 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $21K | – | 0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $18K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $17K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $11K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $10K | – | 0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $4K | – | 0.00 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $4K | – | 0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $3K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $528.38 | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $426.42 | – | 0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-15K | – | -0.01 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $-16K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $-21K | – | -0.01 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $-22K | – | -0.01 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $-25K | – | -0.01 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-25K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-27K | – | -0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-28K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-29K | – | -0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-36K | – | -0.02 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-38K | – | -0.02 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $-45K | – | -0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-46K | – | -0.02 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-50K | – | -0.02 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-51K | – | -0.02 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-70K | – | -0.03 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-72K | – | -0.03 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-75K | – | -0.04 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-75K | – | -0.04 | |
| Total Return Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $469K | – | 0.23 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $365K | – | 0.18 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $199K | – | 0.10 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $1M | – | 0.54 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $740K | – | 0.36 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $427K | – | 0.21 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $426K | – | 0.21 |
| VAR.RT. CORP. BONDS (CREDIT AGRICOLE S.A.) | Long | Debt | FR | $379K | – | 0.18 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $369K | – | 0.18 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $357K | – | 0.17 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $313K | – | 0.15 |
| VAR.RT. CORP. BONDS (NATWEST GROUP PLC) | Long | Debt | GB | $282K | – | 0.14 |
| VAR.RT. CORP. BONDS (ING GROEP NV) | Long | Debt | NL | $281K | – | 0.14 |
| VAR.RT. CORP. BONDS (TRUIST BANK) | Long | Debt | US | $247K | – | 0.12 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $243K | – | 0.12 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $237K | – | 0.11 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $225K | – | 0.11 |
| VAR.RT. CORP. BONDS (INTESA SANPAOLO SPA) | Long | Debt | IT | $217K | – | 0.11 |
| VAR.RT. CORP. BONDS (CAIXABANK SA) | Long | Debt | ES | $204K | – | 0.10 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $184K | – | 0.09 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $125K | – | 0.06 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $97K | – | 0.05 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $62K | – | 0.03 |
Address
Putnam Global Income Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Putnam, III George
Reynolds Robert L
Singh Manoj P
Sutphen Mona K
Williams Murphy Jennifer
Pillai Marie
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
PDVENDOR
Reuters
ICE Data Services (Convert)
MARKIT
JPM Pricing Direct
Reuters (Corp)
ICE Data Services (Corp)
PRICESERVE
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
CITI - CITIBANK, N.A.
JPMS - J.P. MORGAN SECURITIES, LLC.
MLCO - BofA Securities, Inc.