Putnam Family of Funds > Putnam Income Fund
Putnam Income Fund
$1.51B
Avg Monthly Net Assets
$1.86B
Total Assets
$645.34M
Total Liabilities
$1.22B
Net Assets
Putnam Income Fund is a Mutual Fund in Putnam Income Fund
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has eight share classes
and monthly net assets of $1.51B.
On September 27th, 2024 it reported 1,288 holdings, the largest
being CHICAGO BOARD OF TRADE (14.2%), PUTNAM SHORT TERM INVESTMENT FUND (11.0%) and CHICAGO BOARD OF TRADE (7.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM INCOME FUND - CLASS R | C000016966 | PIFRX | |
| PUTNAM INCOME FUND CLASS A | C000016962 | PINCX | |
| PUTNAM INCOME FUND CLASS B | C000016963 | PNCBX | |
| PUTNAM INCOME FUND CLASS C | C000016964 | PUICX | |
| PUTNAM INCOME FUND CLASS M | C000016965 | PNCMX | |
| PUTNAM INCOME FUND CLASS R5 | C000118063 | PINFX | |
| PUTNAM INCOME FUND CLASS R6 | C000118064 | PINHX | |
| PUTNAM INCOME FUND CLASS Y | C000016967 | PNCYX |
Holdings
From latest NPORT-P, filed September 27th, 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 (FORD CREDIT AUTO OWNER TRUST 2024-A) | Long | ABS-mortgage backed security | US | $6M | – | 0.48 |
| ASSET BACKED SECURITY (DISCOVER CARD EXECUTION NOTE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.48 |
| ASSET BACKED SECURITY (CAPITAL ONE MULTI-ASSET EXECUTION TRUST) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.48 |
| ASSET BACKED SECURITY (BA CREDIT CARD TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| ASSET BACKED SECURITY (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.45 |
| ASSET BACKED SECURITY (GOLDEN CREDIT CARD TRUST) | Long | ABS-collateralized bond/debt obligation | CA | $5M | – | 0.45 |
| ASSET BACKED SECURITY (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| ASSET BACKED SECURITY (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.35 |
| ASSET BACKED SECURITY (CHASE AUTO OWNER TRUST 2024-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.35 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1) | Long | ABS-mortgage backed security | KY | $4M | – | 0.35 |
| ASSET BACKED SECURITY (FORD CREDIT AUTO OWNER TRUST 2024-B) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| ASSET BACKED SECURITY (ARES LXIV CLO LTD) | Long | ABS-mortgage backed security | KY | $4M | – | 0.32 |
| ASSET BACKED SECURITY (HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| ASSET BACKED SECURITY (NASSAU 2021-I LTD) | Long | ABS-mortgage backed security | KY | $3M | – | 0.26 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $3M | – | 0.24 |
| ASSET BACKED SECURITY (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| ASSET BACKED SECURITY (CIFC FUNDING 2016-I LTD) | Long | ABS-mortgage backed security | KY | $3M | – | 0.21 |
| ASSET BACKED SECURITY (ICG US CLO 2017-1 LTD) | Long | ABS-mortgage backed security | KY | $3M | – | 0.21 |
| ASSET BACKED SECURITY (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| ASSET BACKED SECURITY (SOUND POINT CLO XXVI LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.20 |
| ASSET BACKED SECURITY (CIFC FUNDING 2021-IV LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.18 |
| ASSET BACKED SECURITY (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| ASSET BACKED SECURITY (GREENSTATE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| ASSET BACKED SECURITY (ROCKLAND PARK CLO LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.16 |
| ASSET BACKED SECURITY (MAGNETITE XL LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.16 |
| ASSET BACKED SECURITY (TICP CLO XII LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.16 |
| ASSET BACKED SECURITY (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ASSET BACKED SECURITY (AIMCO CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.15 |
| ASSET BACKED SECURITY (VOYA CLO 2020-1 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.15 |
| ASSET BACKED SECURITY (BALBOA BAY LOAN FUNDING 2021-1 LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ASSET BACKED SECURITY (AIMCO CLO 17 LTD) | Long | ABS-mortgage backed security | JE | $2M | – | 0.15 |
| ASSET BACKED SECURITY (VOYA CLO 2024-4 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.15 |
| ASSET BACKED SECURITY (CQS US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.14 |
| ASSET BACKED SECURITY (SHACKLETON 2019-XIV CLO LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.14 |
| ASSET BACKED SECURITY (HAYFIN US XIV LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.14 |
| ASSET BACKED SECURITY (CBAM 2017-2 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.14 |
| ASSET BACKED SECURITY (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| ASSET BACKED SECURITY (AB BSL CLO 3 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.13 |
| ASSET BACKED SECURITY (ZAIS CLO 16 LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| ASSET BACKED SECURITY (DIAMETER CAPITAL CLO 7 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.13 |
| ASSET BACKED SECURITY (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| ASSET BACKED SECURITY (LAD AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| ASSET BACKED SECURITY (ELLINGTON CLO III LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| ASSET BACKED SECURITY (TRESTLES CLO IV LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.12 |
| ASSET BACKED SECURITY (TCW CLO 2021-2 LTD) | Long | ABS-mortgage backed security | KY | $2M | – | 0.12 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1) | Long | ABS-mortgage backed security | KY | $1M | – | 0.12 |
| ASSET BACKED SECURITY (BIRCH GROVE CLO 8 LTD) | Long | ABS-mortgage backed security | JE | $1M | – | 0.11 |
| ASSET BACKED SECURITY (CITIZENS AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.11 |
| ASSET BACKED SECURITY (ELMWOOD CLO 27 LTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| ASSET BACKED SECURITY (RRX 5 LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.10 |
| ASSET BACKED SECURITY (TRESTLES CLO V LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.10 |
| ASSET BACKED SECURITY (WIND RIVER 2021-4 CLO LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.10 |
| ASSET BACKED SECURITY (BLUEMOUNTAIN CLO XXXII LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.10 |
| ASSET BACKED SECURITY (VENTURE XV CLO LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.09 |
| ASSET BACKED SECURITY (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| ASSET BACKED SECURITY (MAGNETITE XXXVII LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.08 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.08 |
| ASSET BACKED SECURITY (TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST) | Long | ABS-mortgage backed security | US | $923K | – | 0.08 |
| ASSET BACKED SECURITY (BAIN CAPITAL CREDIT CLO 2020-4 LTD) | Long | ABS-mortgage backed security | KY | $807K | – | 0.07 |
| ASSET BACKED SECURITY (AGL CORE CLO 31 LTD) | Long | ABS-mortgage backed security | KY | $754K | – | 0.06 |
| ASSET BACKED SECURITY (NEUBERGER BERMAN CLO XVII LTD) | Long | ABS-mortgage backed security | KY | $753K | – | 0.06 |
| ASSET BACKED SECURITY (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $752K | – | 0.06 |
| ASSET BACKED SECURITY (TRINITAS CLO XVIII LTD) | Long | ABS-mortgage backed security | KY | $751K | – | 0.06 |
| ASSET BACKED SECURITY (CBAM 2020-12 LTD) | Long | ABS-mortgage backed security | KY | $751K | – | 0.06 |
| ASSET BACKED SECURITY (ELEVATION CLO 2021-13 LTD) | Long | ABS-mortgage backed security | KY | $701K | – | 0.06 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $700K | – | 0.06 |
| ASSET BACKED SECURITY (HALSEYPOINT CLO 4 LTD) | Long | ABS-mortgage backed security | KY | $627K | – | 0.05 |
| ASSET BACKED SECURITY (BAIN CAPITAL CLO 2024-1 LTD) | Long | ABS-mortgage backed security | JE | $553K | – | 0.05 |
| ASSET BACKED SECURITY (NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1) | Long | ABS-mortgage backed security | US | $507K | – | 0.04 |
| ASSET BACKED SECURITY (CITIZENS AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-mortgage backed security | US | $506K | – | 0.04 |
| ASSET BACKED SECURITY (LCM 41 LTD) | Long | ABS-mortgage backed security | JE | $501K | – | 0.04 |
| ASSET BACKED SECURITY (VENTURE XXVI CLO LTD) | Long | ABS-mortgage backed security | KY | $501K | – | 0.04 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2015-6) | Long | ABS-mortgage backed security | US | $447K | – | 0.04 |
| ASSET BACKED SECURITY (BLACK DIAMOND CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $401K | – | 0.03 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2019-2) | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| ASSET BACKED SECURITY (KKR CLO 52 LTD) | Long | ABS-mortgage backed security | KY | $252K | – | 0.02 |
| ASSET BACKED SECURITY (CROWN POINT CLO 10 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.02 |
| ASSET BACKED SECURITY (NASSAU 2020-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.02 |
| ASSET BACKED SECURITY (VENTURE XIX CLO LTD) | Long | ABS-mortgage backed security | KY | $247K | – | 0.02 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2018-5) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| BANK LOAN NOTE (PENN ENTERTAINMENT INC) | Long | Debt | US | $124K | – | 0.01 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $105K | – | 0.01 |
| BANK LOAN NOTE (PROOFPOINT INC) | Long | Debt | US | $104K | – | 0.01 |
| BANK LOAN NOTE (GRAY TELEVISION INC) | Long | Debt | US | $96K | – | 0.01 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $36K | – | 0.00 |
| BANK LOAN NOTE (AXALTA COATING SYSTEMS US HOLDINGS INC) | Long | Debt | US | $17K | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL10 LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.10 |
| COLLATERALIZED DEBT OBLIGATION (ACRES COMMERCIAL REALTY 2021-FL1 LTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| COLLATERALIZED DEBT OBLIGATION (MF1 2021-FL6 LTD) | Long | ABS-mortgage backed security | KY | $599K | – | 0.05 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL9 LTD) | Long | ABS-mortgage backed security | KY | $278K | – | 0.02 |
| COLLATERALIZED DEBT OBLIGATION (TIAA REAL ESTATE CDO LTD) | Long | ABS-mortgage backed security | US | $16.61 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2018-C12) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| COMMERCIAL MORT BACKED SEC IO (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| COMMERCIAL MORT BACKED SEC IO (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2020-BNK26) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2019-GC44 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2017-C7) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| COMMERCIAL MORT BACKED SEC IO (CSMC TRUST 2016-NXSR) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $740K | – | 0.06 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY CAPITAL I TRUST 2016-BNK2) | Long | ABS-mortgage backed security | US | $351K | – | 0.03 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2) | Long | ABS-mortgage backed security | US | $454.84 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23) | Long | ABS-mortgage backed security | US | $374.36 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $297.01 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29) | Long | ABS-mortgage backed security | US | $274.16 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2014-GC26) | Long | ABS-mortgage backed security | US | $258.92 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25) | Long | ABS-mortgage backed security | US | $179.19 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2014-GC22) | Long | ABS-mortgage backed security | US | $145.22 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $103.53 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $58.11 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $44.71 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $19.74 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $15.8 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $8M | – | 0.64 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2018-BNK13) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H4) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H3) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-CCRE1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $937K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $837K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2012-C4) | Long | ABS-mortgage backed security | US | $779K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (AREIT 2022-CRE6 TRUST) | Long | ABS-mortgage backed security | KY | $763K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $692K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $571K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $569K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC) | Long | ABS-mortgage backed security | US | $556K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9) | Long | ABS-mortgage backed security | US | $542K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5) | Long | ABS-mortgage backed security | US | $496K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $485K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $404K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46) | Long | ABS-mortgage backed security | US | $362K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $334K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BDS 2021-FL8) | Long | ABS-mortgage backed security | KY | $328K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-L1) | Long | ABS-mortgage backed security | US | $316K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $311K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $310K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2016-UBS10) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C16) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2021-8 LTD) | Long | ABS-mortgage backed security | KY | $834.51 | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.57 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.49 |
| CORP CMO (PRKCM 2023-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.48 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.43 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2020-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.42 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.31 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.31 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| CORP CMO (NYMT LOAN TRUST 2022-SP1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.23 |
| CORP CMO (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.22 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.22 |
| CORP CMO (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.21 |
| CORP CMO (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| CORP CMO (COLT FUNDING LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| CORP CMO (MORGAN STANLEY RESECURITIZATION TRUST 2015-R4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| CORP CMO (VERUS SECURITIZATION TRUST 2020-INV1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| CORP CMO (BUNKER HILL LOAN DEPOSITARY TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| CORP CMO (RMF PROPRIETARY ISSUANCE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| CORP CMO (OBX 2023-NQM7 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| CORP CMO (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| CORP CMO (VISIO 2022-1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| CORP CMO (GCAT 2020-NQM2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| CORP CMO (ANGEL OAK MORTGAGE TRUST 2023-3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| CORP CMO (COLT 2023-3 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| CORP CMO (GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $984K | – | 0.08 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $959K | – | 0.08 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R07) | Long | ABS-collateralized bond/debt obligation | US | $817K | – | 0.07 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) | Long | ABS-collateralized bond/debt obligation | US | $764K | – | 0.06 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R06) | Long | ABS-collateralized bond/debt obligation | US | $721K | – | 0.06 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $664K | – | 0.05 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $560K | – | 0.05 |
| CORP CMO (JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2) | Long | ABS-collateralized bond/debt obligation | US | $534K | – | 0.04 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2) | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.04 |
| CORP CMO (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4) | Long | ABS-collateralized bond/debt obligation | US | $493K | – | 0.04 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.04 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R08) | Long | ABS-collateralized bond/debt obligation | US | $441K | – | 0.04 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3) | Long | ABS-collateralized bond/debt obligation | US | $436K | – | 0.04 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $351K | – | 0.03 |
| CORP CMO (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3) | Long | ABS-collateralized bond/debt obligation | US | $333K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.02 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.01 |
| CORP CMO (COLT 2020-2 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $128K | – | 0.01 |
| CORP CMO (ARROYO MORTGAGE TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.01 |
| CORP CMO (ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2024-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $120K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.01 |
| CORP CMO (CSMC 2020-RPL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R07) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R01) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| CORP MED TERM NOTE (BANK OF AMERICA CORP) | Long | Debt | US | $6M | – | 0.53 |
| CORP MED TERM NOTE (MORGAN STANLEY) | Long | Debt | US | $6M | – | 0.49 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP MED TERM NOTE (BANK OF AMERICA CORP) | Long | Debt | US | $857K | – | 0.07 |
| CORP MED TERM NOTE (BANK OF MONTREAL) | Long | Debt | CA | $729K | – | 0.06 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $6M | – | 0.49 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $5M | – | 0.41 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $4M | – | 0.30 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $3M | – | 0.26 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $3M | – | 0.26 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $3M | – | 0.25 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $3M | – | 0.23 |
| CORP. NOTE (DEUTSCHE BANK AG) | Long | Debt | DE | $3M | – | 0.23 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $3M | – | 0.21 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $3M | – | 0.21 |
| CORP. NOTE (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $3M | – | 0.21 |
| CORP. NOTE (OSHKOSH CORP) | Long | Debt | US | $2M | – | 0.20 |
| CORP. NOTE (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.20 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $2M | – | 0.18 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $2M | – | 0.18 |
| CORP. NOTE (ORACLE CORP) | Long | Debt | US | $2M | – | 0.17 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $2M | – | 0.16 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.16 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.16 |
| CORP. NOTE (MASTEC INC) | Long | Debt | US | $2M | – | 0.16 |
| CORP. NOTE (HUMANA INC) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (NISOURCE INC) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $2M | – | 0.15 |
| CORP. NOTE (BAE SYSTEMS PLC) | Long | Debt | GB | $2M | – | 0.15 |
| CORP. NOTE (SANDS CHINA LTD) | Long | Debt | MO | $2M | – | 0.14 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $2M | – | 0.14 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $2M | – | 0.13 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $2M | – | 0.13 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.13 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $2M | – | 0.13 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $2M | – | 0.13 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $2M | – | 0.13 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $2M | – | 0.13 |
| CORP. NOTE (MARVELL TECHNOLOGY INC) | Long | Debt | US | $2M | – | 0.12 |
| CORP. NOTE (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (MARVELL TECHNOLOGY INC) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $1M | – | 0.12 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (EXELON CORP) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $1M | – | 0.12 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (META PLATFORMS INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (EXTRA SPACE STORAGE LP) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (HALEON US CAPITAL LLC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $1M | – | 0.11 |
| CORP. NOTE (DISCOVERY COMMUNICATIONS LLC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.10 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (F AND G ANNUITIES AND LIFE INC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (KKR GROUP FINANCE CO VI LLC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (FMC CORP) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (HOWMET AEROSPACE INC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (GENERAL MOTORS FINANCIAL CO INC) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (ANALOG DEVICES INC) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (NUTRIEN LTD) | Long | Debt | CA | $1M | – | 0.09 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $1M | – | 0.09 |
| CORP. NOTE (ONEOK INC) | Long | Debt | US | $1M | – | 0.08 |
| CORP. NOTE (HYATT HOTELS CORP) | Long | Debt | US | $1M | – | 0.08 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $989K | – | 0.08 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $986K | – | 0.08 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $979K | – | 0.08 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $974K | – | 0.08 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $966K | – | 0.08 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $958K | – | 0.08 |
| CORP. NOTE (PARAMOUNT GLOBAL) | Long | Debt | US | $954K | – | 0.08 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $945K | – | 0.08 |
| CORP. NOTE (NRG ENERGY INC) | Long | Debt | US | $937K | – | 0.08 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $933K | – | 0.08 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $927K | – | 0.08 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $924K | – | 0.08 |
| CORP. NOTE (CISCO SYSTEMS INC) | Long | Debt | US | $923K | – | 0.08 |
| CORP. NOTE (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $916K | – | 0.08 |
| CORP. NOTE (BRUNSWICK CORP/DE) | Long | Debt | US | $898K | – | 0.07 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $892K | – | 0.07 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $879K | – | 0.07 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $875K | – | 0.07 |
| CORP. NOTE (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $873K | – | 0.07 |
| CORP. NOTE (GENERAL MOTORS FINANCIAL CO INC) | Long | Debt | US | $872K | – | 0.07 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $861K | – | 0.07 |
| CORP. NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $859K | – | 0.07 |
| CORP. NOTE (RYDER SYSTEM INC) | Long | Debt | US | $857K | – | 0.07 |
| CORP. NOTE (ALEXANDER FUNDING TRUST II) | Long | Debt | US | $854K | – | 0.07 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $847K | – | 0.07 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $846K | – | 0.07 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $844K | – | 0.07 |
| CORP. NOTE (GE HEALTHCARE TECHNOLOGIES INC) | Long | Debt | US | $835K | – | 0.07 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $815K | – | 0.07 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $814K | – | 0.07 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $796K | – | 0.07 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $789K | – | 0.06 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $775K | – | 0.06 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $770K | – | 0.06 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $758K | – | 0.06 |
| CORP. NOTE (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $735K | – | 0.06 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $732K | – | 0.06 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $730K | – | 0.06 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $716K | – | 0.06 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $706K | – | 0.06 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $687K | – | 0.06 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $673K | – | 0.06 |
| CORP. NOTE (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $662K | – | 0.05 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $660K | – | 0.05 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $653K | – | 0.05 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $630K | – | 0.05 |
| CORP. NOTE (BNP PARIBAS SA) | Long | Debt | FR | $626K | – | 0.05 |
| CORP. NOTE (DTE ENERGY CO) | Long | Debt | US | $622K | – | 0.05 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $620K | – | 0.05 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $618K | – | 0.05 |
| CORP. NOTE (FIFTH THIRD BANCORP) | Long | Debt | US | $614K | – | 0.05 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $610K | – | 0.05 |
| CORP. NOTE (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $608K | – | 0.05 |
| CORP. NOTE (WALT DISNEY CO/THE) | Long | Debt | US | $597K | – | 0.05 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $596K | – | 0.05 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $562K | – | 0.05 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $549K | – | 0.05 |
| CORP. NOTE (BROADCOM INC) | Long | Debt | US | $496K | – | 0.04 |
| CORP. NOTE (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $495K | – | 0.04 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $489K | – | 0.04 |
| CORP. NOTE (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD) | Long | Debt | AU | $476K | – | 0.04 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $467K | – | 0.04 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $460K | – | 0.04 |
| CORP. NOTE (MINSUR SA) | Long | Debt | PE | $457K | – | 0.04 |
| CORP. NOTE (PATTERSON-UTI ENERGY INC) | Long | Debt | US | $450K | – | 0.04 |
| CORP. NOTE (VMWARE LLC) | Long | Debt | US | $440K | – | 0.04 |
| CORP. NOTE (GEORGIA-PACIFIC LLC) | Long | Debt | US | $432K | – | 0.04 |
| CORP. NOTE (ENBRIDGE INC) | Long | Debt | CA | $431K | – | 0.04 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $426K | – | 0.03 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $420K | – | 0.03 |
| CORP. NOTE (ASHTEAD CAPITAL INC) | Long | Debt | US | $420K | – | 0.03 |
| CORP. NOTE (SOCIETE GENERALE SA) | Long | Debt | FR | $398K | – | 0.03 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $397K | – | 0.03 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $390K | – | 0.03 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $381K | – | 0.03 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $374K | – | 0.03 |
| CORP. NOTE (S AND P GLOBAL INC) | Long | Debt | US | $366K | – | 0.03 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $365K | – | 0.03 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $352K | – | 0.03 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $349K | – | 0.03 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $348K | – | 0.03 |
| CORP. NOTE (TAPESTRY INC) | Long | Debt | US | $328K | – | 0.03 |
| CORP. NOTE (ORACLE CORP) | Long | Debt | US | $324K | – | 0.03 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $322K | – | 0.03 |
| CORP. NOTE (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $322K | – | 0.03 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $312K | – | 0.03 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $289K | – | 0.02 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $279K | – | 0.02 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $273K | – | 0.02 |
| CORP. NOTE (PETSMART INC / PETSMART FINANCE CORP) | Long | Debt | US | $259K | – | 0.02 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $258K | – | 0.02 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $251K | – | 0.02 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $247K | – | 0.02 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $242K | – | 0.02 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $242K | – | 0.02 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $242K | – | 0.02 |
| CORP. NOTE (BENTELER INTERNATIONAL AG) | Long | Debt | AT | $239K | – | 0.02 |
| CORP. NOTE (WRKCO INC) | Long | Debt | US | $237K | – | 0.02 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $237K | – | 0.02 |
| CORP. NOTE (ANALOG DEVICES INC) | Long | Debt | US | $237K | – | 0.02 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $230K | – | 0.02 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $229K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $227K | – | 0.02 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $226K | – | 0.02 |
| CORP. NOTE (NORTHROP GRUMMAN CORP) | Long | Debt | US | $224K | – | 0.02 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $223K | – | 0.02 |
| CORP. NOTE (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $219K | – | 0.02 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $210K | – | 0.02 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $208K | – | 0.02 |
| CORP. NOTE (ORACLE CORP) | Long | Debt | US | $205K | – | 0.02 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $198K | – | 0.02 |
| CORP. NOTE (GARTNER INC) | Long | Debt | US | $195K | – | 0.02 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $194K | – | 0.02 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $190K | – | 0.02 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $156K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $155K | – | 0.01 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $131K | – | 0.01 |
| CORP. NOTE (KEURIG DR PEPPER INC) | Long | Debt | US | $125K | – | 0.01 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $120K | – | 0.01 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $116K | – | 0.01 |
| CORP. NOTE (OWENS CORNING) | Long | Debt | US | $111K | – | 0.01 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $110K | – | 0.01 |
| CORP. NOTE (NCR VOYIX CORP) | Long | Debt | US | $110K | – | 0.01 |
| CORP. NOTE (ENLINK MIDSTREAM LLC) | Long | Debt | US | $110K | – | 0.01 |
| CORP. NOTE (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $109K | – | 0.01 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $109K | – | 0.01 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $109K | – | 0.01 |
| CORP. NOTE (SBA COMMUNICATIONS CORP) | Long | Debt | US | $109K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $109K | – | 0.01 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $108K | – | 0.01 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $108K | – | 0.01 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $108K | – | 0.01 |
| CORP. NOTE (CROWDSTRIKE HOLDINGS INC) | Long | Debt | US | $108K | – | 0.01 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $108K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $107K | – | 0.01 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $107K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $107K | – | 0.01 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $107K | – | 0.01 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $107K | – | 0.01 |
| CORP. NOTE (TEREX CORP) | Long | Debt | US | $106K | – | 0.01 |
| CORP. NOTE (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $105K | – | 0.01 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $105K | – | 0.01 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $105K | – | 0.01 |
| CORP. NOTE (HUDBAY MINERALS INC) | Long | Debt | CA | $105K | – | 0.01 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $105K | – | 0.01 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $104K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $104K | – | 0.01 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $104K | – | 0.01 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $104K | – | 0.01 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $103K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $103K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $103K | – | 0.01 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $102K | – | 0.01 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $102K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $102K | – | 0.01 |
| CORP. NOTE (AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $101K | – | 0.01 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $100K | – | 0.01 |
| CORP. NOTE (DUKE ENERGY CORP) | Long | Debt | US | $95K | – | 0.01 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $87K | – | 0.01 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $83K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $77K | – | 0.01 |
| CORP. NOTE (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $70K | – | 0.01 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $51K | – | 0.00 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $37K | – | 0.00 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $34K | – | 0.00 |
| CORP. PIK BOND (IHO VERWALTUNGS GMBH) | Long | Debt | DE | $250K | – | 0.02 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $6M | – | 0.48 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $3M | – | 0.28 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $3M | – | 0.24 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $3M | – | 0.23 |
| CORPORATE BONDS (KINDER MORGAN INC) | Long | Debt | US | $3M | – | 0.21 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $2M | – | 0.18 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $2M | – | 0.18 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $2M | – | 0.18 |
| CORPORATE BONDS (CNO FINANCIAL GROUP INC) | Long | Debt | US | $2M | – | 0.18 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $2M | – | 0.18 |
| CORPORATE BONDS (PHARMACIA LLC) | Long | Debt | US | $2M | – | 0.18 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $2M | – | 0.17 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $2M | – | 0.17 |
| CORPORATE BONDS (METROPOLITAN LIFE INSURANCE CO) | Long | Debt | US | $2M | – | 0.16 |
| CORPORATE BONDS (TIME WARNER CABLE ENTERPRISES LLC) | Long | Debt | US | $2M | – | 0.16 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $2M | – | 0.15 |
| CORPORATE BONDS (DIAMONDBACK ENERGY INC) | Long | Debt | US | $2M | – | 0.15 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.14 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $2M | – | 0.13 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $2M | – | 0.13 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $1M | – | 0.12 |
| CORPORATE BONDS (ATHENE HOLDING LTD) | Long | Debt | US | $1M | – | 0.12 |
| CORPORATE BONDS (EVERSOURCE ENERGY) | Long | Debt | US | $1M | – | 0.12 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $1M | – | 0.12 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $1M | – | 0.12 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.11 |
| CORPORATE BONDS (OWENS CORNING) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $1M | – | 0.11 |
| CORPORATE BONDS (ROYALTY PHARMA PLC) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (SEMPRA) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (SOUTHERN CO/THE) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $1M | – | 0.11 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $1M | – | 0.10 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.10 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $1M | – | 0.10 |
| CORPORATE BONDS (ONEOK INC) | Long | Debt | US | $1M | – | 0.10 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $1M | – | 0.09 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (SENSATA TECHNOLOGIES INC) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (CNA FINANCIAL CORP) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (SEMPRA) | Long | Debt | US | $1M | – | 0.09 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $1M | – | 0.08 |
| CORPORATE BONDS (GARTNER INC) | Long | Debt | US | $1M | – | 0.08 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $1M | – | 0.08 |
| CORPORATE BONDS (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $995K | – | 0.08 |
| CORPORATE BONDS (DH EUROPE FINANCE II SARL) | Long | Debt | LU | $960K | – | 0.08 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $958K | – | 0.08 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $958K | – | 0.08 |
| CORPORATE BONDS (CENTERPOINT ENERGY RESOURCES CORP) | Long | Debt | US | $925K | – | 0.08 |
| CORPORATE BONDS (XCEL ENERGY INC) | Long | Debt | US | $923K | – | 0.08 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $921K | – | 0.08 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $919K | – | 0.08 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $917K | – | 0.08 |
| CORPORATE BONDS (BAE SYSTEMS PLC) | Long | Debt | GB | $902K | – | 0.07 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $901K | – | 0.07 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $898K | – | 0.07 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $894K | – | 0.07 |
| CORPORATE BONDS (ZOETIS INC) | Long | Debt | US | $884K | – | 0.07 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $869K | – | 0.07 |
| CORPORATE BONDS (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $838K | – | 0.07 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $832K | – | 0.07 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $814K | – | 0.07 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $812K | – | 0.07 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $811K | – | 0.07 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $792K | – | 0.07 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $783K | – | 0.06 |
| CORPORATE BONDS (DUKE ENERGY OHIO INC) | Long | Debt | US | $778K | – | 0.06 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $770K | – | 0.06 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $770K | – | 0.06 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $769K | – | 0.06 |
| CORPORATE BONDS (EXELON CORP) | Long | Debt | US | $748K | – | 0.06 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $740K | – | 0.06 |
| CORPORATE BONDS (PUGET SOUND ENERGY INC) | Long | Debt | US | $724K | – | 0.06 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $721K | – | 0.06 |
| CORPORATE BONDS (AON GLOBAL LTD) | Long | Debt | GB | $706K | – | 0.06 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $701K | – | 0.06 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $694K | – | 0.06 |
| CORPORATE BONDS (SOUTHERN CO/THE) | Long | Debt | US | $692K | – | 0.06 |
| CORPORATE BONDS (ABBVIE INC) | Long | Debt | US | $679K | – | 0.06 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $664K | – | 0.05 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $655K | – | 0.05 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $653K | – | 0.05 |
| CORPORATE BONDS (CISCO SYSTEMS INC) | Long | Debt | US | $649K | – | 0.05 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $645K | – | 0.05 |
| CORPORATE BONDS (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $644K | – | 0.05 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $639K | – | 0.05 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $619K | – | 0.05 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $614K | – | 0.05 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $605K | – | 0.05 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $562K | – | 0.05 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $562K | – | 0.05 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $556K | – | 0.05 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $555K | – | 0.05 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $552K | – | 0.05 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $548K | – | 0.05 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $548K | – | 0.04 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $539K | – | 0.04 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $526K | – | 0.04 |
| CORPORATE BONDS (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $508K | – | 0.04 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $500K | – | 0.04 |
| CORPORATE BONDS (HOWMET AEROSPACE INC) | Long | Debt | US | $493K | – | 0.04 |
| CORPORATE BONDS (VICI PROPERTIES LP) | Long | Debt | US | $484K | – | 0.04 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $481K | – | 0.04 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $480K | – | 0.04 |
| CORPORATE BONDS (EPR PROPERTIES) | Long | Debt | US | $447K | – | 0.04 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $446K | – | 0.04 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $441K | – | 0.04 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $437K | – | 0.04 |
| CORPORATE BONDS (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $436K | – | 0.04 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $432K | – | 0.04 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $431K | – | 0.04 |
| CORPORATE BONDS (CELANESE US HOLDINGS LLC) | Long | Debt | US | $426K | – | 0.03 |
| CORPORATE BONDS (EPR PROPERTIES) | Long | Debt | US | $424K | – | 0.03 |
| CORPORATE BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $412K | – | 0.03 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $411K | – | 0.03 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $395K | – | 0.03 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $388K | – | 0.03 |
| CORPORATE BONDS (SHERWIN-WILLIAMS CO/THE) | Long | Debt | US | $387K | – | 0.03 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $382K | – | 0.03 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $380K | – | 0.03 |
| CORPORATE BONDS (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $379K | – | 0.03 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $376K | – | 0.03 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $365K | – | 0.03 |
| CORPORATE BONDS (CNO FINANCIAL GROUP INC) | Long | Debt | US | $363K | – | 0.03 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $357K | – | 0.03 |
| CORPORATE BONDS (SERVICENOW INC) | Long | Debt | US | $356K | – | 0.03 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $356K | – | 0.03 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $354K | – | 0.03 |
| CORPORATE BONDS (HUMANA INC) | Long | Debt | US | $346K | – | 0.03 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $346K | – | 0.03 |
| CORPORATE BONDS (ONEOK INC) | Long | Debt | US | $340K | – | 0.03 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $331K | – | 0.03 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $316K | – | 0.03 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $314K | – | 0.03 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $313K | – | 0.03 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $312K | – | 0.03 |
| CORPORATE BONDS (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $311K | – | 0.03 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $303K | – | 0.02 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $298K | – | 0.02 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $298K | – | 0.02 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $297K | – | 0.02 |
| CORPORATE BONDS (WEYERHAEUSER CO) | Long | Debt | US | $296K | – | 0.02 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $276K | – | 0.02 |
| CORPORATE BONDS (ABBVIE INC) | Long | Debt | US | $274K | – | 0.02 |
| CORPORATE BONDS (WYETH LLC) | Long | Debt | US | $260K | – | 0.02 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $260K | – | 0.02 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $257K | – | 0.02 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $256K | – | 0.02 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $249K | – | 0.02 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $249K | – | 0.02 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $241K | – | 0.02 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $234K | – | 0.02 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $234K | – | 0.02 |
| CORPORATE BONDS (AUTONATION INC) | Long | Debt | US | $226K | – | 0.02 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $193K | – | 0.02 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $191K | – | 0.02 |
| CORPORATE BONDS (VMED O2 UK FINANCING I PLC) | Long | Debt | GB | $181K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $178K | – | 0.01 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $166K | – | 0.01 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $163K | – | 0.01 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $143K | – | 0.01 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $118K | – | 0.01 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $111K | – | 0.01 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NY) | Long | Debt | US | $109K | – | 0.01 |
| CORPORATE BONDS (SIRIUS XM RADIO INC) | Long | Debt | US | $109K | – | 0.01 |
| CORPORATE BONDS (BLOCK INC) | Long | Debt | US | $109K | – | 0.01 |
| CORPORATE BONDS (LAMB WESTON HOLDINGS INC) | Long | Debt | US | $108K | – | 0.01 |
| CORPORATE BONDS (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $108K | – | 0.01 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $107K | – | 0.01 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $106K | – | 0.01 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $106K | – | 0.01 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $102K | – | 0.01 |
| CORPORATE BONDS (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $99K | – | 0.01 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $91K | – | 0.01 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $89K | – | 0.01 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $80K | – | 0.01 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $46K | – | 0.00 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $45K | – | 0.00 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $41K | – | 0.00 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $39K | – | 0.00 |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $307K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $108.46 | – | 0.00 | |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $763K | – | 0.06 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $504K | – | 0.04 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC CMO PO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC CMO PO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.35 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $899K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $868K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $859K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $845K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $839K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $791K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $789K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $767K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $764K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $759K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $673K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $625K | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $612K | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $602K | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $567K | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $513K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $487K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $458K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $394K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $373K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $361K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $346K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $344K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $336K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $247K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $226K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $217K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.41 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $340K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $4M | – | 0.34 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $731K | – | 0.06 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $598K | – | 0.05 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $578K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $81M | – | 6.67 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $66M | – | 5.42 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $65M | – | 5.31 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $33M | – | 2.75 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $30M | – | 2.45 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $27M | – | 2.24 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $27M | – | 2.23 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $22M | – | 1.79 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $19M | – | 1.56 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $15M | – | 1.26 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $11M | – | 0.91 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $7M | – | 0.57 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.52 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $962K | – | 0.08 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $940K | – | 0.08 |
| FR15 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $838K | – | 0.07 |
| FR15 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $760K | – | 0.06 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $896K | – | 0.07 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $869K | – | 0.07 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $622K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $595K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $593K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $453K | – | 0.04 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $318K | – | 0.03 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $314K | – | 0.03 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $307K | – | 0.03 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $223K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FX.RT. MUNI BOND (STATE OF CALIFORNIA) | Long | Debt | US | $910K | – | 0.07 |
| FX.RT. MUNI BOND (OHIO STATE UNIVERSITY/THE) | Long | Debt | US | $834K | – | 0.07 |
| FX.RT. MUNI BOND (NORTH TEXAS TOLLWAY AUTHORITY) | Long | Debt | US | $793K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $998K | – | 0.08 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $915K | – | 0.08 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $901K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $889K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $810K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $801K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $789K | – | 0.06 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $760K | – | 0.06 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $680K | – | 0.06 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $593K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $591K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $560K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $554K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $524K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $523K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $508K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $494K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $456K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $449K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $438K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $400K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $384K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $374K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $355K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $351K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $350K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $335K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $330K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $297K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $280K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $279K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $250K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $223K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $207K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $190K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $187K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $183K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $894K | – | 0.07 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $659K | – | 0.05 |
| GIIARM (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $902K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $887K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $772K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $746K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $651K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $647K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $621K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $607K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $583K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $577K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $573K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $565K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $553K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $538K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $522K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $477K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $448K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $427K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $405K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $379K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $374K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $366K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $358K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $340K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $330K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $327K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $309K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $285K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $279K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $232K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $69M | – | 5.65 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $45M | – | 3.72 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12M | – | 1.03 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.53 |
| GNMA TBA (GINNIE MAE I POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.25 |
| GNMA TBA (GINNIE MAE I POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.23 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $2M | – | 0.15 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.12 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $807K | – | 0.07 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $779K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $767K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $741K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $678K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $614K | – | 0.05 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $586K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $569K | – | 0.05 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $552K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $488K | – | 0.04 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $397K | – | 0.03 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $357K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $339K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $323K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $309K | – | 0.03 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $261K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $190K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $161K | – | 0.01 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $113K | – | 0.01 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $173M | – | 14.20 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $85M | – | 6.99 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $66M | – | 5.40 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $60M | – | 4.96 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $50M | – | 4.14 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $28M | – | 2.32 | |
| GOVT CMO (FREMF 2018-KF43 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Interest Rate Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $11M | – | 0.90 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $9M | – | 0.78 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $8M | – | 0.69 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4M | – | 0.32 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4M | – | 0.30 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3M | – | 0.23 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.20 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.20 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.14 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.13 | |
| Interest Rate Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $929K | – | 0.08 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $885K | – | 0.07 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $599K | – | 0.05 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $481K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $325K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $306K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $263K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $125K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $119K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $118K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $91K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $88K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $79K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $44K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $15K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $3M | – | 0.25 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $2M | – | 0.19 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2M | – | 0.18 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $1M | – | 0.09 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1M | – | 0.09 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1M | – | 0.09 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $706K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $685K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $591K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $590K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $580K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $537K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $457K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $372K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $371K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $368K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $358K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $350K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $344K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $213K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $202K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $195K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $194K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $191K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $185K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $177K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $166K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $160K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $140K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $139K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $133K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $129K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $125K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $123K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $114K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $112K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $109K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $84K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $73K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $73K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $71K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $70K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $69K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $63K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $63K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $58K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $52K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $52K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $50K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $40K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $39K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $35K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $25K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $20K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $14K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $11K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $2M | – | 0.15 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $2M | – | 0.13 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $1M | – | 0.10 |
| PERPETUAL BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $686K | – | 0.06 |
| PERPETUAL BONDS (SOCIETE GENERALE SA) | Long | Debt | FR | $563K | – | 0.05 |
| PERPETUAL BONDS (WELLS FARGO AND CO) | Long | Debt | US | $515K | – | 0.04 |
| PERPETUAL BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $335K | – | 0.03 |
| PERPETUAL BONDS (DP WORLD SALAAM) | Long | Debt | KY | $308K | – | 0.03 |
| PERPETUAL BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $233K | – | 0.02 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $134M | 134M | 11.00 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $43M | 43M | 3.52 |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $939K | – | 0.08 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $650K | – | 0.05 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $469K | – | 0.04 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $405K | – | 0.03 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $219K | – | 0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $156K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $148K | – | 0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $145K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $40K | – | 0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $33K | – | 0.00 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $31K | – | 0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-34K | – | -0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-167K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-174K | – | -0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-198K | – | -0.02 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $-297K | – | -0.02 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-338K | – | -0.03 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-648K | – | -0.05 | |
| Total Return Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $9M | – | 0.70 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $13M | – | 1.03 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $1M | – | 0.09 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $5M | – | 0.42 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $5M | – | 0.41 |
| VAR.RT. CORP. BONDS (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $3M | – | 0.25 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $3M | – | 0.25 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $3M | – | 0.23 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $3M | – | 0.21 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.17 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $2M | – | 0.16 |
| VAR.RT. CORP. BONDS (ING GROEP NV) | Long | Debt | NL | $2M | – | 0.15 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $1M | – | 0.12 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $1M | – | 0.12 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $1M | – | 0.11 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.11 |
| VAR.RT. CORP. BONDS (INTESA SANPAOLO SPA) | Long | Debt | IT | $1M | – | 0.11 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $1M | – | 0.11 |
| VAR.RT. CORP. BONDS (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $1M | – | 0.10 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.10 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $1M | – | 0.10 |
| VAR.RT. CORP. BONDS (CAIXABANK SA) | Long | Debt | ES | $1M | – | 0.08 |
| VAR.RT. CORP. BONDS (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD) | Long | Debt | AU | $966K | – | 0.08 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $944K | – | 0.08 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $925K | – | 0.08 |
| VAR.RT. CORP. BONDS (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $866K | – | 0.07 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $701K | – | 0.06 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $693K | – | 0.06 |
| VAR.RT. CORP. BONDS (FIFTH THIRD BANCORP) | Long | Debt | US | $652K | – | 0.05 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $613K | – | 0.05 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $581K | – | 0.05 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $533K | – | 0.04 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $528K | – | 0.04 |
| VAR.RT. CORP. BONDS (BPCE SA) | Long | Debt | FR | $493K | – | 0.04 |
| VAR.RT. CORP. BONDS (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $451K | – | 0.04 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $441K | – | 0.04 |
| VAR.RT. CORP. BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $430K | – | 0.04 |
| VAR.RT. CORP. BONDS (TRUIST BANK) | Long | Debt | US | $405K | – | 0.03 |
| VAR.RT. CORP. BONDS (DANSKE BANK A/S) | Long | Debt | DK | $397K | – | 0.03 |
| VAR.RT. CORP. BONDS (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $323K | – | 0.03 |
Address
Putnam Income Fund
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Sutphen Mona K
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
Reuters (loan)
PRICESERVE
MARKIT
ICE Data Services (Corp)
Reuters (Corp)
ICE Data Services (Muni)
Reuters
JPM Pricing Direct
PDVENDOR
ICE Data Services (Convert)
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.