MORGAN STANLEY PATHWAY FUNDS > MORGAN STANLEY PATHWAY FUNDS
Core Fixed Income Fund
$1.53B
Avg Monthly Net Assets
$1.84B
Total Assets
$67.96M
Total Liabilities
$1.77B
Net Assets
Core Fixed Income Fund is a Mutual Fund in MORGAN STANLEY PATHWAY FUNDS
from MORGAN STANLEY PATHWAY FUNDS,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $1.53B.
On July 29th, 2024 it reported 3,871 holdings, the largest
being F/C US 2YR NOTE (CBT) SEP24 (8.5%), F/C US 10YR NOTE (CBT)SEP24 (6.8%) and F/C 3 MONTH SOFR FUT DEC25 (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Core Fixed Income Fund | C000023145 | TIIUX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 6.50000000 (PRK 2017-280P A V/R 09/15/19) | Long | ABS-collateralized bond/debt obligation | US | $670K | 690K | 0.04 |
| 321 HENDERSON RECEIVABLES V LLC SER 2008-3A CL A1 REGD 144A P/P 8.00000000 (HENDR 2008-3A A1 8% 07/14/37) | Long | ABS-collateralized bond/debt obligation | US | $727K | 662K | 0.04 |
| 3M COMPANY REGD 3.25000000 (3M COMPANY 3.25% 08/26/49) | Long | Debt | US | $34K | 50K | 0.00 |
| 3M COMPANY REGD 3.70000000 (3M COMPANY 3.7% 04/15/50) | Long | Debt | US | $18K | 25K | 0.00 |
| 3M COMPANY REGD MTN 2.25000000 (3M COMPANY 2.25% 09/19/26) | Long | Debt | US | $47K | 50K | 0.00 |
| 3M COMPANY REGD MTN 4.00000000 (3M COMPANY 4% 09/14/48) | Long | Debt | US | $20K | 25K | 0.00 |
| 888 ACQUISITIONS LTD /EUR/ REGD 144A P/P 7.55800000 (888 ACQUI 7.558% 07/15/27/EUR/) | Long | Debt | GI | $1M | 1M | 0.06 |
| AB BSL CLO 4 LTD SER 2023-4A CL A V/R REGD 144A P/P 7.32456000 (ABBSL 2023-4A A V/R 04/20/36) | Long | ABS-collateralized bond/debt obligation | JE | $375K | 370K | 0.02 |
| ABBOTT LABORATORIES REGD 4.75000000 (ABBOTT LABORATO 4.75% 11/30/36) | Long | Debt | US | $116K | 120K | 0.01 |
| ABBOTT LABORATORIES REGD 4.90000000 (ABBOTT LABORATOR 4.9% 11/30/46) | Long | Debt | US | $211K | 225K | 0.01 |
| ABBVIE INC REGD 3.60000000 (ABBVIE INC 3.6% 05/14/25) | Long | Debt | US | $98K | 100K | 0.01 |
| ABBVIE INC REGD 4.50000000 (ABBVIE INC 4.5% 05/14/35) | Long | Debt | US | $572K | 611K | 0.03 |
| ABBVIE INC REGD 4.55000000 (ABBVIE INC 4.55% 03/15/35) | Long | Debt | US | $518K | 551K | 0.03 |
| ABBVIE INC REGD 4.80000000 (ABBVIE INC 4.8% 03/15/29) | Long | Debt | US | $396K | 400K | 0.02 |
| ABBVIE INC REGD 4.80000000 (ABBVIE INC 4.8% 03/15/27) | Long | Debt | US | $99K | 100K | 0.01 |
| ABBVIE INC REGD 4.87500000 (ABBVIE INC 4.875% 11/14/48) | Long | Debt | US | $9K | 10K | 0.00 |
| ABBVIE INC REGD 4.95000000 (ABBVIE INC 4.95% 03/15/31) | Long | Debt | US | $178K | 180K | 0.01 |
| ABBVIE INC REGD 5.05000000 (ABBVIE INC 5.05% 03/15/34) | Long | Debt | US | $237K | 240K | 0.01 |
| ABBVIE INC REGD 5.40000000 (ABBVIE INC 5.4% 03/15/54) | Long | Debt | US | $74K | 75K | 0.00 |
| ABBVIE INC REGD SER WI 2.60000000 (ABBVIE INC 2.6% 11/21/24) | Long | Debt | US | $720K | 730K | 0.04 |
| ABBVIE INC REGD SER WI 2.95000000 (ABBVIE INC 2.95% 11/21/26) | Long | Debt | US | $427K | 450K | 0.02 |
| ABBVIE INC REGD SER WI 3.20000000 (ABBVIE INC 3.2% 11/21/29) | Long | Debt | US | $1M | 1M | 0.07 |
| ABBVIE INC REGD SER WI 3.80000000 (ABBVIE INC 3.8% 03/15/25) | Long | Debt | US | $20K | 20K | 0.00 |
| ABBVIE INC REGD SER WI 4.25000000 (ABBVIE INC 4.25% 11/21/49) | Long | Debt | US | $294K | 355K | 0.02 |
| ABN AMRO BANK NV /EUR/ REGD V/R /PERP/ REG S 4.75000000 (ABN AMRO BANK V/R /PERP//EUR/) | Long | Debt | NL | $1M | 1M | 0.06 |
| ABN AMRO BANK NV REGD 144A P/P MTN 4.75000000 (ABN AMRO BANK N 4.75% 07/28/25) | Long | Debt | NL | $739K | 750K | 0.04 |
| AEP TEXAS INC REGD 3.45000000 (AEP TEXAS INC 3.45% 05/15/51) | Long | Debt | US | $27K | 41K | 0.00 |
| AEP TEXAS INC REGD 5.40000000 (AEP TEXAS INC 5.4% 06/01/33) | Long | Debt | US | $42K | 43K | 0.00 |
| AEP TEXAS INC REGD SER H 3.45000000 (AEP TEXAS INC 3.45% 01/15/50) | Long | Debt | US | $55K | 82K | 0.00 |
| AEP TRANSMISSION CO LLC REGD 3.15000000 (AEP TRANSMISSIO 3.15% 09/15/49) | Long | Debt | US | $72K | 109K | 0.00 |
| AEP TRANSMISSION CO LLC REGD SER N 2.75000000 (AEP TRANSMISSIO 2.75% 08/15/51) | Long | Debt | US | $72K | 120K | 0.00 |
| AEP TRANSMISSION CO LLC REGD SER O 4.50000000 (AEP TRANSMISSION 4.5% 06/15/52) | Long | Debt | US | $54K | 65K | 0.00 |
| AEP TRANSMISSION CO LLC REGD SER WI 3.75000000 (AEP TRANSMISSIO 3.75% 12/01/47) | Long | Debt | US | $89K | 120K | 0.01 |
| AERCAP IRELAND CAP/GLOBA REGD 2.45000000 (AERCAP IRELAND 2.45% 10/29/26) | Long | Debt | IE | $2M | 2M | 0.10 |
| AERCAP IRELAND CAP/GLOBA REGD 3.00000000 (AERCAP IRELAND CAP 3% 10/29/28) | Long | Debt | IE | $623K | 690K | 0.04 |
| AERCAP IRELAND CAP/GLOBA REGD 3.30000000 (AERCAP IRELAND C 3.3% 01/30/32) | Long | Debt | IE | $1M | 1M | 0.07 |
| AERCAP IRELAND CAP/GLOBA REGD 3.40000000 (AERCAP IRELAND C 3.4% 10/29/33) | Long | Debt | IE | $125K | 150K | 0.01 |
| AERCAP IRELAND CAP/GLOBA REGD 5.75000000 (AERCAP IRELAND 5.75% 06/06/28) | Long | Debt | IE | $151K | 150K | 0.01 |
| AERCAP IRELAND CAP/GLOBA REGD 6.45000000 (AERCAP IRELAND 6.45% 04/15/27) | Long | Debt | IE | $153K | 150K | 0.01 |
| AETNA INC REGD 4.12500000 (AETNA INC 4.125% 11/15/42) | Long | Debt | US | $20K | 25K | 0.00 |
| AETNA INC REGD 4.75000000 (AETNA INC 4.75% 03/15/44) | Long | Debt | US | $21K | 25K | 0.00 |
| AETNA INC REGD 6.62500000 (AETNA INC 6.625% 06/15/36) | Long | Debt | US | $27K | 25K | 0.00 |
| AFC HOME EQUITY LOAN TRUST SER 1999-2 CL 2A V/R REGD 6.08936000 (AFC 1999-2 2A V/R 06/25/29) | Long | ABS-collateralized bond/debt obligation | US | $54K | 63K | 0.00 |
| AFLAC INC REGD 1.12500000 (AFLAC INC 1.125% 03/15/26) | Long | Debt | US | $23K | 25K | 0.00 |
| AFLAC INC REGD 3.60000000 (AFLAC INC 3.6% 04/01/30) | Long | Debt | US | $23K | 25K | 0.00 |
| AFLAC INC REGD 4.75000000 (AFLAC INC 4.75% 01/15/49) | Long | Debt | US | $22K | 25K | 0.00 |
| AGILENT TECHNOLOGIES INC REGD 2.30000000 (AGILENT TECHNOLO 2.3% 03/12/31) | Long | Debt | US | $50K | 60K | 0.00 |
| AGL CLO 1 LTD SER 2019-1A CL AR V/R REGD 144A P/P 6.76617000 (AGL 2019-1A AR V/R 10/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| AIMCO CLO SERIES 2017-A SER 2017-AA CL AR V/R REGD 144A P/P 6.63617000 (AIMCO 2017-AA AR V/R 04/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $501K | 500K | 0.03 |
| AIR LEASE CORP REGD 1.87500000 (AIR LEASE CORP 1.875% 08/15/26) | Long | Debt | US | $46K | 50K | 0.00 |
| AIR LEASE CORP REGD 2.10000000 (AIR LEASE CORP 2.1% 09/01/28) | Long | Debt | US | $44K | 50K | 0.00 |
| AIR LEASE CORP REGD 2.20000000 (AIR LEASE CORP 2.2% 01/15/27) | Long | Debt | US | $46K | 50K | 0.00 |
| AIR LEASE CORP REGD 3.12500000 (AIR LEASE CORP 3.125% 12/01/30) | Long | Debt | US | $22K | 25K | 0.00 |
| AIR LEASE CORP REGD 3.37500000 (AIR LEASE CORP 3.375% 07/01/25) | Long | Debt | US | $10K | 10K | 0.00 |
| AIR LEASE CORP REGD 5.30000000 (AIR LEASE CORP 5.3% 02/01/28) | Long | Debt | US | $279K | 280K | 0.02 |
| AIR LEASE CORP REGD 5.85000000 (AIR LEASE CORP 5.85% 12/15/27) | Long | Debt | US | $25K | 25K | 0.00 |
| AIR LEASE CORP REGD MTN 3.00000000 (AIR LEASE CORP 3% 02/01/30) | Long | Debt | US | $22K | 25K | 0.00 |
| AIR PRODUCTS & CHEMICALS REGD 2.70000000 (AIR PRODUCTS & C 2.7% 05/15/40) | Long | Debt | US | $18K | 25K | 0.00 |
| AIR PRODUCTS & CHEMICALS REGD 2.80000000 (AIR PRODUCTS & C 2.8% 05/15/50) | Long | Debt | US | $32K | 50K | 0.00 |
| AIR PRODUCTS & CHEMICALS REGD 4.85000000 (AIR PRODUCTS & 4.85% 02/08/34) | Long | Debt | US | $24K | 25K | 0.00 |
| AIRCASTLE LTD REGD 144A P/P 5.95000000 (AIRCASTLE LTD 5.95% 02/15/29) | Long | Debt | US | $2M | 3M | 0.14 |
| AKER BP ASA /EUR/ REGD REG S EMTN 1.12500000 (AKER BP A 1.125% 05/12/29/EUR/) | Long | Debt | NO | $2M | 2M | 0.11 |
| ALABAMA POWER CO REGD 3.00000000 (ALABAMA POWER CO 3% 03/15/52) | Long | Debt | US | $136K | 211K | 0.01 |
| ALABAMA POWER CO REGD 3.12500000 (ALABAMA POWER 3.125% 07/15/51) | Long | Debt | US | $77K | 116K | 0.00 |
| ALABAMA POWER CO REGD 3.45000000 (ALABAMA POWER C 3.45% 10/01/49) | Long | Debt | US | $43K | 60K | 0.00 |
| ALABAMA POWER CO REGD SER B 3.70000000 (ALABAMA POWER CO 3.7% 12/01/47) | Long | Debt | US | $49K | 64K | 0.00 |
| ALBEMARLE CORP REGD 5.65000000 (ALBEMARLE CORP 5.65% 06/01/52) | Long | Debt | US | $23K | 25K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD 1.87500000 (ALEXANDRIA REA 1.875% 02/01/33) | Long | Debt | US | $19K | 25K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD 3.55000000 (ALEXANDRIA REAL 3.55% 03/15/52) | Long | Debt | US | $33K | 50K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD 3.95000000 (ALEXANDRIA REAL 3.95% 01/15/27) | Long | Debt | US | $24K | 25K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD 3.95000000 (ALEXANDRIA REAL 3.95% 01/15/28) | Long | Debt | US | $24K | 25K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD 4.75000000 (ALEXANDRIA REAL 4.75% 04/15/35) | Long | Debt | US | $23K | 25K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD 5.62500000 (ALEXANDRIA REA 5.625% 05/15/54) | Long | Debt | US | $24K | 25K | 0.00 |
| ALEXANDRIA REAL ESTATE E REGD SER 15YR 4.50000000 (ALEXANDRIA REAL 4.5% 07/30/29) | Long | Debt | US | $24K | 25K | 0.00 |
| ALLEGRO CLO XIII LTD SER 2021-1A CL B V/R REGD 144A P/P 7.28617000 (ALLEG 2021-1A B V/R 07/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $617K | 615K | 0.03 |
| ALLIANZ SE REGD V/R 144A P/P 6.35000000 (ALLIANZ SE V/R 09/06/53) | Long | Debt | DE | $1M | 1M | 0.06 |
| ALLSTATE CORP REGD 1.45000000 (ALLSTATE CORP 1.45% 12/15/30) | Long | Debt | US | $20K | 25K | 0.00 |
| ALLSTATE CORP REGD 3.85000000 (ALLSTATE CORP 3.85% 08/10/49) | Long | Debt | US | $19K | 25K | 0.00 |
| ALLSTATE CORP REGD 4.20000000 (ALLSTATE CORP 4.2% 12/15/46) | Long | Debt | US | $20K | 25K | 0.00 |
| ALLSTATE CORP REGD 5.25000000 (ALLSTATE CORP 5.25% 03/30/33) | Long | Debt | US | $25K | 25K | 0.00 |
| ALPHABET INC REGD 1.10000000 (ALPHABET INC 1.1% 08/15/30) | Long | Debt | US | $65K | 80K | 0.00 |
| ALPHABET INC REGD 1.90000000 (ALPHABET INC 1.9% 08/15/40) | Long | Debt | US | $59K | 90K | 0.00 |
| ALPHABET INC REGD 2.05000000 (ALPHABET INC 2.05% 08/15/50) | Long | Debt | US | $57K | 100K | 0.00 |
| ALPHABET INC REGD 2.25000000 (ALPHABET INC 2.25% 08/15/60) | Long | Debt | US | $28K | 50K | 0.00 |
| ALTRIA GROUP INC REGD 2.35000000 (ALTRIA GROUP IN 2.35% 05/06/25) | Long | Debt | US | $39K | 40K | 0.00 |
| ALTRIA GROUP INC REGD 2.45000000 (ALTRIA GROUP IN 2.45% 02/04/32) | Long | Debt | US | $1M | 1M | 0.06 |
| ALTRIA GROUP INC REGD 3.87500000 (ALTRIA GROUP I 3.875% 09/16/46) | Long | Debt | US | $58K | 80K | 0.00 |
| ALTRIA GROUP INC REGD 4.40000000 (ALTRIA GROUP INC 4.4% 02/14/26) | Long | Debt | US | $20K | 20K | 0.00 |
| ALTRIA GROUP INC REGD 4.80000000 (ALTRIA GROUP INC 4.8% 02/14/29) | Long | Debt | US | $737K | 752K | 0.04 |
| ALTRIA GROUP INC REGD 5.80000000 (ALTRIA GROUP INC 5.8% 02/14/39) | Long | Debt | US | $89K | 90K | 0.01 |
| ALTRIA GROUP INC REGD 5.95000000 (ALTRIA GROUP IN 5.95% 02/14/49) | Long | Debt | US | $312K | 320K | 0.02 |
| ALTRIA GROUP INC REGD 6.20000000 (ALTRIA GROUP INC 6.2% 11/01/28) | Long | Debt | US | $217K | 210K | 0.01 |
| ALTRIA GROUP INC REGD 6.20000000 (ALTRIA GROUP INC 6.2% 02/14/59) | Long | Debt | US | $51K | 52K | 0.00 |
| ALTRIA GROUP INC REGD 6.87500000 (ALTRIA GROUP I 6.875% 11/01/33) | Long | Debt | US | $720K | 669K | 0.04 |
| AMAZON.COM INC REGD 1.00000000 (AMAZON.COM INC 1% 05/12/26) | Long | Debt | US | $232K | 250K | 0.01 |
| AMAZON.COM INC REGD 1.20000000 (AMAZON.COM INC 1.2% 06/03/27) | Long | Debt | US | $215K | 240K | 0.01 |
| AMAZON.COM INC REGD 1.50000000 (AMAZON.COM INC 1.5% 06/03/30) | Long | Debt | US | $99K | 120K | 0.01 |
| AMAZON.COM INC REGD 2.10000000 (AMAZON.COM INC 2.1% 05/12/31) | Long | Debt | US | $267K | 320K | 0.02 |
| AMAZON.COM INC REGD 2.50000000 (AMAZON.COM INC 2.5% 06/03/50) | Long | Debt | US | $166K | 275K | 0.01 |
| AMAZON.COM INC REGD 2.70000000 (AMAZON.COM INC 2.7% 06/03/60) | Long | Debt | US | $29K | 50K | 0.00 |
| AMAZON.COM INC REGD 2.87500000 (AMAZON.COM INC 2.875% 05/12/41) | Long | Debt | US | $37K | 50K | 0.00 |
| AMAZON.COM INC REGD 3.10000000 (AMAZON.COM INC 3.1% 05/12/51) | Long | Debt | US | $51K | 75K | 0.00 |
| AMAZON.COM INC REGD 3.15000000 (AMAZON.COM INC 3.15% 08/22/27) | Long | Debt | US | $208K | 220K | 0.01 |
| AMAZON.COM INC REGD 3.25000000 (AMAZON.COM INC 3.25% 05/12/61) | Long | Debt | US | $33K | 50K | 0.00 |
| AMAZON.COM INC REGD 3.30000000 (AMAZON.COM INC 3.3% 04/13/27) | Long | Debt | US | $249K | 260K | 0.01 |
| AMAZON.COM INC REGD 3.45000000 (AMAZON.COM INC 3.45% 04/13/29) | Long | Debt | US | $123K | 130K | 0.01 |
| AMAZON.COM INC REGD 3.60000000 (AMAZON.COM INC 3.6% 04/13/32) | Long | Debt | US | $329K | 360K | 0.02 |
| AMAZON.COM INC REGD 3.87500000 (AMAZON.COM INC 3.875% 08/22/37) | Long | Debt | US | $946K | 1M | 0.05 |
| AMAZON.COM INC REGD 3.95000000 (AMAZON.COM INC 3.95% 04/13/52) | Long | Debt | US | $60K | 75K | 0.00 |
| AMAZON.COM INC REGD 4.05000000 (AMAZON.COM INC 4.05% 08/22/47) | Long | Debt | US | $167K | 200K | 0.01 |
| AMAZON.COM INC REGD 4.10000000 (AMAZON.COM INC 4.1% 04/13/62) | Long | Debt | US | $20K | 25K | 0.00 |
| AMAZON.COM INC REGD 4.25000000 (AMAZON.COM INC 4.25% 08/22/57) | Long | Debt | US | $95K | 115K | 0.01 |
| AMAZON.COM INC REGD 4.95000000 (AMAZON.COM INC 4.95% 12/05/44) | Long | Debt | US | $204K | 210K | 0.01 |
| AMCOR FLEXIBLES NORTH AM REGD 2.69000000 (AMCOR FLEXIBLES 2.69% 05/25/31) | Long | Debt | US | $79K | 94K | 0.00 |
| AMEREN ILLINOIS CO REGD 2.90000000 (AMEREN ILLINOIS 2.9% 06/15/51) | Long | Debt | US | $60K | 95K | 0.00 |
| AMEREN ILLINOIS CO REGD 3.25000000 (AMEREN ILLINOIS 3.25% 03/15/50) | Long | Debt | US | $29K | 43K | 0.00 |
| AMERICAN AIRLINES INC REGD 144A P/P 8.50000000 (AMERICAN AIRLINE 8.5% 05/15/29) | Long | Debt | US | $258K | 250K | 0.01 |
| AMERICAN EXPRESS CO REGD 2.55000000 (AMERICAN EXPRES 2.55% 03/04/27) | Long | Debt | US | $93K | 100K | 0.01 |
| AMERICAN EXPRESS CO REGD 4.05000000 (AMERICAN EXPRES 4.05% 05/03/29) | Long | Debt | US | $211K | 220K | 0.01 |
| AMERICAN EXPRESS CO REGD 4.05000000 (AMERICAN EXPRES 4.05% 12/03/42) | Long | Debt | US | $84K | 100K | 0.00 |
| AMERICAN EXPRESS CO REGD V/R 4.99000000 (AMERICAN EXPRESS V/R 05/01/26) | Long | Debt | US | $99K | 100K | 0.01 |
| AMERICAN EXPRESS CO REGD V/R 6.33800000 (AMERICAN EXPRESS V/R 10/30/26) | Long | Debt | US | $101K | 100K | 0.01 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-2 SER 2023-2 CL A REGD 4.80000000 (AMXCA 2023-2 A 4.8% 05/15/28) | Long | ABS-collateralized bond/debt obligation | US | $273K | 275K | 0.02 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2022-3 CL A REGD 3.75000000 (AMXCA 2022-3 A 3.75% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $116K | 118K | 0.01 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2004-3 SER 2004-3 CL 4A V/R REGD 4.72062600 (AHM 2004-3 4A V/R 10/25/34) | Long | ABS-collateralized bond/debt obligation | US | $62K | 63K | 0.00 |
| AMERICAN HOMES 4 RENT REGD 3.62500000 (AMERICAN HOMES 3.625% 04/15/32) | Long | Debt | US | $22K | 25K | 0.00 |
| AMERICAN HOMES 4 RENT REGD 4.25000000 (AMERICAN HOMES 4.25% 02/15/28) | Long | Debt | US | $24K | 25K | 0.00 |
| AMERICAN HOMES 4 RENT REGD 5.50000000 (AMERICAN HOMES 4 5.5% 02/01/34) | Long | Debt | US | $24K | 25K | 0.00 |
| AMERICAN HONDA FINANCE REGD MTN 1.30000000 (AMERICAN HONDA F 1.3% 09/09/26) | Long | Debt | US | $183K | 200K | 0.01 |
| AMERICAN HONDA FINANCE REGD MTN 4.90000000 (AMERICAN HONDA F 4.9% 03/12/27) | Long | Debt | US | $99K | 100K | 0.01 |
| AMERICAN HONDA FINANCE REGD MTN SER GMTN 2.30000000 (AMERICAN HONDA F 2.3% 09/09/26) | Long | Debt | US | $94K | 100K | 0.01 |
| AMERICAN HONDA FINANCE REGD MTN SER GMTN 4.95000000 (AMERICAN HONDA 4.95% 01/09/26) | Long | Debt | US | $199K | 200K | 0.01 |
| AMERICAN INTERNATIONAL REGD 5.12500000 (AMERICAN INTER 5.125% 03/27/33) | Long | Debt | US | $49K | 50K | 0.00 |
| AMERICAN INTL GROUP REGD 4.37500000 (AMERICAN INTL 4.375% 06/30/50) | Long | Debt | US | $21K | 25K | 0.00 |
| AMERICAN INTL GROUP REGD 4.75000000 (AMERICAN INTL G 4.75% 04/01/48) | Long | Debt | US | $74K | 83K | 0.00 |
| AMERICAN TOWER CORP /EUR/ REGD 1.00000000 (AMERICAN TOWE 1% 01/15/32/EUR/) | Long | Debt | US | $173K | 200K | 0.01 |
| AMERICAN TOWER CORP REGD 1.60000000 (AMERICAN TOWER C 1.6% 04/15/26) | Long | Debt | US | $186K | 200K | 0.01 |
| AMERICAN TOWER CORP REGD 1.87500000 (AMERICAN TOWER 1.875% 10/15/30) | Long | Debt | US | $110K | 137K | 0.01 |
| AMERICAN TOWER CORP REGD 2.10000000 (AMERICAN TOWER C 2.1% 06/15/30) | Long | Debt | US | $173K | 208K | 0.01 |
| AMERICAN TOWER CORP REGD 2.30000000 (AMERICAN TOWER C 2.3% 09/15/31) | Long | Debt | US | $38K | 47K | 0.00 |
| AMERICAN TOWER CORP REGD 2.70000000 (AMERICAN TOWER C 2.7% 04/15/31) | Long | Debt | US | $89K | 106K | 0.01 |
| AMERICAN TOWER CORP REGD 3.65000000 (AMERICAN TOWER 3.65% 03/15/27) | Long | Debt | US | $191K | 200K | 0.01 |
| AMERICAN TOWER CORP REGD 3.80000000 (AMERICAN TOWER C 3.8% 08/15/29) | Long | Debt | US | $172K | 186K | 0.01 |
| AMERICAN TOWER CORP REGD 5.80000000 (AMERICAN TOWER C 5.8% 11/15/28) | Long | Debt | US | $247K | 243K | 0.01 |
| AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000 (AMERICAN TRANSM 2.65% 01/15/32) | Long | Debt | US | $124K | 150K | 0.01 |
| AMGEN INC REGD 2.20000000 (AMGEN INC 2.2% 02/21/27) | Long | Debt | US | $92K | 100K | 0.01 |
| AMGEN INC REGD 2.45000000 (AMGEN INC 2.45% 02/21/30) | Long | Debt | US | $235K | 271K | 0.01 |
| AMGEN INC REGD 2.77000000 (AMGEN INC 2.77% 09/01/53) | Long | Debt | US | $60K | 100K | 0.00 |
| AMGEN INC REGD 3.15000000 (AMGEN INC 3.15% 02/21/40) | Long | Debt | US | $75K | 100K | 0.00 |
| AMGEN INC REGD 3.37500000 (AMGEN INC 3.375% 02/21/50) | Long | Debt | US | $30K | 43K | 0.00 |
| AMGEN INC REGD 4.05000000 (AMGEN INC 4.05% 08/18/29) | Long | Debt | US | $171K | 180K | 0.01 |
| AMGEN INC REGD 4.20000000 (AMGEN INC 4.2% 02/22/52) | Long | Debt | US | $197K | 249K | 0.01 |
| AMGEN INC REGD 4.40000000 (AMGEN INC 4.4% 02/22/62) | Long | Debt | US | $50K | 63K | 0.00 |
| AMGEN INC REGD 4.87500000 (AMGEN INC 4.875% 03/01/53) | Long | Debt | US | $100K | 114K | 0.01 |
| AMGEN INC REGD 5.15000000 (AMGEN INC 5.15% 03/02/28) | Long | Debt | US | $170K | 171K | 0.01 |
| AMGEN INC REGD 5.65000000 (AMGEN INC 5.65% 03/02/53) | Long | Debt | US | $158K | 160K | 0.01 |
| AMGEN INC REGD 5.75000000 (AMGEN INC 5.75% 03/02/63) | Long | Debt | US | $66K | 67K | 0.00 |
| AMGEN INC REGD SER WI 4.66300000 (AMGEN INC 4.663% 06/15/51) | Long | Debt | US | $128K | 150K | 0.01 |
| ANALOG DEVICES INC REGD 2.80000000 (ANALOG DEVICES I 2.8% 10/01/41) | Long | Debt | US | $18K | 25K | 0.00 |
| ANALOG DEVICES INC REGD 2.95000000 (ANALOG DEVICES 2.95% 10/01/51) | Long | Debt | US | $16K | 25K | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 V/R REGD 144A P/P 4.75000000 (AOMT 2023-1 A1 V/R 01/25/27) | Long | ABS-collateralized bond/debt obligation | US | $794K | 816K | 0.04 |
| ANGLO AMERICAN CAPITAL REGD 144A P/P 3.62500000 (ANGLO AMERICAN 3.625% 09/11/24) | Long | Debt | GB | $546K | 550K | 0.03 |
| ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000 (ANGLO AMERICAN 4.75% 04/10/27) | Long | Debt | GB | $265K | 270K | 0.01 |
| ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000 (ANHEUSER-BUSCH C 4.7% 02/01/36) | Long | Debt | US | $118K | 125K | 0.01 |
| ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000 (ANHEUSER-BUSCH C 4.9% 02/01/46) | Long | Debt | US | $1M | 1M | 0.06 |
| ANHEUSER-BUSCH INBEV FIN REGD 4.90000000 (ANHEUSER-BUSCH I 4.9% 02/01/46) | Long | Debt | US | $45K | 50K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD 3.50000000 (ANHEUSER-BUSCH I 3.5% 06/01/30) | Long | Debt | US | $240K | 260K | 0.01 |
| ANHEUSER-BUSCH INBEV WOR REGD 4.35000000 (ANHEUSER-BUSCH 4.35% 06/01/40) | Long | Debt | US | $184K | 210K | 0.01 |
| ANHEUSER-BUSCH INBEV WOR REGD 4.37500000 (ANHEUSER-BUSCH 4.375% 04/15/38) | Long | Debt | US | $45K | 50K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD 4.60000000 (ANHEUSER-BUSCH I 4.6% 04/15/48) | Long | Debt | US | $44K | 50K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD 4.75000000 (ANHEUSER-BUSCH 4.75% 01/23/29) | Long | Debt | US | $238K | 240K | 0.01 |
| ANHEUSER-BUSCH INBEV WOR REGD 4.75000000 (ANHEUSER-BUSCH 4.75% 04/15/58) | Long | Debt | US | $44K | 50K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD 4.95000000 (ANHEUSER-BUSCH 4.95% 01/15/42) | Long | Debt | US | $23K | 25K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD 5.45000000 (ANHEUSER-BUSCH 5.45% 01/23/39) | Long | Debt | US | $50K | 50K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD 5.55000000 (ANHEUSER-BUSCH 5.55% 01/23/49) | Long | Debt | US | $260K | 260K | 0.01 |
| ANHEUSER-BUSCH INBEV WOR REGD 5.80000000 (ANHEUSER-BUSCH I 5.8% 01/23/59) | Long | Debt | US | $52K | 50K | 0.00 |
| ANHEUSER-BUSCH INBEV WOR REGD SER WI 4.43900000 (ANHEUSER-BUSCH 4.439% 10/06/48) | Long | Debt | US | $85K | 100K | 0.00 |
| AON CORP REGD 2.80000000 (AON CORP 2.8% 05/15/30) | Long | Debt | US | $251K | 288K | 0.01 |
| AON CORP REGD 3.75000000 (AON CORP 3.75% 05/02/29) | Long | Debt | US | $116K | 124K | 0.01 |
| AON CORP REGD 4.50000000 (AON CORP 4.5% 12/15/28) | Long | Debt | US | $21K | 22K | 0.00 |
| AON CORP/AON GLOBAL HOLD REGD 5.35000000 (AON CORP/AON GL 5.35% 02/28/33) | Long | Debt | US | $49K | 50K | 0.00 |
| AON NORTH AMERICA INC REGD 5.45000000 (AON NORTH AMERI 5.45% 03/01/34) | Long | Debt | US | $762K | 770K | 0.04 |
| AON NORTH AMERICA INC REGD 5.75000000 (AON NORTH AMERI 5.75% 03/01/54) | Long | Debt | US | $49K | 50K | 0.00 |
| APACHE CORP REGD 4.25000000 (APACHE CORP 4.25% 01/15/30) | Long | Debt | US | $147K | 159K | 0.01 |
| APACHE CORP REGD 4.25000000 (APACHE CORP 4.25% 01/15/44) | Long | Debt | US | $44K | 60K | 0.00 |
| APACHE CORP REGD 4.75000000 (APACHE CORP 4.75% 04/15/43) | Long | Debt | US | $105K | 132K | 0.01 |
| APACHE CORP REGD 5.10000000 (APACHE CORP 5.1% 09/01/40) | Long | Debt | US | $111K | 129K | 0.01 |
| APACHE CORP REGD 5.25000000 (APACHE CORP 5.25% 02/01/42) | Long | Debt | US | $17K | 20K | 0.00 |
| APACHE CORP REGD 5.35000000 (APACHE CORP 5.35% 07/01/49) | Long | Debt | US | $76K | 90K | 0.00 |
| APACHE FINANCE CANADA REGD 7.75000000 (APACHE FIN CDA 7.75% 12/15/29) | Long | Debt | US | $65K | 60K | 0.00 |
| APPALACHIAN POWER CO REGD 5.65000000 (APPALACHIAN POW 5.65% 04/01/34) | Long | Debt | US | $1M | 1M | 0.08 |
| APPLE INC REGD 2.20000000 (APPLE INC 2.2% 09/11/29) | Long | Debt | US | $44K | 50K | 0.00 |
| APPLE INC REGD 2.37500000 (APPLE INC 2.375% 02/08/41) | Long | Debt | US | $34K | 50K | 0.00 |
| APPLE INC REGD 2.65000000 (APPLE INC 2.65% 02/08/51) | Long | Debt | US | $63K | 100K | 0.00 |
| APPLE INC REGD 2.65000000 (APPLE INC 2.65% 05/11/50) | Long | Debt | US | $32K | 50K | 0.00 |
| APPLE INC REGD 2.70000000 (APPLE INC 2.7% 08/05/51) | Long | Debt | US | $31K | 50K | 0.00 |
| APPLE INC REGD 2.80000000 (APPLE INC 2.8% 02/08/61) | Long | Debt | US | $30K | 50K | 0.00 |
| APPLE INC REGD 2.85000000 (APPLE INC 2.85% 08/05/61) | Long | Debt | US | $15K | 25K | 0.00 |
| APPLE INC REGD 2.95000000 (APPLE INC 2.95% 09/11/49) | Long | Debt | US | $68K | 100K | 0.00 |
| APPLE INC REGD 3.35000000 (APPLE INC 3.35% 02/09/27) | Long | Debt | US | $96K | 100K | 0.01 |
| APPLE INC REGD 3.45000000 (APPLE INC 3.45% 02/09/45) | Long | Debt | US | $78K | 100K | 0.00 |
| APPLE INC REGD 3.75000000 (APPLE INC 3.75% 09/12/47) | Long | Debt | US | $20K | 25K | 0.00 |
| APPLE INC REGD 3.85000000 (APPLE INC 3.85% 05/04/43) | Long | Debt | US | $84K | 100K | 0.00 |
| APPLE INC REGD 3.85000000 (APPLE INC 3.85% 08/04/46) | Long | Debt | US | $81K | 100K | 0.00 |
| APPLE INC REGD 3.95000000 (APPLE INC 3.95% 08/08/52) | Long | Debt | US | $40K | 50K | 0.00 |
| APPLE INC REGD 4.10000000 (APPLE INC 4.1% 08/08/62) | Long | Debt | US | $40K | 50K | 0.00 |
| APPLE INC REGD 4.37500000 (APPLE INC 4.375% 05/13/45) | Long | Debt | US | $44K | 50K | 0.00 |
| APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 7.82400000 (DIN 2023-1A A 7.824% 06/05/29) | Long | ABS-collateralized bond/debt obligation | US | $934K | 900K | 0.05 |
| APPLIED MATERIALS INC REGD 3.30000000 (APPLIED MATERIAL 3.3% 04/01/27) | Long | Debt | US | $48K | 50K | 0.00 |
| APPLIED MATERIALS INC REGD 4.35000000 (APPLIED MATERIA 4.35% 04/01/47) | Long | Debt | US | $22K | 25K | 0.00 |
| APPLIED MATERIALS INC REGD 5.85000000 (APPLIED MATERIA 5.85% 06/15/41) | Long | Debt | US | $27K | 25K | 0.00 |
| APTIV PLC / APTIV CORP REGD 4.15000000 (APTIV PLC / APT 4.15% 05/01/52) | Long | Debt | IE | $19K | 25K | 0.00 |
| APTIV PLC REGD 3.10000000 (APTIV PLC 3.1% 12/01/51) | Long | Debt | IE | $15K | 25K | 0.00 |
| AQUA FINANCE TRUST 2020-A SER 2020-AA CL C REGD 144A P/P 3.97000000 (AQFIT 2020-AA 3.97% 12/17/25) | Long | ABS-collateralized bond/debt obligation | US | $190K | 210K | 0.01 |
| ARCELORMITTAL REGD 6.75000000 (ARCELORMITTAL 6.75% 03/01/41) | Long | Debt | LU | $26K | 25K | 0.00 |
| ARCELORMITTAL REGD 7.00000000 (ARCELORMITTAL 7% 10/15/39) | Long | Debt | LU | $60K | 55K | 0.00 |
| ARCH CAPITAL GROUP LTD REGD 3.63500000 (ARCH CAPITAL G 3.635% 06/30/50) | Long | Debt | BM | $18K | 25K | 0.00 |
| ARDAGH METAL PACKAGING REGD 144A P/P 6.00000000 (ARDAGH METAL PACKA 6% 06/15/27) | Long | Debt | US | $1M | 1M | 0.07 |
| ARES CAPITAL CORP REGD 2.15000000 (ARES CAPITAL CO 2.15% 07/15/26) | Long | Debt | US | $23K | 25K | 0.00 |
| ARES CAPITAL CORP REGD 2.87500000 (ARES CAPITAL C 2.875% 06/15/28) | Long | Debt | US | $489K | 550K | 0.03 |
| ARES CAPITAL CORP REGD 5.87500000 (ARES CAPITAL C 5.875% 03/01/29) | Long | Debt | US | $25K | 25K | 0.00 |
| ARES CAPITAL CORP REGD 7.00000000 (ARES CAPITAL CORP 7% 01/15/27) | Long | Debt | US | $26K | 25K | 0.00 |
| ARES LOAN FUNDING IV LTD SER 2023-ALF4A CL A1 V/R REGD 144A P/P 7.07856000 (ARES 2023-ALF4A V/R 10/15/36) | Long | ABS-collateralized bond/debt obligation | JE | $938K | 930K | 0.05 |
| ARIZONA PUBLIC SERVICE REGD 3.35000000 (ARIZONA PUBLIC 3.35% 05/15/50) | Long | Debt | US | $566K | 850K | 0.03 |
| ARTHUR J GALLAGHER & CO REGD 3.50000000 (ARTHUR J GALLAGH 3.5% 05/20/51) | Long | Debt | US | $17K | 25K | 0.00 |
| ARTHUR J GALLAGHER & CO REGD 5.45000000 (ARTHUR J GALLAG 5.45% 07/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| ARTHUR J GALLAGHER & CO REGD 5.75000000 (ARTHUR J GALLAG 5.75% 07/15/54) | Long | Debt | US | $24K | 25K | 0.00 |
| ARTHUR J GALLAGHER & CO REGD 5.75000000 (ARTHUR J GALLAG 5.75% 03/02/53) | Long | Debt | US | $24K | 25K | 0.00 |
| ARTHUR J GALLAGHER & CO REGD 6.75000000 (ARTHUR J GALLAG 6.75% 02/15/54) | Long | Debt | US | $747K | 680K | 0.04 |
| ASIAN DEVELOPMENT BANK REGD MTN 4.25000000 (ASIAN DEVELOPME 4.25% 01/09/26) | Long | Debt | PH | $198K | 200K | 0.01 |
| ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 2.50000000 (ASIAN DEVELOPMEN 2.5% 11/02/27) | Long | Debt | PH | $186K | 200K | 0.01 |
| ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.12500000 (ASIAN DEVELOPM 4.125% 01/12/27) | Long | Debt | PH | $197K | 200K | 0.01 |
| ASSURED GUARANTY US HLDG REGD 3.15000000 (ASSURED GUARANT 3.15% 06/15/31) | Long | Debt | US | $22K | 25K | 0.00 |
| ASTRAZENECA PLC REGD 2.12500000 (ASTRAZENECA PL 2.125% 08/06/50) | Long | Debt | GB | $14K | 25K | 0.00 |
| ASTRAZENECA PLC REGD 3.00000000 (ASTRAZENECA PLC 3% 05/28/51) | Long | Debt | GB | $17K | 25K | 0.00 |
| ASTRAZENECA PLC REGD 4.00000000 (ASTRAZENECA PLC 4% 09/18/42) | Long | Debt | GB | $21K | 25K | 0.00 |
| ASTRAZENECA PLC REGD 4.37500000 (ASTRAZENECA PL 4.375% 11/16/45) | Long | Debt | GB | $22K | 25K | 0.00 |
| ASTRAZENECA PLC REGD 4.37500000 (ASTRAZENECA PL 4.375% 08/17/48) | Long | Debt | GB | $22K | 25K | 0.00 |
| AT&T INC REGD 1.65000000 (AT&T INC 1.65% 02/01/28) | Long | Debt | US | $44K | 50K | 0.00 |
| AT&T INC REGD 1.70000000 (AT&T INC 1.7% 03/25/26) | Long | Debt | US | $187K | 200K | 0.01 |
| AT&T INC REGD 2.55000000 (AT&T INC 2.55% 12/01/33) | Long | Debt | US | $142K | 180K | 0.01 |
| AT&T INC REGD 3.50000000 (AT&T INC 3.5% 09/15/53) | Long | Debt | US | $182K | 270K | 0.01 |
| AT&T INC REGD 3.55000000 (AT&T INC 3.55% 09/15/55) | Long | Debt | US | $2M | 2M | 0.09 |
| AT&T INC REGD 3.65000000 (AT&T INC 3.65% 09/15/59) | Long | Debt | US | $288K | 432K | 0.02 |
| AT&T INC REGD 3.80000000 (AT&T INC 3.8% 12/01/57) | Long | Debt | US | $50K | 72K | 0.00 |
| AT&T INC REGD 3.85000000 (AT&T INC 3.85% 06/01/60) | Long | Debt | US | $13K | 18K | 0.00 |
| AT&T INC REGD 4.25000000 (AT&T INC 4.25% 03/01/27) | Long | Debt | US | $215K | 220K | 0.01 |
| AT&T INC REGD 4.35000000 (AT&T INC 4.35% 03/01/29) | Long | Debt | US | $53K | 55K | 0.00 |
| AT&T INC REGD 4.75000000 (AT&T INC 4.75% 05/15/46) | Long | Debt | US | $333K | 382K | 0.02 |
| AT&T INC REGD 5.35000000 (AT&T INC 5.35% 09/01/40) | Long | Debt | US | $48K | 50K | 0.00 |
| AT&T INC REGD 5.40000000 (AT&T INC 5.4% 02/15/34) | Long | Debt | US | $82K | 83K | 0.00 |
| AT&T INC REGD 5.55000000 (AT&T INC 5.55% 08/15/41) | Long | Debt | US | $78K | 80K | 0.00 |
| AT&T INC REGD SER * 2.30000000 (AT&T INC 2.3% 06/01/27) | Long | Debt | US | $882K | 960K | 0.05 |
| AT&T INC REGD SER * 2.75000000 (AT&T INC 2.75% 06/01/31) | Long | Debt | US | $205K | 242K | 0.01 |
| AT&T INC REGD SER WI 4.35000000 (AT&T INC 4.35% 06/15/45) | Long | Debt | US | $61K | 73K | 0.00 |
| AT&T INC REGD SER WI 4.50000000 (AT&T INC 4.5% 03/09/48) | Long | Debt | US | $196K | 238K | 0.01 |
| ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000 (ATHENAHEALTH GRO 6.5% 02/15/30) | Long | Debt | US | $454K | 500K | 0.03 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 1.98500000 (ATHENE GLOBAL 1.985% 08/19/28) | Long | Debt | US | $1M | 1M | 0.06 |
| ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000 (ATHENE GLOBAL F 2.55% 11/19/30) | Long | Debt | US | $416K | 500K | 0.02 |
| ATHENE HOLDING LTD REGD 3.50000000 (ATHENE HOLDING L 3.5% 01/15/31) | Long | Debt | US | $22K | 25K | 0.00 |
| ATHENE HOLDING LTD REGD 5.87500000 (ATHENE HOLDING 5.875% 01/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| ATHENE HOLDING LTD REGD 6.15000000 (ATHENE HOLDING 6.15% 04/03/30) | Long | Debt | US | $26K | 25K | 0.00 |
| ATMOS ENERGY CORP REGD 4.12500000 (ATMOS ENERGY C 4.125% 10/15/44) | Long | Debt | US | $76K | 92K | 0.00 |
| AUD/USD FWD 20240628 STAR USD | Derivative-foreign exchange | $-41K | – | -0.00 | ||
| AUD/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $175K | – | 0.01 | ||
| AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 152 2.75000000 (AUSTRALIAN 2.75% 11/21/28/AUD/) | Long | Debt | AU | $2M | 4M | 0.14 |
| AUTODESK INC REGD 2.85000000 (AUTODESK INC 2.85% 01/15/30) | Long | Debt | US | $79K | 90K | 0.00 |
| AVALONBAY COMMUNITIES REGD 5.00000000 (AVALONBAY COMMUNIT 5% 02/15/33) | Long | Debt | US | $24K | 25K | 0.00 |
| AVALONBAY COMMUNITIES REGD 5.30000000 (AVALONBAY COMMUN 5.3% 12/07/33) | Long | Debt | US | $25K | 25K | 0.00 |
| AVALONBAY COMMUNITIES REGD MTN 2.30000000 (AVALONBAY COMMUN 2.3% 03/01/30) | Long | Debt | US | $21K | 25K | 0.00 |
| AVALONBAY COMMUNITIES REGD MTN 3.30000000 (AVALONBAY COMMUN 3.3% 06/01/29) | Long | Debt | US | $23K | 25K | 0.00 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000 (AESOP 2023-5A 5.78% 04/20/27) | Long | ABS-collateralized bond/debt obligation | US | $782K | 780K | 0.04 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000 (AESOP 2024-1A 5.36% 06/20/29) | Long | ABS-collateralized bond/debt obligation | US | $319K | 320K | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL C REGD 144A P/P 6.48000000 (AESOP 2024-1A 6.48% 06/20/29) | Long | ABS-collateralized bond/debt obligation | US | $323K | 320K | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000 (AESOP 2024-3A 5.23% 12/20/29) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.22 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000 (AVOLON HOLDING 2.528% 11/18/27) | Long | Debt | IE | $1M | 2M | 0.08 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000 (AVOLON HOLDINGS 2.75% 02/21/28) | Long | Debt | IE | $206K | 230K | 0.01 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000 (AVOLON HOLDING 2.875% 02/15/25) | Long | Debt | IE | $279K | 285K | 0.02 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000 (AVOLON HOLDINGS 3.25% 02/15/27) | Long | Debt | IE | $70K | 75K | 0.00 |
| B&G FOODS INC REGD 144A P/P 8.00000000 (B&G FOODS INC 8% 09/15/28) | Long | Debt | US | $356K | 350K | 0.02 |
| BAE SYSTEMS HOLDINGS INC REGD 144A P/P 3.85000000 (BAE SYSTEMS HOL 3.85% 12/15/25) | Long | Debt | US | $599K | 615K | 0.03 |
| BALBOA BAY LOAN FUNDING 2020-1 LTD SER 2020-1A CL AR V/R REGD 144A P/P 6.70617000 (BOBA 2020-1A AR V/R 01/20/32) | Long | ABS-collateralized bond/debt obligation | KY | $498K | 497K | 0.03 |
| BALTIMORE GAS & ELECTRIC REGD 2.90000000 (BALTIMORE GAS & 2.9% 06/15/50) | Long | Debt | US | $42K | 67K | 0.00 |
| BALTIMORE GAS & ELECTRIC REGD 3.20000000 (BALTIMORE GAS & 3.2% 09/15/49) | Long | Debt | US | $86K | 130K | 0.00 |
| BALTIMORE GAS & ELECTRIC REGD 3.50000000 (BALTIMORE GAS & 3.5% 08/15/46) | Long | Debt | US | $4K | 6K | 0.00 |
| BALTIMORE GAS & ELECTRIC REGD 4.55000000 (BALTIMORE GAS & 4.55% 06/01/52) | Long | Debt | US | $87K | 104K | 0.00 |
| BALTIMORE GAS & ELECTRIC REGD 5.40000000 (BALTIMORE GAS & 5.4% 06/01/53) | Long | Debt | US | $62K | 65K | 0.00 |
| BALTIMORE GAS & ELECTRIC REGD SER * 3.75000000 (BALTIMORE GAS & 3.75% 08/15/47) | Long | Debt | US | $112K | 150K | 0.01 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BPR SER 2019-BPR CL AMP REGD 144A P/P 3.28700000 (BAMLL 2019-BP 3.287% 11/05/24) | Long | ABS-collateralized bond/debt obligation | US | $780K | 820K | 0.04 |
| BANC OF AMERICA MORTGAGE 2004-F TRUST SER 2004-F CL 1A1 V/R REGD 5.15396900 (BOAMS 2004-F 1A1 V/R 07/25/34) | Long | ABS-collateralized bond/debt obligation | US | $12K | 13K | 0.00 |
| BANCO DO BRASIL (CAYMAN) REGD P/P 6.00000000 (BANCO DO BRASIL (C 6% 03/18/31) | Long | Debt | KY | $2M | 2M | 0.10 |
| BANCO INDUSTRIAL SA REGD V/R 144A P/P 4.87500000 (BANCO INDUSTRIAL V/R 01/29/31) | Long | Debt | GT | $291K | 300K | 0.02 |
| BANCO SANTANDER MEXICO REGD V/R 144A P/P 7.52500000 (BANCO SANTANDER M V/R 10/01/28) | Long | Debt | MX | $1M | 1M | 0.06 |
| BANCO SANTANDER SA REGD 2.74600000 (BANCO SANTANDE 2.746% 05/28/25) | Long | Debt | ES | $389K | 400K | 0.02 |
| BANK 2017-BNK7 SER 2017-BNK7 CL A4 REGD 3.17500000 (BANK 2017-BNK 3.175% 08/15/27) | Long | ABS-collateralized bond/debt obligation | US | $993K | 1M | 0.06 |
| BANK OF AMERICA CORP REGD MTN 4.00000000 (BANK OF AMERICA CO 4% 01/22/25) | Long | Debt | US | $445K | 450K | 0.03 |
| BANK OF AMERICA CORP REGD MTN 4.20000000 (BANK OF AMERICA 4.2% 08/26/24) | Long | Debt | US | $598K | 600K | 0.03 |
| BANK OF AMERICA CORP REGD MTN 4.25000000 (BANK OF AMERICA 4.25% 10/22/26) | Long | Debt | US | $117K | 120K | 0.01 |
| BANK OF AMERICA CORP REGD MTN 4.45000000 (BANK OF AMERICA 4.45% 03/03/26) | Long | Debt | US | $138K | 140K | 0.01 |
| BANK OF AMERICA CORP REGD MTN 5.00000000 (BANK OF AMERICA CO 5% 01/21/44) | Long | Debt | US | $227K | 240K | 0.01 |
| BANK OF AMERICA CORP REGD MTN SER GMTN 3.50000000 (BANK OF AMERICA 3.5% 04/19/26) | Long | Debt | US | $300K | 310K | 0.02 |
| BANK OF AMERICA CORP REGD MTN SER L 4.18300000 (BANK OF AMERIC 4.183% 11/25/27) | Long | Debt | US | $96K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R 1.73400000 (BANK OF AMERICA C V/R 07/22/27) | Long | Debt | US | $314K | 340K | 0.02 |
| BANK OF AMERICA CORP REGD V/R 2.29900000 (BANK OF AMERICA C V/R 07/21/32) | Long | Debt | US | $248K | 305K | 0.01 |
| BANK OF AMERICA CORP REGD V/R 2.57200000 (BANK OF AMERICA C V/R 10/20/32) | Long | Debt | US | $494K | 600K | 0.03 |
| BANK OF AMERICA CORP REGD V/R 2.59200000 (BANK OF AMERICA C V/R 04/29/31) | Long | Debt | US | $328K | 383K | 0.02 |
| BANK OF AMERICA CORP REGD V/R 2.68700000 (BANK OF AMERICA C V/R 04/22/32) | Long | Debt | US | $579K | 690K | 0.03 |
| BANK OF AMERICA CORP REGD V/R 3.31100000 (BANK OF AMERICA C V/R 04/22/42) | Long | Debt | US | $151K | 200K | 0.01 |
| BANK OF AMERICA CORP REGD V/R 4.57100000 (BANK OF AMERICA C V/R 04/27/33) | Long | Debt | US | $4M | 4M | 0.21 |
| BANK OF AMERICA CORP REGD V/R 5.08000000 (BANK OF AMERICA C V/R 01/20/27) | Long | Debt | US | $99K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R 5.46800000 (BANK OF AMERICA C V/R 01/23/35) | Long | Debt | US | $352K | 355K | 0.02 |
| BANK OF AMERICA CORP REGD V/R 5.81900000 (BANK OF AMERICA C V/R 09/15/29) | Long | Debt | US | $854K | 841K | 0.05 |
| BANK OF AMERICA CORP REGD V/R 5.87200000 (BANK OF AMERICA C V/R 09/15/34) | Long | Debt | US | $931K | 911K | 0.05 |
| BANK OF AMERICA CORP REGD V/R 5.93300000 (BANK OF AMERICA C V/R 09/15/27) | Long | Debt | US | $50K | 50K | 0.00 |
| BANK OF AMERICA CORP REGD V/R 6.20400000 (BANK OF AMERICA C V/R 11/10/28) | Long | Debt | US | $103K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 1.19700000 (BANK OF AMERICA C V/R 10/24/26) | Long | Debt | US | $94K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 1.31900000 (BANK OF AMERICA C V/R 06/19/26) | Long | Debt | US | $96K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 1.92200000 (BANK OF AMERICA C V/R 10/24/31) | Long | Debt | US | $555K | 685K | 0.03 |
| BANK OF AMERICA CORP REGD V/R MTN 2.08700000 (BANK OF AMERICA C V/R 06/14/29) | Long | Debt | US | $3M | 3M | 0.16 |
| BANK OF AMERICA CORP REGD V/R MTN 2.55100000 (BANK OF AMERICA C V/R 02/04/28) | Long | Debt | US | $93K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 2.67600000 (BANK OF AMERICA C V/R 06/19/41) | Long | Debt | US | $174K | 250K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 2.83100000 (BANK OF AMERICA C V/R 10/24/51) | Long | Debt | US | $31K | 50K | 0.00 |
| BANK OF AMERICA CORP REGD V/R MTN 2.97200000 (BANK OF AMERICA C V/R 02/04/33) | Long | Debt | US | $1M | 2M | 0.07 |
| BANK OF AMERICA CORP REGD V/R MTN 3.55900000 (BANK OF AMERICA C V/R 04/23/27) | Long | Debt | US | $96K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 3.82400000 (BANK OF AMERICA C V/R 01/20/28) | Long | Debt | US | $96K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 3.97000000 (BANK OF AMERICA C V/R 03/05/29) | Long | Debt | US | $4M | 4M | 0.21 |
| BANK OF AMERICA CORP REGD V/R MTN 3.97400000 (BANK OF AMERICA C V/R 02/07/30) | Long | Debt | US | $620K | 659K | 0.04 |
| BANK OF AMERICA CORP REGD V/R MTN 4.08300000 (BANK OF AMERICA C V/R 03/20/51) | Long | Debt | US | $239K | 300K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 4.24400000 (BANK OF AMERICA C V/R 04/24/38) | Long | Debt | US | $220K | 250K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 4.27100000 (BANK OF AMERICA C V/R 07/23/29) | Long | Debt | US | $96K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 4.33000000 (BANK OF AMERICA C V/R 03/15/50) | Long | Debt | US | $334K | 400K | 0.02 |
| BANK OF AMERICA CORP REGD V/R MTN 4.37600000 (BANK OF AMERICA C V/R 04/27/28) | Long | Debt | US | $224K | 230K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 4.82700000 (BANK OF AMERICA C V/R 07/22/26) | Long | Debt | US | $99K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN 4.94800000 (BANK OF AMERICA C V/R 07/22/28) | Long | Debt | US | $99K | 100K | 0.01 |
| BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000 (BANK OF AMERICA C V/R 07/21/28) | Long | Debt | US | $142K | 150K | 0.01 |
| BANK OF AMERICA CORP REGD V/R SER N 1.65800000 (BANK OF AMERICA C V/R 03/11/27) | Long | Debt | US | $785K | 840K | 0.04 |
| BANK OF AMERICA CORP REGD V/R SER WI 3.41900000 (BANK OF AMERICA C V/R 12/20/28) | Long | Debt | US | $407K | 435K | 0.02 |
| BANK OF IRELAND GROUP REGD V/R 144A P/P 5.60100000 (BANK OF IRELAND G V/R 03/20/30) | Long | Debt | IE | $1M | 1M | 0.06 |
| BANK OF MONTREAL REGD 5.30000000 (BANK OF MONTREAL 5.3% 06/05/26) | Long | Debt | CA | $100K | 100K | 0.01 |
| BANK OF MONTREAL REGD MTN 1.85000000 (BANK OF MONTREA 1.85% 05/01/25) | Long | Debt | CA | $39K | 40K | 0.00 |
| BANK OF MONTREAL REGD MTN 2.65000000 (BANK OF MONTREA 2.65% 03/08/27) | Long | Debt | CA | $93K | 100K | 0.01 |
| BANK OF MONTREAL REGD V/R 3.80300000 (BANK OF MONTREAL V/R 12/15/32) | Long | Debt | CA | $47K | 50K | 0.00 |
| BANK OF NOVA SCOTIA REGD 1.30000000 (BANK OF NOVA SCO 1.3% 06/11/25) | Long | Debt | CA | $10K | 10K | 0.00 |
| BANK OF NOVA SCOTIA REGD 2.70000000 (BANK OF NOVA SCO 2.7% 08/03/26) | Long | Debt | CA | $95K | 100K | 0.01 |
| BANK OF NOVA SCOTIA REGD MTN 1.95000000 (BANK OF NOVA SC 1.95% 02/02/27) | Long | Debt | CA | $92K | 100K | 0.01 |
| BANK OF NOVA SCOTIA REGD SER FXD 2.95100000 (BANK OF NOVA S 2.951% 03/11/27) | Long | Debt | CA | $47K | 50K | 0.00 |
| BANK OF NOVA SCOTIA REGD V/R 4.58800000 (BANK OF NOVA SCOT V/R 05/04/37) | Long | Debt | CA | $161K | 180K | 0.01 |
| BANK OF NY MELLON CORP REGD MTN 1.05000000 (BANK OF NY MELL 1.05% 10/15/26) | Long | Debt | US | $46K | 50K | 0.00 |
| BANK OF NY MELLON CORP REGD MTN 1.60000000 (BANK OF NY MELLO 1.6% 04/24/25) | Long | Debt | US | $87K | 90K | 0.00 |
| BANK OF NY MELLON CORP REGD MTN 2.45000000 (BANK OF NY MELL 2.45% 08/17/26) | Long | Debt | US | $94K | 100K | 0.01 |
| BANK OF NY MELLON CORP REGD V/R 4.94700000 (BANK OF NY MELLON V/R 04/26/27) | Long | Debt | US | $50K | 50K | 0.00 |
| BANK OF NY MELLON CORP REGD V/R MTN 4.28900000 (BANK OF NY MELLON V/R 06/13/33) | Long | Debt | US | $364K | 390K | 0.02 |
| BANK OF NY MELLON CORP REGD V/R MTN 4.41400000 (BANK OF NY MELLON V/R 07/24/26) | Long | Debt | US | $99K | 100K | 0.01 |
| BANK5 TRUST 2024-5YR6 SER 2024-5YR6 CL C V/R REGD 7.19924000 (BANK5 2024-5YR6 V/R 04/15/29) | Long | ABS-collateralized bond/debt obligation | US | $567K | 560K | 0.03 |
| BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 5.12500000 (BANQUE FE 5.125% 01/13/33/EUR/) | Long | Debt | FR | $2M | 2M | 0.12 |
| BANQUE OUEST AFRICAINE D /EUR/ REGD 2.75000000 (BANQUE OUE 2.75% 01/22/33/EUR/) | Long | Debt | TG | $854K | 1M | 0.05 |
| BARCLAYS PLC REGD 4.37500000 (BARCLAYS PLC 4.375% 01/12/26) | Long | Debt | GB | $196K | 200K | 0.01 |
| BARCLAYS PLC REGD 5.20000000 (BARCLAYS PLC 5.2% 05/12/26) | Long | Debt | GB | $197K | 200K | 0.01 |
| BARCLAYS PLC REGD V/R 5.69000000 (BARCLAYS PLC V/R 03/12/30) | Long | Debt | GB | $779K | 780K | 0.04 |
| BARCLAYS PLC REGD V/R 6.49000000 (BARCLAYS PLC V/R 09/13/29) | Long | Debt | GB | $207K | 200K | 0.01 |
| BARCLAYS PLC REGD V/R MTN 4.97200000 (BARCLAYS PLC V/R 05/16/29) | Long | Debt | GB | $801K | 820K | 0.05 |
| BARRICK NA FINANCE LLC REGD 5.70000000 (BARRICK NA FINAN 5.7% 05/30/41) | Long | Debt | US | $95K | 95K | 0.01 |
| BARRICK NA FINANCE LLC REGD 5.75000000 (BARRICK NA FINA 5.75% 05/01/43) | Long | Debt | US | $226K | 225K | 0.01 |
| BARRICK PD AU FIN PTY LT REGD 5.95000000 (BARRICK PD AU F 5.95% 10/15/39) | Long | Debt | AU | $25K | 25K | 0.00 |
| BAT CAPITAL CORP REGD 2.25900000 (BAT CAPITAL CO 2.259% 03/25/28) | Long | Debt | US | $132K | 148K | 0.01 |
| BAT CAPITAL CORP REGD 3.21500000 (BAT CAPITAL CO 3.215% 09/06/26) | Long | Debt | US | $48K | 50K | 0.00 |
| BAT CAPITAL CORP REGD 3.55700000 (BAT CAPITAL CO 3.557% 08/15/27) | Long | Debt | US | $212K | 224K | 0.01 |
| BAT CAPITAL CORP REGD 4.75800000 (BAT CAPITAL CO 4.758% 09/06/49) | Long | Debt | US | $143K | 181K | 0.01 |
| BAT CAPITAL CORP REGD 5.83400000 (BAT CAPITAL CO 5.834% 02/20/31) | Long | Debt | US | $106K | 105K | 0.01 |
| BAT CAPITAL CORP REGD 6.00000000 (BAT CAPITAL CORP 6% 02/20/34) | Long | Debt | US | $91K | 90K | 0.01 |
| BAT CAPITAL CORP REGD 7.08100000 (BAT CAPITAL CO 7.081% 08/02/53) | Long | Debt | US | $223K | 208K | 0.01 |
| BAT CAPITAL CORP REGD SER WI 4.54000000 (BAT CAPITAL COR 4.54% 08/15/47) | Long | Debt | US | $1M | 1M | 0.06 |
| BAT INTL FINANCE PLC REGD 1.66800000 (BAT INTL FINAN 1.668% 03/25/26) | Long | Debt | GB | $47K | 50K | 0.00 |
| BAT INTL FINANCE PLC REGD 4.44800000 (BAT INTL FINAN 4.448% 03/16/28) | Long | Debt | GB | $106K | 110K | 0.01 |
| BAT INTL FINANCE PLC REGD 5.93100000 (BAT INTL FINAN 5.931% 02/02/29) | Long | Debt | GB | $171K | 168K | 0.01 |
| BAXTER INTERNATIONAL INC REGD 1.91500000 (BAXTER INTERNA 1.915% 02/01/27) | Long | Debt | US | $46K | 50K | 0.00 |
| BAXTER INTERNATIONAL INC REGD 3.13200000 (BAXTER INTERNA 3.132% 12/01/51) | Long | Debt | US | $16K | 25K | 0.00 |
| BAYVIEW OPPORTUNITY MASTER FUND VII 202 SER 2024-EDU1 CL C V/R REGD 144A P/P 7.12374000 (BVCLN 2024-EDU1 V/R 06/25/47) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| BBCMS MORTGAGE TRUST 2022-C16 SER 2022-C16 CL A5 V/R REGD 4.60000000 (BBCMS 2022-C16 A V/R 05/15/32) | Long | ABS-collateralized bond/debt obligation | US | $265K | 280K | 0.02 |
| BBCMS MORTGAGE TRUST 2023-C19 SER 2023-C19 CL A2B REGD 5.75300000 (BBCMS 2023-C1 5.753% 03/15/28) | Long | ABS-collateralized bond/debt obligation | US | $587K | 590K | 0.03 |
| BBCMS MORTGAGE TRUST 2023-C20 SER 2023-C20 CL XA V/R REGD 0.84883000 (BBCMS 2023-C20 X V/R 07/15/56) | Long | ABS-collateralized bond/debt obligation | US | $289K | 5M | 0.02 |
| BECTON DICKINSON & CO REGD 3.36300000 (BECTON DICKINS 3.363% 06/06/24) | Long | Debt | US | $377K | 377K | 0.02 |
| BECTON DICKINSON & CO REGD 3.73400000 (BECTON DICKINS 3.734% 12/15/24) | Long | Debt | US | $17K | 17K | 0.00 |
| BECTON DICKINSON & CO REGD 3.79400000 (BECTON DICKINS 3.794% 05/20/50) | Long | Debt | US | $19K | 25K | 0.00 |
| BECTON DICKINSON & CO REGD 4.66900000 (BECTON DICKINS 4.669% 06/06/47) | Long | Debt | US | $22K | 25K | 0.00 |
| BECTON DICKINSON & CO REGD 4.68500000 (BECTON DICKINS 4.685% 12/15/44) | Long | Debt | US | $59K | 67K | 0.00 |
| BECTON DICKINSON & CO REGD 4.69300000 (BECTON DICKINS 4.693% 02/13/28) | Long | Debt | US | $238K | 243K | 0.01 |
| BENCHMARK 2019-B13 MORTGAGE TRUST SER 2019-B13 CL A4 REGD 2.95200000 (BMARK 2019-B1 2.952% 10/15/29) | Long | ABS-collateralized bond/debt obligation | US | $188K | 213K | 0.01 |
| BENCHMARK 2021-B28 MORTGAGE TRUST SER 2021-B28 CL XA V/R REGD 1.26876000 (BMARK 2021-B28 X V/R 08/15/31) | Long | ABS-collateralized bond/debt obligation | US | $134K | 2M | 0.01 |
| BENIN INTL GOV BOND REGD 144A P/P 7.96000000 (BENIN INTL GOV 7.96% 02/13/38) | Long | Debt | BJ | $939K | 1M | 0.05 |
| BERKLEY (WR) CORPORATION REGD 3.55000000 (BERKLEY (WR) CO 3.55% 03/30/52) | Long | Debt | US | $17K | 25K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 1.45000000 (BERKSHIRE HATHA 1.45% 10/15/30) | Long | Debt | US | $20K | 25K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 2.50000000 (BERKSHIRE HATHAW 2.5% 01/15/51) | Long | Debt | US | $15K | 25K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 2.85000000 (BERKSHIRE HATHA 2.85% 10/15/50) | Long | Debt | US | $32K | 50K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 2.87500000 (BERKSHIRE HATH 2.875% 03/15/32) | Long | Debt | US | $43K | 50K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 3.85000000 (BERKSHIRE HATHA 3.85% 03/15/52) | Long | Debt | US | $58K | 75K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 4.20000000 (BERKSHIRE HATHAW 4.2% 08/15/48) | Long | Debt | US | $42K | 50K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 4.25000000 (BERKSHIRE HATHA 4.25% 01/15/49) | Long | Debt | US | $393K | 460K | 0.02 |
| BERKSHIRE HATHAWAY FIN REGD 4.40000000 (BERKSHIRE HATHAW 4.4% 05/15/42) | Long | Debt | US | $23K | 25K | 0.00 |
| BERKSHIRE HATHAWAY FIN REGD 5.75000000 (BERKSHIRE HATHA 5.75% 01/15/40) | Long | Debt | US | $27K | 25K | 0.00 |
| BERKSHIRE HATHAWAY INC REGD 4.50000000 (BERKSHIRE HATHAW 4.5% 02/11/43) | Long | Debt | US | $23K | 25K | 0.00 |
| BERRY GLOBAL INC REGD 1.65000000 (BERRY GLOBAL IN 1.65% 01/15/27) | Long | Debt | US | $20K | 22K | 0.00 |
| BERRY GLOBAL INC REGD 5.50000000 (BERRY GLOBAL INC 5.5% 04/15/28) | Long | Debt | US | $338K | 340K | 0.02 |
| BHP BILLITON FIN USA LTD REGD 4.12500000 (BHP BILLITON F 4.125% 02/24/42) | Long | Debt | AU | $21K | 25K | 0.00 |
| BHP BILLITON FIN USA LTD REGD 5.00000000 (BHP BILLITON FIN U 5% 09/30/43) | Long | Debt | AU | $209K | 225K | 0.01 |
| BHP BILLITON FIN USA LTD REGD 5.25000000 (BHP BILLITON FI 5.25% 09/08/33) | Long | Debt | AU | $50K | 50K | 0.00 |
| BHP BILLITON FIN USA LTD REGD 5.25000000 (BHP BILLITON FI 5.25% 09/08/30) | Long | Debt | AU | $25K | 25K | 0.00 |
| BHP BILLITON FIN USA LTD REGD 5.50000000 (BHP BILLITON FIN 5.5% 09/08/53) | Long | Debt | AU | $25K | 25K | 0.00 |
| BIOGEN INC REGD 3.15000000 (BIOGEN INC 3.15% 05/01/50) | Long | Debt | US | $32K | 50K | 0.00 |
| BIRCH GROVE CLO 5 LTD SER 2023-5A CL A1 V/R REGD 144A P/P 7.52456000 (BGCLO 2023-5A A1 V/R 04/20/35) | Long | ABS-collateralized bond/debt obligation | KY | $281K | 280K | 0.02 |
| BIRCH GROVE CLO 7 LTD SER 2023-7A CL A1 V/R REGD 144A P/P 7.17749000 (BGCLO 2023-7A A1 V/R 10/20/36) | Long | ABS-collateralized bond/debt obligation | JE | $565K | 560K | 0.03 |
| BLACKSTONE HOLDINGS FINA REGD 144A P/P 6.20000000 (BLACKSTONE HOLDI 6.2% 04/22/33) | Long | Debt | US | $2M | 2M | 0.12 |
| BLACKSTONE HOLDINGS FINA REGD P/P 5.00000000 (BLACKSTONE HOLDING 5% 06/15/44) | Long | Debt | US | $364K | 400K | 0.02 |
| BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.62500000 (BLACKSTON 1.625% 04/20/30/EUR/) | Long | Debt | LU | $273K | 300K | 0.02 |
| BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.75000000 (BLACKSTONE 1.75% 03/12/29/EUR/) | Long | Debt | LU | $283K | 300K | 0.02 |
| BLACKSTONE PRIVATE CRE REGD 144A P/P 6.25000000 (BLACKSTONE PRIV 6.25% 01/25/31) | Long | Debt | US | $25K | 25K | 0.00 |
| BLACKSTONE PRIVATE CRE REGD SER WI 2.62500000 (BLACKSTONE PRI 2.625% 12/15/26) | Long | Debt | US | $46K | 50K | 0.00 |
| BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000 (BLACKSTONE PRIV 3.25% 03/15/27) | Long | Debt | US | $46K | 50K | 0.00 |
| BLACKSTONE SECURED LEND REGD 2.75000000 (BLACKSTONE SECU 2.75% 09/16/26) | Long | Debt | US | $23K | 25K | 0.00 |
| BLACKSTONE SECURED LEND REGD 2.85000000 (BLACKSTONE SECU 2.85% 09/30/28) | Long | Debt | US | $22K | 25K | 0.00 |
| BLP COMMERCIAL MORTGAGE TRUST 2023-IND SER 2023-IND CL A V/R REGD 144A P/P 7.00877000 (BLP 2023-IND A V/R 03/15/28) | Long | ABS-collateralized bond/debt obligation | US | $654K | 650K | 0.04 |
| BLUE OWL CAPITAL CORP REGD 3.40000000 (BLUE OWL CAPITAL 3.4% 07/15/26) | Long | Debt | US | $24K | 25K | 0.00 |
| BLUE OWL CAPITAL CORP REGD 4.25000000 (BLUE OWL CAPITA 4.25% 01/15/26) | Long | Debt | US | $24K | 25K | 0.00 |
| BLUE OWL CREDIT INCOME REGD 7.75000000 (BLUE OWL CREDIT 7.75% 01/15/29) | Long | Debt | US | $26K | 25K | 0.00 |
| BLUE OWL CREDIT INCOME REGD SER * 4.70000000 (BLUE OWL CREDIT 4.7% 02/08/27) | Long | Debt | US | $24K | 25K | 0.00 |
| BLUE OWL CREDIT INCOME REGD SER * 7.75000000 (BLUE OWL CREDIT 7.75% 09/16/27) | Long | Debt | US | $26K | 25K | 0.00 |
| BLUE RACER MID LLC/FINAN REGD 144A P/P 7.25000000 (BLUE RACER MID 7.25% 07/15/32) | Long | Debt | US | $143K | 140K | 0.01 |
| BMO 2022-C1 MORTGAGE TRUST SER 2022-C1 CL A5 V/R REGD 3.37400000 (BMO 2022-C1 A5 V/R 01/15/32) | Long | ABS-collateralized bond/debt obligation | US | $244K | 280K | 0.01 |
| BNP PARIBAS REGD 144A P/P 4.40000000 (BNP PARIBAS 4.4% 08/14/28) | Long | Debt | FR | $912K | 950K | 0.05 |
| BNP PARIBAS REGD V/R /PERP/ 144A P/P 7.75000000 (BNP PARIBAS V/R /PERP/) | Long | Debt | FR | $923K | 900K | 0.05 |
| BNP PARIBAS REGD V/R /PERP/ 144A P/P 8.00000000 (BNP PARIBAS V/R /PERP/) | Long | Debt | FR | $429K | 420K | 0.02 |
| BNP PARIBAS REGD V/R /PERP/ 144A P/P 8.50000000 (BNP PARIBAS V/R /PERP/) | Long | Debt | FR | $492K | 470K | 0.03 |
| BNP PARIBAS REGD V/R 144A P/P 2.21900000 (BNP PARIBAS V/R 06/09/26) | Long | Debt | FR | $212K | 220K | 0.01 |
| BNP PARIBAS REGD V/R 144A P/P 5.89400000 (BNP PARIBAS V/R 12/05/34) | Long | Debt | FR | $617K | 600K | 0.03 |
| BNP PARIBAS REGD V/R 144A P/P MTN 4.37500000 (BNP PARIBAS V/R 03/01/33) | Long | Debt | FR | $189K | 200K | 0.01 |
| BNP PARIBAS REGD V/R P/P 2.87100000 (BNP PARIBAS V/R 04/19/32) | Long | Debt | FR | $168K | 200K | 0.01 |
| BNP PARIBAS REGD V/R P/P 5.12500000 (BNP PARIBAS V/R 01/13/29) | Long | Debt | FR | $873K | 880K | 0.05 |
| BOEING CO REGD 2.19600000 (BOEING CO 2.196% 02/04/26) | Long | Debt | US | $2M | 2M | 0.12 |
| BOEING CO REGD 2.70000000 (BOEING CO 2.7% 02/01/27) | Long | Debt | US | $64K | 70K | 0.00 |
| BOEING CO REGD 2.80000000 (BOEING CO 2.8% 03/01/27) | Long | Debt | US | $440K | 480K | 0.02 |
| BOEING CO REGD 3.10000000 (BOEING CO 3.1% 05/01/26) | Long | Debt | US | $47K | 50K | 0.00 |
| BOEING CO REGD 3.20000000 (BOEING CO 3.2% 03/01/29) | Long | Debt | US | $114K | 130K | 0.01 |
| BOEING CO REGD 3.55000000 (BOEING CO 3.55% 03/01/38) | Long | Debt | US | $29K | 40K | 0.00 |
| BOEING CO REGD 3.75000000 (BOEING CO 3.75% 02/01/50) | Long | Debt | US | $26K | 40K | 0.00 |
| BOEING CO REGD 3.95000000 (BOEING CO 3.95% 08/01/59) | Long | Debt | US | $155K | 248K | 0.01 |
| BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) | Long | Debt | US | $504K | 510K | 0.03 |
| BOEING CO REGD 5.80500000 (BOEING CO 5.805% 05/01/50) | Long | Debt | US | $1M | 1M | 0.07 |
| BOEING CO REGD 5.93000000 (BOEING CO 5.93% 05/01/60) | Long | Debt | US | $89K | 101K | 0.01 |
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD REG S 0.00000000 (BONOS Y OBLIG 0% 01/31/28/EUR/) | Long | Debt | ES | $5M | 6M | 0.30 |
| BORR IHC LTD / BORR FIN REGD 144A P/P 10.00000000 (BORR IHC LTD / BO 10% 11/15/28) | Long | Debt | US | $303K | 288K | 0.02 |
| BOSTON PROPERTIES LP REGD 2.45000000 (BOSTON PROPERTI 2.45% 10/01/33) | Long | Debt | US | $18K | 25K | 0.00 |
| BOSTON PROPERTIES LP REGD 3.25000000 (BOSTON PROPERTI 3.25% 01/30/31) | Long | Debt | US | $21K | 25K | 0.00 |
| BOSTON PROPERTIES LP REGD 3.40000000 (BOSTON PROPERTIE 3.4% 06/21/29) | Long | Debt | US | $22K | 25K | 0.00 |
| BOSTON PROPERTIES LP REGD 4.50000000 (BOSTON PROPERTIE 4.5% 12/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| BOSTON PROPERTIES LP REGD 6.50000000 (BOSTON PROPERTIE 6.5% 01/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| BOSTON SCIENTIFIC CORP REGD 4.70000000 (BOSTON SCIENTIFI 4.7% 03/01/49) | Long | Debt | US | $22K | 25K | 0.00 |
| BP CAP MARKETS AMERICA REGD 2.77200000 (BP CAP MARKETS 2.772% 11/10/50) | Long | Debt | US | $31K | 50K | 0.00 |
| BP CAP MARKETS AMERICA REGD 2.93900000 (BP CAP MARKETS 2.939% 06/04/51) | Long | Debt | US | $64K | 100K | 0.00 |
| BP CAP MARKETS AMERICA REGD 3.37900000 (BP CAP MARKETS 3.379% 02/08/61) | Long | Debt | US | $33K | 50K | 0.00 |
| BP CAP MARKETS AMERICA REGD 3.41000000 (BP CAP MARKETS 3.41% 02/11/26) | Long | Debt | US | $68K | 70K | 0.00 |
| BP CAP MARKETS AMERICA REGD 3.63300000 (BP CAP MARKETS 3.633% 04/06/30) | Long | Debt | US | $102K | 110K | 0.01 |
| BP CAP MARKETS AMERICA REGD 4.81200000 (BP CAP MARKETS 4.812% 02/13/33) | Long | Debt | US | $48K | 50K | 0.00 |
| BP CAP MARKETS AMERICA REGD 4.98900000 (BP CAP MARKETS 4.989% 04/10/34) | Long | Debt | US | $90K | 93K | 0.01 |
| BP CAP MARKETS AMERICA REGD SER * 3.01700000 (BP CAP MARKETS 3.017% 01/16/27) | Long | Debt | US | $237K | 250K | 0.01 |
| BP CAP MARKETS AMERICA REGD SER * 3.58800000 (BP CAP MARKETS 3.588% 04/14/27) | Long | Debt | US | $182K | 190K | 0.01 |
| BP CAPITAL MARKETS PLC REGD V/R /PERP/ 6.45000000 (BP CAPITAL MARKETS V/R /PERP/) | Long | Debt | GB | $1M | 1M | 0.06 |
| BRANDYWINE OPER PARTNERS REGD 8.05000000 (BRANDYWINE OPER 8.05% 03/15/28) | Long | Debt | US | $980K | 950K | 0.06 |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 SER 2022-NQM3 CL A1 V/R REGD 144A P/P 5.10800000 (BRAVO 2022-NQM3 V/R 07/25/62) | Long | ABS-collateralized bond/debt obligation | US | $564K | 573K | 0.03 |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.94300000 (BRAVO 2024-NQM1 V/R 12/01/63) | Long | ABS-collateralized bond/debt obligation | US | $312K | 313K | 0.02 |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST SER 2024-1 CL A1 REGD 144A P/P 6.05000000 (BREX 2024-1 A1 6.05% 03/16/26) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.19 |
| BRIGHTHOUSE FINANCIAL IN REGD 5.62500000 (BRIGHTHOUSE FI 5.625% 05/15/30) | Long | Debt | US | $25K | 25K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 2.55000000 (BRISTOL-MYERS S 2.55% 11/13/50) | Long | Debt | US | $29K | 50K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 2.90000000 (BRISTOL-MYERS SQ 2.9% 07/26/24) | Long | Debt | US | $215K | 216K | 0.01 |
| BRISTOL-MYERS SQUIBB CO REGD 3.40000000 (BRISTOL-MYERS SQ 3.4% 07/26/29) | Long | Debt | US | $38K | 41K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 3.55000000 (BRISTOL-MYERS S 3.55% 03/15/42) | Long | Debt | US | $39K | 50K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 3.70000000 (BRISTOL-MYERS SQ 3.7% 03/15/52) | Long | Debt | US | $73K | 100K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 3.90000000 (BRISTOL-MYERS SQ 3.9% 03/15/62) | Long | Debt | US | $36K | 50K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 4.12500000 (BRISTOL-MYERS 4.125% 06/15/39) | Long | Debt | US | $85K | 98K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 4.25000000 (BRISTOL-MYERS S 4.25% 10/26/49) | Long | Debt | US | $81K | 100K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 4.35000000 (BRISTOL-MYERS S 4.35% 11/15/47) | Long | Debt | US | $42K | 50K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 4.55000000 (BRISTOL-MYERS S 4.55% 02/20/48) | Long | Debt | US | $43K | 50K | 0.00 |
| BRISTOL-MYERS SQUIBB CO REGD 4.90000000 (BRISTOL-MYERS SQ 4.9% 02/22/27) | Long | Debt | US | $100K | 100K | 0.01 |
| BRISTOL-MYERS SQUIBB CO REGD 5.10000000 (BRISTOL-MYERS SQ 5.1% 02/22/31) | Long | Debt | US | $492K | 493K | 0.03 |
| BRISTOL-MYERS SQUIBB CO REGD 5.20000000 (BRISTOL-MYERS SQ 5.2% 02/22/34) | Long | Debt | US | $605K | 610K | 0.03 |
| BRISTOL-MYERS SQUIBB CO REGD 5.55000000 (BRISTOL-MYERS S 5.55% 02/22/54) | Long | Debt | US | $157K | 160K | 0.01 |
| BRISTOL-MYERS SQUIBB CO REGD 5.65000000 (BRISTOL-MYERS S 5.65% 02/22/64) | Long | Debt | US | $1M | 1M | 0.06 |
| BRITISH TELECOMMUNICATIO /GBP/ REGD V/R REG S EMTN 8.37500000 (BRITISH TELE V/R 12/20/83/GBP/) | Long | Debt | GB | $1M | 900K | 0.07 |
| BRIXMOR OPERATING PART REGD 5.50000000 (BRIXMOR OPERATIN 5.5% 02/15/34) | Long | Debt | US | $24K | 25K | 0.00 |
| BRL/USD FWD 20240604 STAR USD | Derivative-foreign exchange | $1K | – | 0.00 | ||
| BRL/USD FWD 20240618 STAR USD | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| BRL/USD FWD 20240702 STAR USD | Derivative-foreign exchange | $-14K | – | -0.00 | ||
| BRL/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $-192K | – | -0.01 | ||
| BROADCOM CRP / CAYMN FI REGD SER WI 3.87500000 (BROADCOM CRP / 3.875% 01/15/27) | Long | Debt | US | $96K | 100K | 0.01 |
| BROADCOM INC REGD 144A P/P 3.13700000 (BROADCOM INC 3.137% 11/15/35) | Long | Debt | US | $836K | 1M | 0.05 |
| BROADCOM INC REGD 144A P/P 3.18700000 (BROADCOM INC 3.187% 11/15/36) | Long | Debt | US | $8K | 10K | 0.00 |
| BROADCOM INC REGD 144A P/P 3.46900000 (BROADCOM INC 3.469% 04/15/34) | Long | Debt | US | $266K | 316K | 0.02 |
| BROADCOM INC REGD 144A P/P 3.50000000 (BROADCOM INC 3.5% 02/15/41) | Long | Debt | US | $152K | 200K | 0.01 |
| BROADCOM INC REGD 144A P/P 3.75000000 (BROADCOM INC 3.75% 02/15/51) | Long | Debt | US | $74K | 100K | 0.00 |
| BROADCOM INC REGD 144A P/P 4.15000000 (BROADCOM INC 4.15% 04/15/32) | Long | Debt | US | $155K | 170K | 0.01 |
| BROADCOM INC REGD 144A P/P 4.92600000 (BROADCOM INC 4.926% 05/15/37) | Long | Debt | US | $100K | 108K | 0.01 |
| BROADCOM INC REGD 3.62500000 (BROADCOM INC 3.625% 10/15/24) | Long | Debt | US | $84K | 85K | 0.00 |
| BROADCOM INC REGD SER WI 4.15000000 (BROADCOM INC 4.15% 11/15/30) | Long | Debt | US | $353K | 377K | 0.02 |
| BROOKFIELD FINANCE INC REGD 3.62500000 (BROOKFIELD FIN 3.625% 02/15/52) | Long | Debt | CA | $523K | 750K | 0.03 |
| BROOKFIELD FINANCE INC REGD 3.90000000 (BROOKFIELD FINAN 3.9% 01/25/28) | Long | Debt | CA | $48K | 50K | 0.00 |
| BROOKFIELD FINANCE INC REGD 4.25000000 (BROOKFIELD FINA 4.25% 06/02/26) | Long | Debt | CA | $98K | 100K | 0.01 |
| BROOKFIELD FINANCE INC REGD 4.85000000 (BROOKFIELD FINA 4.85% 03/29/29) | Long | Debt | CA | $25K | 25K | 0.00 |
| BROOKFIELD FINANCE INC REGD 6.35000000 (BROOKFIELD FINA 6.35% 01/05/34) | Long | Debt | CA | $2M | 2M | 0.13 |
| BROOKFLD FIN LLC/FIN INC REGD 3.45000000 (BROOKFLD FIN LL 3.45% 04/15/50) | Long | Debt | US | $17K | 25K | 0.00 |
| BROWN & BROWN INC REGD 2.37500000 (BROWN & BROWN 2.375% 03/15/31) | Long | Debt | US | $20K | 25K | 0.00 |
| BROWN & BROWN INC REGD 4.50000000 (BROWN & BROWN IN 4.5% 03/15/29) | Long | Debt | US | $24K | 25K | 0.00 |
| BSST 2021-SSCP MORTGAGE TRUST SER 2021-SSCP CL A V/R REGD 144A P/P 6.18148000 (BSST 2021-SSCP A V/R 04/15/26) | Long | ABS-collateralized bond/debt obligation | US | $0.01 | 0.01 | 0.00 |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000 (BUILDERS FIRSTS 4.25% 02/01/32) | Long | Debt | US | $26K | 30K | 0.00 |
| BURLINGTN NORTH SANTA FE REGD 2.87500000 (BURLINGTN NORT 2.875% 06/15/52) | Long | Debt | US | $109K | 174K | 0.01 |
| BURLINGTN NORTH SANTA FE REGD 3.05000000 (BURLINGTN NORTH 3.05% 02/15/51) | Long | Debt | US | $34K | 52K | 0.00 |
| BURLINGTN NORTH SANTA FE REGD 4.15000000 (BURLINGTN NORTH 4.15% 12/15/48) | Long | Debt | US | $285K | 351K | 0.02 |
| BX 2021-LBA3 MORTGAGE TRUST SER 2021-PAC CL D V/R REGD 144A P/P 6.72978000 (BX 2021-PAC D V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| BX COMMERCIAL MORTGAGE TRUST 2021-CIP SER 2021-CIP CL A V/R REGD 144A P/P 6.35248000 (BX 2021-CIP A V/R 12/15/23) | Long | ABS-collateralized bond/debt obligation | US | $886K | 890K | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL D V/R REGD 144A P/P 6.82818000 (BX 2021-XL2 D V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $216K | 218K | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2023-VLT2 SER 2023-VLT2 CL D V/R REGD 144A P/P 10.09077000 (BX 2023-VLT2 D V/R 06/15/28) | Long | ABS-collateralized bond/debt obligation | US | $709K | 710K | 0.04 |
| BX COMMERCIAL MORTGAGE TRUST 2023-VLT2 SER 2023-VLT2 CL E V/R REGD 144A P/P 11.18777000 (BX 2023-VLT2 E V/R 06/15/28) | Long | ABS-collateralized bond/debt obligation | US | $915K | 910K | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING SER 2024-KING CL E V/R REGD 144A P/P 8.98795000 (BX 2024-KING E V/R 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $908K | 910K | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5 SER 2024-XL5 CL A V/R REGD 144A P/P 6.70842000 (BX 2024-XL5 A V/R 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $442K | 441K | 0.02 |
| BX TRUST 2021-ARIA SER 2021-ARIA CL D V/R REGD 144A P/P 7.32688000 (BX 2021-ARIA D V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $216K | 220K | 0.01 |
| BX TRUST 2021-RISE SER 2021-RISE CL A V/R REGD 144A P/P 6.17898000 (BX 2021-RISE A V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $309K | 312K | 0.02 |
| BX TRUST 2022-IND SER 2022-IND CL A V/R REGD 144A P/P 6.80777000 (BX 2022-IND A V/R 04/15/27) | Long | ABS-collateralized bond/debt obligation | US | $245K | 244K | 0.01 |
| BX TRUST 2022-VAMF SER 2022-VAMF CL A V/R REGD 144A P/P 6.16677000 (BX 2022-VAMF A V/R 01/15/27) | Long | ABS-collateralized bond/debt obligation | US | $896K | 901K | 0.05 |
| BX TRUST 2024-BIO SER 2024-BIO CL C V/R REGD 144A P/P 7.95677000 (BX 2024-BIO C V/R 02/15/29) | Long | ABS-collateralized bond/debt obligation | US | $972K | 969K | 0.05 |
| CABOT CORP REGD 5.00000000 (CABOT CORP 5% 06/30/32) | Long | Debt | US | $25K | 25K | 0.00 |
| CAD/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $23K | – | 0.00 | ||
| CAESARS ENTERTAIN INC REGD 144A P/P 7.00000000 (CAESARS ENTERTAIN 7% 02/15/30) | Long | Debt | US | $91K | 90K | 0.01 |
| CAIXABANK SA /EUR/ REGD V/R REG S EMTN 6.25000000 (CAIXABANK SA V/R 02/23/33/EUR/) | Long | Debt | ES | $2M | 2M | 0.12 |
| CAJUN GLOBAL LLC SER 2021-1 CL A2 REGD 144A P/P 3.93100000 (CAJUN 2021-1 3.931% 11/20/26) | Long | ABS-collateralized bond/debt obligation | US | $220K | 243K | 0.01 |
| CALIFORNIA ST HLTH FACS FING A REGD B/E 3.00000000 (CALIFORNIA ST HLTH 3% 08/15/51) | Long | Debt | US | $239K | 310K | 0.01 |
| CALIFORNIA ST REGD N/C B/E 5.75000000 (CALIFORNIA ST 5.75% 10/01/31) | Long | Debt | US | $209K | 200K | 0.01 |
| CALIFORNIA ST UNIV REVENUE REGD B/E 5.18300000 (CALIFORNIA ST 5.183% 11/01/53) | Long | Debt | US | $97K | 100K | 0.01 |
| CALL OPTION ON 3 MONTH SOFR OPT JUN25 97 0.00000000 (C/O 3 MONTH SOFR OPT JUN25 97) | Derivative-other | US | $-91K | – | -0.01 | |
| CALL OPTION ON 3 MONTH SOFR OPT SEP24 96.875 0.00000000 (C/O 3 MONTH SOFR SEP24 96.875) | Derivative-other | US | $-937.5 | – | -0.00 | |
| CALL OPTION ON SOFR 1YR MIDCURVE JUN24 95.875 0.00000000 (C/O SOFR 1YR MIDC JUN24 95.875) | Derivative-other | US | $13K | – | 0.00 | |
| CALL OPTION ON US 5YR NOTE W5 OP MAY24 105.75 0.00000000 (C/O US 5YR NOTE W MAY24 105.75) | Derivative-other | US | $3K | – | 0.00 | |
| CAMDEN PROPERTY TRUST REGD 4.90000000 (CAMDEN PROPERTY 4.9% 01/15/34) | Long | Debt | US | $24K | 25K | 0.00 |
| CAMELOT RETURN MERGER SU REGD 144A P/P 8.75000000 (CAMELOT RETURN 8.75% 08/01/28) | Long | Debt | US | $654K | 660K | 0.04 |
| CAMERON LNG LLC REGD 144A P/P 2.90200000 (CAMERON LNG LL 2.902% 07/15/31) | Long | Debt | US | $43K | 50K | 0.00 |
| CAMERON LNG LLC REGD 144A P/P 3.30200000 (CAMERON LNG LL 3.302% 01/15/35) | Long | Debt | US | $475K | 580K | 0.03 |
| CANADIAN IMPERIAL BANK REGD 5.92600000 (CANADIAN IMPER 5.926% 10/02/26) | Long | Debt | CA | $101K | 100K | 0.01 |
| CANADIAN NATL RAILWAY REGD 3.20000000 (CANADIAN NATL RA 3.2% 08/02/46) | Long | Debt | CA | $18K | 25K | 0.00 |
| CANADIAN NATL RAILWAY REGD 3.65000000 (CANADIAN NATL R 3.65% 02/03/48) | Long | Debt | CA | $19K | 25K | 0.00 |
| CANADIAN NATL RAILWAY REGD 4.45000000 (CANADIAN NATL R 4.45% 01/20/49) | Long | Debt | CA | $22K | 25K | 0.00 |
| CANADIAN PACIFIC RAILWAY REGD 3.10000000 (CANADIAN PACIFIC 3.1% 12/02/51) | Long | Debt | CA | $178K | 270K | 0.01 |
| CANADIAN PACIFIC RAILWAY REGD 3.50000000 (CANADIAN PACIFIC 3.5% 05/01/50) | Long | Debt | CA | $18K | 25K | 0.00 |
| CANADIAN PACIFIC RAILWAY REGD 4.30000000 (CANADIAN PACIFIC 4.3% 05/15/43) | Long | Debt | CA | $21K | 25K | 0.00 |
| CANADIAN PACIFIC RAILWAY REGD 4.70000000 (CANADIAN PACIFIC 4.7% 05/01/48) | Long | Debt | CA | $22K | 25K | 0.00 |
| CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF3 SER 2019-CF3 CL A4 REGD 3.00550000 (CF 2019-CF3 A 3.005% 12/15/29) | Long | ABS-collateralized bond/debt obligation | US | $812K | 940K | 0.05 |
| CAPITAL ONE FINANCIAL CO REGD 3.75000000 (CAPITAL ONE FIN 3.75% 03/09/27) | Long | Debt | US | $96K | 100K | 0.01 |
| CAPITAL ONE FINANCIAL CO REGD 3.75000000 (CAPITAL ONE FIN 3.75% 07/28/26) | Long | Debt | US | $48K | 50K | 0.00 |
| CAPITAL ONE FINANCIAL CO REGD V/R 2.35900000 (CAPITAL ONE FINAN V/R 07/29/32) | Long | Debt | US | $21K | 27K | 0.00 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A3 CL A REGD 4.95000000 (COMET 2022-A3 4.95% 10/15/25) | Long | ABS-collateralized bond/debt obligation | US | $460K | 462K | 0.03 |
| CARRIER GLOBAL CORP REGD 2.49300000 (CARRIER GLOBAL 2.493% 02/15/27) | Long | Debt | US | $47K | 50K | 0.00 |
| CARRIER GLOBAL CORP REGD 3.37700000 (CARRIER GLOBAL 3.377% 04/05/40) | Long | Debt | US | $39K | 50K | 0.00 |
| CARRIER GLOBAL CORP REGD 3.57700000 (CARRIER GLOBAL 3.577% 04/05/50) | Long | Debt | US | $36K | 50K | 0.00 |
| CATERPILLAR FINL SERVICE REGD 4.50000000 (CATERPILLAR FINL 4.5% 01/08/27) | Long | Debt | US | $49K | 50K | 0.00 |
| CATERPILLAR FINL SERVICE REGD MTN 0.80000000 (CATERPILLAR FINL 0.8% 11/13/25) | Long | Debt | US | $188K | 200K | 0.01 |
| CATERPILLAR FINL SERVICE REGD MTN 1.70000000 (CATERPILLAR FINL 1.7% 01/08/27) | Long | Debt | US | $184K | 200K | 0.01 |
| CATERPILLAR INC REGD 3.25000000 (CATERPILLAR INC 3.25% 04/09/50) | Long | Debt | US | $36K | 50K | 0.00 |
| CATERPILLAR INC REGD SER WI 3.80300000 (CATERPILLAR IN 3.803% 08/15/42) | Long | Debt | US | $41K | 50K | 0.00 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000 (CCO HLDGS LLC/C 4.25% 01/15/34) | Long | Debt | US | $589K | 790K | 0.03 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000 (CCO HLDGS LLC/CA 4.5% 06/01/33) | Long | Debt | US | $286K | 370K | 0.02 |
| CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000 (CCO HLDGS LLC/C 4.75% 02/01/32) | Long | Debt | US | $81K | 100K | 0.00 |
| CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000 (CCO HLDGS LLC/CA 4.5% 05/01/32) | Long | Debt | US | $79K | 100K | 0.00 |
| CD 2017-CD3 MORTGAGE TRUST SER 2017-CD3 CL A4 REGD 3.63100000 (CD 2017-CD3 A 3.631% 01/10/27) | Long | ABS-collateralized bond/debt obligation | US | $295K | 320K | 0.02 |
| CDW LLC/CDW FINANCE REGD 3.25000000 (CDW LLC/CDW FIN 3.25% 02/15/29) | Long | Debt | US | $23K | 25K | 0.00 |
| CDX 2I65BRAB2 05.000 NA 06/20/2029 GOLDUS33 FLOAT | Derivative-credit | US | $-194K | – | -0.01 | |
| CDX 2I65BYEE1 01.000 NA 06/20/2029 GOLDUS33 FIXED | Derivative-credit | US | $892K | – | 0.05 | |
| CELANESE US HOLDINGS LLC REGD 6.16500000 (CELANESE US HO 6.165% 07/15/27) | Long | Debt | US | $25K | 25K | 0.00 |
| CENTENE CORP REGD 2.45000000 (CENTENE CORP 2.45% 07/15/28) | Long | Debt | US | $44K | 50K | 0.00 |
| CENTENE CORP REGD 2.50000000 (CENTENE CORP 2.5% 03/01/31) | Long | Debt | US | $41K | 50K | 0.00 |
| CENTENE CORP REGD 2.62500000 (CENTENE CORP 2.625% 08/01/31) | Long | Debt | US | $8K | 10K | 0.00 |
| CENTENE CORP REGD 3.00000000 (CENTENE CORP 3% 10/15/30) | Long | Debt | US | $60K | 70K | 0.00 |
| CENTENE CORP REGD SER WI 3.37500000 (CENTENE CORP 3.375% 02/15/30) | Long | Debt | US | $70K | 80K | 0.00 |
| CENTENE CORP REGD SER WI 4.25000000 (CENTENE CORP 4.25% 12/15/27) | Long | Debt | US | $143K | 150K | 0.01 |
| CENTENE CORP REGD SER WI 4.62500000 (CENTENE CORP 4.625% 12/15/29) | Long | Debt | US | $236K | 250K | 0.01 |
| CENTERPOINT ENER HOUSTON REGD SER AH 3.60000000 (CENTERPOINT ENER 3.6% 03/01/52) | Long | Debt | US | $85K | 118K | 0.00 |
| CENTERPOINT ENER HOUSTON REGD SER AI. 4.45000000 (CENTERPOINT ENE 4.45% 10/01/32) | Long | Debt | US | $122K | 129K | 0.01 |
| CENTERPOINT ENERGY RES REGD 1.75000000 (CENTERPOINT ENE 1.75% 10/01/30) | Long | Debt | US | $42K | 52K | 0.00 |
| CENTERPOINT ENERGY RES REGD 5.25000000 (CENTERPOINT ENE 5.25% 03/01/28) | Long | Debt | US | $108K | 108K | 0.01 |
| CF INDUSTRIES INC REGD 5.37500000 (CF INDUSTRIES 5.375% 03/15/44) | Long | Debt | US | $23K | 25K | 0.00 |
| CHARLES SCHWAB CORP REGD 0.90000000 (CHARLES SCHWAB C 0.9% 03/11/26) | Long | Debt | US | $46K | 50K | 0.00 |
| CHARLES SCHWAB CORP REGD 1.15000000 (CHARLES SCHWAB 1.15% 05/13/26) | Long | Debt | US | $23K | 25K | 0.00 |
| CHARLES SCHWAB CORP REGD 2.00000000 (CHARLES SCHWAB COR 2% 03/20/28) | Long | Debt | US | $45K | 50K | 0.00 |
| CHARLES SCHWAB CORP REGD 2.45000000 (CHARLES SCHWAB 2.45% 03/03/27) | Long | Debt | US | $46K | 50K | 0.00 |
| CHARLES SCHWAB CORP REGD 2.90000000 (CHARLES SCHWAB C 2.9% 03/03/32) | Long | Debt | US | $21K | 25K | 0.00 |
| CHARLES SCHWAB CORP REGD 3.30000000 (CHARLES SCHWAB C 3.3% 04/01/27) | Long | Debt | US | $24K | 25K | 0.00 |
| CHARLES SCHWAB CORP REGD 4.00000000 (CHARLES SCHWAB COR 4% 02/01/29) | Long | Debt | US | $24K | 25K | 0.00 |
| CHARLES SCHWAB CORP REGD 5.87500000 (CHARLES SCHWAB 5.875% 08/24/26) | Long | Debt | US | $758K | 750K | 0.04 |
| CHARLES SCHWAB CORP REGD V/R 5.64300000 (CHARLES SCHWAB CO V/R 05/19/29) | Long | Debt | US | $50K | 50K | 0.00 |
| CHARLES SCHWAB CORP REGD V/R 6.13600000 (CHARLES SCHWAB CO V/R 08/24/34) | Long | Debt | US | $3M | 3M | 0.15 |
| CHARLES SCHWAB CORP REGD V/R 6.19600000 (CHARLES SCHWAB CO V/R 11/17/29) | Long | Debt | US | $52K | 50K | 0.00 |
| CHARTER COMM OPT LLC/CAP REGD 2.30000000 (CHARTER COMM OPT 2.3% 02/01/32) | Long | Debt | US | $253K | 330K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.50000000 (CHARTER COMM OPT 3.5% 03/01/42) | Long | Debt | US | $33K | 50K | 0.00 |
| CHARTER COMM OPT LLC/CAP REGD 3.70000000 (CHARTER COMM OPT 3.7% 04/01/51) | Long | Debt | US | $258K | 422K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.85000000 (CHARTER COMM OP 3.85% 04/01/61) | Long | Debt | US | $63K | 108K | 0.00 |
| CHARTER COMM OPT LLC/CAP REGD 3.90000000 (CHARTER COMM OPT 3.9% 06/01/52) | Long | Debt | US | $248K | 396K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 3.95000000 (CHARTER COMM OP 3.95% 06/30/62) | Long | Debt | US | $60K | 101K | 0.00 |
| CHARTER COMM OPT LLC/CAP REGD 4.40000000 (CHARTER COMM OPT 4.4% 04/01/33) | Long | Debt | US | $183K | 210K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 4.80000000 (CHARTER COMM OPT 4.8% 03/01/50) | Long | Debt | US | $427K | 580K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD 5.05000000 (CHARTER COMM OP 5.05% 03/30/29) | Long | Debt | US | $622K | 650K | 0.04 |
| CHARTER COMM OPT LLC/CAP REGD 5.12500000 (CHARTER COMM O 5.125% 07/01/49) | Long | Debt | US | $318K | 415K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD 5.25000000 (CHARTER COMM OP 5.25% 04/01/53) | Long | Debt | US | $405K | 515K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD 5.50000000 (CHARTER COMM OPT 5.5% 04/01/63) | Long | Debt | US | $101K | 130K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 5.75000000 (CHARTER COMM OP 5.75% 04/01/48) | Long | Debt | US | $338K | 402K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD 6.10000000 (CHARTER COMM OPT 6.1% 06/01/29) | Long | Debt | US | $1M | 1M | 0.08 |
| CHARTER COMM OPT LLC/CAP REGD 6.15000000 (CHARTER COMM OP 6.15% 11/10/26) | Long | Debt | US | $101K | 100K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD 6.55000000 (CHARTER COMM OP 6.55% 06/01/34) | Long | Debt | US | $130K | 130K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD SER WI 3.75000000 (CHARTER COMM OP 3.75% 02/15/28) | Long | Debt | US | $380K | 410K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000 (CHARTER COMM OPT 4.2% 03/15/28) | Long | Debt | US | $432K | 460K | 0.02 |
| CHARTER COMM OPT LLC/CAP REGD SER WI 4.90800000 (CHARTER COMM O 4.908% 07/23/25) | Long | Debt | US | $99K | 100K | 0.01 |
| CHARTER COMM OPT LLC/CAP REGD SER WI 5.37500000 (CHARTER COMM O 5.375% 05/01/47) | Long | Debt | US | $449K | 560K | 0.03 |
| CHENIERE CORP CHRISTI HD REGD 5.12500000 (CHENIERE CORP 5.125% 06/30/27) | Long | Debt | US | $270K | 272K | 0.02 |
| CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000 (CHENIERE CORP CH 3.7% 11/15/29) | Long | Debt | US | $367K | 399K | 0.02 |
| CHENIERE ENERGY PARTNERS REGD 4.00000000 (CHENIERE ENERGY PA 4% 03/01/31) | Long | Debt | US | $129K | 143K | 0.01 |
| CHENIERE ENERGY PARTNERS REGD 4.50000000 (CHENIERE ENERGY 4.5% 10/01/29) | Long | Debt | US | $140K | 147K | 0.01 |
| CHENIERE ENERGY PARTNERS REGD 5.95000000 (CHENIERE ENERGY 5.95% 06/30/33) | Long | Debt | US | $257K | 255K | 0.01 |
| CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000 (CHENIERE ENERGY 3.25% 01/31/32) | Long | Debt | US | $412K | 486K | 0.02 |
| CHEVRON CORP REGD 1.99500000 (CHEVRON CORP 1.995% 05/11/27) | Long | Debt | US | $64K | 70K | 0.00 |
| CHEVRON USA INC REGD 3.85000000 (CHEVRON USA INC 3.85% 01/15/28) | Long | Debt | US | $10K | 10K | 0.00 |
| CHEVY CHASE FUNDING LLC MORTGAGE-BACKED SER 2004-2A CL A1 V/R REGD 144A P/P 5.70936000 (CCMFC 2004-2A A1 V/R 05/25/35) | Long | ABS-collateralized bond/debt obligation | US | $169K | 181K | 0.01 |
| CHICAGO IL O'HARE INTERNATIONA REGD N/C B/E 4.47200000 (CHICAGO IL O'H 4.472% 01/01/49) | Long | Debt | US | $136K | 150K | 0.01 |
| CHUBB INA HOLDINGS LLC REGD 1.37500000 (CHUBB INA HOLD 1.375% 09/15/30) | Long | Debt | US | $20K | 25K | 0.00 |
| CHUBB INA HOLDINGS LLC REGD 3.05000000 (CHUBB INA HOLDI 3.05% 12/15/61) | Long | Debt | US | $32K | 50K | 0.00 |
| CHUBB INA HOLDINGS LLC REGD 3.35000000 (CHUBB INA HOLDI 3.35% 05/03/26) | Long | Debt | US | $92K | 95K | 0.01 |
| CHUBB INA HOLDINGS LLC REGD 4.15000000 (CHUBB INA HOLDI 4.15% 03/13/43) | Long | Debt | US | $21K | 25K | 0.00 |
| CI FINANCIAL CORP REGD 4.10000000 (CI FINANCIAL COR 4.1% 06/15/51) | Long | Debt | CA | $628K | 1M | 0.04 |
| CIFC FUNDING 2021-I LTD SER 2021-1A CL A1 V/R REGD 144A P/P 6.69516000 (CIFC 2021-1A A1 V/R 04/25/33) | Long | ABS-collateralized bond/debt obligation | KY | $291K | 290K | 0.02 |
| CIGNA GROUP/THE REGD 2.37500000 (CIGNA GROUP/TH 2.375% 03/15/31) | Long | Debt | US | $133K | 160K | 0.01 |
| CIGNA GROUP/THE REGD 3.20000000 (CIGNA GROUP/THE 3.2% 03/15/40) | Long | Debt | US | $15K | 20K | 0.00 |
| CIGNA GROUP/THE REGD 3.40000000 (CIGNA GROUP/THE 3.4% 03/15/50) | Long | Debt | US | $34K | 50K | 0.00 |
| CIGNA GROUP/THE REGD 3.40000000 (CIGNA GROUP/THE 3.4% 03/15/51) | Long | Debt | US | $34K | 50K | 0.00 |
| CIGNA GROUP/THE REGD 5.25000000 (CIGNA GROUP/THE 5.25% 02/15/34) | Long | Debt | US | $734K | 750K | 0.04 |
| CIGNA GROUP/THE REGD 5.60000000 (CIGNA GROUP/THE 5.6% 02/15/54) | Long | Debt | US | $24K | 25K | 0.00 |
| CIGNA GROUP/THE REGD SER * 3.40000000 (CIGNA GROUP/THE 3.4% 03/01/27) | Long | Debt | US | $95K | 100K | 0.01 |
| CIGNA GROUP/THE REGD SER * 3.87500000 (CIGNA GROUP/TH 3.875% 10/15/47) | Long | Debt | US | $19K | 25K | 0.00 |
| CIGNA GROUP/THE REGD SER * 4.80000000 (CIGNA GROUP/THE 4.8% 07/15/46) | Long | Debt | US | $44K | 50K | 0.00 |
| CIGNA GROUP/THE REGD SER WI 4.37500000 (CIGNA GROUP/TH 4.375% 10/15/28) | Long | Debt | US | $995K | 1M | 0.06 |
| CIGNA GROUP/THE REGD SER WI 4.80000000 (CIGNA GROUP/THE 4.8% 08/15/38) | Long | Debt | US | $803K | 880K | 0.05 |
| CIGNA GROUP/THE REGD SER WI 4.90000000 (CIGNA GROUP/THE 4.9% 12/15/48) | Long | Debt | US | $92K | 105K | 0.01 |
| CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000 (CIM 2019-R4 A1 V/R 10/25/59) | Long | ABS-collateralized bond/debt obligation | US | $682K | 754K | 0.04 |
| CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000 (CIM 2020-R6 A1A V/R 12/25/60) | Long | ABS-collateralized bond/debt obligation | US | $377K | 434K | 0.02 |
| CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000 (CIM 2021-R1 A2 V/R 08/25/56) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.08 |
| CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000 (CIM 2021-R3 A1A V/R 06/25/57) | Long | ABS-collateralized bond/debt obligation | US | $750K | 843K | 0.04 |
| CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000 (CIM 2021-R4 A1A V/R 05/01/61) | Long | ABS-collateralized bond/debt obligation | US | $899K | 1M | 0.05 |
| CIM TRUST 2021-R5 SER 2021-R5 CL A1 V/R REGD 144A P/P 2.00000000 (CIM 2021-R5 A1 V/R 08/25/61) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000 (CIM 2023-R1 A1A V/R 04/25/62) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000 (CIM 2023-R3 A1A V/R 01/25/63) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.10 |
| CIM TRUST 2023-R4 SER 2023-R4 CL A1 V/R REGD 144A P/P 5.00000000 (CIM 2023-R4 A1 V/R 05/25/62) | Long | ABS-collateralized bond/debt obligation | US | $800K | 820K | 0.05 |
| CIMIC FINANCE USA PTY LT REGD 144A P/P 7.00000000 (CIMIC FINANCE USA 7% 03/25/34) | Long | Debt | AU | $477K | 475K | 0.03 |
| CINCINNATI FINL CORP REGD 6.12500000 (CINCINNATI FIN 6.125% 11/01/34) | Long | Debt | US | $779K | 750K | 0.04 |
| CINTAS CORPORATION NO. 2 REGD 4.00000000 (CINTAS CORPORATION 4% 05/01/32) | Long | Debt | US | $84K | 90K | 0.00 |
| CISCO SYSTEMS INC REGD 4.80000000 (CISCO SYSTEMS IN 4.8% 02/26/27) | Long | Debt | US | $50K | 50K | 0.00 |
| CISCO SYSTEMS INC REGD 5.30000000 (CISCO SYSTEMS IN 5.3% 02/26/54) | Long | Debt | US | $49K | 50K | 0.00 |
| CISCO SYSTEMS INC REGD 5.35000000 (CISCO SYSTEMS I 5.35% 02/26/64) | Long | Debt | US | $24K | 25K | 0.00 |
| CISCO SYSTEMS INC REGD 5.50000000 (CISCO SYSTEMS IN 5.5% 01/15/40) | Long | Debt | US | $51K | 50K | 0.00 |
| CISCO SYSTEMS INC REGD 5.90000000 (CISCO SYSTEMS IN 5.9% 02/15/39) | Long | Debt | US | $53K | 50K | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P SER 2013-375P CL A REGD 144A P/P 3.25100000 (CGCMT 2013-37 3.251% 05/10/23) | Long | ABS-collateralized bond/debt obligation | US | $126K | 131K | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC29 SER 2015-GC29 CL B V/R REGD 3.75800000 (CGCMT 2015-GC29 V/R 04/10/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.08 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 SER 2016-C2 CL B REGD 3.17600000 (CGCMT 2016-C2 3.176% 08/10/26) | Long | ABS-collateralized bond/debt obligation | US | $261K | 285K | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 SER 2016-C3 CL A3 REGD 2.89600000 (CGCMT 2016-C3 2.896% 10/15/26) | Long | ABS-collateralized bond/debt obligation | US | $563K | 598K | 0.03 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P5 SER 2016-P5 CL A4 REGD 2.94100000 (CGCMT 2016-P5 2.941% 09/10/26) | Long | ABS-collateralized bond/debt obligation | US | $464K | 500K | 0.03 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4 SER 2017-C4 CL A3 REGD 3.20900000 (CGCMT 2017-C4 3.209% 08/12/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL AAB REGD 3.50900000 (CGCMT 2017-P7 3.509% 09/14/26) | Long | ABS-collateralized bond/debt obligation | US | $187K | 192K | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 SER 2019-C7 CL XA V/R REGD 0.85451500 (CGCMT 2019-C7 XA V/R 09/15/29) | Long | ABS-collateralized bond/debt obligation | US | $479K | 13M | 0.03 |
| CITIGROUP INC REGD 4.30000000 (CITIGROUP INC 4.3% 11/20/26) | Long | Debt | US | $868K | 890K | 0.05 |
| CITIGROUP INC REGD 4.40000000 (CITIGROUP INC 4.4% 06/10/25) | Long | Debt | US | $207K | 210K | 0.01 |
| CITIGROUP INC REGD 4.65000000 (CITIGROUP INC 4.65% 07/30/45) | Long | Debt | US | $173K | 196K | 0.01 |
| CITIGROUP INC REGD 4.65000000 (CITIGROUP INC 4.65% 07/23/48) | Long | Debt | US | $62K | 70K | 0.00 |
| CITIGROUP INC REGD 4.75000000 (CITIGROUP INC 4.75% 05/18/46) | Long | Debt | US | $26K | 30K | 0.00 |
| CITIGROUP INC REGD 5.30000000 (CITIGROUP INC 5.3% 05/06/44) | Long | Debt | US | $271K | 286K | 0.02 |
| CITIGROUP INC REGD 5.50000000 (CITIGROUP INC 5.5% 09/13/25) | Long | Debt | US | $20K | 20K | 0.00 |
| CITIGROUP INC REGD 6.62500000 (CITIGROUP INC 6.625% 6/15/32) | Long | Debt | US | $32K | 30K | 0.00 |
| CITIGROUP INC REGD 6.67500000 (CITIGROUP INC 6.675% 09/13/43) | Long | Debt | US | $110K | 100K | 0.01 |
| CITIGROUP INC REGD V/R /PERP/ SER P 5.95000000 (CITIGROUP INC V/R /PERP/) | Long | Debt | US | $219K | 220K | 0.01 |
| CITIGROUP INC REGD V/R 2.52000000 (CITIGROUP INC V/R 11/03/32) | Long | Debt | US | $131K | 160K | 0.01 |
| CITIGROUP INC REGD V/R 2.56100000 (CITIGROUP INC V/R 05/01/32) | Long | Debt | US | $573K | 690K | 0.03 |
| CITIGROUP INC REGD V/R 2.57200000 (CITIGROUP INC V/R 06/03/31) | Long | Debt | US | $60K | 70K | 0.00 |
| CITIGROUP INC REGD V/R 3.52000000 (CITIGROUP INC V/R 10/27/28) | Long | Debt | US | $2M | 3M | 0.14 |
| CITIGROUP INC REGD V/R 3.78500000 (CITIGROUP INC V/R 03/17/33) | Long | Debt | US | $222K | 250K | 0.01 |
| CITIGROUP INC REGD V/R 3.98000000 (CITIGROUP INC V/R 03/20/30) | Long | Debt | US | $94K | 100K | 0.01 |
| CITIGROUP INC REGD V/R 4.41200000 (CITIGROUP INC V/R 03/31/31) | Long | Debt | US | $522K | 550K | 0.03 |
| CITIGROUP INC REGD V/R 4.65800000 (CITIGROUP INC V/R 05/24/28) | Long | Debt | US | $69K | 70K | 0.00 |
| CITIGROUP INC REGD V/R 4.91000000 (CITIGROUP INC V/R 05/24/33) | Long | Debt | US | $211K | 220K | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST 2006-AR6 SER 2006-AR6 CL 2A4 V/R REGD 5.87936000 (CMLTI 2006-AR6 2 V/R 09/25/36) | Long | ABS-collateralized bond/debt obligation | US | $481K | 2M | 0.03 |
| CITIZENS FINANCIAL GROUP REGD 2.85000000 (CITIZENS FINANC 2.85% 07/27/26) | Long | Debt | US | $47K | 50K | 0.00 |
| CITY OF HOPE/THE REGD SER 2013 5.62300000 (CITY OF HOPE/T 5.623% 11/15/43) | Long | Debt | US | $98K | 100K | 0.01 |
| CLOUD SOFTWARE GRP INC REGD 144A P/P 8.25000000 (CLOUD SOFTWARE 8.25% 06/30/32) | Long | Debt | US | $353K | 350K | 0.02 |
| CNA FINANCIAL CORP REGD 5.50000000 (CNA FINANCIAL CO 5.5% 06/15/33) | Long | Debt | US | $25K | 25K | 0.00 |
| CNH INDUSTRIAL CAP LLC REGD 4.55000000 (CNH INDUSTRIAL 4.55% 04/10/28) | Long | Debt | US | $180K | 185K | 0.01 |
| CNH/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $5K | – | 0.00 | ||
| COCA-COLA CO/THE REGD 2.50000000 (COCA-COLA CO/THE 2.5% 06/01/40) | Long | Debt | US | $168K | 240K | 0.01 |
| COCA-COLA CO/THE REGD 2.50000000 (COCA-COLA CO/THE 2.5% 03/15/51) | Long | Debt | US | $30K | 50K | 0.00 |
| COCA-COLA CO/THE REGD 2.60000000 (COCA-COLA CO/THE 2.6% 06/01/50) | Long | Debt | US | $52K | 85K | 0.00 |
| COCA-COLA CO/THE REGD 3.00000000 (COCA-COLA CO/THE 3% 03/05/51) | Long | Debt | US | $17K | 25K | 0.00 |
| COCA-COLA CO/THE REGD 3.37500000 (COCA-COLA CO/T 3.375% 03/25/27) | Long | Debt | US | $96K | 100K | 0.01 |
| COLLEGE AVE STUDENT LOANS 2019-A LLC SER 2019-A CL A2 REGD 144A P/P 3.28000000 (CASL 2019-A A2 3.28% 03/25/30) | Long | ABS-collateralized bond/debt obligation | US | $89K | 96K | 0.01 |
| COLT 2021-2 MORTGAGE LOAN TRUST SER 2021-2 CL A1 V/R REGD 144A P/P 0.92400000 (COLT 2021-2 A1 V/R 08/25/66) | Long | ABS-collateralized bond/debt obligation | US | $662K | 824K | 0.04 |
| COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000 (COLUMBIA PIPEL 6.036% 11/15/33) | Long | Debt | US | $682K | 670K | 0.04 |
| COLUMBIA PIPELINES OPCO REGD 144A P/P 6.54400000 (COLUMBIA PIPEL 6.544% 11/15/53) | Long | Debt | US | $106K | 100K | 0.01 |
| COMCAST CORP REGD 1.50000000 (COMCAST CORP 1.5% 02/15/31) | Long | Debt | US | $150K | 188K | 0.01 |
| COMCAST CORP REGD 1.95000000 (COMCAST CORP 1.95% 01/15/31) | Long | Debt | US | $37K | 45K | 0.00 |
| COMCAST CORP REGD 2.35000000 (COMCAST CORP 2.35% 01/15/27) | Long | Debt | US | $93K | 100K | 0.01 |
| COMCAST CORP REGD 2.65000000 (COMCAST CORP 2.65% 08/15/62) | Long | Debt | US | $43K | 79K | 0.00 |
| COMCAST CORP REGD 2.80000000 (COMCAST CORP 2.8% 01/15/51) | Long | Debt | US | $349K | 570K | 0.02 |
| COMCAST CORP REGD 3.15000000 (COMCAST CORP 3.15% 03/01/26) | Long | Debt | US | $77K | 80K | 0.00 |
| COMCAST CORP REGD 3.25000000 (COMCAST CORP 3.25% 11/01/39) | Long | Debt | US | $15K | 20K | 0.00 |
| COMCAST CORP REGD 3.30000000 (COMCAST CORP 3.3% 04/01/27) | Long | Debt | US | $67K | 70K | 0.00 |
| COMCAST CORP REGD 3.40000000 (COMCAST CORP 3.4% 04/01/30) | Long | Debt | US | $82K | 90K | 0.00 |
| COMCAST CORP REGD 3.40000000 (COMCAST CORP 3.4% 07/15/46) | Long | Debt | US | $14K | 20K | 0.00 |
| COMCAST CORP REGD 3.45000000 (COMCAST CORP 3.45% 02/01/50) | Long | Debt | US | $42K | 60K | 0.00 |
| COMCAST CORP REGD 3.75000000 (COMCAST CORP 3.75% 04/01/40) | Long | Debt | US | $16K | 20K | 0.00 |
| COMCAST CORP REGD 3.90000000 (COMCAST CORP 3.9% 03/01/38) | Long | Debt | US | $42K | 50K | 0.00 |
| COMCAST CORP REGD 3.95000000 (COMCAST CORP 3.95% 10/15/25) | Long | Debt | US | $39K | 40K | 0.00 |
| COMCAST CORP REGD 4.00000000 (COMCAST CORP 4% 08/15/47) | Long | Debt | US | $23K | 30K | 0.00 |
| COMCAST CORP REGD 4.00000000 (COMCAST CORP 4% 03/01/48) | Long | Debt | US | $16K | 20K | 0.00 |
| COMCAST CORP REGD 4.15000000 (COMCAST CORP 4.15% 10/15/28) | Long | Debt | US | $2M | 2M | 0.09 |
| COMCAST CORP REGD 4.25000000 (COMCAST CORP 4.25% 10/15/30) | Long | Debt | US | $257K | 270K | 0.01 |
| COMCAST CORP REGD 4.75000000 (COMCAST CORP 4.75% 03/01/44) | Long | Debt | US | $24K | 27K | 0.00 |
| COMCAST CORP REGD 4.80000000 (COMCAST CORP 4.8% 05/15/33) | Long | Debt | US | $272K | 282K | 0.02 |
| COMCAST CORP REGD 4.95000000 (COMCAST CORP 4.95% 10/15/58) | Long | Debt | US | $18K | 20K | 0.00 |
| COMCAST CORP REGD 6.50000000 (COMCAST CORP 6.5% 11/15/35) | Long | Debt | US | $8K | 7K | 0.00 |
| COMCAST CORP REGD SER WI 2.88700000 (COMCAST CORP 2.887% 11/01/51) | Long | Debt | US | $92K | 149K | 0.01 |
| COMCAST CORP REGD SER WI 2.93700000 (COMCAST CORP 2.937% 11/01/56) | Long | Debt | US | $233K | 389K | 0.01 |
| COMCAST CORP REGD SER WI 2.98700000 (COMCAST CORP 2.987% 11/01/63) | Long | Debt | US | $350K | 600K | 0.02 |
| COMCAST CORP REGD SER WI 3.96900000 (COMCAST CORP 3.969% 11/01/47) | Long | Debt | US | $119K | 153K | 0.01 |
| COMCAST CORP REGD SER WI 3.99900000 (COMCAST CORP 3.999% 11/01/49) | Long | Debt | US | $33K | 43K | 0.00 |
| COMCAST CORP REGD SER WI 4.04900000 (COMCAST CORP 4.049% 11/01/52) | Long | Debt | US | $811K | 1M | 0.05 |
| COMM 2013-300P MORTGAGE TRUST SER 2013-300P CL B V/R REGD 144A P/P 4.39350000 (COMM 2013-300P B V/R 08/10/23) | Long | ABS-collateralized bond/debt obligation | US | $167K | 190K | 0.01 |
| COMM 2014-CCRE21 MORTGAGE TRUST SER 2014-CR21 CL C V/R REGD 4.41464200 (COMM 2014-CR21 C V/R 12/10/24) | Long | ABS-collateralized bond/debt obligation | US | $199K | 210K | 0.01 |
| COMM 2015-CCRE26 MORTGAGE TRUST SER 2015-CR26 CL A4 REGD 3.63000000 (COMM 2015-CR26 3.63% 08/10/25) | Long | ABS-collateralized bond/debt obligation | US | $169K | 175K | 0.01 |
| COMM 2018-COR3 MORTGAGE TRUST SER 2018-COR3 CL A3 REGD 4.22800000 (COMM 2018-COR 4.228% 04/10/28) | Long | ABS-collateralized bond/debt obligation | US | $153K | 165K | 0.01 |
| COMMONSPIRIT HEALTH REGD 3.81700000 (COMMONSPIRIT H 3.817% 10/01/49) | Long | Debt | US | $132K | 175K | 0.01 |
| COMMONSPIRIT HEALTH REGD 3.91000000 (COMMONSPIRIT HE 3.91% 10/01/50) | Long | Debt | US | $72K | 95K | 0.00 |
| COMMONSPIRIT HEALTH REGD 4.35000000 (COMMONSPIRIT HE 4.35% 11/01/42) | Long | Debt | US | $26K | 30K | 0.00 |
| COMMONWEALTH BANK AUST REGD 144A P/P MTN 3.90000000 (COMMONWEALTH BAN 3.9% 07/12/47) | Long | Debt | AU | $47K | 58K | 0.00 |
| COMMSCOPE INC REGD 144A P/P 4.75000000 (COMMSCOPE INC 4.75% 09/01/29) | Long | Debt | US | $36K | 50K | 0.00 |
| CON EDISON CO OF NY INC REGD 5.90000000 (CON EDISON CO OF 5.9% 11/15/53) | Long | Debt | US | $137K | 134K | 0.01 |
| CON EDISON CO OF NY INC REGD SER 20A 3.35000000 (CON EDISON CO O 3.35% 04/01/30) | Long | Debt | US | $55K | 60K | 0.00 |
| CON EDISON CO OF NY INC REGD SER 20B 3.95000000 (CON EDISON CO O 3.95% 04/01/50) | Long | Debt | US | $31K | 40K | 0.00 |
| CONAGRA BRANDS INC REGD 5.30000000 (CONAGRA BRANDS I 5.3% 10/01/26) | Long | Debt | US | $100K | 100K | 0.01 |
| CONCENTRIX CORP REGD 6.60000000 (CONCENTRIX CORP 6.6% 08/02/28) | Long | Debt | US | $25K | 25K | 0.00 |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 SER 2020-R01 CL 1B1 V/R REGD 144A P/P 8.68822000 (CAS 2020-R01 1B1 V/R 01/25/40) | Long | ABS-collateralized bond/debt obligation | US | $648K | 620K | 0.04 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 SER 2022-R04 CL 1M2 V/R REGD 144A P/P 8.42374000 (CAS 2022-R04 1M2 V/R 03/25/42) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 SER 2022-R07 CL 1M1 V/R REGD 144A P/P 8.27374000 (CAS 2022-R07 1M1 V/R 06/25/42) | Long | ABS-collateralized bond/debt obligation | US | $304K | 294K | 0.02 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 SER 2023-R05 CL 1M2 V/R REGD 144A P/P 8.42374000 (CAS 2023-R05 1M2 V/R 06/25/43) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M2 V/R REGD 144A P/P 7.12374000 (CAS 2024-R01 1M2 V/R 01/25/44) | Long | ABS-collateralized bond/debt obligation | US | $414K | 410K | 0.02 |
| CONNECTICUT ST REGD N/C B/E 5.85000000 (CONNECTICUT ST 5.85% 03/15/32) | Long | Debt | US | $315K | 300K | 0.02 |
| CONOCOPHILLIPS COMPANY REGD 3.80000000 (CONOCOPHILLIPS C 3.8% 03/15/52) | Long | Debt | US | $19K | 25K | 0.00 |
| CONOCOPHILLIPS COMPANY REGD 4.02500000 (CONOCOPHILLIPS 4.025% 03/15/62) | Long | Debt | US | $37K | 50K | 0.00 |
| CONOCOPHILLIPS COMPANY REGD 5.30000000 (CONOCOPHILLIPS C 5.3% 05/15/53) | Long | Debt | US | $47K | 50K | 0.00 |
| CONOCOPHILLIPS COMPANY REGD 5.70000000 (CONOCOPHILLIPS C 5.7% 09/15/63) | Long | Debt | US | $25K | 25K | 0.00 |
| CONSTELLATION BRANDS INC REGD 2.25000000 (CONSTELLATION B 2.25% 08/01/31) | Long | Debt | US | $24K | 30K | 0.00 |
| CONSTELLATION BRANDS INC REGD 3.70000000 (CONSTELLATION BR 3.7% 12/06/26) | Long | Debt | US | $96K | 100K | 0.01 |
| CONSTELLATION BRANDS INC REGD 4.35000000 (CONSTELLATION B 4.35% 05/09/27) | Long | Debt | US | $127K | 130K | 0.01 |
| CONSTELLATION BRANDS INC REGD 5.25000000 (CONSTELLATION B 5.25% 11/15/48) | Long | Debt | US | $23K | 25K | 0.00 |
| CONSUMERS ENERGY CO REGD 2.65000000 (CONSUMERS ENERG 2.65% 08/15/52) | Long | Debt | US | $32K | 53K | 0.00 |
| CONSUMERS ENERGY CO REGD 3.50000000 (CONSUMERS ENERGY 3.5% 08/01/51) | Long | Debt | US | $118K | 156K | 0.01 |
| CONSUMERS ENERGY CO REGD 4.20000000 (CONSUMERS ENERGY 4.2% 09/01/52) | Long | Debt | US | $92K | 113K | 0.01 |
| CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 (CONTINENTAL RE 2.268% 11/15/26) | Long | Debt | US | $167K | 180K | 0.01 |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 (CONTINENTAL RES 5.75% 01/15/31) | Long | Debt | US | $118K | 120K | 0.01 |
| CONTINENTAL RESOURCES REGD SER WI 3.80000000 (CONTINENTAL RESO 3.8% 06/01/24) | Long | Debt | US | $870K | 870K | 0.05 |
| CONTINENTAL RESOURCES REGD SER WI 4.37500000 (CONTINENTAL RE 4.375% 01/15/28) | Long | Debt | US | $614K | 640K | 0.03 |
| CONTINENTAL RESOURCES REGD SER WI 4.90000000 (CONTINENTAL RESO 4.9% 06/01/44) | Long | Debt | US | $25K | 30K | 0.00 |
| COOPERATIEVE RABOBANK UA REGD 4.37500000 (COOPERATIEVE R 4.375% 08/04/25) | Long | Debt | NL | $845K | 860K | 0.05 |
| COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 3.64900000 (COOPERATIEVE RABO V/R 04/06/28) | Long | Debt | NL | $238K | 250K | 0.01 |
| COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 3.75800000 (COOPERATIEVE RABO V/R 04/06/33) | Long | Debt | NL | $239K | 270K | 0.01 |
| COREBRIDGE FINANCIAL INC REGD 144A P/P 6.05000000 (COREBRIDGE FINA 6.05% 09/15/33) | Long | Debt | US | $26K | 25K | 0.00 |
| COREBRIDGE FINANCIAL INC REGD 3.65000000 (COREBRIDGE FINA 3.65% 04/05/27) | Long | Debt | US | $48K | 50K | 0.00 |
| COREBRIDGE FINANCIAL INC REGD 3.85000000 (COREBRIDGE FINA 3.85% 04/05/29) | Long | Debt | US | $47K | 50K | 0.00 |
| COREBRIDGE FINANCIAL INC REGD 4.35000000 (COREBRIDGE FINA 4.35% 04/05/42) | Long | Debt | US | $21K | 25K | 0.00 |
| COREBRIDGE FINANCIAL INC REGD 4.40000000 (COREBRIDGE FINAN 4.4% 04/05/52) | Long | Debt | US | $20K | 25K | 0.00 |
| COREBRIDGE FINANCIAL INC REGD 5.75000000 (COREBRIDGE FINA 5.75% 01/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| COREBRIDGE FINANCIAL INC REGD V/R SER WI 6.87500000 (COREBRIDGE FINANC V/R 12/15/52) | Long | Debt | US | $25K | 25K | 0.00 |
| COREWELL HEALTH OBL GRP REGD SER 19A 3.48700000 (COREWELL HEALT 3.487% 07/15/49) | Long | Debt | US | $150K | 205K | 0.01 |
| CORNING INC REGD 4.37500000 (CORNING INC 4.375% 11/15/57) | Long | Debt | US | $19K | 25K | 0.00 |
| CORNING INC REGD 5.35000000 (CORNING INC 5.35% 11/15/48) | Long | Debt | US | $23K | 25K | 0.00 |
| COSTCO WHOLESALE CORP REGD 1.37500000 (COSTCO WHOLESA 1.375% 06/20/27) | Long | Debt | US | $505K | 560K | 0.03 |
| COSTCO WHOLESALE CORP REGD 1.60000000 (COSTCO WHOLESALE 1.6% 04/20/30) | Long | Debt | US | $133K | 160K | 0.01 |
| COTERRA ENERGY INC REGD SER WI 3.90000000 (COTERRA ENERGY I 3.9% 05/15/27) | Long | Debt | US | $911K | 950K | 0.05 |
| COTERRA ENERGY INC REGD SER WI 4.37500000 (COTERRA ENERGY 4.375% 03/15/29) | Long | Debt | US | $143K | 150K | 0.01 |
| CQP HOLDCO LP/BIP-V CHIN REGD P/P 7.50000000 (CQP HOLDCO LP/BI 7.5% 12/15/33) | Long | Debt | US | $514K | 500K | 0.03 |
| CREDIT AGRICOLE LONDON REGD V/R 144A P/P MTN 1.90700000 (CREDIT AGRICOLE L V/R 06/16/26) | Long | Debt | GB | $481K | 500K | 0.03 |
| CREDIT AGRICOLE SA /EUR/ REGD V/R /PERP/ REG S EMTN 7.25000000 (CREDIT AGRICOL V/R /PERP//EUR/) | Long | Debt | FR | $1M | 1M | 0.06 |
| CREDIT SUISSE GROUP AG REGD /PERP/ 144A P/P 9.75000000 (CREDIT SUISSE GRO 9.75% /PERP/) | Long | Debt | CH | $0 | 760K | – |
| CREDIT SUISSE NEW YORK REGD 5.00000000 (CREDIT SUISSE NEW 5% 07/09/27) | Long | Debt | US | $247K | 250K | 0.01 |
| CREDIT SUISSE NEW YORK REGD 7.50000000 (CREDIT SUISSE NE 7.5% 02/15/28) | Long | Debt | US | $2M | 2M | 0.13 |
| CREDIT SUISSE NEW YORK REGD 7.95000000 (CREDIT SUISSE N 7.95% 01/09/25) | Long | Debt | US | $1M | 1M | 0.08 |
| CREDIT SUISSE USA LLC REGD 7.12500000 (CREDIT SUISSE 7.125% 07/15/32) | Long | Debt | US | $835K | 759K | 0.05 |
| CROCS INC REGD 144A P/P 4.12500000 (CROCS INC 4.125% 08/15/31) | Long | Debt | US | $262K | 300K | 0.01 |
| CROWN CASTLE INC REGD 1.05000000 (CROWN CASTLE IN 1.05% 07/15/26) | Long | Debt | US | $182K | 200K | 0.01 |
| CROWN CASTLE INC REGD 2.10000000 (CROWN CASTLE INC 2.1% 04/01/31) | Long | Debt | US | $113K | 141K | 0.01 |
| CROWN CASTLE INC REGD 2.25000000 (CROWN CASTLE IN 2.25% 01/15/31) | Long | Debt | US | $150K | 183K | 0.01 |
| CROWN CASTLE INC REGD 2.50000000 (CROWN CASTLE INC 2.5% 07/15/31) | Long | Debt | US | $148K | 180K | 0.01 |
| CROWN CASTLE INC REGD 3.10000000 (CROWN CASTLE INC 3.1% 11/15/29) | Long | Debt | US | $61K | 69K | 0.00 |
| CROWN CASTLE INC REGD 3.80000000 (CROWN CASTLE INC 3.8% 02/15/28) | Long | Debt | US | $248K | 263K | 0.01 |
| CROWN CASTLE INC REGD 4.00000000 (CROWN CASTLE INC 4% 03/01/27) | Long | Debt | US | $192K | 200K | 0.01 |
| CROWN CASTLE INC REGD 5.00000000 (CROWN CASTLE INC 5% 01/11/28) | Long | Debt | US | $156K | 159K | 0.01 |
| CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST SER 2015-C3 CL A4 REGD 3.71820000 (CSAIL 2015-C3 3.718% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $263K | 270K | 0.01 |
| CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST SER 2018-CX12 CL A4 V/R REGD 4.22440000 (CSAIL 2018-CX12 V/R 07/15/28) | Long | ABS-collateralized bond/debt obligation | US | $292K | 310K | 0.02 |
| CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A3 REGD 2.80480000 (CSAIL 2021-C2 2.804% 03/15/31) | Long | ABS-collateralized bond/debt obligation | US | $153K | 180K | 0.01 |
| CSC HOLDINGS LLC REGD 144A P/P 4.50000000 (CSC HOLDINGS LLC 4.5% 11/15/31) | Long | Debt | US | $918K | 2M | 0.05 |
| CSC HOLDINGS LLC REGD 144A P/P 5.75000000 (CSC HOLDINGS LL 5.75% 01/15/30) | Long | Debt | US | $129K | 300K | 0.01 |
| CSC HOLDINGS LLC REGD 144A P/P 6.50000000 (CSC HOLDINGS LLC 6.5% 02/01/29) | Long | Debt | US | $720K | 1M | 0.04 |
| CSMC 2014-USA OA LLC SER 2014-USA CL F REGD 144A P/P 4.37330000 (CSMC 2014-USA 4.373% 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $456K | 1M | 0.03 |
| CSMC 2019-AFC1 TRUST SER 2019-AFC1 CL A2 V/R REGD 144A P/P 3.77600000 (CSMC 2019-AFC1 A V/R 07/25/23) | Long | ABS-collateralized bond/debt obligation | US | $581K | 627K | 0.03 |
| CSMC 2020-NET SER 2020-NET CL B REGD 144A P/P 2.81590000 (CSMC 2020-NET 2.815% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $263K | 280K | 0.01 |
| CSMC 2021-NQM7 SER 2021-NQM7 CL A1 V/R REGD 144A P/P 1.75600000 (CSMC 2021-NQM7 A V/R 10/25/25) | Long | ABS-collateralized bond/debt obligation | US | $113K | 135K | 0.01 |
| CSMC 2022-RPL3 TRUST SER 2022-RPL3 CL A1 V/R REGD 144A P/P 3.81741000 (CSMC 2022-RPL3 A V/R 03/25/61) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| CSMC 2022-RPL4 TRUST SER 2022-RPL4 CL A1 V/R REGD 144A P/P 3.90435000 (CSMC 2022-RPL4 A V/R 03/01/62) | Long | ABS-collateralized bond/debt obligation | US | $716K | 768K | 0.04 |
| CSMC TRUST 2018-J1 TRUST SER 2018-J1 CL A2 V/R REGD 144A P/P 3.50000000 (CSMC 2018-J1 A2 V/R 02/25/48) | Long | ABS-collateralized bond/debt obligation | US | $446K | 507K | 0.03 |
| CSX CORP REGD 3.35000000 (CSX CORP 3.35% 09/15/49) | Long | Debt | US | $18K | 25K | 0.00 |
| CSX CORP REGD 3.80000000 (CSX CORP 3.8% 11/01/46) | Long | Debt | US | $19K | 25K | 0.00 |
| CSX CORP REGD 3.80000000 (CSX CORP 3.8% 04/15/50) | Long | Debt | US | $19K | 25K | 0.00 |
| CSX CORP REGD 3.95000000 (CSX CORP 3.95% 05/01/50) | Long | Debt | US | $20K | 25K | 0.00 |
| CSX CORP REGD 4.25000000 (CSX CORP 4.25% 11/01/66) | Long | Debt | US | $19K | 25K | 0.00 |
| CSX CORP REGD 4.50000000 (CSX CORP 4.5% 11/15/52) | Long | Debt | US | $21K | 25K | 0.00 |
| CSX CORP REGD 4.50000000 (CSX CORP 4.5% 08/01/54) | Long | Debt | US | $21K | 25K | 0.00 |
| CSX CORP REGD 4.75000000 (CSX CORP 4.75% 05/30/42) | Long | Debt | US | $23K | 25K | 0.00 |
| CSX CORP REGD 4.75000000 (CSX CORP 4.75% 11/15/48) | Long | Debt | US | $22K | 25K | 0.00 |
| CUBESMART LP REGD 2.50000000 (CUBESMART LP 2.5% 02/15/32) | Long | Debt | US | $20K | 25K | 0.00 |
| CUBESMART LP REGD 3.12500000 (CUBESMART LP 3.125% 09/01/26) | Long | Debt | US | $24K | 25K | 0.00 |
| CUMMINS INC REGD 2.60000000 (CUMMINS INC 2.6% 09/01/50) | Long | Debt | US | $15K | 25K | 0.00 |
| CVS HEALTH CORP AMRTZ 6.036%28 6.03600000 | Long | Debt | US | $89K | 90K | 0.01 |
| CVS HEALTH CORP REGD 2.12500000 (CVS HEALTH COR 2.125% 09/15/31) | Long | Debt | US | $752K | 944K | 0.04 |
| CVS HEALTH CORP REGD 2.87500000 (CVS HEALTH COR 2.875% 06/01/26) | Long | Debt | US | $190K | 200K | 0.01 |
| CVS HEALTH CORP REGD 3.62500000 (CVS HEALTH COR 3.625% 04/01/27) | Long | Debt | US | $48K | 50K | 0.00 |
| CVS HEALTH CORP REGD 3.75000000 (CVS HEALTH CORP 3.75% 04/01/30) | Long | Debt | US | $566K | 620K | 0.03 |
| CVS HEALTH CORP REGD 3.87500000 (CVS HEALTH COR 3.875% 07/20/25) | Long | Debt | US | $6K | 6K | 0.00 |
| CVS HEALTH CORP REGD 4.12500000 (CVS HEALTH COR 4.125% 04/01/40) | Long | Debt | US | $40K | 50K | 0.00 |
| CVS HEALTH CORP REGD 4.25000000 (CVS HEALTH CORP 4.25% 04/01/50) | Long | Debt | US | $23K | 30K | 0.00 |
| CVS HEALTH CORP REGD 4.30000000 (CVS HEALTH CORP 4.3% 03/25/28) | Long | Debt | US | $514K | 534K | 0.03 |
| CVS HEALTH CORP REGD 4.78000000 (CVS HEALTH CORP 4.78% 03/25/38) | Long | Debt | US | $479K | 540K | 0.03 |
| CVS HEALTH CORP REGD 5.00000000 (CVS HEALTH CORP 5% 01/30/29) | Long | Debt | US | $582K | 591K | 0.03 |
| CVS HEALTH CORP REGD 5.00000000 (CVS HEALTH CORP 5% 02/20/26) | Long | Debt | US | $198K | 200K | 0.01 |
| CVS HEALTH CORP REGD 5.05000000 (CVS HEALTH CORP 5.05% 03/25/48) | Long | Debt | US | $782K | 910K | 0.04 |
| CVS HEALTH CORP REGD 5.12500000 (CVS HEALTH COR 5.125% 07/20/45) | Long | Debt | US | $150K | 170K | 0.01 |
| CWL 06-SD3 A1 V/R 7/25/36 6.09936000 | Long | ABS-collateralized bond/debt obligation | US | $28K | 29K | 0.00 |
| CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-1A CL A2 REGD 144A P/P 4.76000000 (CYRUS 2024-1A 4.76% 03/20/29) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.16 |
| DAIMLER TRUCK FINAN NA REGD 144A P/P 5.12500000 (DAIMLER TRUCK 5.125% 01/19/28) | Long | Debt | US | $3M | 3M | 0.17 |
| DANAHER CORP REGD 2.60000000 (DANAHER CORP 2.6% 10/01/50) | Long | Debt | US | $15K | 25K | 0.00 |
| DANAHER CORP REGD 2.80000000 (DANAHER CORP 2.8% 12/10/51) | Long | Debt | US | $16K | 25K | 0.00 |
| DANSKE BANK A/S REGD V/R 144A P/P 4.29800000 (DANSKE BANK A/S V/R 04/01/28) | Long | Debt | DK | $2M | 3M | 0.14 |
| DANSKE BANK A/S REGD V/R 144A P/P 5.70500000 (DANSKE BANK A/S V/R 03/01/30) | Long | Debt | DK | $1M | 1M | 0.07 |
| DBJPM 16-C1 MORTGAGE TRUST SER 2016-C1 CL B V/R REGD 4.19500000 (DBJPM 2016-C1 B V/R 03/10/26) | Long | ABS-collateralized bond/debt obligation | US | $319K | 350K | 0.02 |
| DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A4 REGD 2.63200000 (DBJPM 2016-C3 2.632% 07/10/26) | Long | ABS-collateralized bond/debt obligation | US | $154K | 163K | 0.01 |
| DBSG 2024-ALTA MORTGAGE TRUST SER 2024-ALTA CL A V/R REGD 144A P/P 6.14377000 (DBSG 2024-ALTA A V/R 06/10/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.11 |
| DCP MIDSTREAM OPERATING REGD P/P 6.45000000 (DCP MIDSTREAM O 6.45% 11/03/36) | Long | Debt | US | $42K | 40K | 0.00 |
| DEERE & COMPANY REGD 3.10000000 (DEERE & COMPANY 3.1% 04/15/30) | Long | Debt | US | $36K | 40K | 0.00 |
| DEERE & COMPANY REGD 3.75000000 (DEERE & COMPANY 3.75% 04/15/50) | Long | Debt | US | $123K | 155K | 0.01 |
| DEERE & COMPANY REGD 3.90000000 (DEERE & COMPANY 3.9% 06/09/42) | Long | Debt | US | $21K | 25K | 0.00 |
| DELL INT LLC / EMC CORP REGD 3.45000000 (DELL INT LLC / 3.45% 12/15/51) | Long | Debt | US | $98K | 144K | 0.01 |
| DELL INT LLC / EMC CORP REGD 8.35000000 (DELL INT LLC / 8.35% 07/15/46) | Long | Debt | US | $29K | 23K | 0.00 |
| DELTA AIR LINES INC REGD 2.90000000 (DELTA AIR LINES 2.9% 10/28/24) | Long | Debt | US | $198K | 200K | 0.01 |
| DELTA AIR LINES INC REGD 7.37500000 (DELTA AIR LINE 7.375% 01/15/26) | Long | Debt | US | $215K | 210K | 0.01 |
| DELTA AIR LINES/SKYMILES REGD 144A P/P 4.50000000 (DELTA AIR LINES/ 4.5% 10/20/25) | Long | Debt | US | $114K | 115K | 0.01 |
| DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000 (DELTA AIR LINES 4.75% 10/20/28) | Long | Debt | US | $117K | 120K | 0.01 |
| DEUTSCHE BANK NY REGD V/R 3.74200000 (DEUTSCHE BANK NY V/R 01/07/33) | Long | Debt | US | $165K | 200K | 0.01 |
| DEVON ENERGY CORPORATION REGD 4.50000000 (DEVON ENERGY COR 4.5% 01/15/30) | Long | Debt | US | $123K | 129K | 0.01 |
| DEVON ENERGY CORPORATION REGD 4.75000000 (DEVON ENERGY CO 4.75% 05/15/42) | Long | Debt | US | $8K | 10K | 0.00 |
| DEVON ENERGY CORPORATION REGD 5.00000000 (DEVON ENERGY CORPO 5% 06/15/45) | Long | Debt | US | $586K | 680K | 0.03 |
| DEVON ENERGY CORPORATION REGD 5.60000000 (DEVON ENERGY COR 5.6% 07/15/41) | Long | Debt | US | $432K | 460K | 0.02 |
| DEVON ENERGY CORPORATION REGD 5.85000000 (DEVON ENERGY CO 5.85% 12/15/25) | Long | Debt | US | $191K | 190K | 0.01 |
| DEVON ENERGY CORPORATION REGD SER WI 5.25000000 (DEVON ENERGY CO 5.25% 10/15/27) | Long | Debt | US | $32K | 32K | 0.00 |
| DEVON ENERGY CORPORATION REGD SER WI 5.87500000 (DEVON ENERGY C 5.875% 06/15/28) | Long | Debt | US | $142K | 142K | 0.01 |
| DH EUROPE FINANCE II REGD 3.40000000 (DH EUROPE FINANC 3.4% 11/15/49) | Long | Debt | LU | $18K | 25K | 0.00 |
| DIAMONDBACK ENERGY INC REGD 3.12500000 (DIAMONDBACK EN 3.125% 03/24/31) | Long | Debt | US | $301K | 344K | 0.02 |
| DIAMONDBACK ENERGY INC REGD 3.25000000 (DIAMONDBACK ENE 3.25% 12/01/26) | Long | Debt | US | $300K | 314K | 0.02 |
| DIAMONDBACK ENERGY INC REGD 3.50000000 (DIAMONDBACK ENER 3.5% 12/01/29) | Long | Debt | US | $728K | 794K | 0.04 |
| DIAMONDBACK ENERGY INC REGD 4.40000000 (DIAMONDBACK ENER 4.4% 03/24/51) | Long | Debt | US | $264K | 330K | 0.01 |
| DICK'S SPORTING GOODS REGD 4.10000000 (DICK'S SPORTING 4.1% 01/15/52) | Long | Debt | US | $18K | 25K | 0.00 |
| DIGITAL INTREPID HOLDING /EUR/ REGD REG S 0.62500000 (DIGITAL I 0.625% 07/15/31/EUR/) | Long | Debt | NL | $474K | 560K | 0.03 |
| DIGITAL REALTY TRUST LP REGD 5.55000000 (DIGITAL REALTY 5.55% 01/15/28) | Long | Debt | US | $25K | 25K | 0.00 |
| DISCOVER FINANCIAL SVS REGD 4.10000000 (DISCOVER FINANCI 4.1% 02/09/27) | Long | Debt | US | $48K | 50K | 0.00 |
| DISCOVERY COMMUNICATIONS REGD 4.90000000 (DISCOVERY COMMUN 4.9% 03/11/26) | Long | Debt | US | $49K | 50K | 0.00 |
| DISH DBS CORP REGD 144A P/P 5.25000000 (DISH DBS CORP 5.25% 12/01/26) | Long | Debt | US | $48K | 60K | 0.00 |
| DISH DBS CORP REGD 5.12500000 (DISH DBS CORP 5.125% 06/01/29) | Long | Debt | US | $28K | 70K | 0.00 |
| DISH DBS CORP REGD SER WI 7.75000000 (DISH DBS CORP 7.75% 07/01/26) | Long | Debt | US | $89K | 140K | 0.01 |
| DOC DR LLC REGD 2.62500000 (DOC DR LLC 2.625% 11/01/31) | Long | Debt | US | $234K | 285K | 0.01 |
| DOC DR LLC REGD 3.95000000 (DOC DR LLC 3.95% 01/15/28) | Long | Debt | US | $14K | 15K | 0.00 |
| DOC DR LLC REGD 4.30000000 (DOC DR LLC 4.3% 03/15/27) | Long | Debt | US | $68K | 70K | 0.00 |
| DOLLAR GENERAL CORP REGD 4.12500000 (DOLLAR GENERAL 4.125% 04/03/50) | Long | Debt | US | $19K | 25K | 0.00 |
| DOLP TRUST 2021-NYC SER 2021-NYC CL A REGD 144A P/P 2.95600000 (DOLP 2021-NYC 2.956% 05/10/31) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.08 |
| DOMINICAN REPUBLIC REGD 144A P/P 4.50000000 (DOMINICAN REPUBL 4.5% 01/30/30) | Long | Debt | DO | $182K | 200K | 0.01 |
| DOMINION ENERGY SOUTH REGD 6.25000000 (DOMINION ENERGY 6.25% 10/15/53) | Long | Debt | US | $89K | 83K | 0.01 |
| DOW CHEMICAL CO/THE REGD 3.60000000 (DOW CHEMICAL CO/ 3.6% 11/15/50) | Long | Debt | US | $18K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 4.37500000 (DOW CHEMICAL C 4.375% 11/15/42) | Long | Debt | US | $21K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 4.62500000 (DOW CHEMICAL C 4.625% 10/01/44) | Long | Debt | US | $22K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 4.80000000 (DOW CHEMICAL CO/ 4.8% 05/15/49) | Long | Debt | US | $21K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 5.15000000 (DOW CHEMICAL CO 5.15% 02/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 5.25000000 (DOW CHEMICAL CO 5.25% 11/15/41) | Long | Debt | US | $23K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 5.55000000 (DOW CHEMICAL CO 5.55% 11/30/48) | Long | Debt | US | $24K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 5.60000000 (DOW CHEMICAL CO/ 5.6% 02/15/54) | Long | Debt | US | $24K | 25K | 0.00 |
| DOW CHEMICAL CO/THE REGD 6.90000000 (DOW CHEMICAL CO/ 6.9% 05/15/53) | Long | Debt | US | $28K | 25K | 0.00 |
| DRIVEN BRANDS FUNDING LLC SER 2022-1A CL A2 REGD 144A P/P 7.39300000 (HONK 2022-1A 7.393% 10/20/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.08 |
| DRYDEN 55 CLO LTD SER 2018-55A CL A1 V/R REGD 144A P/P 6.61017000 (DRSLF 2018-55A A V/R 04/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $245K | 245K | 0.01 |
| DSLA MORTGAGE LOAN TRUST 2004-AR2 SER 2004-AR2 CL A2B V/R REGD 6.23456000 (DSLA 2004-AR2 A2 V/R 11/19/44) | Long | ABS-collateralized bond/debt obligation | US | $17K | 18K | 0.00 |
| DTE ELECTRIC CO REGD SER B 3.25000000 (DTE ELECTRIC CO 3.25% 04/01/51) | Long | Debt | US | $122K | 180K | 0.01 |
| DTP COMMERCIAL MORTGAGE TRUST 2023-STE2 SER 2023-STE2 CL A V/R REGD 144A P/P 6.03804600 (DTP 2023-STE2 A V/R 01/15/29) | Long | ABS-collateralized bond/debt obligation | US | $638K | 640K | 0.04 |
| DUKE ENERGY CAROLINAS REGD 3.20000000 (DUKE ENERGY CARO 3.2% 08/15/49) | Long | Debt | US | $70K | 105K | 0.00 |
| DUKE ENERGY CAROLINAS REGD 3.55000000 (DUKE ENERGY CAR 3.55% 03/15/52) | Long | Debt | US | $278K | 395K | 0.02 |
| DUKE ENERGY CAROLINAS REGD 3.95000000 (DUKE ENERGY CAR 3.95% 11/15/28) | Long | Debt | US | $433K | 454K | 0.02 |
| DUKE ENERGY CAROLINAS REGD 4.25000000 (DUKE ENERGY CAR 4.25% 12/15/41) | Long | Debt | US | $419K | 500K | 0.02 |
| DUKE ENERGY CAROLINAS REGD 4.95000000 (DUKE ENERGY CAR 4.95% 01/15/33) | Long | Debt | US | $234K | 240K | 0.01 |
| DUKE ENERGY CAROLINAS REGD 5.35000000 (DUKE ENERGY CAR 5.35% 01/15/53) | Long | Debt | US | $335K | 352K | 0.02 |
| DUKE ENERGY CORP /EUR/ REGD 3.10000000 (DUKE ENERGY 3.1% 06/15/28/EUR/) | Long | Debt | US | $2M | 2M | 0.11 |
| DUKE ENERGY CORP REGD 2.65000000 (DUKE ENERGY COR 2.65% 09/01/26) | Long | Debt | US | $47K | 50K | 0.00 |
| DUKE ENERGY CORP REGD 4.85000000 (DUKE ENERGY COR 4.85% 01/05/27) | Long | Debt | US | $50K | 50K | 0.00 |
| DUKE ENERGY FLORIDA LLC REGD 1.75000000 (DUKE ENERGY FLO 1.75% 06/15/30) | Long | Debt | US | $192K | 233K | 0.01 |
| DUKE ENERGY FLORIDA LLC REGD 2.50000000 (DUKE ENERGY FLOR 2.5% 12/01/29) | Long | Debt | US | $303K | 345K | 0.02 |
| DUKE ENERGY FLORIDA LLC REGD 4.20000000 (DUKE ENERGY FLOR 4.2% 07/15/48) | Long | Debt | US | $19K | 24K | 0.00 |
| DUKE ENERGY FLORIDA LLC REGD 5.95000000 (DUKE ENERGY FLO 5.95% 11/15/52) | Long | Debt | US | $27K | 26K | 0.00 |
| DUKE ENERGY OHIO INC REGD 3.65000000 (DUKE ENERGY OHI 3.65% 02/01/29) | Long | Debt | US | $684K | 729K | 0.04 |
| DUKE ENERGY OHIO INC REGD 5.65000000 (DUKE ENERGY OHI 5.65% 04/01/53) | Long | Debt | US | $20K | 20K | 0.00 |
| DUKE ENERGY PROGRESS LLC REGD 2.90000000 (DUKE ENERGY PROG 2.9% 08/15/51) | Long | Debt | US | $42K | 67K | 0.00 |
| DUKE ENERGY PROGRESS LLC REGD 3.45000000 (DUKE ENERGY PRO 3.45% 03/15/29) | Long | Debt | US | $121K | 130K | 0.01 |
| DUKE ENERGY PROGRESS LLC REGD 4.15000000 (DUKE ENERGY PRO 4.15% 12/01/44) | Long | Debt | US | $106K | 131K | 0.01 |
| DUKE ENERGY PROGRESS LLC REGD 5.25000000 (DUKE ENERGY PRO 5.25% 03/15/33) | Long | Debt | US | $142K | 143K | 0.01 |
| DUKE UNIVERSITY HEALTH REGD SER 2017 3.92000000 (DUKE UNIVERSITY 3.92% 06/01/47) | Long | Debt | US | $168K | 205K | 0.01 |
| DUPONT DE NEMOURS INC REGD 4.72500000 (DUPONT DE NEMO 4.725% 11/15/28) | Long | Debt | US | $50K | 50K | 0.00 |
| DUPONT DE NEMOURS INC REGD 5.31900000 (DUPONT DE NEMO 5.319% 11/15/38) | Long | Debt | US | $50K | 50K | 0.00 |
| DUPONT DE NEMOURS INC REGD 5.41900000 (DUPONT DE NEMO 5.419% 11/15/48) | Long | Debt | US | $50K | 50K | 0.00 |
| DXC TECHNOLOGY CO REGD 1.80000000 (DXC TECHNOLOGY C 1.8% 09/15/26) | Long | Debt | US | $23K | 25K | 0.00 |
| DXC TECHNOLOGY CO REGD 2.37500000 (DXC TECHNOLOGY 2.375% 09/15/28) | Long | Debt | US | $75K | 88K | 0.00 |
| EASTMAN CHEMICAL CO REGD 4.50000000 (EASTMAN CHEMICAL 4.5% 12/01/28) | Long | Debt | US | $171K | 176K | 0.01 |
| EASTMAN CHEMICAL CO REGD 4.65000000 (EASTMAN CHEMICA 4.65% 10/15/44) | Long | Debt | US | $21K | 25K | 0.00 |
| EASTMAN CHEMICAL CO REGD 5.62500000 (EASTMAN CHEMIC 5.625% 02/20/34) | Long | Debt | US | $25K | 25K | 0.00 |
| EATON CORP REGD 4.15000000 (EATON CORP 4.15% 11/02/42) | Long | Debt | US | $158K | 185K | 0.01 |
| EATON CORP REGD 4.70000000 (EATON CORP 4.7% 08/23/52) | Long | Debt | US | $23K | 25K | 0.00 |
| EBAY INC REGD 1.40000000 (EBAY INC 1.4% 05/10/26) | Long | Debt | US | $46K | 50K | 0.00 |
| EBAY INC REGD 3.65000000 (EBAY INC 3.65% 05/10/51) | Long | Debt | US | $18K | 25K | 0.00 |
| ECMC GROUP STUDENT LOAN TRUST 2016-1 SER 2016-1A CL A V/R 144A P/P 6.78822000 (ECMC 2016-1A A V/R 02/25/29) | Long | ABS-collateralized bond/debt obligation | US | $129K | 127K | 0.01 |
| ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 6.48822000 (ECMC 2017-2A A V/R 05/25/67) | Long | ABS-collateralized bond/debt obligation | US | $892K | 893K | 0.05 |
| ECOLAB INC REGD 2.12500000 (ECOLAB INC 2.125% 08/15/50) | Long | Debt | US | $14K | 25K | 0.00 |
| ECOLAB INC REGD 2.70000000 (ECOLAB INC 2.7% 12/15/51) | Long | Debt | US | $15K | 25K | 0.00 |
| ECOLAB INC REGD SER WI 2.75000000 (ECOLAB INC 2.75% 08/18/55) | Long | Debt | US | $15K | 25K | 0.00 |
| ECOLAB INC REGD SER WI 3.95000000 (ECOLAB INC 3.95% 12/01/47) | Long | Debt | US | $20K | 25K | 0.00 |
| ECOPETROL SA REGD 5.87500000 (ECOPETROL SA 5.875% 05/28/45) | Long | Debt | CO | $618K | 860K | 0.03 |
| EDISON INTERNATIONAL REGD 6.95000000 (EDISON INTERNAT 6.95% 11/15/29) | Long | Debt | US | $191K | 180K | 0.01 |
| EDSOUTH INDENTURE NO 9 LLC SER 2015-1 CL A V/R 144A P/P 6.23822000 (EDUSA 2015-1 A V/R 10/25/56) | Long | ABS-collateralized bond/debt obligation | US | $272K | 274K | 0.02 |
| EIDP INC REGD 4.80000000 (EIDP INC 4.8% 05/15/33) | Long | Debt | US | $24K | 25K | 0.00 |
| ELEVANCE HEALTH INC REGD 3.12500000 (ELEVANCE HEALT 3.125% 05/15/50) | Long | Debt | US | $17K | 25K | 0.00 |
| ELEVANCE HEALTH INC REGD 3.60000000 (ELEVANCE HEALTH 3.6% 03/15/51) | Long | Debt | US | $36K | 50K | 0.00 |
| ELEVANCE HEALTH INC REGD 3.65000000 (ELEVANCE HEALTH 3.65% 12/01/27) | Long | Debt | US | $162K | 170K | 0.01 |
| ELEVANCE HEALTH INC REGD 4.10000000 (ELEVANCE HEALTH 4.1% 05/15/32) | Long | Debt | US | $276K | 300K | 0.02 |
| ELEVANCE HEALTH INC REGD 4.55000000 (ELEVANCE HEALTH 4.55% 03/01/48) | Long | Debt | US | $208K | 247K | 0.01 |
| ELEVANCE HEALTH INC REGD 4.55000000 (ELEVANCE HEALTH 4.55% 05/15/52) | Long | Debt | US | $138K | 165K | 0.01 |
| ELEVANCE HEALTH INC REGD 6.10000000 (ELEVANCE HEALTH 6.1% 10/15/52) | Long | Debt | US | $121K | 116K | 0.01 |
| ELEVATION CLO 2021-13 LTD SER 2021-13A CL A1 V/R REGD 144A P/P 6.78017000 (AWPT 2021-13A A1 V/R 07/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $370K | 370K | 0.02 |
| ELI LILLY & CO REGD 3.95000000 (ELI LILLY & CO 3.95% 03/15/49) | Long | Debt | US | $20K | 25K | 0.00 |
| ELI LILLY & CO REGD 4.15000000 (ELI LILLY & CO 4.15% 03/15/59) | Long | Debt | US | $20K | 25K | 0.00 |
| ELI LILLY & CO REGD 4.50000000 (ELI LILLY & CO 4.5% 02/09/27) | Long | Debt | US | $99K | 100K | 0.01 |
| ELI LILLY & CO REGD 4.70000000 (ELI LILLY & CO 4.7% 02/09/34) | Long | Debt | US | $553K | 570K | 0.03 |
| ELI LILLY & CO REGD 4.87500000 (ELI LILLY & CO 4.875% 02/27/53) | Long | Debt | US | $23K | 25K | 0.00 |
| ELI LILLY & CO REGD 4.95000000 (ELI LILLY & CO 4.95% 02/27/63) | Long | Debt | US | $23K | 25K | 0.00 |
| ELI LILLY & CO REGD 5.00000000 (ELI LILLY & CO 5% 02/09/54) | Long | Debt | US | $104K | 110K | 0.01 |
| ELI LILLY & CO REGD 5.10000000 (ELI LILLY & CO 5.1% 02/09/64) | Long | Debt | US | $449K | 475K | 0.03 |
| ELMWOOD CLO I LTD SER 2019-1A CL A1RR V/R REGD 144A P/P 6.83135000 (ELMW1 2019-1A A1 V/R 04/20/37) | Long | ABS-collateralized bond/debt obligation | KY | $906K | 900K | 0.05 |
| EMERSON ELECTRIC CO REGD 2.75000000 (EMERSON ELECTRI 2.75% 10/15/50) | Long | Debt | US | $16K | 25K | 0.00 |
| EMERSON ELECTRIC CO REGD 2.80000000 (EMERSON ELECTRIC 2.8% 12/21/51) | Long | Debt | US | $16K | 25K | 0.00 |
| EMPOWER CLO 2023-2 LTD SER 2023-2A CL A1 V/R REGD 144A P/P 7.52856000 (EMPWR 2023-2A A1 V/R 07/15/36) | Long | ABS-collateralized bond/debt obligation | KY | $755K | 750K | 0.04 |
| ENACT HOLDINGS INC REGD 144A P/P 6.50000000 (ENACT HOLDINGS I 6.5% 08/15/25) | Long | Debt | US | $3M | 3M | 0.16 |
| ENBRIDGE INC REGD 2.50000000 (ENBRIDGE INC 2.5% 08/01/33) | Long | Debt | CA | $39K | 50K | 0.00 |
| ENBRIDGE INC REGD 3.40000000 (ENBRIDGE INC 3.4% 08/01/51) | Long | Debt | CA | $34K | 50K | 0.00 |
| ENBRIDGE INC REGD 5.90000000 (ENBRIDGE INC 5.9% 11/15/26) | Long | Debt | CA | $101K | 100K | 0.01 |
| ENBRIDGE INC REGD 5.95000000 (ENBRIDGE INC 5.95% 04/05/54) | Long | Debt | CA | $988K | 995K | 0.06 |
| ENBRIDGE INC REGD 6.70000000 (ENBRIDGE INC 6.7% 11/15/53) | Long | Debt | CA | $55K | 50K | 0.00 |
| ENBRIDGE INC REGD V/R SER 20-A 5.75000000 (ENBRIDGE INC V/R 07/15/80) | Long | Debt | CA | $2M | 2M | 0.10 |
| ENEL FINANCE AMERICA LLC REGD 144A P/P 2.87500000 (ENEL FINANCE A 2.875% 07/12/41) | Long | Debt | US | $824K | 1M | 0.05 |
| ENERGY TRANSFER LP REGD 3.75000000 (ENERGY TRANSFER 3.75% 05/15/30) | Long | Debt | US | $731K | 800K | 0.04 |
| ENERGY TRANSFER LP REGD 5.00000000 (ENERGY TRANSFER LP 5% 05/15/50) | Long | Debt | US | $294K | 347K | 0.02 |
| ENERGY TRANSFER LP REGD 5.25000000 (ENERGY TRANSFER 5.25% 04/15/29) | Long | Debt | US | $238K | 240K | 0.01 |
| ENERGY TRANSFER LP REGD 5.30000000 (ENERGY TRANSFER 5.3% 04/15/47) | Long | Debt | US | $16K | 18K | 0.00 |
| ENERGY TRANSFER LP REGD 5.55000000 (ENERGY TRANSFER 5.55% 05/15/34) | Long | Debt | US | $276K | 280K | 0.02 |
| ENERGY TRANSFER LP REGD 5.55000000 (ENERGY TRANSFER 5.55% 02/15/28) | Long | Debt | US | $76K | 76K | 0.00 |
| ENERGY TRANSFER LP REGD 6.10000000 (ENERGY TRANSFER 6.1% 02/15/42) | Long | Debt | US | $89K | 90K | 0.01 |
| ENERGY TRANSFER LP REGD 6.25000000 (ENERGY TRANSFER 6.25% 04/15/49) | Long | Debt | US | $746K | 750K | 0.04 |
| ENERGY TRANSFER LP REGD SER * 5.50000000 (ENERGY TRANSFER 5.5% 06/01/27) | Long | Debt | US | $149K | 149K | 0.01 |
| ENERGY TRANSFER LP REGD SER 10Y 4.95000000 (ENERGY TRANSFER 4.95% 06/15/28) | Long | Debt | US | $29K | 30K | 0.00 |
| ENERGY TRANSFER LP REGD SER 30YR 5.30000000 (ENERGY TRANSFER 5.3% 04/01/44) | Long | Debt | US | $304K | 340K | 0.02 |
| ENERGY TRANSFER LP REGD V/R /PERP/ SER A 9.61199000 (ENERGY TRANSFER LP V/R /PERP/) | Long | Debt | US | $40K | 40K | 0.00 |
| ENERGY TRANSFER LP REGD V/R /PERP/ SER F 6.75000000 (ENERGY TRANSFER LP V/R /PERP/) | Long | Debt | US | $178K | 180K | 0.01 |
| ENERGY TRANSFER LP REGD V/R /PERP/ SER G 7.12500000 (ENERGY TRANSFER LP V/R /PERP/) | Long | Debt | US | $236K | 240K | 0.01 |
| ENERGY TRANSFER LP REGD V/R /PERP/ SER H 6.50000000 (ENERGY TRANSFER LP V/R /PERP/) | Long | Debt | US | $781K | 795K | 0.04 |
| ENERGY TRANSFER LP REGD V/R 8.00000000 (ENERGY TRANSFER L V/R 05/15/54) | Long | Debt | US | $422K | 405K | 0.02 |
| ENGINEERING SPA /EUR/ REGD 144A P/P 5.87500000 (ENGINEERI 5.875% 09/30/26/EUR/) | Long | Debt | IT | $1M | 1M | 0.06 |
| ENTEGRIS INC REGD 144A P/P 4.75000000 (ENTEGRIS INC 4.75% 04/15/29) | Long | Debt | US | $687K | 725K | 0.04 |
| ENTERGY ARKANSAS LLC REGD 3.35000000 (ENTERGY ARKANSA 3.35% 06/15/52) | Long | Debt | US | $59K | 87K | 0.00 |
| ENTERGY LOUISIANA LLC REGD 4.75000000 (ENTERGY LOUISIA 4.75% 09/15/52) | Long | Debt | US | $1M | 1M | 0.06 |
| ENTERPRISE PRODUCTS OPER REGD 2.80000000 (ENTERPRISE PRODU 2.8% 01/31/30) | Long | Debt | US | $1M | 2M | 0.08 |
| ENTERPRISE PRODUCTS OPER REGD 3.20000000 (ENTERPRISE PRODU 3.2% 02/15/52) | Long | Debt | US | $17K | 25K | 0.00 |
| ENTERPRISE PRODUCTS OPER REGD 3.30000000 (ENTERPRISE PRODU 3.3% 02/15/53) | Long | Debt | US | $34K | 50K | 0.00 |
| ENTERPRISE PRODUCTS OPER REGD 3.70000000 (ENTERPRISE PRODU 3.7% 01/31/51) | Long | Debt | US | $95K | 130K | 0.01 |
| ENTERPRISE PRODUCTS OPER REGD 3.95000000 (ENTERPRISE PROD 3.95% 01/31/60) | Long | Debt | US | $132K | 180K | 0.01 |
| ENTERPRISE PRODUCTS OPER REGD 3.95000000 (ENTERPRISE PROD 3.95% 02/15/27) | Long | Debt | US | $97K | 100K | 0.01 |
| ENTERPRISE PRODUCTS OPER REGD 4.15000000 (ENTERPRISE PROD 4.15% 10/16/28) | Long | Debt | US | $637K | 660K | 0.04 |
| ENTERPRISE PRODUCTS OPER REGD 4.20000000 (ENTERPRISE PRODU 4.2% 01/31/50) | Long | Debt | US | $40K | 50K | 0.00 |
| ENTERPRISE PRODUCTS OPER REGD 4.25000000 (ENTERPRISE PROD 4.25% 02/15/48) | Long | Debt | US | $20K | 25K | 0.00 |
| ENTERPRISE PRODUCTS OPER REGD 4.60000000 (ENTERPRISE PRODU 4.6% 01/11/27) | Long | Debt | US | $99K | 100K | 0.01 |
| ENTERPRISE PRODUCTS OPER REGD 4.80000000 (ENTERPRISE PRODU 4.8% 02/01/49) | Long | Debt | US | $44K | 50K | 0.00 |
| ENTERPRISE PRODUCTS OPER REGD 4.85000000 (ENTERPRISE PROD 4.85% 03/15/44) | Long | Debt | US | $226K | 250K | 0.01 |
| ENTERPRISE PRODUCTS OPER REGD 5.10000000 (ENTERPRISE PRODU 5.1% 02/15/45) | Long | Debt | US | $23K | 25K | 0.00 |
| ENTERPRISE PRODUCTS OPER REGD SER H 6.65000000 (ENTERPRISE PROD 6.65% 10/15/34) | Long | Debt | US | $164K | 150K | 0.01 |
| ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000 (ENTERPRISE PRODUC V/R 02/15/78) | Long | Debt | US | $56K | 60K | 0.00 |
| EOG RESOURCES INC REGD 3.90000000 (EOG RESOURCES IN 3.9% 04/01/35) | Long | Debt | US | $454K | 510K | 0.03 |
| EOG RESOURCES INC REGD 4.15000000 (EOG RESOURCES I 4.15% 01/15/26) | Long | Debt | US | $98K | 100K | 0.01 |
| EOG RESOURCES INC REGD 4.37500000 (EOG RESOURCES 4.375% 04/15/30) | Long | Debt | US | $203K | 210K | 0.01 |
| EOG RESOURCES INC REGD 4.95000000 (EOG RESOURCES I 4.95% 04/15/50) | Long | Debt | US | $193K | 210K | 0.01 |
| EPR PROPERTIES REGD 3.60000000 (EPR PROPERTIES 3.6% 11/15/31) | Long | Debt | US | $415K | 500K | 0.02 |
| EPR PROPERTIES REGD 3.75000000 (EPR PROPERTIES 3.75% 08/15/29) | Long | Debt | US | $911K | 1M | 0.05 |
| EQT CORP REGD 144A P/P 3.62500000 (EQT CORP 3.625% 05/15/31) | Long | Debt | US | $175K | 200K | 0.01 |
| EQT CORP REGD 3.90000000 (EQT CORP 3.9% 10/01/27) | Long | Debt | US | $987K | 1M | 0.06 |
| EQT CORP REGD 5.00000000 (EQT CORP 5% 01/15/29) | Long | Debt | US | $196K | 201K | 0.01 |
| EQT CORP REGD 5.70000000 (EQT CORP 5.7% 04/01/28) | Long | Debt | US | $52K | 52K | 0.00 |
| EQT CORP REGD 5.75000000 (EQT CORP 5.75% 02/01/34) | Long | Debt | US | $127K | 128K | 0.01 |
| EQT CORP REGD 6.12500000 (EQT CORP 6.125% 02/01/25) | Long | Debt | US | $6K | 6K | 0.00 |
| EQUIFAX INC REGD 5.10000000 (EQUIFAX INC 5.1% 06/01/28) | Long | Debt | US | $25K | 25K | 0.00 |
| EQUINIX INC REGD 1.55000000 (EQUINIX INC 1.55% 03/15/28) | Long | Debt | US | $113K | 130K | 0.01 |
| EQUINIX INC REGD 2.00000000 (EQUINIX INC 2% 05/15/28) | Long | Debt | US | $161K | 183K | 0.01 |
| EQUINIX INC REGD 2.50000000 (EQUINIX INC 2.5% 05/15/31) | Long | Debt | US | $224K | 270K | 0.01 |
| EQUINIX INC REGD 3.20000000 (EQUINIX INC 3.2% 11/18/29) | Long | Debt | US | $298K | 333K | 0.02 |
| EQUINOR ASA REGD 3.25000000 (EQUINOR ASA 3.25% 11/18/49) | Long | Debt | NO | $35K | 50K | 0.00 |
| EQUINOR ASA REGD 3.62500000 (EQUINOR ASA 3.625% 09/10/28) | Long | Debt | NO | $48K | 50K | 0.00 |
| EQUITABLE HOLDINGS INC REGD 4.35000000 (EQUITABLE HOLDI 4.35% 04/20/28) | Long | Debt | US | $24K | 25K | 0.00 |
| EQUITABLE HOLDINGS INC REGD 5.00000000 (EQUITABLE HOLDINGS 5% 04/20/48) | Long | Debt | US | $22K | 25K | 0.00 |
| EQUITABLE HOLDINGS INC REGD 5.59400000 (EQUITABLE HOLD 5.594% 01/11/33) | Long | Debt | US | $25K | 25K | 0.00 |
| ERP OPERATING LP REGD 1.85000000 (ERP OPERATING L 1.85% 08/01/31) | Long | Debt | US | $20K | 25K | 0.00 |
| ERP OPERATING LP REGD 2.50000000 (ERP OPERATING LP 2.5% 02/15/30) | Long | Debt | US | $22K | 25K | 0.00 |
| ERP OPERATING LP REGD 3.00000000 (ERP OPERATING LP 3% 07/01/29) | Long | Debt | US | $23K | 25K | 0.00 |
| ERP OPERATING LP REGD 3.50000000 (ERP OPERATING LP 3.5% 03/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| ERP OPERATING LP REGD 4.15000000 (ERP OPERATING L 4.15% 12/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000 (ESB FINANCE D 4% 10/03/28/EUR/) | Long | Debt | IE | $2M | 2M | 0.12 |
| ESSEX PORTFOLIO LP REGD 3.62500000 (ESSEX PORTFOLI 3.625% 05/01/27) | Long | Debt | US | $24K | 25K | 0.00 |
| ESSEX PORTFOLIO LP REGD 4.00000000 (ESSEX PORTFOLIO LP 4% 03/01/29) | Long | Debt | US | $23K | 25K | 0.00 |
| ESTEE LAUDER CO INC REGD 3.12500000 (ESTEE LAUDER C 3.125% 12/01/49) | Long | Debt | US | $17K | 25K | 0.00 |
| ESTEE LAUDER CO INC REGD 4.15000000 (ESTEE LAUDER CO 4.15% 03/15/47) | Long | Debt | US | $20K | 25K | 0.00 |
| ESTEE LAUDER CO INC REGD 5.15000000 (ESTEE LAUDER CO 5.15% 05/15/53) | Long | Debt | US | $24K | 25K | 0.00 |
| EUR/USD FWD 20240628 STAR USD | Derivative-foreign exchange | $202K | – | 0.01 | ||
| EUR/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $-70K | – | -0.00 | ||
| EUROPEAN INVESTMENT BANK REGD 4.37500000 (EUROPEAN INVES 4.375% 03/19/27) | Long | Debt | LU | $198K | 200K | 0.01 |
| EVEREST REINSURANCE HLDG REGD 3.12500000 (EVEREST REINSU 3.125% 10/15/52) | Long | Debt | US | $15K | 25K | 0.00 |
| EVEREST REINSURANCE HLDG REGD 3.50000000 (EVEREST REINSURA 3.5% 10/15/50) | Long | Debt | US | $17K | 25K | 0.00 |
| EVERSOURCE ENERGY REGD 5.45000000 (EVERSOURCE ENER 5.45% 03/01/28) | Long | Debt | US | $228K | 228K | 0.01 |
| EVERSOURCE ENERGY REGD 5.50000000 (EVERSOURCE ENERG 5.5% 01/01/34) | Long | Debt | US | $1M | 2M | 0.08 |
| EXELON CORP REGD 5.62500000 (EXELON CORP 5.625% 06/15/35) | Long | Debt | US | $85K | 85K | 0.00 |
| EXPORT-IMPORT BANK KOREA REGD 1.12500000 (EXPORT-IMPORT 1.125% 12/29/26) | Long | Debt | KR | $181K | 200K | 0.01 |
| EXTRA SPACE STORAGE LP REGD 2.35000000 (EXTRA SPACE STO 2.35% 03/15/32) | Long | Debt | US | $285K | 360K | 0.02 |
| EXTRA SPACE STORAGE LP REGD 3.90000000 (EXTRA SPACE STOR 3.9% 04/01/29) | Long | Debt | US | $187K | 200K | 0.01 |
| EXTRA SPACE STORAGE LP REGD 5.70000000 (EXTRA SPACE STOR 5.7% 04/01/28) | Long | Debt | US | $259K | 256K | 0.01 |
| EXXON MOBIL CORPORATION REGD 3.45200000 (EXXON MOBIL CO 3.452% 04/15/51) | Long | Debt | US | $144K | 200K | 0.01 |
| EXXON MOBIL CORPORATION REGD 3.48200000 (EXXON MOBIL CO 3.482% 03/19/30) | Long | Debt | US | $167K | 180K | 0.01 |
| EXXON MOBIL CORPORATION REGD 4.11400000 (EXXON MOBIL CO 4.114% 03/01/46) | Long | Debt | US | $121K | 145K | 0.01 |
| EXXON MOBIL CORPORATION REGD 4.22700000 (EXXON MOBIL CO 4.227% 03/19/40) | Long | Debt | US | $405K | 460K | 0.02 |
| EXXON MOBIL CORPORATION REGD 4.32700000 (EXXON MOBIL CO 4.327% 03/19/50) | Long | Debt | US | $156K | 185K | 0.01 |
| FACTSET RESEARCH SYSTEMS REGD 3.45000000 (FACTSET RESEARC 3.45% 03/01/32) | Long | Debt | US | $363K | 421K | 0.02 |
| FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.00000000 (FAIRFAX FINL HLDGS 6% 12/07/33) | Long | Debt | CA | $25K | 25K | 0.00 |
| FANNIE MAE GRANTOR TRUST 2017-T1 SER 2017-T1 CL A 2.89800000 (FNGT 2017-T1 2.898% 06/25/27) | Long | ABS-collateralized bond/debt obligation | US | $93K | 99K | 0.01 |
| FANNIE MAE INTEREST STRIP SER 409 CL C13 3.50000000 (FNS 409 C13 3.5% 11/25/41) | Long | ABS-collateralized bond/debt obligation | US | $7K | 44K | 0.00 |
| FANNIE MAE INTEREST STRIP SER 409 CL C18 4.00000000 (FNS 409 C18 4% 04/25/42) | Long | ABS-collateralized bond/debt obligation | US | $17K | 93K | 0.00 |
| FANNIE MAE INTEREST STRIP SER 409 CL C22 4.50000000 (FNS 409 C22 4.5% 11/25/39) | Long | ABS-collateralized bond/debt obligation | US | $2K | 12K | 0.00 |
| FANNIE MAE INTEREST STRIP SER 440 CL C6 2.00000000 (FNS 440 C6 2% 10/25/52) | Long | ABS-collateralized bond/debt obligation | US | $238K | 2M | 0.01 |
| FANNIE MAE POOL UMBS P#256153 5.50000000 (UMBS P#256153 5.5% 03/01/26) | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| FANNIE MAE POOL UMBS P#257125 5.50000000 (UMBS P#257125 5.5% 03/01/28) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| FANNIE MAE POOL UMBS P#257595 5.00000000 (UMBS P#257595 5% 03/01/29) | Long | ABS-mortgage backed security | US | $664.81 | 674.05 | 0.00 |
| FANNIE MAE POOL UMBS P#310088 5.00000000 (UMBS P#310088 5% 06/01/38) | Long | ABS-mortgage backed security | US | $24K | 24K | 0.00 |
| FANNIE MAE POOL UMBS P#725423 5.50000000 (UMBS P#725423 5.5% 05/01/34) | Long | ABS-mortgage backed security | US | $84K | 84K | 0.00 |
| FANNIE MAE POOL UMBS P#735402 5.00000000 (UMBS P#735402 5% 04/01/35) | Long | ABS-mortgage backed security | US | $26K | 26K | 0.00 |
| FANNIE MAE POOL UMBS P#745148 5.00000000 (UMBS P#745148 5% 01/01/36) | Long | ABS-mortgage backed security | US | $74K | 75K | 0.00 |
| FANNIE MAE POOL UMBS P#766768 V/R 6.53000000 (UMBS P#766768 V/R 03/01/34) | Long | ABS-mortgage backed security | US | $45K | 45K | 0.00 |
| FANNIE MAE POOL UMBS P#888412 7.00000000 (UMBS P#888412 7% 04/01/37) | Long | ABS-mortgage backed security | US | $7K | 7K | 0.00 |
| FANNIE MAE POOL UMBS P#890604 4.50000000 (UMBS P#890604 4.5% 10/01/44) | Long | ABS-mortgage backed security | US | $14K | 15K | 0.00 |
| FANNIE MAE POOL UMBS P#890827 3.50000000 (UMBS P#890827 3.5% 12/01/37) | Long | ABS-mortgage backed security | US | $33K | 35K | 0.00 |
| FANNIE MAE POOL UMBS P#890877 3.50000000 (UMBS P#890877 3.5% 07/01/48) | Long | ABS-mortgage backed security | US | $199K | 222K | 0.01 |
| FANNIE MAE POOL UMBS P#929623 5.00000000 (UMBS P#929623 5% 06/01/38) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| FANNIE MAE POOL UMBS P#931368 4.50000000 (UMBS P#931368 4.5% 06/01/29) | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| FANNIE MAE POOL UMBS P#939419 V/R 6.64000000 (UMBS P#939419 V/R 05/01/37) | Long | ABS-mortgage backed security | US | $36K | 36K | 0.00 |
| FANNIE MAE POOL UMBS P#953027 6.50000000 (UMBS P#953027 6.5% 09/01/37) | Long | ABS-mortgage backed security | US | $21K | 21K | 0.00 |
| FANNIE MAE POOL UMBS P#995072 5.50000000 (UMBS P#995072 5.5% 08/01/38) | Long | ABS-mortgage backed security | US | $13K | 13K | 0.00 |
| FANNIE MAE POOL UMBS P#995112 5.50000000 (FNMA P#995112 05.500% 07/01/36) | Long | ABS-mortgage backed security | US | $28K | 28K | 0.00 |
| FANNIE MAE POOL UMBS P#995203 5.00000000 (UMBS P#995203 5% 07/01/35) | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| FANNIE MAE POOL UMBS P#995243 4.50000000 (UMBS P#995243 4.5% 08/01/38) | Long | ABS-mortgage backed security | US | $63K | 66K | 0.00 |
| FANNIE MAE POOL UMBS P#AA2953 5.00000000 (UMBS P#AA2953 5% 04/01/39) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| FANNIE MAE POOL UMBS P#AA4298 4.50000000 (UMBS P#AA4298 4.5% 03/01/29) | Long | ABS-mortgage backed security | US | $18K | 18K | 0.00 |
| FANNIE MAE POOL UMBS P#AA8408 4.00000000 (UMBS P#AA8408 4% 06/01/24) | Long | ABS-mortgage backed security | US | $8.15 | 8.19 | 0.00 |
| FANNIE MAE POOL UMBS P#AB3493 4.50000000 (UMBS P#AB3493 4.5% 09/01/41) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| FANNIE MAE POOL UMBS P#AB7426 3.00000000 (UMBS P#AB7426 3% 12/01/42) | Long | ABS-mortgage backed security | US | $182K | 207K | 0.01 |
| FANNIE MAE POOL UMBS P#AB7795 2.50000000 (UMBS P#AB7795 2.5% 02/01/28) | Long | ABS-mortgage backed security | US | $23K | 24K | 0.00 |
| FANNIE MAE POOL UMBS P#AB8862 2.50000000 (UMBS P#AB8862 2.5% 04/01/28) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| FANNIE MAE POOL UMBS P#AB9351 3.00000000 (UMBS P#AB9351 3% 05/01/43) | Long | ABS-mortgage backed security | US | $109K | 124K | 0.01 |
| FANNIE MAE POOL UMBS P#AB9683 4.00000000 (UMBS P#AB9683 4% 06/01/43) | Long | ABS-mortgage backed security | US | $42K | 46K | 0.00 |
| FANNIE MAE POOL UMBS P#AD0836 5.50000000 (UMBS P#AD0836 5.5% 11/01/28) | Long | ABS-mortgage backed security | US | $15K | 15K | 0.00 |
| FANNIE MAE POOL UMBS P#AD5335 5.00000000 (UMBS P#AD5335 5% 07/01/40) | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| FANNIE MAE POOL UMBS P#AD6374 5.00000000 (UMBS P#AD6374 5% 05/01/40) | Long | ABS-mortgage backed security | US | $2K | 2K | 0.00 |
| FANNIE MAE POOL UMBS P#AD6388 4.00000000 (UMBS P#AD6388 4% 05/01/25) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| FANNIE MAE POOL UMBS P#AD6404 4.50000000 (UMBS P#AD6404 4.5% 06/01/30) | Long | ABS-mortgage backed security | US | $11K | 11K | 0.00 |
| FANNIE MAE POOL UMBS P#AD7150 4.00000000 (UMBS P#AD7150 4% 07/01/25) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| FANNIE MAE POOL UMBS P#AD8529 4.50000000 (UMBS P#AD8529 4.5% 08/01/40) | Long | ABS-mortgage backed security | US | $72K | 76K | 0.00 |
| FANNIE MAE POOL UMBS P#AD9638 4.50000000 (UMBS P#AD9638 4.5% 09/01/40) | Long | ABS-mortgage backed security | US | $92K | 96K | 0.01 |
| FANNIE MAE POOL UMBS P#AE0212 5.50000000 (UMBS P#AE0212 5.5% 12/01/27) | Long | ABS-mortgage backed security | US | $11K | 11K | 0.00 |
| FANNIE MAE POOL UMBS P#AE1201 3.50000000 (UMBS P#AE1201 3.5% 11/01/25) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| FANNIE MAE POOL UMBS P#AE2911 3.50000000 (UMBS P#AE2911 3.5% 12/01/25) | Long | ABS-mortgage backed security | US | $8K | 8K | 0.00 |
| FANNIE MAE POOL UMBS P#AE2913 3.50000000 (UMBS P#AE2913 3.5% 12/01/25) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| FANNIE MAE POOL UMBS P#AE3049 4.50000000 (UMBS P#AE3049 4.5% 09/01/40) | Long | ABS-mortgage backed security | US | $407K | 422K | 0.02 |
| FANNIE MAE POOL UMBS P#AE6061 4.50000000 (UMBS P#AE6061 4.5% 10/01/40) | Long | ABS-mortgage backed security | US | $38K | 39K | 0.00 |
| FANNIE MAE POOL UMBS P#AE9743 3.50000000 (UMBS P#AE9743 3.5% 12/01/25) | Long | ABS-mortgage backed security | US | $628.79 | 639.61 | 0.00 |
| FANNIE MAE POOL UMBS P#AH0356 3.50000000 (UMBS P#AH0356 3.5% 02/01/26) | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| FANNIE MAE POOL UMBS P#AH2857 3.50000000 (UMBS P#AH2857 3.5% 01/01/26) | Long | ABS-mortgage backed security | US | $235.42 | 240.82 | 0.00 |
| FANNIE MAE POOL UMBS P#AH3551 3.50000000 (UMBS P#AH3551 3.5% 03/01/26) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| FANNIE MAE POOL UMBS P#AH5620 4.00000000 (UMBS P#AH5620 4% 02/01/26) | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| FANNIE MAE POOL UMBS P#AH6438 3.50000000 (UMBS P#AH6438 3.5% 02/01/26) | Long | ABS-mortgage backed security | US | $2K | 2K | 0.00 |
| FANNIE MAE POOL UMBS P#AJ4713 4.50000000 (UMBS P#AJ4713 4.5% 11/01/41) | Long | ABS-mortgage backed security | US | $63K | 65K | 0.00 |
| FANNIE MAE POOL UMBS P#AK8441 4.00000000 (UMBS P#AK8441 4% 04/01/42) | Long | ABS-mortgage backed security | US | $24K | 25K | 0.00 |
| FANNIE MAE POOL UMBS P#AL0054 4.50000000 (UMBS P#AL0054 4.5% 02/01/41) | Long | ABS-mortgage backed security | US | $69K | 71K | 0.00 |
| FANNIE MAE POOL UMBS P#AL1704 6.50000000 (FNMA P#AL1704 6.5% 5/01/40) | Long | ABS-mortgage backed security | US | $15K | 14K | 0.00 |
| FANNIE MAE POOL UMBS P#AL1779 5.50000000 (UMBS P#AL1779 5.5% 12/01/38) | Long | ABS-mortgage backed security | US | $90K | 90K | 0.01 |
| FANNIE MAE POOL UMBS P#AL2499 4.50000000 (UMBS P#AL2499 4.5% 01/01/42) | Long | ABS-mortgage backed security | US | $12K | 13K | 0.00 |
| FANNIE MAE POOL UMBS P#AL3183 5.50000000 (UMBS P#AL3183 5.5% 08/01/41) | Long | ABS-mortgage backed security | US | $87K | 86K | 0.00 |
| FANNIE MAE POOL UMBS P#AL3508 4.00000000 (UMBS P#AL3508 4% 04/01/43) | Long | ABS-mortgage backed security | US | $20K | 21K | 0.00 |
| FANNIE MAE POOL UMBS P#AL3650 5.00000000 (UMBS P#AL3650 5% 02/01/41) | Long | ABS-mortgage backed security | US | $98K | 100K | 0.01 |
| FANNIE MAE POOL UMBS P#AL4324 6.50000000 (UMBS P#AL4324 6.5% 05/01/40) | Long | ABS-mortgage backed security | US | $68K | 66K | 0.00 |
| FANNIE MAE POOL UMBS P#AL4464 2.50000000 (UMBS P#AL4464 2.5% 06/01/28) | Long | ABS-mortgage backed security | US | $55K | 58K | 0.00 |
| FANNIE MAE POOL UMBS P#AL4741 4.50000000 (UMBS P#AL4741 4.5% 01/01/44) | Long | ABS-mortgage backed security | US | $14K | 15K | 0.00 |
| FANNIE MAE POOL UMBS P#AL6175 3.50000000 (UMBS P#AL6175 3.5% 01/01/44) | Long | ABS-mortgage backed security | US | $133K | 146K | 0.01 |
| FANNIE MAE POOL UMBS P#AL6672 5.00000000 (UMBS P#AL6672 5% 05/01/42) | Long | ABS-mortgage backed security | US | $39K | 40K | 0.00 |
| FANNIE MAE POOL UMBS P#AL6854 3.00000000 (UMBS P#AL6854 3% 02/01/44) | Long | ABS-mortgage backed security | US | $57K | 65K | 0.00 |
| FANNIE MAE POOL UMBS P#AL7046 3.50000000 (UMBS P#AL7046 3.5% 06/01/45) | Long | ABS-mortgage backed security | US | $189K | 210K | 0.01 |
| FANNIE MAE POOL UMBS P#AL7430 3.50000000 (UMBS P#AL7430 3.5% 08/01/30) | Long | ABS-mortgage backed security | US | $319K | 331K | 0.02 |
| FANNIE MAE POOL UMBS P#AO2711 4.00000000 (UMBS P#AO2711 4% 05/01/42) | Long | ABS-mortgage backed security | US | $9K | 10K | 0.00 |
| FANNIE MAE POOL UMBS P#AO6086 4.00000000 (UMBS P#AO6086 4% 06/01/42) | Long | ABS-mortgage backed security | US | $17K | 18K | 0.00 |
| FANNIE MAE POOL UMBS P#AO7501 4.00000000 (UMBS P#AO7501 4% 06/01/42) | Long | ABS-mortgage backed security | US | $20K | 21K | 0.00 |
| FANNIE MAE POOL UMBS P#AO9859 4.00000000 (UMBS P#AO9859 4% 07/01/42) | Long | ABS-mortgage backed security | US | $8K | 8K | 0.00 |
| FANNIE MAE POOL UMBS P#AP0692 4.00000000 (UMBS P#AP0692 4% 07/01/42) | Long | ABS-mortgage backed security | US | $13K | 14K | 0.00 |
| FANNIE MAE POOL UMBS P#AP2530 4.00000000 (UMBS P#AP2530 4% 08/01/42) | Long | ABS-mortgage backed security | US | $14K | 15K | 0.00 |
| FANNIE MAE POOL UMBS P#AP4903 4.00000000 (UMBS P#AP4903 4% 09/01/42) | Long | ABS-mortgage backed security | US | $21K | 22K | 0.00 |
| FANNIE MAE POOL UMBS P#AP7399 4.00000000 (UMBS P#AP7399 4% 09/01/42) | Long | ABS-mortgage backed security | US | $49K | 52K | 0.00 |
| FANNIE MAE POOL UMBS P#AP9229 4.00000000 (UMBS P#AP9229 4% 10/01/42) | Long | ABS-mortgage backed security | US | $6K | 7K | 0.00 |
| FANNIE MAE POOL UMBS P#AP9766 4.00000000 (UMBS P#AP9766 4% 10/01/42) | Long | ABS-mortgage backed security | US | $48K | 51K | 0.00 |
| FANNIE MAE POOL UMBS P#AP9862 4.00000000 (UMBS P#AP9862 4% 10/01/42) | Long | ABS-mortgage backed security | US | $11K | 12K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ0100 4.00000000 (UMBS P#AQ0100 4% 10/01/42) | Long | ABS-mortgage backed security | US | $15K | 16K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ1641 4.00000000 (UMBS P#AQ1641 4% 10/01/42) | Long | ABS-mortgage backed security | US | $12K | 13K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ3599 4.00000000 (UMBS P#AQ3599 4% 11/01/42) | Long | ABS-mortgage backed security | US | $29K | 31K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ4078 4.00000000 (UMBS P#AQ4078 4% 06/01/43) | Long | ABS-mortgage backed security | US | $19K | 20K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ4080 4.00000000 (UMBS P#AQ4080 4% 06/01/43) | Long | ABS-mortgage backed security | US | $13K | 14K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ4372 2.50000000 (UMBS P#AQ4372 2.5% 11/01/27) | Long | ABS-mortgage backed security | US | $34K | 36K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ4555 4.00000000 (UMBS P#AQ4555 4% 12/01/42) | Long | ABS-mortgage backed security | US | $36K | 39K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ5137 4.00000000 (UMBS P#AQ5137 4% 11/01/42) | Long | ABS-mortgage backed security | US | $120K | 128K | 0.01 |
| FANNIE MAE POOL UMBS P#AQ7003 4.00000000 (UMBS P#AQ7003 4% 12/01/42) | Long | ABS-mortgage backed security | US | $72K | 77K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ7082 4.00000000 (UMBS P#AQ7082 4% 01/01/43) | Long | ABS-mortgage backed security | US | $46K | 50K | 0.00 |
| FANNIE MAE POOL UMBS P#AQ8684 3.00000000 (UMBS P#AQ8684 3% 12/01/42) | Long | ABS-mortgage backed security | US | $76K | 87K | 0.00 |
| FANNIE MAE POOL UMBS P#AR2627 3.00000000 (UMBS P#AR2627 3% 02/01/43) | Long | ABS-mortgage backed security | US | $80K | 91K | 0.00 |
| FANNIE MAE POOL UMBS P#AR7399 3.00000000 (UMBS P#AR7399 3% 06/01/43) | Long | ABS-mortgage backed security | US | $59K | 68K | 0.00 |
| FANNIE MAE POOL UMBS P#AR7721 2.50000000 (UMBS P#AR7721 2.5% 02/01/28) | Long | ABS-mortgage backed security | US | $23K | 25K | 0.00 |
| FANNIE MAE POOL UMBS P#AS0038 3.00000000 (UMBS P#AS0038 3% 07/01/43) | Long | ABS-mortgage backed security | US | $132K | 151K | 0.01 |
| FANNIE MAE POOL UMBS P#AS0070 4.00000000 (UMBS P#AS0070 4% 08/01/43) | Long | ABS-mortgage backed security | US | $34K | 37K | 0.00 |
| FANNIE MAE POOL UMBS P#AS0190 2.50000000 (UMBS P#AS0190 2.5% 08/01/28) | Long | ABS-mortgage backed security | US | $68K | 72K | 0.00 |
| FANNIE MAE POOL UMBS P#AS4347 4.00000000 (UMBS P#AS4347 4% 01/01/45) | Long | ABS-mortgage backed security | US | $33K | 35K | 0.00 |
| FANNIE MAE POOL UMBS P#AS4489 2.50000000 (UMBS P#AS4489 2.5% 03/01/30) | Long | ABS-mortgage backed security | US | $87K | 93K | 0.00 |
| FANNIE MAE POOL UMBS P#AS4752 2.50000000 (UMBS P#AS4752 2.5% 04/01/30) | Long | ABS-mortgage backed security | US | $29K | 31K | 0.00 |
| FANNIE MAE POOL UMBS P#AS4786 3.00000000 (UMBS P#AS4786 3% 04/01/45) | Long | ABS-mortgage backed security | US | $280K | 323K | 0.02 |
| FANNIE MAE POOL UMBS P#AS5138 3.00000000 (UMBS P#AS5138 3% 06/01/30) | Long | ABS-mortgage backed security | US | $97K | 102K | 0.01 |
| FANNIE MAE POOL UMBS P#AS8392 2.50000000 (UMBS P#AS8392 2.5% 11/01/31) | Long | ABS-mortgage backed security | US | $170K | 183K | 0.01 |
| FANNIE MAE POOL UMBS P#AS8487 3.00000000 (UMBS P#AS8487 3% 12/01/46) | Long | ABS-mortgage backed security | US | $234K | 271K | 0.01 |
| FANNIE MAE POOL UMBS P#AS8489 3.00000000 (UMBS P#AS8489 3% 12/01/46) | Long | ABS-mortgage backed security | US | $212K | 246K | 0.01 |
| FANNIE MAE POOL UMBS P#AS8623 3.00000000 (UMBS P#AS8623 3% 01/01/47) | Long | ABS-mortgage backed security | US | $62K | 72K | 0.00 |
| FANNIE MAE POOL UMBS P#AS8740 3.50000000 (UMBS P#AS8740 3.5% 02/01/37) | Long | ABS-mortgage backed security | US | $18K | 19K | 0.00 |
| FANNIE MAE POOL UMBS P#AS8745 3.00000000 (UMBS P#AS8745 3% 02/01/47) | Long | ABS-mortgage backed security | US | $185K | 215K | 0.01 |
| FANNIE MAE POOL UMBS P#AS9326 3.00000000 (UMBS P#AS9326 3% 03/01/32) | Long | ABS-mortgage backed security | US | $35K | 38K | 0.00 |
| FANNIE MAE POOL UMBS P#AS9760 4.50000000 (UMBS P#AS9760 4.5% 06/01/47) | Long | ABS-mortgage backed security | US | $139K | 146K | 0.01 |
| FANNIE MAE POOL UMBS P#AS9830 4.00000000 (UMBS P#AS9830 4% 06/01/47) | Long | ABS-mortgage backed security | US | $58K | 63K | 0.00 |
| FANNIE MAE POOL UMBS P#AT0059 2.50000000 (UMBS P#AT0059 2.5% 03/01/28) | Long | ABS-mortgage backed security | US | $11K | 11K | 0.00 |
| FANNIE MAE POOL UMBS P#AT0969 3.00000000 (UMBS P#AT0969 3% 04/01/43) | Long | ABS-mortgage backed security | US | $55K | 63K | 0.00 |
| FANNIE MAE POOL UMBS P#AT2720 3.00000000 (UMBS P#AT2720 3% 05/01/43) | Long | ABS-mortgage backed security | US | $415K | 473K | 0.02 |
| FANNIE MAE POOL UMBS P#AT3708 3.50000000 (UMBS P#AT3708 3.5% 04/01/33) | Long | ABS-mortgage backed security | US | $237K | 253K | 0.01 |
| FANNIE MAE POOL UMBS P#AT3870 4.00000000 (UMBS P#AT3870 4% 06/01/43) | Long | ABS-mortgage backed security | US | $24K | 25K | 0.00 |
| FANNIE MAE POOL UMBS P#AT3874 4.00000000 (UMBS P#AT3874 4% 06/01/43) | Long | ABS-mortgage backed security | US | $14K | 15K | 0.00 |
| FANNIE MAE POOL UMBS P#AT6549 4.00000000 (UMBS P#AT6549 4% 06/01/43) | Long | ABS-mortgage backed security | US | $18K | 19K | 0.00 |
| FANNIE MAE POOL UMBS P#AT7698 4.00000000 (UMBS P#AT7698 4% 06/01/43) | Long | ABS-mortgage backed security | US | $19K | 21K | 0.00 |
| FANNIE MAE POOL UMBS P#AT8394 4.00000000 (UMBS P#AT8394 4% 06/01/43) | Long | ABS-mortgage backed security | US | $42K | 45K | 0.00 |
| FANNIE MAE POOL UMBS P#AT9637 4.00000000 (UMBS P#AT9637 4% 07/01/43) | Long | ABS-mortgage backed security | US | $74K | 79K | 0.00 |
| FANNIE MAE POOL UMBS P#AT9653 4.00000000 (UMBS P#AT9653 4% 07/01/43) | Long | ABS-mortgage backed security | US | $64K | 69K | 0.00 |
| FANNIE MAE POOL UMBS P#AT9657 4.00000000 (UMBS P#AT9657 4% 07/01/43) | Long | ABS-mortgage backed security | US | $33K | 36K | 0.00 |
| FANNIE MAE POOL UMBS P#AT9839 4.00000000 (UMBS P#AT9839 4% 06/01/43) | Long | ABS-mortgage backed security | US | $26K | 28K | 0.00 |
| FANNIE MAE POOL UMBS P#AU1633 3.50000000 (UMBS P#AU1633 3.5% 07/01/43) | Long | ABS-mortgage backed security | US | $259K | 285K | 0.01 |
| FANNIE MAE POOL UMBS P#AU6735 3.00000000 (UMBS P#AU6735 3% 10/01/43) | Long | ABS-mortgage backed security | US | $122K | 140K | 0.01 |
| FANNIE MAE POOL UMBS P#AV0634 3.00000000 (UMBS P#AV0634 3% 11/01/28) | Long | ABS-mortgage backed security | US | $83K | 86K | 0.00 |
| FANNIE MAE POOL UMBS P#AV7116 4.50000000 (UMBS P#AV7116 4.5% 03/01/44) | Long | ABS-mortgage backed security | US | $40K | 41K | 0.00 |
| FANNIE MAE POOL UMBS P#AV9187 4.00000000 (UMBS P#AV9187 4% 03/01/44) | Long | ABS-mortgage backed security | US | $104K | 111K | 0.01 |
| FANNIE MAE POOL UMBS P#AW3557 3.00000000 (UMBS P#AW3557 3% 05/01/29) | Long | ABS-mortgage backed security | US | $30K | 31K | 0.00 |
| FANNIE MAE POOL UMBS P#AY6262 3.00000000 (UMBS P#AY6262 3% 03/01/30) | Long | ABS-mortgage backed security | US | $17K | 18K | 0.00 |
| FANNIE MAE POOL UMBS P#BC0853 3.00000000 (UMBS P#BC0853 3% 04/01/31) | Long | ABS-mortgage backed security | US | $104K | 110K | 0.01 |
| FANNIE MAE POOL UMBS P#BC1509 3.00000000 (UMBS P#BC1509 3% 08/01/46) | Long | ABS-mortgage backed security | US | $56K | 65K | 0.00 |
| FANNIE MAE POOL UMBS P#BC1832 2.50000000 (UMBS P#BC1832 2.5% 04/01/31) | Long | ABS-mortgage backed security | US | $117K | 126K | 0.01 |
| FANNIE MAE POOL UMBS P#BC4752 3.00000000 (UMBS P#BC4752 3% 10/01/46) | Long | ABS-mortgage backed security | US | $160K | 183K | 0.01 |
| FANNIE MAE POOL UMBS P#BC9077 3.50000000 (UMBS P#BC9077 3.5% 12/01/46) | Long | ABS-mortgage backed security | US | $52K | 58K | 0.00 |
| FANNIE MAE POOL UMBS P#BD2455 3.00000000 (UMBS P#BD2455 3% 01/01/47) | Long | ABS-mortgage backed security | US | $144K | 167K | 0.01 |
| FANNIE MAE POOL UMBS P#BD6102 3.00000000 (UMBS P#BD6102 3% 10/01/46) | Long | ABS-mortgage backed security | US | $15K | 18K | 0.00 |
| FANNIE MAE POOL UMBS P#BD6533 3.00000000 (UMBS P#BD6533 3% 10/01/46) | Long | ABS-mortgage backed security | US | $44K | 51K | 0.00 |
| FANNIE MAE POOL UMBS P#BD6718 3.00000000 (UMBS P#BD6718 3% 09/01/46) | Long | ABS-mortgage backed security | US | $10K | 11K | 0.00 |
| FANNIE MAE POOL UMBS P#BD8104 3.00000000 (UMBS P#BD8104 3% 10/01/46) | Long | ABS-mortgage backed security | US | $250K | 290K | 0.01 |
| FANNIE MAE POOL UMBS P#BE3776 4.50000000 (UMBS P#BE3776 4.5% 07/01/47) | Long | ABS-mortgage backed security | US | $112K | 117K | 0.01 |
| FANNIE MAE POOL UMBS P#BE7172 3.00000000 (UMBS P#BE7172 3% 03/01/32) | Long | ABS-mortgage backed security | US | $86K | 92K | 0.00 |
| FANNIE MAE POOL UMBS P#BF0104 4.00000000 (UMBS P#BF0104 4% 02/01/56) | Long | ABS-mortgage backed security | US | $98K | 105K | 0.01 |
| FANNIE MAE POOL UMBS P#BF0141 5.50000000 (UMBS P#BF0141 5.5% 09/01/56) | Long | ABS-mortgage backed security | US | $194K | 191K | 0.01 |
| FANNIE MAE POOL UMBS P#BF0183 4.00000000 (UMBS P#BF0183 4% 01/01/57) | Long | ABS-mortgage backed security | US | $37K | 40K | 0.00 |
| FANNIE MAE POOL UMBS P#BF0191 4.00000000 (UMBS P#BF0191 4% 06/01/57) | Long | ABS-mortgage backed security | US | $92K | 101K | 0.01 |
| FANNIE MAE POOL UMBS P#BF0222 4.50000000 (UMBS P#BF0222 4.5% 09/01/57) | Long | ABS-mortgage backed security | US | $159K | 169K | 0.01 |
| FANNIE MAE POOL UMBS P#BF0301 4.50000000 (UMBS P#BF0301 4.5% 08/01/58) | Long | ABS-mortgage backed security | US | $94K | 99K | 0.01 |
| FANNIE MAE POOL UMBS P#BF0546 2.50000000 (UMBS P#BF0546 2.5% 07/01/61) | Long | ABS-mortgage backed security | US | $968K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#BF0560 2.50000000 (UMBS P#BF0560 2.5% 09/01/61) | Long | ABS-mortgage backed security | US | $327K | 413K | 0.02 |
| FANNIE MAE POOL UMBS P#BF0561 3.00000000 (UMBS P#BF0561 3% 09/01/61) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#BF0646 2.50000000 (UMBS P#BF0646 2.5% 06/01/62) | Long | ABS-mortgage backed security | US | $505K | 637K | 0.03 |
| FANNIE MAE POOL UMBS P#BH0187 2.50000000 (UMBS P#BH0187 2.5% 04/01/32) | Long | ABS-mortgage backed security | US | $66K | 71K | 0.00 |
| FANNIE MAE POOL UMBS P#BH4101 3.50000000 (UMBS P#BH4101 3.5% 10/01/47) | Long | ABS-mortgage backed security | US | $854K | 956K | 0.05 |
| FANNIE MAE POOL UMBS P#BJ2544 3.00000000 (UMBS P#BJ2544 3% 12/01/37) | Long | ABS-mortgage backed security | US | $20K | 22K | 0.00 |
| FANNIE MAE POOL UMBS P#BJ3644 3.00000000 (UMBS P#BJ3644 3% 01/01/33) | Long | ABS-mortgage backed security | US | $100K | 107K | 0.01 |
| FANNIE MAE POOL UMBS P#BK7700 4.50000000 (UMBS P#BK7700 4.5% 10/01/48) | Long | ABS-mortgage backed security | US | $151K | 158K | 0.01 |
| FANNIE MAE POOL UMBS P#BM1145 3.00000000 (UMBS P#BM1145 3% 03/01/43) | Long | ABS-mortgage backed security | US | $264K | 301K | 0.01 |
| FANNIE MAE POOL UMBS P#BM1565 3.00000000 (UMBS P#BM1565 3% 04/01/47) | Long | ABS-mortgage backed security | US | $272K | 315K | 0.02 |
| FANNIE MAE POOL UMBS P#BM2006 4.00000000 (UMBS P#BM2006 4% 01/01/48) | Long | ABS-mortgage backed security | US | $356K | 385K | 0.02 |
| FANNIE MAE POOL UMBS P#BM3848 4.50000000 (UMBS P#BM3848 4.5% 03/01/46) | Long | ABS-mortgage backed security | US | $267K | 277K | 0.02 |
| FANNIE MAE POOL UMBS P#BM4299 3.00000000 (UMBS P#BM4299 3% 03/01/30) | Long | ABS-mortgage backed security | US | $118K | 121K | 0.01 |
| FANNIE MAE POOL UMBS P#BM4304 3.00000000 (UMBS P#BM4304 3% 02/01/30) | Long | ABS-mortgage backed security | US | $99K | 102K | 0.01 |
| FANNIE MAE POOL UMBS P#BM5822 3.00000000 (UMBS P#BM5822 3% 11/01/48) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#BM6623 2.50000000 (UMBS P#BM6623 2.5% 10/01/50) | Long | ABS-mortgage backed security | US | $69K | 87K | 0.00 |
| FANNIE MAE POOL UMBS P#BN1623 4.50000000 (UMBS P#BN1623 4.5% 11/01/48) | Long | ABS-mortgage backed security | US | $69K | 73K | 0.00 |
| FANNIE MAE POOL UMBS P#BP3082 3.00000000 (UMBS P#BP3082 3% 03/01/50) | Long | ABS-mortgage backed security | US | $393K | 461K | 0.02 |
| FANNIE MAE POOL UMBS P#BQ5876 2.50000000 (UMBS P#BQ5876 2.5% 11/01/50) | Long | ABS-mortgage backed security | US | $62K | 76K | 0.00 |
| FANNIE MAE POOL UMBS P#BQ6341 3.00000000 (UMBS P#BQ6341 3% 11/01/50) | Long | ABS-mortgage backed security | US | $35K | 41K | 0.00 |
| FANNIE MAE POOL UMBS P#BQ6855 2.00000000 (UMBS P#BQ6855 2% 12/01/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#BQ9453 2.00000000 (UMBS P#BQ9453 2% 03/01/51) | Long | ABS-mortgage backed security | US | $60K | 77K | 0.00 |
| FANNIE MAE POOL UMBS P#BR1001 2.50000000 (UMBS P#BR1001 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $63K | 76K | 0.00 |
| FANNIE MAE POOL UMBS P#BR2644 2.00000000 (UMBS P#BR2644 2% 02/01/51) | Long | ABS-mortgage backed security | US | $51K | 65K | 0.00 |
| FANNIE MAE POOL UMBS P#BR2664 2.00000000 (UMBS P#BR2664 2% 02/01/51) | Long | ABS-mortgage backed security | US | $105K | 133K | 0.01 |
| FANNIE MAE POOL UMBS P#BR3286 2.00000000 (UMBS P#BR3286 2% 03/01/51) | Long | ABS-mortgage backed security | US | $57K | 73K | 0.00 |
| FANNIE MAE POOL UMBS P#BR4722 2.00000000 (UMBS P#BR4722 2% 03/01/51) | Long | ABS-mortgage backed security | US | $54K | 68K | 0.00 |
| FANNIE MAE POOL UMBS P#BR6496 2.50000000 (UMBS P#BR6496 2.5% 04/01/51) | Long | ABS-mortgage backed security | US | $55K | 67K | 0.00 |
| FANNIE MAE POOL UMBS P#BS5676 3.87000000 (UMBS P#BS5676 3.87% 05/01/37) | Long | ABS-mortgage backed security | US | $89K | 100K | 0.01 |
| FANNIE MAE POOL UMBS P#BT0846 2.50000000 (UMBS P#BT0846 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $63K | 77K | 0.00 |
| FANNIE MAE POOL UMBS P#BT0972 2.50000000 (UMBS P#BT0972 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $74K | 93K | 0.00 |
| FANNIE MAE POOL UMBS P#BT1311 2.00000000 (UMBS P#BT1311 2% 07/01/51) | Long | ABS-mortgage backed security | US | $106K | 136K | 0.01 |
| FANNIE MAE POOL UMBS P#BT1825 2.00000000 (UMBS P#BT1825 2% 06/01/36) | Long | ABS-mortgage backed security | US | $575K | 654K | 0.03 |
| FANNIE MAE POOL UMBS P#BT3244 2.50000000 (UMBS P#BT3244 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $67K | 82K | 0.00 |
| FANNIE MAE POOL UMBS P#BT3270 2.50000000 (UMBS P#BT3270 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $62K | 77K | 0.00 |
| FANNIE MAE POOL UMBS P#BT3290 2.50000000 (UMBS P#BT3290 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $71K | 86K | 0.00 |
| FANNIE MAE POOL UMBS P#BT3303 2.50000000 (UMBS P#BT3303 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $64K | 78K | 0.00 |
| FANNIE MAE POOL UMBS P#BT6179 2.50000000 (UMBS P#BT6179 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FANNIE MAE POOL UMBS P#BU0720 2.00000000 (UMBS P#BU0720 2% 10/01/51) | Long | ABS-mortgage backed security | US | $5M | 7M | 0.29 |
| FANNIE MAE POOL UMBS P#BU1421 3.00000000 (UMBS P#BU1421 3% 01/01/52) | Long | ABS-mortgage backed security | US | $291K | 342K | 0.02 |
| FANNIE MAE POOL UMBS P#BU7089 2.00000000 (UMBS P#BU7089 2% 12/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#BV2994 2.50000000 (UMBS P#BV2994 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FANNIE MAE POOL UMBS P#BV3089 2.50000000 (UMBS P#BV3089 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $66K | 80K | 0.00 |
| FANNIE MAE POOL UMBS P#BV4195 3.00000000 (UMBS P#BV4195 3% 03/01/52) | Long | ABS-mortgage backed security | US | $614K | 719K | 0.03 |
| FANNIE MAE POOL UMBS P#BV5373 2.50000000 (UMBS P#BV5373 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $70K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#BV8477 3.00000000 (UMBS P#BV8477 3% 05/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#BV8515 3.00000000 (UMBS P#BV8515 3% 05/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FANNIE MAE POOL UMBS P#BV8546 3.50000000 (UMBS P#BV8546 3.5% 05/01/52) | Long | ABS-mortgage backed security | US | $291K | 328K | 0.02 |
| FANNIE MAE POOL UMBS P#BW0048 5.00000000 (UMBS P#BW0048 5% 07/01/52) | Long | ABS-mortgage backed security | US | $158K | 163K | 0.01 |
| FANNIE MAE POOL UMBS P#BW9886 4.50000000 (UMBS P#BW9886 4.5% 10/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FANNIE MAE POOL UMBS P#BX0388 4.50000000 (UMBS P#BX0388 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $9M | 10M | 0.52 |
| FANNIE MAE POOL UMBS P#BX0553 5.50000000 (UMBS P#BX0553 5.5% 10/01/52) | Long | ABS-mortgage backed security | US | $173K | 175K | 0.01 |
| FANNIE MAE POOL UMBS P#BX1768 6.00000000 (UMBS P#BX1768 6% 11/01/52) | Long | ABS-mortgage backed security | US | $455K | 453K | 0.03 |
| FANNIE MAE POOL UMBS P#BX2186 4.50000000 (UMBS P#BX2186 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $177K | 189K | 0.01 |
| FANNIE MAE POOL UMBS P#BX6719 5.50000000 (UMBS P#BX6719 5.5% 02/01/53) | Long | ABS-mortgage backed security | US | $91K | 93K | 0.01 |
| FANNIE MAE POOL UMBS P#BY2978 5.00000000 (UMBS P#BY2978 5% 05/01/53) | Long | ABS-mortgage backed security | US | $7M | 7M | 0.38 |
| FANNIE MAE POOL UMBS P#CA0684 3.50000000 (UMBS P#CA0684 3.5% 11/01/47) | Long | ABS-mortgage backed security | US | $652K | 728K | 0.04 |
| FANNIE MAE POOL UMBS P#CA0996 3.50000000 (UMBS P#CA0996 3.5% 01/01/48) | Long | ABS-mortgage backed security | US | $76K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#CA1182 3.50000000 (UMBS P#CA1182 3.5% 02/01/48) | Long | ABS-mortgage backed security | US | $18K | 20K | 0.00 |
| FANNIE MAE POOL UMBS P#CA1710 4.50000000 (UMBS P#CA1710 4.5% 05/01/48) | Long | ABS-mortgage backed security | US | $244K | 257K | 0.01 |
| FANNIE MAE POOL UMBS P#CA1711 4.50000000 (UMBS P#CA1711 4.5% 05/01/48) | Long | ABS-mortgage backed security | US | $160K | 168K | 0.01 |
| FANNIE MAE POOL UMBS P#CA2047 4.50000000 (UMBS P#CA2047 4.5% 07/01/48) | Long | ABS-mortgage backed security | US | $61K | 64K | 0.00 |
| FANNIE MAE POOL UMBS P#CA2199 4.50000000 (UMBS P#CA2199 4.5% 08/01/48) | Long | ABS-mortgage backed security | US | $24K | 25K | 0.00 |
| FANNIE MAE POOL UMBS P#CA2208 4.50000000 (UMBS P#CA2208 4.5% 08/01/48) | Long | ABS-mortgage backed security | US | $53K | 56K | 0.00 |
| FANNIE MAE POOL UMBS P#CA2327 4.00000000 (UMBS P#CA2327 4% 09/01/48) | Long | ABS-mortgage backed security | US | $96K | 103K | 0.01 |
| FANNIE MAE POOL UMBS P#CA2472 4.00000000 (UMBS P#CA2472 4% 10/01/48) | Long | ABS-mortgage backed security | US | $151K | 164K | 0.01 |
| FANNIE MAE POOL UMBS P#CA3633 3.50000000 (UMBS P#CA3633 3.5% 06/01/49) | Long | ABS-mortgage backed security | US | $136K | 151K | 0.01 |
| FANNIE MAE POOL UMBS P#CA4819 4.00000000 (UMBS P#CA4819 4% 12/01/49) | Long | ABS-mortgage backed security | US | $32K | 35K | 0.00 |
| FANNIE MAE POOL UMBS P#CA5371 4.00000000 (UMBS P#CA5371 4% 03/01/50) | Long | ABS-mortgage backed security | US | $145K | 158K | 0.01 |
| FANNIE MAE POOL UMBS P#CA5379 4.50000000 (UMBS P#CA5379 4.5% 03/01/50) | Long | ABS-mortgage backed security | US | $37K | 39K | 0.00 |
| FANNIE MAE POOL UMBS P#CA7422 2.00000000 (UMBS P#CA7422 2% 10/01/40) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#CA7531 3.00000000 (UMBS P#CA7531 3% 10/01/50) | Long | ABS-mortgage backed security | US | $180K | 210K | 0.01 |
| FANNIE MAE POOL UMBS P#CA9358 2.50000000 (UMBS P#CA9358 2.5% 03/01/41) | Long | ABS-mortgage backed security | US | $63K | 73K | 0.00 |
| FANNIE MAE POOL UMBS P#CB0100 2.50000000 (UMBS P#CB0100 2.5% 04/01/41) | Long | ABS-mortgage backed security | US | $130K | 152K | 0.01 |
| FANNIE MAE POOL UMBS P#CB0101 2.50000000 (UMBS P#CB0101 2.5% 04/01/41) | Long | ABS-mortgage backed security | US | $127K | 148K | 0.01 |
| FANNIE MAE POOL UMBS P#CB0470 2.50000000 (UMBS P#CB0470 2.5% 05/01/41) | Long | ABS-mortgage backed security | US | $265K | 308K | 0.01 |
| FANNIE MAE POOL UMBS P#CB0609 2.50000000 (UMBS P#CB0609 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $553K | 678K | 0.03 |
| FANNIE MAE POOL UMBS P#CB0736 3.00000000 (UMBS P#CB0736 3% 06/01/51) | Long | ABS-mortgage backed security | US | $61K | 73K | 0.00 |
| FANNIE MAE POOL UMBS P#CB1917 3.00000000 (UMBS P#CB1917 3% 10/01/51) | Long | ABS-mortgage backed security | US | $887K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#CB2115 2.50000000 (UMBS P#CB2115 2.5% 11/01/41) | Long | ABS-mortgage backed security | US | $69K | 80K | 0.00 |
| FANNIE MAE POOL UMBS P#CB2488 1.50000000 (UMBS P#CB2488 1.5% 12/01/36) | Long | ABS-mortgage backed security | US | $687K | 808K | 0.04 |
| FANNIE MAE POOL UMBS P#CB2563 2.00000000 (UMBS P#CB2563 2% 01/01/42) | Long | ABS-mortgage backed security | US | $835K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#CB2766 2.00000000 (UMBS P#CB2766 2% 02/01/52) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.07 |
| FANNIE MAE POOL UMBS P#CB2767 2.00000000 (UMBS P#CB2767 2% 01/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#CB2802 2.00000000 (UMBS P#CB2802 2% 02/01/52) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#CB3044 2.50000000 (UMBS P#CB3044 2.5% 03/01/52) | Long | ABS-mortgage backed security | US | $216K | 264K | 0.01 |
| FANNIE MAE POOL UMBS P#CB3234 3.00000000 (UMBS P#CB3234 3% 04/01/52) | Long | ABS-mortgage backed security | US | $364K | 430K | 0.02 |
| FANNIE MAE POOL UMBS P#CB3272 4.00000000 (UMBS P#CB3272 4% 04/01/52) | Long | ABS-mortgage backed security | US | $544K | 593K | 0.03 |
| FANNIE MAE POOL UMBS P#CB3369 3.50000000 (UMBS P#CB3369 3.5% 04/01/52) | Long | ABS-mortgage backed security | US | $14K | 16K | 0.00 |
| FANNIE MAE POOL UMBS P#CB3880 5.00000000 (UMBS P#CB3880 5% 06/01/52) | Long | ABS-mortgage backed security | US | $78K | 81K | 0.00 |
| FANNIE MAE POOL UMBS P#CB4386 4.50000000 (UMBS P#CB4386 4.5% 08/01/52) | Long | ABS-mortgage backed security | US | $79K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#CB4418 5.50000000 (UMBS P#CB4418 5.5% 08/01/52) | Long | ABS-mortgage backed security | US | $79K | 81K | 0.00 |
| FANNIE MAE POOL UMBS P#CB5316 6.00000000 (UMBS P#CB5316 6% 12/01/52) | Long | ABS-mortgage backed security | US | $606K | 604K | 0.03 |
| FANNIE MAE POOL UMBS P#CB5675 4.50000000 (UMBS P#CB5675 4.5% 02/01/53) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.16 |
| FANNIE MAE POOL UMBS P#CB6322 5.50000000 (UMBS P#CB6322 5.5% 05/01/53) | Long | ABS-mortgage backed security | US | $275K | 279K | 0.02 |
| FANNIE MAE POOL UMBS P#CB6326 5.50000000 (UMBS P#CB6326 5.5% 05/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.08 |
| FANNIE MAE POOL UMBS P#CB6348 4.50000000 (UMBS P#CB6348 4.5% 05/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#CB6540 6.00000000 (UMBS P#CB6540 6% 06/01/53) | Long | ABS-mortgage backed security | US | $853K | 846K | 0.05 |
| FANNIE MAE POOL UMBS P#CB6753 6.00000000 (UMBS P#CB6753 6% 07/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#CB8226 6.50000000 (UMBS P#CB8226 6.5% 03/01/54) | Long | ABS-mortgage backed security | US | $202K | 198K | 0.01 |
| FANNIE MAE POOL UMBS P#CB8388 6.50000000 (UMBS P#CB8388 6.5% 04/01/54) | Long | ABS-mortgage backed security | US | $580K | 570K | 0.03 |
| FANNIE MAE POOL UMBS P#FM1238 4.00000000 (UMBS P#FM1238 4% 03/01/49) | Long | ABS-mortgage backed security | US | $0.01 | 0.009 | 0.00 |
| FANNIE MAE POOL UMBS P#FM1263 4.50000000 (UMBS P#FM1263 4.5% 07/01/49) | Long | ABS-mortgage backed security | US | $54K | 57K | 0.00 |
| FANNIE MAE POOL UMBS P#FM1628 3.50000000 (UMBS P#FM1628 3.5% 09/01/33) | Long | ABS-mortgage backed security | US | $175K | 185K | 0.01 |
| FANNIE MAE POOL UMBS P#FM1727 5.00000000 (UMBS P#FM1727 5% 09/01/49) | Long | ABS-mortgage backed security | US | $65K | 66K | 0.00 |
| FANNIE MAE POOL UMBS P#FM2256 4.50000000 (UMBS P#FM2256 4.5% 10/01/44) | Long | ABS-mortgage backed security | US | $195K | 203K | 0.01 |
| FANNIE MAE POOL UMBS P#FM2384 3.00000000 (UMBS P#FM2384 3% 03/01/47) | Long | ABS-mortgage backed security | US | $378K | 438K | 0.02 |
| FANNIE MAE POOL UMBS P#FM3002 4.50000000 (UMBS P#FM3002 4.5% 11/01/49) | Long | ABS-mortgage backed security | US | $69K | 72K | 0.00 |
| FANNIE MAE POOL UMBS P#FM3049 4.00000000 (UMBS P#FM3049 4% 04/01/44) | Long | ABS-mortgage backed security | US | $322K | 347K | 0.02 |
| FANNIE MAE POOL UMBS P#FM3123 2.50000000 (UMBS P#FM3123 2.5% 03/01/38) | Long | ABS-mortgage backed security | US | $172K | 192K | 0.01 |
| FANNIE MAE POOL UMBS P#FM4874 2.50000000 (UMBS P#FM4874 2.5% 11/01/50) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#FM5183 2.50000000 (UMBS P#FM5183 2.5% 12/01/50) | Long | ABS-mortgage backed security | US | $764K | 939K | 0.04 |
| FANNIE MAE POOL UMBS P#FM5291 3.00000000 (UMBS P#FM5291 3% 07/01/46) | Long | ABS-mortgage backed security | US | $244K | 278K | 0.01 |
| FANNIE MAE POOL UMBS P#FM5660 4.50000000 (UMBS P#FM5660 4.5% 08/01/49) | Long | ABS-mortgage backed security | US | $38K | 39K | 0.00 |
| FANNIE MAE POOL UMBS P#FM5665 3.50000000 (UMBS P#FM5665 3.5% 08/01/48) | Long | ABS-mortgage backed security | US | $99K | 111K | 0.01 |
| FANNIE MAE POOL UMBS P#FM5783 3.00000000 (UMBS P#FM5783 3% 06/01/38) | Long | ABS-mortgage backed security | US | $83K | 90K | 0.00 |
| FANNIE MAE POOL UMBS P#FM5825 4.00000000 (UMBS P#FM5825 4% 01/01/49) | Long | ABS-mortgage backed security | US | $41K | 45K | 0.00 |
| FANNIE MAE POOL UMBS P#FM5840 4.50000000 (UMBS P#FM5840 4.5% 11/01/49) | Long | ABS-mortgage backed security | US | $230K | 240K | 0.01 |
| FANNIE MAE POOL UMBS P#FM6117 3.00000000 (UMBS P#FM6117 3% 11/01/48) | Long | ABS-mortgage backed security | US | $262K | 304K | 0.01 |
| FANNIE MAE POOL UMBS P#FM6134 3.00000000 (UMBS P#FM6134 3% 03/01/40) | Long | ABS-mortgage backed security | US | $82K | 90K | 0.00 |
| FANNIE MAE POOL UMBS P#FM6184 2.00000000 (UMBS P#FM6184 2% 03/01/51) | Long | ABS-mortgage backed security | US | $220K | 279K | 0.01 |
| FANNIE MAE POOL UMBS P#FM6597 2.00000000 (UMBS P#FM6597 2% 03/01/41) | Long | ABS-mortgage backed security | US | $319K | 382K | 0.02 |
| FANNIE MAE POOL UMBS P#FM6780 2.50000000 (UMBS P#FM6780 2.5% 04/01/51) | Long | ABS-mortgage backed security | US | $114K | 138K | 0.01 |
| FANNIE MAE POOL UMBS P#FM7100 3.50000000 (UMBS P#FM7100 3.5% 06/01/50) | Long | ABS-mortgage backed security | US | $765K | 857K | 0.04 |
| FANNIE MAE POOL UMBS P#FM7126 4.50000000 (UMBS P#FM7126 4.5% 08/01/48) | Long | ABS-mortgage backed security | US | $42K | 44K | 0.00 |
| FANNIE MAE POOL UMBS P#FM7607 3.00000000 (UMBS P#FM7607 3% 04/01/38) | Long | ABS-mortgage backed security | US | $49K | 53K | 0.00 |
| FANNIE MAE POOL UMBS P#FM7626 2.50000000 (UMBS P#FM7626 2.5% 12/01/33) | Long | ABS-mortgage backed security | US | $222K | 240K | 0.01 |
| FANNIE MAE POOL UMBS P#FM7630 2.50000000 (UMBS P#FM7630 2.5% 06/01/51) | Long | ABS-mortgage backed security | US | $60K | 73K | 0.00 |
| FANNIE MAE POOL UMBS P#FM7675 2.50000000 (UMBS P#FM7675 2.5% 06/01/51) | Long | ABS-mortgage backed security | US | $105K | 127K | 0.01 |
| FANNIE MAE POOL UMBS P#FM7771 2.00000000 (UMBS P#FM7771 2% 07/01/36) | Long | ABS-mortgage backed security | US | $83K | 94K | 0.00 |
| FANNIE MAE POOL UMBS P#FM7786 4.00000000 (UMBS P#FM7786 4% 01/01/49) | Long | ABS-mortgage backed security | US | $50K | 54K | 0.00 |
| FANNIE MAE POOL UMBS P#FM7869 2.50000000 (UMBS P#FM7869 2.5% 01/01/51) | Long | ABS-mortgage backed security | US | $61K | 74K | 0.00 |
| FANNIE MAE POOL UMBS P#FM7910 2.50000000 (UMBS P#FM7910 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $130K | 158K | 0.01 |
| FANNIE MAE POOL UMBS P#FM8025 2.50000000 (UMBS P#FM8025 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $64K | 77K | 0.00 |
| FANNIE MAE POOL UMBS P#FM8166 3.00000000 (UMBS P#FM8166 3% 06/01/51) | Long | ABS-mortgage backed security | US | $181K | 209K | 0.01 |
| FANNIE MAE POOL UMBS P#FM8446 2.00000000 (UMBS P#FM8446 2% 08/01/51) | Long | ABS-mortgage backed security | US | $662K | 842K | 0.04 |
| FANNIE MAE POOL UMBS P#FM8480 3.00000000 (UMBS P#FM8480 3% 11/01/50) | Long | ABS-mortgage backed security | US | $299K | 351K | 0.02 |
| FANNIE MAE POOL UMBS P#FM8576 3.00000000 (UMBS P#FM8576 3% 02/01/50) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#FM8577 3.00000000 (UMBS P#FM8577 3% 08/01/51) | Long | ABS-mortgage backed security | US | $126K | 146K | 0.01 |
| FANNIE MAE POOL UMBS P#FM8648 3.00000000 (UMBS P#FM8648 3% 09/01/51) | Long | ABS-mortgage backed security | US | $439K | 519K | 0.02 |
| FANNIE MAE POOL UMBS P#FM8851 1.50000000 (UMBS P#FM8851 1.5% 09/01/36) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#FM8864 2.50000000 (UMBS P#FM8864 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $190K | 231K | 0.01 |
| FANNIE MAE POOL UMBS P#FM9365 3.00000000 (UMBS P#FM9365 3% 11/01/51) | Long | ABS-mortgage backed security | US | $67K | 78K | 0.00 |
| FANNIE MAE POOL UMBS P#FM9464 3.00000000 (UMBS P#FM9464 3% 11/01/51) | Long | ABS-mortgage backed security | US | $269K | 315K | 0.02 |
| FANNIE MAE POOL UMBS P#FM9530 2.50000000 (UMBS P#FM9530 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $10M | 12M | 0.55 |
| FANNIE MAE POOL UMBS P#FM9696 2.50000000 (UMBS P#FM9696 2.5% 12/01/51) | Long | ABS-mortgage backed security | US | $6M | 7M | 0.33 |
| FANNIE MAE POOL UMBS P#FM9910 2.00000000 (UMBS P#FM9910 2% 12/01/41) | Long | ABS-mortgage backed security | US | $209K | 254K | 0.01 |
| FANNIE MAE POOL UMBS P#FS0028 2.50000000 (UMBS P#FS0028 2.5% 09/01/51) | Long | ABS-mortgage backed security | US | $133K | 162K | 0.01 |
| FANNIE MAE POOL UMBS P#FS0034 3.00000000 (UMBS P#FS0034 3% 12/01/51) | Long | ABS-mortgage backed security | US | $70K | 81K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0037 3.00000000 (UMBS P#FS0037 3% 08/01/51) | Long | ABS-mortgage backed security | US | $58K | 68K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0067 4.50000000 (UMBS P#FS0067 4.5% 09/01/51) | Long | ABS-mortgage backed security | US | $61K | 65K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0191 2.50000000 (UMBS P#FS0191 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $68K | 82K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0240 3.00000000 (UMBS P#FS0240 3% 01/01/52) | Long | ABS-mortgage backed security | US | $69K | 80K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0388 3.00000000 (UMBS P#FS0388 3% 06/01/51) | Long | ABS-mortgage backed security | US | $315K | 368K | 0.02 |
| FANNIE MAE POOL UMBS P#FS0408 3.00000000 (UMBS P#FS0408 3% 01/01/52) | Long | ABS-mortgage backed security | US | $211K | 245K | 0.01 |
| FANNIE MAE POOL UMBS P#FS0424 2.50000000 (UMBS P#FS0424 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $204K | 249K | 0.01 |
| FANNIE MAE POOL UMBS P#FS0434 2.50000000 (UMBS P#FS0434 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $66K | 80K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0461 2.00000000 (UMBS P#FS0461 2% 01/01/52) | Long | ABS-mortgage backed security | US | $719K | 915K | 0.04 |
| FANNIE MAE POOL UMBS P#FS0551 2.50000000 (UMBS P#FS0551 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $140K | 170K | 0.01 |
| FANNIE MAE POOL UMBS P#FS0582 2.50000000 (UMBS P#FS0582 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $68K | 83K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0583 2.50000000 (UMBS P#FS0583 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $73K | 89K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0612 2.00000000 (UMBS P#FS0612 2% 02/01/52) | Long | ABS-mortgage backed security | US | $66K | 84K | 0.00 |
| FANNIE MAE POOL UMBS P#FS0697 2.50000000 (UMBS P#FS0697 2.5% 02/01/42) | Long | ABS-mortgage backed security | US | $618K | 724K | 0.03 |
| FANNIE MAE POOL UMBS P#FS0735 3.00000000 (UMBS P#FS0735 3% 01/01/52) | Long | ABS-mortgage backed security | US | $858K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#FS0739 3.50000000 (UMBS P#FS0739 3.5% 02/01/52) | Long | ABS-mortgage backed security | US | $774K | 879K | 0.04 |
| FANNIE MAE POOL UMBS P#FS0995 2.50000000 (UMBS P#FS0995 2.5% 03/01/42) | Long | ABS-mortgage backed security | US | $426K | 500K | 0.02 |
| FANNIE MAE POOL UMBS P#FS1014 2.00000000 (UMBS P#FS1014 2% 02/01/52) | Long | ABS-mortgage backed security | US | $131K | 168K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1015 2.00000000 (UMBS P#FS1015 2% 02/01/52) | Long | ABS-mortgage backed security | US | $271K | 347K | 0.02 |
| FANNIE MAE POOL UMBS P#FS1092 3.50000000 (UMBS P#FS1092 3.5% 04/01/52) | Long | ABS-mortgage backed security | US | $445K | 505K | 0.03 |
| FANNIE MAE POOL UMBS P#FS1112 2.00000000 (UMBS P#FS1112 2% 03/01/52) | Long | ABS-mortgage backed security | US | $602K | 764K | 0.03 |
| FANNIE MAE POOL UMBS P#FS1237 3.50000000 (UMBS P#FS1237 3.5% 12/01/51) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#FS1289 3.00000000 (UMBS P#FS1289 3% 03/01/52) | Long | ABS-mortgage backed security | US | $211K | 245K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1403 3.00000000 (UMBS P#FS1403 3% 01/01/45) | Long | ABS-mortgage backed security | US | $138K | 157K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1454 3.50000000 (UMBS P#FS1454 3.5% 04/01/52) | Long | ABS-mortgage backed security | US | $224K | 254K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1598 2.00000000 (UMBS P#FS1598 2% 04/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FANNIE MAE POOL UMBS P#FS1603 3.50000000 (UMBS P#FS1603 3.5% 05/01/52) | Long | ABS-mortgage backed security | US | $229K | 259K | 0.01 |
| FANNIE MAE POOL UMBS P#FS1609 2.50000000 (UMBS P#FS1609 2.5% 04/01/37) | Long | ABS-mortgage backed security | US | $444K | 492K | 0.03 |
| FANNIE MAE POOL UMBS P#FS1866 3.50000000 (UMBS P#FS1866 3.5% 05/01/52) | Long | ABS-mortgage backed security | US | $563K | 639K | 0.03 |
| FANNIE MAE POOL UMBS P#FS2023 4.00000000 (UMBS P#FS2023 4% 05/01/52) | Long | ABS-mortgage backed security | US | $246K | 269K | 0.01 |
| FANNIE MAE POOL UMBS P#FS2043 2.50000000 (UMBS P#FS2043 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#FS2061 4.00000000 (UMBS P#FS2061 4% 06/01/52) | Long | ABS-mortgage backed security | US | $408K | 446K | 0.02 |
| FANNIE MAE POOL UMBS P#FS2442 4.00000000 (UMBS P#FS2442 4% 07/01/52) | Long | ABS-mortgage backed security | US | $328K | 359K | 0.02 |
| FANNIE MAE POOL UMBS P#FS2463 3.00000000 (UMBS P#FS2463 3% 02/01/52) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.07 |
| FANNIE MAE POOL UMBS P#FS2914 4.50000000 (UMBS P#FS2914 4.5% 09/01/52) | Long | ABS-mortgage backed security | US | $251K | 268K | 0.01 |
| FANNIE MAE POOL UMBS P#FS3205 2.50000000 (UMBS P#FS3205 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#FS3306 3.00000000 (UMBS P#FS3306 3% 11/01/50) | Long | ABS-mortgage backed security | US | $517K | 603K | 0.03 |
| FANNIE MAE POOL UMBS P#FS3350 4.50000000 (UMBS P#FS3350 4.5% 09/01/52) | Long | ABS-mortgage backed security | US | $609K | 645K | 0.03 |
| FANNIE MAE POOL UMBS P#FS3589 4.50000000 (UMBS P#FS3589 4.5% 01/01/50) | Long | ABS-mortgage backed security | US | $88K | 92K | 0.01 |
| FANNIE MAE POOL UMBS P#FS3672 5.50000000 (UMBS P#FS3672 5.5% 02/01/53) | Long | ABS-mortgage backed security | US | $281K | 283K | 0.02 |
| FANNIE MAE POOL UMBS P#FS3756 3.00000000 (UMBS P#FS3756 3% 05/01/51) | Long | ABS-mortgage backed security | US | $412K | 482K | 0.02 |
| FANNIE MAE POOL UMBS P#FS3813 4.50000000 (UMBS P#FS3813 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $81K | 86K | 0.00 |
| FANNIE MAE POOL UMBS P#FS3835 4.50000000 (UMBS P#FS3835 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $87K | 93K | 0.00 |
| FANNIE MAE POOL UMBS P#FS3941 5.00000000 (UMBS P#FS3941 5% 02/01/53) | Long | ABS-mortgage backed security | US | $180K | 187K | 0.01 |
| FANNIE MAE POOL UMBS P#FS3977 4.50000000 (UMBS P#FS3977 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $86K | 91K | 0.00 |
| FANNIE MAE POOL UMBS P#FS3978 5.00000000 (UMBS P#FS3978 5% 01/01/53) | Long | ABS-mortgage backed security | US | $178K | 185K | 0.01 |
| FANNIE MAE POOL UMBS P#FS4000 6.00000000 (UMBS P#FS4000 6% 07/01/41) | Long | ABS-mortgage backed security | US | $85K | 83K | 0.00 |
| FANNIE MAE POOL UMBS P#FS4039 5.50000000 (UMBS P#FS4039 5.5% 02/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.08 |
| FANNIE MAE POOL UMBS P#FS4132 6.00000000 (UMBS P#FS4132 6% 03/01/53) | Long | ABS-mortgage backed security | US | $94K | 93K | 0.01 |
| FANNIE MAE POOL UMBS P#FS4166 5.50000000 (UMBS P#FS4166 5.5% 04/01/53) | Long | ABS-mortgage backed security | US | $181K | 184K | 0.01 |
| FANNIE MAE POOL UMBS P#FS4269 2.00000000 (UMBS P#FS4269 2% 10/01/51) | Long | ABS-mortgage backed security | US | $145K | 185K | 0.01 |
| FANNIE MAE POOL UMBS P#FS4335 2.50000000 (UMBS P#FS4335 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $774K | 943K | 0.04 |
| FANNIE MAE POOL UMBS P#FS4480 4.50000000 (UMBS P#FS4480 4.5% 03/01/50) | Long | ABS-mortgage backed security | US | $84K | 87K | 0.00 |
| FANNIE MAE POOL UMBS P#FS4524 5.00000000 (UMBS P#FS4524 5% 05/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FANNIE MAE POOL UMBS P#FS4570 5.00000000 (UMBS P#FS4570 5% 12/01/47) | Long | ABS-mortgage backed security | US | $84K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#FS4573 6.00000000 (UMBS P#FS4573 6% 05/01/53) | Long | ABS-mortgage backed security | US | $272K | 270K | 0.02 |
| FANNIE MAE POOL UMBS P#FS4613 2.00000000 (UMBS P#FS4613 2% 05/01/42) | Long | ABS-mortgage backed security | US | $77K | 93K | 0.00 |
| FANNIE MAE POOL UMBS P#FS4805 5.50000000 (UMBS P#FS4805 5.5% 05/01/53) | Long | ABS-mortgage backed security | US | $191K | 192K | 0.01 |
| FANNIE MAE POOL UMBS P#FS5059 3.50000000 (UMBS P#FS5059 3.5% 11/01/48) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#FS5155 5.00000000 (UMBS P#FS5155 5% 07/01/53) | Long | ABS-mortgage backed security | US | $271K | 276K | 0.02 |
| FANNIE MAE POOL UMBS P#FS5191 2.00000000 (UMBS P#FS5191 2% 08/01/42) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FANNIE MAE POOL UMBS P#FS5306 6.00000000 (UMBS P#FS5306 6% 07/01/53) | Long | ABS-mortgage backed security | US | $372K | 366K | 0.02 |
| FANNIE MAE POOL UMBS P#FS5313 3.50000000 (UMBS P#FS5313 3.5% 01/01/50) | Long | ABS-mortgage backed security | US | $582K | 652K | 0.03 |
| FANNIE MAE POOL UMBS P#FS5342 5.50000000 (UMBS P#FS5342 5.5% 07/01/53) | Long | ABS-mortgage backed security | US | $729K | 739K | 0.04 |
| FANNIE MAE POOL UMBS P#FS5450 3.00000000 (UMBS P#FS5450 3% 11/01/51) | Long | ABS-mortgage backed security | US | $400K | 467K | 0.02 |
| FANNIE MAE POOL UMBS P#FS5647 5.50000000 (UMBS P#FS5647 5.5% 07/01/53) | Long | ABS-mortgage backed security | US | $562K | 567K | 0.03 |
| FANNIE MAE POOL UMBS P#FS5708 5.00000000 (UMBS P#FS5708 5% 06/01/53) | Long | ABS-mortgage backed security | US | $180K | 186K | 0.01 |
| FANNIE MAE POOL UMBS P#FS5955 6.50000000 (UMBS P#FS5955 6.5% 10/01/53) | Long | ABS-mortgage backed security | US | $98K | 96K | 0.01 |
| FANNIE MAE POOL UMBS P#FS6129 2.00000000 (UMBS P#FS6129 2% 06/01/42) | Long | ABS-mortgage backed security | US | $79K | 95K | 0.00 |
| FANNIE MAE POOL UMBS P#FS6158 4.00000000 (UMBS P#FS6158 4% 07/01/52) | Long | ABS-mortgage backed security | US | $172K | 189K | 0.01 |
| FANNIE MAE POOL UMBS P#FS6451 5.50000000 (UMBS P#FS6451 5.5% 08/01/53) | Long | ABS-mortgage backed security | US | $474K | 479K | 0.03 |
| FANNIE MAE POOL UMBS P#FS6928 2.50000000 (UMBS P#FS6928 2.5% 05/01/52) | Long | ABS-mortgage backed security | US | $5M | 7M | 0.31 |
| FANNIE MAE POOL UMBS P#FS7170 2.00000000 (UMBS P#FS7170 2% 08/01/42) | Long | ABS-mortgage backed security | US | $245K | 294K | 0.01 |
| FANNIE MAE POOL UMBS P#FS7294 5.50000000 (UMBS P#FS7294 5.5% 05/01/44) | Long | ABS-mortgage backed security | US | $97K | 96K | 0.01 |
| FANNIE MAE POOL UMBS P#FS7624 6.50000000 (UMBS P#FS7624 6.5% 03/01/54) | Long | ABS-mortgage backed security | US | $303K | 297K | 0.02 |
| FANNIE MAE POOL UMBS P#MA0706 4.50000000 (UMBS P#MA0706 4.5% 04/01/31) | Long | ABS-mortgage backed security | US | $7K | 7K | 0.00 |
| FANNIE MAE POOL UMBS P#MA0734 4.50000000 (UMBS P#MA0734 4.5% 05/01/31) | Long | ABS-mortgage backed security | US | $30K | 31K | 0.00 |
| FANNIE MAE POOL UMBS P#MA0776 4.50000000 (UMBS P#MA0776 4.5% 06/01/31) | Long | ABS-mortgage backed security | US | $9K | 9K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1253 4.00000000 (UMBS P#MA1253 4% 11/01/42) | Long | ABS-mortgage backed security | US | $12K | 13K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1281 3.00000000 (UMBS P#MA1281 3% 12/01/27) | Long | ABS-mortgage backed security | US | $24K | 24K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1363 3.00000000 (UMBS P#MA1363 3% 02/01/43) | Long | ABS-mortgage backed security | US | $79K | 90K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1527 3.00000000 (UMBS P#MA1527 3% 08/01/33) | Long | ABS-mortgage backed security | US | $371K | 400K | 0.02 |
| FANNIE MAE POOL UMBS P#MA1547 4.00000000 (UMBS P#MA1547 4% 08/01/43) | Long | ABS-mortgage backed security | US | $20K | 21K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1582 3.50000000 (UMBS P#MA1582 3.5% 09/01/43) | Long | ABS-mortgage backed security | US | $133K | 147K | 0.01 |
| FANNIE MAE POOL UMBS P#MA1591 4.50000000 (UMBS P#MA1591 4.5% 09/01/43) | Long | ABS-mortgage backed security | US | $37K | 38K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1629 4.50000000 (UMBS P#MA1629 4.5% 10/01/43) | Long | ABS-mortgage backed security | US | $32K | 33K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1664 4.50000000 (UMBS P#MA1664 4.5% 11/01/43) | Long | ABS-mortgage backed security | US | $15K | 16K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1711 4.50000000 (UMBS P#MA1711 4.5% 12/01/43) | Long | ABS-mortgage backed security | US | $35K | 37K | 0.00 |
| FANNIE MAE POOL UMBS P#MA1964 3.50000000 (UMBS P#MA1964 3.5% 07/01/29) | Long | ABS-mortgage backed security | US | $11K | 12K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2110 3.50000000 (UMBS P#MA2110 3.5% 12/01/34) | Long | ABS-mortgage backed security | US | $11K | 12K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2138 3.50000000 (UMBS P#MA2138 3.5% 01/01/35) | Long | ABS-mortgage backed security | US | $12K | 12K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2320 3.00000000 (UMBS P#MA2320 3% 07/01/35) | Long | ABS-mortgage backed security | US | $15K | 16K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2523 3.00000000 (UMBS P#MA2523 3% 02/01/36) | Long | ABS-mortgage backed security | US | $73K | 79K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2579 3.00000000 (UMBS P#MA2579 3% 04/01/36) | Long | ABS-mortgage backed security | US | $54K | 58K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2672 3.00000000 (UMBS P#MA2672 3% 07/01/36) | Long | ABS-mortgage backed security | US | $178K | 194K | 0.01 |
| FANNIE MAE POOL UMBS P#MA2707 3.00000000 (UMBS P#MA2707 3% 08/01/36) | Long | ABS-mortgage backed security | US | $50K | 55K | 0.00 |
| FANNIE MAE POOL UMBS P#MA2773 3.00000000 (UMBS P#MA2773 3% 10/01/36) | Long | ABS-mortgage backed security | US | $371K | 405K | 0.02 |
| FANNIE MAE POOL UMBS P#MA2806 3.00000000 (UMBS P#MA2806 3% 11/01/46) | Long | ABS-mortgage backed security | US | $185K | 214K | 0.01 |
| FANNIE MAE POOL UMBS P#MA2832 3.00000000 (UMBS P#MA2832 3% 12/01/36) | Long | ABS-mortgage backed security | US | $252K | 276K | 0.01 |
| FANNIE MAE POOL UMBS P#MA2863 3.00000000 (UMBS P#MA2863 3% 01/01/47) | Long | ABS-mortgage backed security | US | $105K | 122K | 0.01 |
| FANNIE MAE POOL UMBS P#MA3027 4.00000000 (UMBS P#MA3027 4% 06/01/47) | Long | ABS-mortgage backed security | US | $60K | 65K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3042 2.50000000 (UMBS P#MA3042 2.5% 06/01/32) | Long | ABS-mortgage backed security | US | $99K | 107K | 0.01 |
| FANNIE MAE POOL UMBS P#MA3088 4.00000000 (UMBS P#MA3088 4% 08/01/47) | Long | ABS-mortgage backed security | US | $6K | 6K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3124 2.50000000 (UMBS P#MA3124 2.5% 09/01/32) | Long | ABS-mortgage backed security | US | $443K | 480K | 0.03 |
| FANNIE MAE POOL UMBS P#MA3182 3.50000000 (UMBS P#MA3182 3.5% 11/01/47) | Long | ABS-mortgage backed security | US | $14K | 16K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3211 4.00000000 (UMBS P#MA3211 4% 12/01/47) | Long | ABS-mortgage backed security | US | $14K | 15K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3239 4.00000000 (UMBS P#MA3239 4% 01/01/48) | Long | ABS-mortgage backed security | US | $28K | 31K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3240 4.50000000 (UMBS P#MA3240 4.5% 01/01/48) | Long | ABS-mortgage backed security | US | $27K | 28K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3276 3.50000000 (UMBS P#MA3276 3.5% 02/01/48) | Long | ABS-mortgage backed security | US | $186K | 208K | 0.01 |
| FANNIE MAE POOL UMBS P#MA3277 4.00000000 (UMBS P#MA3277 4% 02/01/48) | Long | ABS-mortgage backed security | US | $84K | 91K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3282 2.50000000 (UMBS P#MA3282 2.5% 02/01/33) | Long | ABS-mortgage backed security | US | $39K | 43K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3305 3.50000000 (UMBS P#MA3305 3.5% 03/01/48) | Long | ABS-mortgage backed security | US | $37K | 42K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3332 3.50000000 (UMBS P#MA3332 3.5% 04/01/48) | Long | ABS-mortgage backed security | US | $250K | 280K | 0.01 |
| FANNIE MAE POOL UMBS P#MA3444 4.50000000 (UMBS P#MA3444 4.5% 08/01/48) | Long | ABS-mortgage backed security | US | $74K | 79K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3521 4.00000000 (UMBS P#MA3521 4% 11/01/48) | Long | ABS-mortgage backed security | US | $56K | 61K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3564 4.50000000 (UMBS P#MA3564 4.5% 01/01/49) | Long | ABS-mortgage backed security | US | $93K | 97K | 0.01 |
| FANNIE MAE POOL UMBS P#MA3630 5.00000000 (UMBS P#MA3630 5% 04/01/49) | Long | ABS-mortgage backed security | US | $29K | 29K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3657 3.00000000 (UMBS P#MA3657 3% 05/01/34) | Long | ABS-mortgage backed security | US | $73K | 78K | 0.00 |
| FANNIE MAE POOL UMBS P#MA3685 3.00000000 (UMBS P#MA3685 3% 06/01/49) | Long | ABS-mortgage backed security | US | $718K | 841K | 0.04 |
| FANNIE MAE POOL UMBS P#MA3693 4.00000000 (UMBS P#MA3693 4% 07/01/49) | Long | ABS-mortgage backed security | US | $797K | 867K | 0.05 |
| FANNIE MAE POOL UMBS P#MA3939 3.50000000 (UMBS P#MA3939 3.5% 02/01/50) | Long | ABS-mortgage backed security | US | $83K | 94K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4031 4.50000000 (UMBS P#MA4031 4.5% 05/01/50) | Long | ABS-mortgage backed security | US | $81K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4077 2.00000000 (UMBS P#MA4077 2% 07/01/50) | Long | ABS-mortgage backed security | US | $964K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#MA4097 3.00000000 (UMBS P#MA4097 3% 08/01/50) | Long | ABS-mortgage backed security | US | $185K | 217K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4128 2.00000000 (UMBS P#MA4128 2% 09/01/40) | Long | ABS-mortgage backed security | US | $70K | 84K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4130 3.00000000 (UMBS P#MA4130 3% 09/01/40) | Long | ABS-mortgage backed security | US | $35K | 40K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4152 2.00000000 (UMBS P#MA4152 2% 10/01/40) | Long | ABS-mortgage backed security | US | $822K | 988K | 0.05 |
| FANNIE MAE POOL UMBS P#MA4158 2.00000000 (UMBS P#MA4158 2% 10/01/50) | Long | ABS-mortgage backed security | US | $513K | 659K | 0.03 |
| FANNIE MAE POOL UMBS P#MA4176 2.00000000 (UMBS P#MA4176 2% 11/01/40) | Long | ABS-mortgage backed security | US | $776K | 932K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4177 2.50000000 (UMBS P#MA4177 2.5% 11/01/40) | Long | ABS-mortgage backed security | US | $145K | 169K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4204 2.00000000 (UMBS P#MA4204 2% 12/01/40) | Long | ABS-mortgage backed security | US | $215K | 258K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4236 1.50000000 (UMBS P#MA4236 1.5% 01/01/51) | Long | ABS-mortgage backed security | US | $648K | 880K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4280 1.50000000 (UMBS P#MA4280 1.5% 03/01/51) | Long | ABS-mortgage backed security | US | $6K | 8K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4310 1.50000000 (UMBS P#MA4310 1.5% 04/01/41) | Long | ABS-mortgage backed security | US | $125K | 154K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4325 2.00000000 (UMBS P#MA4325 2% 05/01/51) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.28 |
| FANNIE MAE POOL UMBS P#MA4326 2.50000000 (UMBS P#MA4326 2.5% 05/01/51) | Long | ABS-mortgage backed security | US | $868K | 1M | 0.05 |
| FANNIE MAE POOL UMBS P#MA4333 2.00000000 (UMBS P#MA4333 2% 05/01/41) | Long | ABS-mortgage backed security | US | $64K | 76K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4354 1.50000000 (UMBS P#MA4354 1.5% 06/01/51) | Long | ABS-mortgage backed security | US | $372K | 506K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4356 2.50000000 (UMBS P#MA4356 2.5% 06/01/51) | Long | ABS-mortgage backed security | US | $555K | 685K | 0.03 |
| FANNIE MAE POOL UMBS P#MA4367 1.50000000 (UMBS P#MA4367 1.5% 06/01/31) | Long | ABS-mortgage backed security | US | $225K | 248K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4379 2.50000000 (UMBS P#MA4379 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $2M | 3M | 0.12 |
| FANNIE MAE POOL UMBS P#MA4389 1.50000000 (UMBS P#MA4389 1.5% 07/01/31) | Long | ABS-mortgage backed security | US | $415K | 458K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4397 1.50000000 (UMBS P#MA4397 1.5% 08/01/51) | Long | ABS-mortgage backed security | US | $706K | 959K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4398 2.00000000 (UMBS P#MA4398 2% 08/01/51) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#MA4399 2.50000000 (UMBS P#MA4399 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FANNIE MAE POOL UMBS P#MA4465 2.00000000 (UMBS P#MA4465 2% 11/01/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#MA4473 1.50000000 (UMBS P#MA4473 1.5% 11/01/41) | Long | ABS-mortgage backed security | US | $799K | 999K | 0.05 |
| FANNIE MAE POOL UMBS P#MA4474 2.00000000 (UMBS P#MA4474 2% 11/01/41) | Long | ABS-mortgage backed security | US | $134K | 162K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4501 2.00000000 (UMBS P#MA4501 2% 12/01/41) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#MA4511 2.00000000 (UMBS P#MA4511 2% 01/01/52) | Long | ABS-mortgage backed security | US | $2M | 3M | 0.12 |
| FANNIE MAE POOL UMBS P#MA4536 2.00000000 (UMBS P#MA4536 2% 02/01/37) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FANNIE MAE POOL UMBS P#MA4540 2.00000000 (UMBS P#MA4540 2% 02/01/42) | Long | ABS-mortgage backed security | US | $413K | 501K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4563 2.50000000 (UMBS P#MA4563 2.5% 03/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FANNIE MAE POOL UMBS P#MA4570 2.00000000 (UMBS P#MA4570 2% 03/01/42) | Long | ABS-mortgage backed security | US | $70K | 85K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4571 2.50000000 (UMBS P#MA4571 2.5% 03/01/42) | Long | ABS-mortgage backed security | US | $142K | 166K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4582 2.00000000 (UMBS P#MA4582 2% 04/01/37) | Long | ABS-mortgage backed security | US | $728K | 833K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4583 2.50000000 (UMBS P#MA4583 2.5% 04/01/37) | Long | ABS-mortgage backed security | US | $257K | 286K | 0.01 |
| FANNIE MAE POOL UMBS P#MA4587 2.50000000 (UMBS P#MA4587 2.5% 04/01/42) | Long | ABS-mortgage backed security | US | $365K | 428K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4606 2.00000000 (UMBS P#MA4606 2% 05/01/42) | Long | ABS-mortgage backed security | US | $72K | 88K | 0.00 |
| FANNIE MAE POOL UMBS P#MA4607 2.50000000 (UMBS P#MA4607 2.5% 05/01/42) | Long | ABS-mortgage backed security | US | $293K | 345K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4627 2.00000000 (UMBS P#MA4627 2% 06/01/37) | Long | ABS-mortgage backed security | US | $634K | 725K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4632 3.00000000 (UMBS P#MA4632 3% 06/01/42) | Long | ABS-mortgage backed security | US | $306K | 351K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4643 3.00000000 (UMBS P#MA4643 3% 05/01/42) | Long | ABS-mortgage backed security | US | $680K | 779K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4655 4.00000000 (UMBS P#MA4655 4% 07/01/52) | Long | ABS-mortgage backed security | US | $521K | 574K | 0.03 |
| FANNIE MAE POOL UMBS P#MA4701 4.50000000 (UMBS P#MA4701 4.5% 08/01/52) | Long | ABS-mortgage backed security | US | $2M | 3M | 0.14 |
| FANNIE MAE POOL UMBS P#MA4732 4.00000000 (UMBS P#MA4732 4% 09/01/52) | Long | ABS-mortgage backed security | US | $674K | 742K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4733 4.50000000 (UMBS P#MA4733 4.5% 09/01/52) | Long | ABS-mortgage backed security | US | $795K | 849K | 0.04 |
| FANNIE MAE POOL UMBS P#MA4761 5.00000000 (UMBS P#MA4761 5% 09/01/52) | Long | ABS-mortgage backed security | US | $510K | 529K | 0.03 |
| FANNIE MAE POOL UMBS P#MA4784 4.50000000 (UMBS P#MA4784 4.5% 10/01/52) | Long | ABS-mortgage backed security | US | $434K | 464K | 0.02 |
| FANNIE MAE POOL UMBS P#MA4824 2.50000000 (UMBS P#MA4824 2.5% 10/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FANNIE MAE POOL UMBS P#MA4869 5.50000000 (UMBS P#MA4869 5.5% 01/01/53) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FANNIE MAE POOL UMBS P#MA5135 4.00000000 (UMBS P#MA5135 4% 09/01/53) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.16 |
| FANNIE MAE PRINCIPAL STRIP ZCP 0.00000000 (FNMA PRIN STP ZCP 05/15/30) | Long | Debt | US | $447K | 595K | 0.03 |
| FANNIE MAE PRINCIPAL STRIP ZCP 0.00000000 (FNMA PRIN STP ZCP 01/15/30) | Long | Debt | US | $441K | 575K | 0.02 |
| FANNIE MAE REMICS SER 2004-38 CL FK V/R 5.78822000 (FNR 2004-38 FK V/R 05/25/34) | Long | ABS-collateralized bond/debt obligation | US | $10K | 10K | 0.00 |
| FANNIE MAE REMICS SER 2011-87 CL SG V/R 1.11178000 (FNR 2011-87 SG V/R 04/25/40) | Long | ABS-collateralized bond/debt obligation | US | $600.92 | 31K | 0.00 |
| FANNIE MAE REMICS SER 2012-101 CL BI 4.00000000 (FNR 2012-101 BI 4% 09/25/27) | Long | ABS-collateralized bond/debt obligation | US | $40.62 | 4K | 0.00 |
| FANNIE MAE REMICS SER 2012-133 CL CS V/R 0.71178000 (FNR 2012-133 CS V/R 12/25/42) | Long | ABS-collateralized bond/debt obligation | US | $4K | 40K | 0.00 |
| FANNIE MAE REMICS SER 2012-35 CL SC V/R 1.06178000 (FNR 2012-35 SC V/R 04/25/42) | Long | ABS-collateralized bond/debt obligation | US | $6K | 56K | 0.00 |
| FANNIE MAE REMICS SER 2012-46_ CL BA 6.00000000 (FNR 2012-46 BA 6.00% 05/25/42_) | Long | ABS-collateralized bond/debt obligation | US | $43K | 42K | 0.00 |
| FANNIE MAE REMICS SER 2012-51_ CL B 7.00000000 (FNR 2012-51 B 7.00% 05/25/42) | Long | ABS-collateralized bond/debt obligation | US | $65K | 62K | 0.00 |
| FANNIE MAE REMICS SER 2012-74 CL SA V/R 1.21178000 (FNR 2012-74 SA V/R 03/25/42) | Long | ABS-mortgage backed security | US | $3K | 45K | 0.00 |
| FANNIE MAE REMICS SER 2012-75 CL AO ZCP 0.00000000 (FNR 2012-75 AO ZCP 03/25/42) | Long | ABS-collateralized bond/debt obligation | US | $7K | 8K | 0.00 |
| FANNIE MAE REMICS SER 2013-54 CL BS V/R 0.71178000 (FNR 2013-54 BS V/R 06/25/43) | Long | ABS-collateralized bond/debt obligation | US | $3K | 32K | 0.00 |
| FANNIE MAE REMICS SER 2013-73 CL IA 3.00000000 (FNR 2013-73 IA 3% 09/25/32) | Long | ABS-collateralized bond/debt obligation | US | $1K | 23K | 0.00 |
| FANNIE MAE REMICS SER 2013-9 CL BC 6.50000000 (FNR 2013-9 BC 6.5% 07/25/42) | Long | ABS-collateralized bond/debt obligation | US | $163K | 158K | 0.01 |
| FANNIE MAE REMICS SER 2013-9 CL CB 5.50000000 (FNR 2013-9 CB 5.5% 04/25/42) | Long | ABS-collateralized bond/debt obligation | US | $128K | 128K | 0.01 |
| FANNIE MAE REMICS SER 2014-6 CL Z 2.50000000 (FNR 2014-6 Z 2.5% 02/25/44) | Long | ABS-collateralized bond/debt obligation | US | $541K | 647K | 0.03 |
| FANNIE MAE REMICS SER 2015-65 CL CZ 3.50000000 (FNR 2015-65 CZ 3.5% 09/25/45) | Long | ABS-collateralized bond/debt obligation | US | $222K | 272K | 0.01 |
| FANNIE MAE REMICS SER 2018-57 CL QA 3.50000000 (FNR 2018-57 QA 3.5% 05/25/46) | Long | ABS-collateralized bond/debt obligation | US | $27K | 28K | 0.00 |
| FANNIE MAE REMICS SER 2020-37 CL IM 4.00000000 (FNR 2020-37 IM 4% 06/25/50) | Long | ABS-collateralized bond/debt obligation | US | $121K | 592K | 0.01 |
| FANNIE MAE REMICS SER 2020-47 CL GZ 2.00000000 (FNR 2020-47 GZ 2% 07/25/50) | Long | ABS-collateralized bond/debt obligation | US | $124K | 216K | 0.01 |
| FANNIE MAE REMICS SER 2020-56 CL AQ 2.00000000 (FNR 2020-56 AQ 2% 08/25/50) | Long | ABS-collateralized bond/debt obligation | US | $526K | 700K | 0.03 |
| FANNIE MAE REMICS SER 2020-56 CL DI 2.50000000 (FNR 2020-56 DI 2.5% 08/25/50) | Long | ABS-collateralized bond/debt obligation | US | $12K | 73K | 0.00 |
| FANNIE MAE REMICS SER 2020-57 CL NI 2.50000000 (FNR 2020-57 NI 2.5% 08/25/50) | Long | ABS-collateralized bond/debt obligation | US | $685K | 4M | 0.04 |
| FANNIE MAE REMICS SER 2020-73 CL KI 3.00000000 (FNR 2020-73 KI 3% 10/25/50) | Long | ABS-collateralized bond/debt obligation | US | $112K | 600K | 0.01 |
| FANNIE MAE REMICS SER 2021-43 CL IO 2.50000000 (FNR 2021-43 IO 2.5% 06/25/51) | Long | ABS-collateralized bond/debt obligation | US | $223K | 1M | 0.01 |
| FANNIE MAE REMICS SER 2021-61 CL KI 2.50000000 (FNR 2021-61 KI 2.5% 04/25/49) | Long | ABS-collateralized bond/debt obligation | US | $74K | 511K | 0.00 |
| FANNIE MAE REMICS SER 2021-69 CL IJ 2.50000000 (FNR 2021-69 IJ 2.5% 01/25/49) | Long | ABS-collateralized bond/debt obligation | US | $102K | 705K | 0.01 |
| FANNIE MAE REMICS SER 2021-77 CL WI 3.00000000 (FNR 2021-77 WI 3% 08/25/50) | Long | ABS-collateralized bond/debt obligation | US | $114K | 721K | 0.01 |
| FANNIE MAE REMICS SER 2022-22 CL IO 2.50000000 (FNR 2022-22 IO 2.5% 10/25/51) | Long | ABS-collateralized bond/debt obligation | US | $336K | 2M | 0.02 |
| FANNIE MAE REMICS SER 2022-86 CL IO 2.50000000 (FNR 2022-86 IO 2.5% 05/25/50) | Long | ABS-collateralized bond/debt obligation | US | $104K | 737K | 0.01 |
| FANNIE MAE REMICS SER 2023-2 CL CI 2.00000000 (FNR 2023-2 CI 2% 10/25/50) | Long | ABS-collateralized bond/debt obligation | US | $226K | 2M | 0.01 |
| FANNIE MAE-ACES SER 2015-M7 CL X2 V/R 0.48000000 (FNA 2015-M7 X2 V/R 12/25/24) | Long | ABS-collateralized bond/debt obligation | US | $337.35 | 3M | 0.00 |
| FANNIE MAE-ACES SER 2015-M8 CL X2 V/R 0.05800000 (FNA 2015-M8 X2 V/R 01/25/25) | Long | ABS-collateralized bond/debt obligation | US | $720.17 | 13M | 0.00 |
| FANNIE MAE-ACES SER 2020-M36 CL X1 V/R 1.44700000 (FNA 2020-M36 X1 V/R 09/25/34) | Long | ABS-collateralized bond/debt obligation | US | $30K | 524K | 0.00 |
| FANNIE MAE-ACES SER 2021-M2S CL A2 V/R 1.80700000 (FNA 2021-M2S A2 V/R 07/25/31) | Long | ABS-collateralized bond/debt obligation | US | $199K | 245K | 0.01 |
| FANNIE MAE-ACES SER 2022-M10 CL A2 V/R 1.93800000 (FNA 2022-M10 A2 V/R 01/25/32) | Long | ABS-collateralized bond/debt obligation | US | $214K | 265K | 0.01 |
| FARMERS EXCHANGE CAP II REGD V/R P/P 6.15100000 (FARMERS EXCHANGE V/R 11/01/53) | Long | Debt | US | $790K | 900K | 0.04 |
| FED CAISSES DESJARDINS REGD 144A P/P 5.25000000 (FED CAISSES DES 5.25% 04/26/29) | Long | Debt | CA | $1M | 1M | 0.07 |
| FED CAISSES DESJARDINS REGD 144A P/P 5.70000000 (FED CAISSES DESJ 5.7% 03/14/28) | Long | Debt | CA | $2M | 2M | 0.13 |
| FED REPUBLIC OF BRAZIL REGD 6.12500000 (FED REPUBLIC O 6.125% 03/15/34) | Long | Debt | BR | $389K | 400K | 0.02 |
| FEDERAL FARM CREDIT BANKS FUNDING CORP 3.50000000 (FFCB 3.5% 02/28/39) | Long | Debt | US | $2M | 3M | 0.13 |
| FEDERAL HOME LOAN BANKS 0.92000000 (FHLB 0.92% 02/26/27) | Long | ABS-mortgage backed security | US | $572K | 635K | 0.03 |
| FEDERAL HOME LOAN BANKS 2.49000000 (FHLB 2.49% 03/26/40) | Long | ABS-mortgage backed security | US | $483K | 690K | 0.03 |
| FEDERAL REALTY OP LP REGD 1.25000000 (FEDERAL REALTY 1.25% 02/15/26) | Long | Debt | US | $23K | 25K | 0.00 |
| FEDEX CORP REGD 3.25000000 (FEDEX CORP 3.25% 05/15/41) | Long | Debt | US | $18K | 25K | 0.00 |
| FEDEX CORP REGD 4.05000000 (FEDEX CORP 4.05% 02/15/48) | Long | Debt | US | $19K | 25K | 0.00 |
| FEDEX CORP REGD 4.10000000 (FEDEX CORP 4.1% 04/15/43) | Long | Debt | US | $20K | 25K | 0.00 |
| FEDEX CORP REGD 4.10000000 (FEDEX CORP 4.1% 02/01/45) | Long | Debt | US | $20K | 25K | 0.00 |
| FEDEX CORP REGD 4.40000000 (FEDEX CORP 4.4% 01/15/47) | Long | Debt | US | $20K | 25K | 0.00 |
| FEDEX CORP REGD 4.55000000 (FEDEX CORP 4.55% 04/01/46) | Long | Debt | US | $41K | 50K | 0.00 |
| FEDEX CORP REGD 4.75000000 (FEDEX CORP 4.75% 11/15/45) | Long | Debt | US | $21K | 25K | 0.00 |
| FEDEX CORP REGD 4.95000000 (FEDEX CORP 4.95% 10/17/48) | Long | Debt | US | $22K | 25K | 0.00 |
| FEDEX CORP REGD 5.10000000 (FEDEX CORP 5.1% 01/15/44) | Long | Debt | US | $23K | 25K | 0.00 |
| FEDEX CORP REGD 5.25000000 (FEDEX CORP 5.25% 05/15/50) | Long | Debt | US | $22K | 24K | 0.00 |
| FIDELITY NATL FINANCIAL REGD 3.40000000 (FIDELITY NATL FI 3.4% 06/15/30) | Long | Debt | US | $22K | 25K | 0.00 |
| FIDELITY NATL INFO SERV REGD 1.15000000 (FIDELITY NATL I 1.15% 03/01/26) | Long | Debt | US | $46K | 50K | 0.00 |
| FIDELITY NATL INFO SERV REGD 1.65000000 (FIDELITY NATL I 1.65% 03/01/28) | Long | Debt | US | $22K | 25K | 0.00 |
| FIDELITY NATL INFO SERV REGD 3.10000000 (FIDELITY NATL IN 3.1% 03/01/41) | Long | Debt | US | $18K | 25K | 0.00 |
| FIFTH THIRD BANCORP REGD 2.55000000 (FIFTH THIRD BAN 2.55% 05/05/27) | Long | Debt | US | $93K | 100K | 0.01 |
| FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000 (FIRST QUANTUM 6.875% 10/15/27) | Long | Debt | CA | $197K | 200K | 0.01 |
| FIRST QUANTUM MINERALS L REGD 144A P/P 9.37500000 (FIRST QUANTUM 9.375% 03/01/29) | Long | Debt | CA | $209K | 200K | 0.01 |
| FIRSTENERGY CORP REGD SER A 1.60000000 (FIRSTENERGY CORP 1.6% 01/15/26) | Long | Debt | US | $56K | 60K | 0.00 |
| FIRSTENERGY CORP REGD SER B 4.15000000 (FIRSTENERGY CORP 4.15% 07/15/27) | Long | Debt | US | $448K | 470K | 0.03 |
| FIRSTENERGY CORP REGD SER C 5.10000000 (FIRSTENERGY CORP 5.1% 07/15/47) | Long | Debt | US | $258K | 300K | 0.01 |
| FIRSTENERGY PENN ELECTRI REGD 144A P/P 4.30000000 (FIRSTENERGY PENN 4.3% 01/15/29) | Long | Debt | US | $464K | 485K | 0.03 |
| FIRSTENERGY TRANSMISSION REGD 144A P/P 4.55000000 (FIRSTENERGY TRA 4.55% 04/01/49) | Long | Debt | US | $409K | 500K | 0.02 |
| FISERV INC REGD 2.65000000 (FISERV INC 2.65% 06/01/30) | Long | Debt | US | $22K | 25K | 0.00 |
| FISERV INC REGD 3.20000000 (FISERV INC 3.2% 07/01/26) | Long | Debt | US | $48K | 50K | 0.00 |
| FISERV INC REGD 3.50000000 (FISERV INC 3.5% 07/01/29) | Long | Debt | US | $92K | 100K | 0.01 |
| FISERV INC REGD 4.20000000 (FISERV INC 4.2% 10/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| FISERV INC REGD 4.40000000 (FISERV INC 4.4% 07/01/49) | Long | Debt | US | $41K | 50K | 0.00 |
| FISERV INC REGD 5.37500000 (FISERV INC 5.375% 08/21/28) | Long | Debt | US | $25K | 25K | 0.00 |
| FISERV INC REGD 5.45000000 (FISERV INC 5.45% 03/02/28) | Long | Debt | US | $25K | 25K | 0.00 |
| FIVE GUYS HOLDINGS INC SER 2023-1A CL A2 REGD 144A P/P 7.54900000 (GUYS 2023-1A 7.549% 01/27/31) | Long | ABS-collateralized bond/debt obligation | US | $316K | 310K | 0.02 |
| FLATIRON CLO 21 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 6.69817000 (FLAT 2021-1A A1 V/R 07/19/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000 (FLX 2021-1A A2 3.25% 11/25/26) | Long | ABS-collateralized bond/debt obligation | US | $399K | 435K | 0.02 |
| FLORIDA POWER & LIGHT CO REGD 2.87500000 (FLORIDA POWER 2.875% 12/04/51) | Long | Debt | US | $77K | 122K | 0.00 |
| FLORIDA POWER & LIGHT CO REGD 3.95000000 (FLORIDA POWER & 3.95% 03/01/48) | Long | Debt | US | $198K | 251K | 0.01 |
| FMC CORP REGD 4.50000000 (FMC CORP 4.5% 10/01/49) | Long | Debt | US | $19K | 25K | 0.00 |
| FMC CORP REGD 6.37500000 (FMC CORP 6.375% 05/18/53) | Long | Debt | US | $25K | 25K | 0.00 |
| FNCI 15YR TBA 2.5% JUN 24 TO BE ANNOUNCED 2.50000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FNCI 15YR TBA 3.5% JUN 24 TO BE ANNOUNCED 3.50000000 | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FNCI TBA 15YR 2% JUNE24 TO BE ANNOUNCED 2.00000000 | Long | ABS-mortgage backed security | US | $785K | 900K | 0.04 |
| FNCL TBA 30YR 2% JUNE 24 TO BE ANNOUNCED 2.00000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.14 |
| FNMA 15YR TO BE ANNOUNCED 3.00000000 (FNMA 15YR TBA 3.0% 6/15/24) | Long | ABS-mortgage backed security | US | $621K | 675K | 0.04 |
| FNMA 15YR TBA 4% JUN 24 TO BE ANNOUNCED 4.00000000 | Long | ABS-mortgage backed security | US | $743K | 775K | 0.04 |
| FNMA 30YR TBA 2.5% JUN 24 TO BE ANNOUNCED 2.50000000 | Long | ABS-mortgage backed security | US | $181K | 225K | 0.01 |
| FNMA 30YR TBA 3.5% JUN 24 TO BE ANNOUNCED 3.50000000 | Long | ABS-mortgage backed security | US | $7M | 8M | 0.40 |
| FNMA 30YR TBA 5.5% JUN 53 TO BE ANNOUNCED 5.50000000 | Long | ABS-mortgage backed security | US | $835K | 850K | 0.05 |
| FNMA 30YR TBA 6.5% JUN 24 TO BE ANNOUNCED 6.50000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FNMA 30YR TBA 6% JUN 24 TO BE ANNOUNCED 6.00000000 | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FNMA P#791263 6.0% 8/1/34 6.00000000 | Long | ABS-mortgage backed security | US | $90K | 89K | 0.01 |
| FNMA P#821116 6% 5/1/35 6.00000000 | Long | ABS-mortgage backed security | US | $830.61 | 817.24 | 0.00 |
| FNMA P#836852 V/R 10/1/35 7.06300000 | Long | ABS-mortgage backed security | US | $8K | 8K | 0.00 |
| FNMA P#842083 6.0% 9/1/35 6.00000000 | Long | ABS-mortgage backed security | US | $37K | 36K | 0.00 |
| FNMA P#843823 V/R 11/1/35 7.08400000 | Long | ABS-mortgage backed security | US | $8K | 8K | 0.00 |
| FNMA P#843997 V/R 11/1/35 6.96200000 | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2018-4 CL A REGD 4.06000000 (FORDF 2018-4 A 4.06% 11/15/28) | Long | ABS-collateralized bond/debt obligation | US | $557K | 583K | 0.03 |
| FORD MOTOR COMPANY REGD 3.25000000 (FORD MOTOR COMP 3.25% 02/12/32) | Long | Debt | US | $123K | 150K | 0.01 |
| FORD MOTOR COMPANY REGD 4.75000000 (FORD MOTOR COMP 4.75% 01/15/43) | Long | Debt | US | $65K | 80K | 0.00 |
| FORD MOTOR COMPANY REGD 5.29100000 (FORD MOTOR COM 5.291% 12/08/46) | Long | Debt | US | $43K | 50K | 0.00 |
| FORD MOTOR COMPANY REGD 6.10000000 (FORD MOTOR COMPA 6.1% 08/19/32) | Long | Debt | US | $139K | 140K | 0.01 |
| FORD MOTOR CREDIT CO LLC REGD 2.70000000 (FORD MOTOR CREDI 2.7% 08/10/26) | Long | Debt | US | $187K | 200K | 0.01 |
| FORD MOTOR CREDIT CO LLC REGD 2.90000000 (FORD MOTOR CREDI 2.9% 02/16/28) | Long | Debt | US | $414K | 460K | 0.02 |
| FORD MOTOR CREDIT CO LLC REGD 2.90000000 (FORD MOTOR CREDI 2.9% 02/10/29) | Long | Debt | US | $193K | 220K | 0.01 |
| FORD MOTOR CREDIT CO LLC REGD 4.00000000 (FORD MOTOR CREDIT 4% 11/13/30) | Long | Debt | US | $177K | 200K | 0.01 |
| FORD MOTOR CREDIT CO LLC REGD 4.95000000 (FORD MOTOR CRED 4.95% 05/28/27) | Long | Debt | US | $487K | 500K | 0.03 |
| FORD MOTOR CREDIT CO LLC REGD 5.80000000 (FORD MOTOR CREDI 5.8% 03/08/29) | Long | Debt | US | $1M | 1M | 0.07 |
| FORD MOTOR CREDIT CO LLC REGD 5.80000000 (FORD MOTOR CREDI 5.8% 03/05/27) | Long | Debt | US | $200K | 200K | 0.01 |
| FORD MOTOR CREDIT CO LLC REGD 7.12200000 (FORD MOTOR CRE 7.122% 11/07/33) | Long | Debt | US | $348K | 330K | 0.02 |
| FORD MOTOR CREDIT CO LLC REGD 7.20000000 (FORD MOTOR CREDI 7.2% 06/10/30) | Long | Debt | US | $2M | 2M | 0.09 |
| FORD MOTOR CREDIT CO LLC REGD 7.35000000 (FORD MOTOR CRED 7.35% 03/06/30) | Long | Debt | US | $885K | 840K | 0.05 |
| FOX CORP REGD 6.50000000 (FOX CORP 6.5% 10/13/33) | Long | Debt | US | $230K | 220K | 0.01 |
| FOX CORP REGD SER WI 5.47600000 (FOX CORP 5.476% 01/25/39) | Long | Debt | US | $274K | 290K | 0.02 |
| FRANCISCAN HEALTH SYS REGD SER B 3.91400000 (FRANCISCAN HEA 3.914% 07/01/49) | Long | Debt | US | $106K | 140K | 0.01 |
| FREDDIE MAC GOLD POOL P#A60881 5.50000000 (FGLMC P#A60881 5.5% 05/01/37) | Long | ABS-mortgage backed security | US | $8K | 7K | 0.00 |
| FREDDIE MAC GOLD POOL P#A78602 6.00000000 (FGLMC P#A78602 6% 06/01/38) | Long | ABS-mortgage backed security | US | $2K | 2K | 0.00 |
| FREDDIE MAC GOLD POOL P#A81872 6.00000000 (FGLMC P#A81872 6% 09/01/38) | Long | ABS-mortgage backed security | US | $188.95 | 187.57 | 0.00 |
| FREDDIE MAC GOLD POOL P#A90798 5.00000000 (FGLMC P#A90798 5% 01/01/40) | Long | ABS-mortgage backed security | US | $16K | 17K | 0.00 |
| FREDDIE MAC GOLD POOL P#A96286 4.00000000 (FGLMC P#A96286 4% 01/01/41) | Long | ABS-mortgage backed security | US | $16K | 18K | 0.00 |
| FREDDIE MAC GOLD POOL P#A96478 4.00000000 (FGLMC P#A96478 4% 01/01/41) | Long | ABS-mortgage backed security | US | $5K | 5K | 0.00 |
| FREDDIE MAC GOLD POOL P#A97052 5.00000000 (FGLMC P#A97052 5% 02/01/41) | Long | ABS-mortgage backed security | US | $5K | 5K | 0.00 |
| FREDDIE MAC GOLD POOL P#A97420 4.00000000 (FGLMC P#A97420 4% 03/01/41) | Long | ABS-mortgage backed security | US | $98K | 104K | 0.01 |
| FREDDIE MAC GOLD POOL P#C91244 4.50000000 (FGLMC P#C91244 4.5% 04/01/29) | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| FREDDIE MAC GOLD POOL P#C91987 3.00000000 (FGLMC P#C91987 3% 04/01/38) | Long | ABS-mortgage backed security | US | $16K | 18K | 0.00 |
| FREDDIE MAC GOLD POOL P#G01169 5.50000000 (FGLMC P#G01169 5.5% 01/01/30) | Long | ABS-mortgage backed security | US | $110.64 | 110.58 | 0.00 |
| FREDDIE MAC GOLD POOL P#G01644 5.50000000 (FGLMC P#G01644 5.5% 02/01/34) | Long | ABS-mortgage backed security | US | $53K | 52K | 0.00 |
| FREDDIE MAC GOLD POOL P#G03812 5.50000000 (FGLMC P#G03812 5.5% 02/01/38) | Long | ABS-mortgage backed security | US | $3.35 | 3.34 | 0.00 |
| FREDDIE MAC GOLD POOL P#G04316 6.00000000 (FGLMC P#G04316 6% 05/01/38) | Long | ABS-mortgage backed security | US | $2K | 2K | 0.00 |
| FREDDIE MAC GOLD POOL P#G05518 5.00000000 (FGLMC P#G05518 5% 02/01/39) | Long | ABS-mortgage backed security | US | $6K | 6K | 0.00 |
| FREDDIE MAC GOLD POOL P#G05519 6.00000000 (FGLMC P#G05519 6% 06/01/39) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| FREDDIE MAC GOLD POOL P#G05665 6.00000000 (FGLMC P#G05665 6% 10/01/38) | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| FREDDIE MAC GOLD POOL P#G06012 4.00000000 (FGLMC P#G06012 4% 09/01/40) | Long | ABS-mortgage backed security | US | $655K | 699K | 0.04 |
| FREDDIE MAC GOLD POOL P#G06669 6.50000000 (FGLMC P#G06669 6.5% 09/01/39) | Long | ABS-mortgage backed security | US | $40K | 39K | 0.00 |
| FREDDIE MAC GOLD POOL P#G07028 4.00000000 (FGLMC P#G07028 4% 06/01/42) | Long | ABS-mortgage backed security | US | $42K | 45K | 0.00 |
| FREDDIE MAC GOLD POOL P#G07335 7.00000000 (FGLMC P#G07335 7% 03/01/39) | Long | ABS-mortgage backed security | US | $5K | 5K | 0.00 |
| FREDDIE MAC GOLD POOL P#G07509 6.50000000 (FGLMC P#G07509 6.5% 09/01/39) | Long | ABS-mortgage backed security | US | $14K | 14K | 0.00 |
| FREDDIE MAC GOLD POOL P#G07784 4.00000000 (FGLMC P#G07784 4% 07/01/44) | Long | ABS-mortgage backed security | US | $41K | 44K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08026 5.00000000 (FGLMC P#G08026 5% 12/01/34) | Long | ABS-mortgage backed security | US | $12K | 12K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08348 5.00000000 (FGLMC P#G08348 5% 06/01/39) | Long | ABS-mortgage backed security | US | $24K | 24K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08676 3.50000000 (FGLMC P#G08676 3.5% 11/01/45) | Long | ABS-mortgage backed security | US | $120K | 133K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08698 3.50000000 (FGLMC P#G08698 3.5% 03/01/46) | Long | ABS-mortgage backed security | US | $281K | 314K | 0.02 |
| FREDDIE MAC GOLD POOL P#G08716 3.50000000 (FGLMC P#G08716 3.5% 08/01/46) | Long | ABS-mortgage backed security | US | $145K | 160K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08721 3.00000000 (FGLMC P#G08721 3% 09/01/46) | Long | ABS-mortgage backed security | US | $578K | 669K | 0.03 |
| FREDDIE MAC GOLD POOL P#G08726 3.00000000 (FGLMC P#G08726 3% 10/01/46) | Long | ABS-mortgage backed security | US | $196K | 226K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08732 3.00000000 (FGLMC P#G08732 3% 11/01/46) | Long | ABS-mortgage backed security | US | $264K | 306K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08741 3.00000000 (FGLMC P#G08741 3% 01/01/47) | Long | ABS-mortgage backed security | US | $348K | 404K | 0.02 |
| FREDDIE MAC GOLD POOL P#G08779 3.50000000 (FGLMC P#G08779 3.5% 09/01/47) | Long | ABS-mortgage backed security | US | $105K | 118K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08784 3.50000000 (FGLMC P#G08784 3.5% 10/01/47) | Long | ABS-mortgage backed security | US | $318K | 354K | 0.02 |
| FREDDIE MAC GOLD POOL P#G08795 3.00000000 (FGLMC P#G08795 3% 01/01/48) | Long | ABS-mortgage backed security | US | $40K | 46K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08800 3.50000000 (FGLMC P#G08800 3.5% 02/01/48) | Long | ABS-mortgage backed security | US | $194K | 217K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08801 4.00000000 (FGLMC P#G08801 4% 02/01/48) | Long | ABS-mortgage backed security | US | $13K | 15K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08833 5.00000000 (FGLMC P#G08833 5% 07/01/48) | Long | ABS-mortgage backed security | US | $48K | 49K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08843 4.50000000 (FGLMC P#G08843 4.5% 10/01/48) | Long | ABS-mortgage backed security | US | $137K | 143K | 0.01 |
| FREDDIE MAC GOLD POOL P#G08844 5.00000000 (FGLMC P#G08844 5% 10/01/48) | Long | ABS-mortgage backed security | US | $44K | 45K | 0.00 |
| FREDDIE MAC GOLD POOL P#G08849 5.00000000 (FGLMC P#G08849 5% 11/01/48) | Long | ABS-mortgage backed security | US | $52K | 53K | 0.00 |
| FREDDIE MAC GOLD POOL P#G16728 2.50000000 (FGLMC P#G16728 2.5% 11/01/31) | Long | ABS-mortgage backed security | US | $226K | 242K | 0.01 |
| FREDDIE MAC GOLD POOL P#G16756 3.50000000 (FGLMC P#G16756 3.5% 01/01/34) | Long | ABS-mortgage backed security | US | $126K | 132K | 0.01 |
| FREDDIE MAC GOLD POOL P#G18592 3.00000000 (FGLMC P#G18592 3% 03/01/31) | Long | ABS-mortgage backed security | US | $65K | 68K | 0.00 |
| FREDDIE MAC GOLD POOL P#G18691 3.00000000 (FGLMC P#G18691 3% 06/01/33) | Long | ABS-mortgage backed security | US | $20K | 22K | 0.00 |
| FREDDIE MAC GOLD POOL P#G18716 3.50000000 (FGLMC P#G18716 3.5% 12/01/33) | Long | ABS-mortgage backed security | US | $136K | 143K | 0.01 |
| FREDDIE MAC GOLD POOL P#G60038 3.50000000 (FGLMC P#G60038 3.5% 01/01/44) | Long | ABS-mortgage backed security | US | $252K | 277K | 0.01 |
| FREDDIE MAC GOLD POOL P#G60138 3.50000000 (FGLMC P#G60138 3.5% 08/01/45) | Long | ABS-mortgage backed security | US | $665K | 735K | 0.04 |
| FREDDIE MAC GOLD POOL P#G60278 4.00000000 (FGLMC P#G60278 4% 10/01/45) | Long | ABS-mortgage backed security | US | $274K | 292K | 0.02 |
| FREDDIE MAC GOLD POOL P#G60397 4.00000000 (FGLMC P#G60397 4% 12/01/45) | Long | ABS-mortgage backed security | US | $156K | 168K | 0.01 |
| FREDDIE MAC GOLD POOL P#G60440 3.50000000 (FGLMC P#G60440 3.5% 03/01/46) | Long | ABS-mortgage backed security | US | $224K | 249K | 0.01 |
| FREDDIE MAC GOLD POOL P#G67700 3.50000000 (FGLMC P#G67700 3.5% 08/01/46) | Long | ABS-mortgage backed security | US | $136K | 151K | 0.01 |
| FREDDIE MAC GOLD POOL P#G67707 3.50000000 (FGLMC P#G67707 3.5% 01/01/48) | Long | ABS-mortgage backed security | US | $984K | 1M | 0.06 |
| FREDDIE MAC GOLD POOL P#G67711 4.00000000 (FGLMC P#G67711 4% 03/01/48) | Long | ABS-mortgage backed security | US | $126K | 135K | 0.01 |
| FREDDIE MAC GOLD POOL P#G67713 4.00000000 (FGLMC P#G67713 4% 06/01/48) | Long | ABS-mortgage backed security | US | $390K | 420K | 0.02 |
| FREDDIE MAC GOLD POOL P#G67714 4.00000000 (FGLMC P#G67714 4% 07/01/48) | Long | ABS-mortgage backed security | US | $63K | 68K | 0.00 |
| FREDDIE MAC GOLD POOL P#G67718 4.00000000 (FGLMC P#G67718 4% 01/01/49) | Long | ABS-mortgage backed security | US | $213K | 230K | 0.01 |
| FREDDIE MAC GOLD POOL P#H00790 5.50000000 (FGLMC P#H00790 5.5% 05/01/37) | Long | ABS-mortgage backed security | US | $29K | 29K | 0.00 |
| FREDDIE MAC GOLD POOL P#Q00179 5.00000000 (FGLMC P#Q00179 5% 04/01/41) | Long | ABS-mortgage backed security | US | $123K | 125K | 0.01 |
| FREDDIE MAC GOLD POOL P#Q09011 4.00000000 (FGLMC P#Q09011 4% 06/01/42) | Long | ABS-mortgage backed security | US | $94K | 100K | 0.01 |
| FREDDIE MAC GOLD POOL P#Q15884 3.00000000 (FGLMC P#Q15884 3% 02/01/43) | Long | ABS-mortgage backed security | US | $115K | 131K | 0.01 |
| FREDDIE MAC GOLD POOL P#Q17792 3.50000000 (FGLMC P#Q17792 3.5% 05/01/43) | Long | ABS-mortgage backed security | US | $103K | 113K | 0.01 |
| FREDDIE MAC GOLD POOL P#Q19611 4.00000000 (FGLMC P#Q19611 4% 07/01/43) | Long | ABS-mortgage backed security | US | $42K | 45K | 0.00 |
| FREDDIE MAC GOLD POOL P#Q19615 4.00000000 (FGLMC P#Q19615 4% 07/01/43) | Long | ABS-mortgage backed security | US | $37K | 40K | 0.00 |
| FREDDIE MAC GOLD POOL P#Q41209 3.50000000 (FGLMC P#Q41209 3.5% 06/01/46) | Long | ABS-mortgage backed security | US | $39K | 44K | 0.00 |
| FREDDIE MAC GOLD POOL P#U90598 3.50000000 (FGLMC P#U90598 3.5% 12/01/42) | Long | ABS-mortgage backed security | US | $6K | 6K | 0.00 |
| FREDDIE MAC GOLD POOL P#U90778 3.50000000 (FGLMC P#U90778 3.5% 01/01/43) | Long | ABS-mortgage backed security | US | $12K | 13K | 0.00 |
| FREDDIE MAC GOLD POOL P#U90841 3.50000000 (FGLMC P#U90841 3.5% 02/01/43) | Long | ABS-mortgage backed security | US | $12K | 14K | 0.00 |
| FREDDIE MAC GOLD POOL P#U90903 3.50000000 (FGLMC P#U90903 3.5% 02/01/43) | Long | ABS-mortgage backed security | US | $18K | 20K | 0.00 |
| FREDDIE MAC GOLD POOL P#U90940 3.50000000 (FGLMC P#U90940 3.5% 02/01/43) | Long | ABS-mortgage backed security | US | $10K | 11K | 0.00 |
| FREDDIE MAC GOLD POOL P#U91254 4.00000000 (FGLMC P#U91254 4% 04/01/43) | Long | ABS-mortgage backed security | US | $39K | 42K | 0.00 |
| FREDDIE MAC GOLD POOL P#U95137 4.00000000 (FGLMC P#U95137 4% 08/01/43) | Long | ABS-mortgage backed security | US | $15K | 16K | 0.00 |
| FREDDIE MAC GOLD POOL P#U99124 3.50000000 (FGLMC P#U99124 3.5% 03/01/45) | Long | ABS-mortgage backed security | US | $58K | 65K | 0.00 |
| FREDDIE MAC GOLD POOL P#V80024 3.00000000 (FGLMC P#V80024 3% 04/01/43) | Long | ABS-mortgage backed security | US | $202K | 231K | 0.01 |
| FREDDIE MAC GOLD POOL P#V83224 3.50000000 (FGLMC P#V83224 3.5% 07/01/47) | Long | ABS-mortgage backed security | US | $143K | 159K | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-152 CL A2 V/R 3.78000000 (FHMS K-152 A2 V/R 11/25/32) | Long | ABS-collateralized bond/debt obligation | US | $294K | 320K | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-157 CL X1 V/R 0.41936800 (FHMS K-157 X1 V/R 05/25/33) | Long | ABS-collateralized bond/debt obligation | US | $204K | 9M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-160 CL X1 V/R 0.38330900 (FHMS K-160 X1 V/R 08/25/33) | Long | ABS-collateralized bond/debt obligation | US | $97K | 5M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K104 CL X1 V/R 1.24416900 (FHMS K104 X1 V/R 01/25/30) | Long | ABS-collateralized bond/debt obligation | US | $171K | 3M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K104 CL XAM V/R 1.50722700 (FHMS K104 XAM V/R 01/25/30) | Long | ABS-collateralized bond/debt obligation | US | $166K | 3M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K130 CL X1 V/R 1.14327700 (FHMS K130 X1 V/R 06/25/31) | Long | ABS-collateralized bond/debt obligation | US | $595K | 10M | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K131 CL X1 V/R 0.82920700 (FHMS K131 X1 V/R 07/25/31) | Long | ABS-collateralized bond/debt obligation | US | $203K | 5M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K148 CL A2 V/R 3.50000000 (FHMS K148 A2 V/R 07/25/32) | Long | ABS-collateralized bond/debt obligation | US | $666K | 736K | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K148 CL X1 V/R 0.39108900 (FHMS K148 X1 V/R 07/25/32) | Long | ABS-collateralized bond/debt obligation | US | $441K | 23M | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K736 CL X1 V/R 1.28022900 (FHMS K736 X1 V/R 07/25/26) | Long | ABS-collateralized bond/debt obligation | US | $20K | 950K | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K743 CL X1 V/R 1.02226400 (FHMS K743 X1 V/R 05/25/28) | Long | ABS-collateralized bond/debt obligation | US | $122K | 4M | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K144 CL A2 2.45000000 (FHMS K144 A2 2.45% 04/25/32) | Long | ABS-collateralized bond/debt obligation | US | $369K | 440K | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K146 CL A2 2.92000000 (FHMS K146 A2 2.92% 06/25/32) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| FREDDIE MAC NON GOLD POOL P#840698 V/R 2.13900000 (FHLMC P#840698 V/R 03/01/47) | Long | ABS-mortgage backed security | US | $77K | 83K | 0.00 |
| FREDDIE MAC NON GOLD POOL P#841076 V/R 3.00600000 (FHLMC P#841076 V/R 11/01/48) | Long | ABS-mortgage backed security | US | $410K | 437K | 0.02 |
| FREDDIE MAC NON GOLD POOL P#841077 V/R 2.87200000 (FHLMC P#841077 V/R 11/01/47) | Long | ABS-mortgage backed security | US | $247K | 254K | 0.01 |
| FREDDIE MAC NON GOLD POOL P#841081 V/R 3.10100000 (FHLMC P#841081 V/R 02/01/50) | Long | ABS-mortgage backed security | US | $100K | 104K | 0.01 |
| FREDDIE MAC NON GOLD POOL P#841703 V/R 2.63400000 (FHLMC P#841703 V/R 12/01/50) | Long | ABS-mortgage backed security | US | $527K | 582K | 0.03 |
| FREDDIE MAC POOL UMBS P#QA2244 3.00000000 (UMBS P#QA2244 3% 07/01/46) | Long | ABS-mortgage backed security | US | $76K | 88K | 0.00 |
| FREDDIE MAC POOL UMBS P#QB8975 2.00000000 (UMBS P#QB8975 2% 03/01/51) | Long | ABS-mortgage backed security | US | $66K | 84K | 0.00 |
| FREDDIE MAC POOL UMBS P#QB9290 2.00000000 (UMBS P#QB9290 2% 03/01/51) | Long | ABS-mortgage backed security | US | $123K | 157K | 0.01 |
| FREDDIE MAC POOL UMBS P#QB9961 2.00000000 (UMBS P#QB9961 2% 03/01/51) | Long | ABS-mortgage backed security | US | $61K | 77K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC0160 2.00000000 (UMBS P#QC0160 2% 03/01/51) | Long | ABS-mortgage backed security | US | $48K | 61K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC0161 2.00000000 (UMBS P#QC0161 2% 03/01/51) | Long | ABS-mortgage backed security | US | $58K | 74K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC0165 2.50000000 (UMBS P#QC0165 2.5% 03/01/51) | Long | ABS-mortgage backed security | US | $57K | 69K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC3690 2.50000000 (UMBS P#QC3690 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $66K | 80K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC4689 2.50000000 (UMBS P#QC4689 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $63K | 77K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC4690 2.50000000 (UMBS P#QC4690 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $66K | 80K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC4818 2.50000000 (UMBS P#QC4818 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $68K | 82K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC4824 2.50000000 (UMBS P#QC4824 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $65K | 79K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC5830 2.50000000 (UMBS P#QC5830 2.5% 08/01/51) | Long | ABS-mortgage backed security | US | $265K | 323K | 0.01 |
| FREDDIE MAC POOL UMBS P#QC6303 2.00000000 (UMBS P#QC6303 2% 09/01/51) | Long | ABS-mortgage backed security | US | $66K | 84K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC7086 2.50000000 (UMBS P#QC7086 2.5% 09/01/51) | Long | ABS-mortgage backed security | US | $906K | 1M | 0.05 |
| FREDDIE MAC POOL UMBS P#QC7127 2.00000000 (UMBS P#QC7127 2% 09/01/51) | Long | ABS-mortgage backed security | US | $65K | 83K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC7411 2.50000000 (UMBS P#QC7411 2.5% 09/01/51) | Long | ABS-mortgage backed security | US | $139K | 170K | 0.01 |
| FREDDIE MAC POOL UMBS P#QC9154 3.00000000 (UMBS P#QC9154 3% 10/01/51) | Long | ABS-mortgage backed security | US | $74K | 86K | 0.00 |
| FREDDIE MAC POOL UMBS P#QC9511 2.00000000 (UMBS P#QC9511 2% 10/01/51) | Long | ABS-mortgage backed security | US | $67K | 85K | 0.00 |
| FREDDIE MAC POOL UMBS P#QD1841 2.00000000 (UMBS P#QD1841 2% 11/01/51) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.19 |
| FREDDIE MAC POOL UMBS P#QD4867 3.00000000 (UMBS P#QD4867 3% 01/01/52) | Long | ABS-mortgage backed security | US | $70K | 83K | 0.00 |
| FREDDIE MAC POOL UMBS P#QD5748 2.00000000 (UMBS P#QD5748 2% 02/01/52) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FREDDIE MAC POOL UMBS P#QD6079 2.50000000 (UMBS P#QD6079 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $139K | 169K | 0.01 |
| FREDDIE MAC POOL UMBS P#QD7333 3.00000000 (UMBS P#QD7333 3% 02/01/52) | Long | ABS-mortgage backed security | US | $75K | 89K | 0.00 |
| FREDDIE MAC POOL UMBS P#QD8675 2.50000000 (UMBS P#QD8675 2.5% 03/01/52) | Long | ABS-mortgage backed security | US | $70K | 85K | 0.00 |
| FREDDIE MAC POOL UMBS P#QE0312 2.00000000 (UMBS P#QE0312 2% 04/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FREDDIE MAC POOL UMBS P#QE0399 3.00000000 (UMBS P#QE0399 3% 04/01/52) | Long | ABS-mortgage backed security | US | $290K | 342K | 0.02 |
| FREDDIE MAC POOL UMBS P#QE3580 3.50000000 (UMBS P#QE3580 3.5% 06/01/52) | Long | ABS-mortgage backed security | US | $737K | 841K | 0.04 |
| FREDDIE MAC POOL UMBS P#QF0921 5.00000000 (UMBS P#QF0921 5% 09/01/52) | Long | ABS-mortgage backed security | US | $81K | 84K | 0.00 |
| FREDDIE MAC POOL UMBS P#QF2362 4.00000000 (UMBS P#QF2362 4% 11/01/52) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FREDDIE MAC POOL UMBS P#QF3213 4.50000000 (UMBS P#QF3213 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $85K | 91K | 0.00 |
| FREDDIE MAC POOL UMBS P#QF3730 5.00000000 (UMBS P#QF3730 5% 11/01/52) | Long | ABS-mortgage backed security | US | $172K | 178K | 0.01 |
| FREDDIE MAC POOL UMBS P#QF5465 5.00000000 (UMBS P#QF5465 5% 12/01/52) | Long | ABS-mortgage backed security | US | $173K | 180K | 0.01 |
| FREDDIE MAC POOL UMBS P#QG2834 5.00000000 (UMBS P#QG2834 5% 04/01/53) | Long | ABS-mortgage backed security | US | $83K | 86K | 0.00 |
| FREDDIE MAC POOL UMBS P#QG7311 5.50000000 (UMBS P#QG7311 5.5% 07/01/53) | Long | ABS-mortgage backed security | US | $94K | 95K | 0.01 |
| FREDDIE MAC POOL UMBS P#QK1354 2.00000000 (UMBS P#QK1354 2% 02/01/42) | Long | ABS-mortgage backed security | US | $139K | 168K | 0.01 |
| FREDDIE MAC POOL UMBS P#QN7685 2.00000000 (UMBS P#QN7685 2% 09/01/36) | Long | ABS-mortgage backed security | US | $812K | 920K | 0.05 |
| FREDDIE MAC POOL UMBS P#QU7914 2.50000000 (UMBS P#QU7914 2.5% 07/01/51) | Long | ABS-mortgage backed security | US | $74K | 94K | 0.00 |
| FREDDIE MAC POOL UMBS P#RA1665 3.00000000 (UMBS P#RA1665 3% 02/01/47) | Long | ABS-mortgage backed security | US | $102K | 118K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA3882 2.00000000 (UMBS P#RA3882 2% 11/01/50) | Long | ABS-mortgage backed security | US | $117K | 149K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA3913 2.50000000 (UMBS P#RA3913 2.5% 11/01/50) | Long | ABS-mortgage backed security | US | $788K | 956K | 0.04 |
| FREDDIE MAC POOL UMBS P#RA4142 2.50000000 (UMBS P#RA4142 2.5% 12/01/50) | Long | ABS-mortgage backed security | US | $620K | 752K | 0.04 |
| FREDDIE MAC POOL UMBS P#RA5040 2.00000000 (UMBS P#RA5040 2% 04/01/51) | Long | ABS-mortgage backed security | US | $728K | 937K | 0.04 |
| FREDDIE MAC POOL UMBS P#RA6665 3.00000000 (UMBS P#RA6665 3% 02/01/52) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.17 |
| FREDDIE MAC POOL UMBS P#RA6989 3.00000000 (UMBS P#RA6989 3% 03/01/52) | Long | ABS-mortgage backed security | US | $2M | 3M | 0.13 |
| FREDDIE MAC POOL UMBS P#RA7185 4.00000000 (UMBS P#RA7185 4% 04/01/52) | Long | ABS-mortgage backed security | US | $310K | 340K | 0.02 |
| FREDDIE MAC POOL UMBS P#RA7186 4.00000000 (UMBS P#RA7186 4% 04/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FREDDIE MAC POOL UMBS P#RA9368 5.00000000 (UMBS P#RA9368 5% 07/01/53) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FREDDIE MAC POOL UMBS P#RA9437 5.50000000 (UMBS P#RA9437 5.5% 07/01/53) | Long | ABS-mortgage backed security | US | $189K | 192K | 0.01 |
| FREDDIE MAC POOL UMBS P#RA9469 6.50000000 (UMBS P#RA9469 6.5% 07/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FREDDIE MAC POOL UMBS P#RB0714 2.00000000 (UMBS P#RB0714 2% 12/01/41) | Long | ABS-mortgage backed security | US | $615K | 745K | 0.03 |
| FREDDIE MAC POOL UMBS P#RB5071 2.00000000 (UMBS P#RB5071 2% 09/01/40) | Long | ABS-mortgage backed security | US | $98K | 117K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB5084 1.50000000 (UMBS P#RB5084 1.5% 11/01/40) | Long | ABS-mortgage backed security | US | $516K | 637K | 0.03 |
| FREDDIE MAC POOL UMBS P#RB5095 2.00000000 (UMBS P#RB5095 2% 01/01/41) | Long | ABS-mortgage backed security | US | $57K | 69K | 0.00 |
| FREDDIE MAC POOL UMBS P#RB5110 1.50000000 (UMBS P#RB5110 1.5% 05/01/41) | Long | ABS-mortgage backed security | US | $635K | 788K | 0.04 |
| FREDDIE MAC POOL UMBS P#RB5114 2.00000000 (UMBS P#RB5114 2% 06/01/41) | Long | ABS-mortgage backed security | US | $127K | 153K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB5117 1.50000000 (UMBS P#RB5117 1.5% 07/01/41) | Long | ABS-mortgage backed security | US | $451K | 561K | 0.03 |
| FREDDIE MAC POOL UMBS P#RB5125 2.00000000 (UMBS P#RB5125 2% 09/01/41) | Long | ABS-mortgage backed security | US | $460K | 556K | 0.03 |
| FREDDIE MAC POOL UMBS P#RB5130 1.50000000 (UMBS P#RB5130 1.5% 10/01/41) | Long | ABS-mortgage backed security | US | $553K | 691K | 0.03 |
| FREDDIE MAC POOL UMBS P#RB5131 2.00000000 (UMBS P#RB5131 2% 10/01/41) | Long | ABS-mortgage backed security | US | $133K | 162K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB5134 1.50000000 (UMBS P#RB5134 1.5% 11/01/41) | Long | ABS-mortgage backed security | US | $67K | 83K | 0.00 |
| FREDDIE MAC POOL UMBS P#RB5138 2.00000000 (UMBS P#RB5138 2% 12/01/41) | Long | ABS-mortgage backed security | US | $271K | 329K | 0.02 |
| FREDDIE MAC POOL UMBS P#RB5141 2.00000000 (UMBS P#RB5141 2% 01/01/42) | Long | ABS-mortgage backed security | US | $69K | 84K | 0.00 |
| FREDDIE MAC POOL UMBS P#RB5145 2.00000000 (UMBS P#RB5145 2% 02/01/42) | Long | ABS-mortgage backed security | US | $139K | 169K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB5149 2.50000000 (UMBS P#RB5149 2.5% 03/01/42) | Long | ABS-mortgage backed security | US | $144K | 169K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB5153 2.00000000 (UMBS P#RB5153 2% 04/01/42) | Long | ABS-mortgage backed security | US | $426K | 518K | 0.02 |
| FREDDIE MAC POOL UMBS P#RB5154 2.50000000 (UMBS P#RB5154 2.5% 04/01/42) | Long | ABS-mortgage backed security | US | $220K | 259K | 0.01 |
| FREDDIE MAC POOL UMBS P#RB5166 3.00000000 (UMBS P#RB5166 3% 07/01/42) | Long | ABS-mortgage backed security | US | $382K | 437K | 0.02 |
| FREDDIE MAC POOL UMBS P#RC1887 2.00000000 (UMBS P#RC1887 2% 03/01/36) | Long | ABS-mortgage backed security | US | $844K | 960K | 0.05 |
| FREDDIE MAC POOL UMBS P#RD5057 1.50000000 (UMBS P#RD5057 1.5% 05/01/31) | Long | ABS-mortgage backed security | US | $935K | 1M | 0.05 |
| FREDDIE MAC POOL UMBS P#RD5059 1.50000000 (UMBS P#RD5059 1.5% 06/01/31) | Long | ABS-mortgage backed security | US | $143K | 158K | 0.01 |
| FREDDIE MAC POOL UMBS P#SB1008 4.00000000 (UMBS P#SB1008 4% 04/01/38) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.22 |
| FREDDIE MAC POOL UMBS P#SB8027 3.00000000 (UMBS P#SB8027 3% 01/01/35) | Long | ABS-mortgage backed security | US | $153K | 165K | 0.01 |
| FREDDIE MAC POOL UMBS P#SB8168 2.50000000 (UMBS P#SB8168 2.5% 08/01/37) | Long | ABS-mortgage backed security | US | $334K | 372K | 0.02 |
| FREDDIE MAC POOL UMBS P#SB8187 3.00000000 (UMBS P#SB8187 3% 11/01/37) | Long | ABS-mortgage backed security | US | $365K | 397K | 0.02 |
| FREDDIE MAC POOL UMBS P#SC0093 2.00000000 (UMBS P#SC0093 2% 10/01/40) | Long | ABS-mortgage backed security | US | $789K | 947K | 0.04 |
| FREDDIE MAC POOL UMBS P#SC0160 2.00000000 (UMBS P#SC0160 2% 07/01/41) | Long | ABS-mortgage backed security | US | $756K | 907K | 0.04 |
| FREDDIE MAC POOL UMBS P#SC0188 2.00000000 (UMBS P#SC0188 2% 09/01/41) | Long | ABS-mortgage backed security | US | $260K | 312K | 0.01 |
| FREDDIE MAC POOL UMBS P#SC0206 2.00000000 (UMBS P#SC0206 2% 11/01/41) | Long | ABS-mortgage backed security | US | $455K | 548K | 0.03 |
| FREDDIE MAC POOL UMBS P#SC0211 2.00000000 (UMBS P#SC0211 2% 12/01/41) | Long | ABS-mortgage backed security | US | $137K | 166K | 0.01 |
| FREDDIE MAC POOL UMBS P#SC0313 2.00000000 (UMBS P#SC0313 2% 01/01/42) | Long | ABS-mortgage backed security | US | $880K | 1M | 0.05 |
| FREDDIE MAC POOL UMBS P#SC0340 3.00000000 (UMBS P#SC0340 3% 09/01/42) | Long | ABS-mortgage backed security | US | $691K | 792K | 0.04 |
| FREDDIE MAC POOL UMBS P#SC0384 2.00000000 (UMBS P#SC0384 2% 04/01/42) | Long | ABS-mortgage backed security | US | $308K | 370K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD0478 4.00000000 (UMBS P#SD0478 4% 01/01/45) | Long | ABS-mortgage backed security | US | $832K | 889K | 0.05 |
| FREDDIE MAC POOL UMBS P#SD0482 3.50000000 (UMBS P#SD0482 3.5% 10/01/45) | Long | ABS-mortgage backed security | US | $638K | 701K | 0.04 |
| FREDDIE MAC POOL UMBS P#SD0490 4.00000000 (UMBS P#SD0490 4% 01/01/45) | Long | ABS-mortgage backed security | US | $482K | 515K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD0493 3.50000000 (UMBS P#SD0493 3.5% 06/01/48) | Long | ABS-mortgage backed security | US | $320K | 357K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD0494 3.50000000 (UMBS P#SD0494 3.5% 06/01/49) | Long | ABS-mortgage backed security | US | $757K | 838K | 0.04 |
| FREDDIE MAC POOL UMBS P#SD0496 3.00000000 (UMBS P#SD0496 3% 02/01/47) | Long | ABS-mortgage backed security | US | $253K | 291K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD0502 3.00000000 (UMBS P#SD0502 3% 08/01/50) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FREDDIE MAC POOL UMBS P#SD0507 4.00000000 (UMBS P#SD0507 4% 09/01/45) | Long | ABS-mortgage backed security | US | $99K | 106K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD0508 3.50000000 (UMBS P#SD0508 3.5% 01/01/48) | Long | ABS-mortgage backed security | US | $458K | 506K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD0618 3.00000000 (UMBS P#SD0618 3% 02/01/51) | Long | ABS-mortgage backed security | US | $335K | 393K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD0728 2.50000000 (UMBS P#SD0728 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FREDDIE MAC POOL UMBS P#SD0745 2.00000000 (UMBS P#SD0745 2% 11/01/51) | Long | ABS-mortgage backed security | US | $131K | 166K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD0849 2.50000000 (UMBS P#SD0849 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $67K | 82K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD0952 3.00000000 (UMBS P#SD0952 3% 04/01/52) | Long | ABS-mortgage backed security | US | $150K | 176K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD1071 3.50000000 (UMBS P#SD1071 3.5% 04/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FREDDIE MAC POOL UMBS P#SD1305 5.00000000 (UMBS P#SD1305 5% 07/01/52) | Long | ABS-mortgage backed security | US | $608K | 630K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD1463 3.00000000 (UMBS P#SD1463 3% 12/01/51) | Long | ABS-mortgage backed security | US | $76K | 90K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD1749 2.50000000 (UMBS P#SD1749 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $294K | 359K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD1751 2.50000000 (UMBS P#SD1751 2.5% 10/01/51) | Long | ABS-mortgage backed security | US | $143K | 175K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD1764 5.00000000 (UMBS P#SD1764 5% 10/01/52) | Long | ABS-mortgage backed security | US | $526K | 543K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD1807 4.50000000 (UMBS P#SD1807 4.5% 07/01/52) | Long | ABS-mortgage backed security | US | $256K | 272K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD1899 5.00000000 (UMBS P#SD1899 5% 11/01/52) | Long | ABS-mortgage backed security | US | $606K | 624K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD1949 5.50000000 (UMBS P#SD1949 5.5% 12/01/52) | Long | ABS-mortgage backed security | US | $393K | 396K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD2138 5.50000000 (UMBS P#SD2138 5.5% 01/01/53) | Long | ABS-mortgage backed security | US | $187K | 189K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2245 5.50000000 (UMBS P#SD2245 5.5% 12/01/52) | Long | ABS-mortgage backed security | US | $90K | 91K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2251 4.50000000 (UMBS P#SD2251 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $86K | 92K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD2355 4.50000000 (UMBS P#SD2355 4.5% 12/01/52) | Long | ABS-mortgage backed security | US | $171K | 183K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2374 5.00000000 (UMBS P#SD2374 5% 01/01/53) | Long | ABS-mortgage backed security | US | $85K | 89K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD2394 4.50000000 (UMBS P#SD2394 4.5% 11/01/52) | Long | ABS-mortgage backed security | US | $169K | 181K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2395 5.00000000 (UMBS P#SD2395 5% 01/01/53) | Long | ABS-mortgage backed security | US | $171K | 177K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2443 4.50000000 (UMBS P#SD2443 4.5% 10/01/52) | Long | ABS-mortgage backed security | US | $174K | 186K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2474 5.50000000 (UMBS P#SD2474 5.5% 01/01/53) | Long | ABS-mortgage backed security | US | $87K | 89K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD2511 5.50000000 (UMBS P#SD2511 5.5% 04/01/53) | Long | ABS-mortgage backed security | US | $273K | 277K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD2549 4.00000000 (UMBS P#SD2549 4% 07/01/52) | Long | ABS-mortgage backed security | US | $79K | 85K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD2578 6.00000000 (UMBS P#SD2578 6% 03/01/53) | Long | ABS-mortgage backed security | US | $541K | 538K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD2676 4.00000000 (UMBS P#SD2676 4% 10/01/48) | Long | ABS-mortgage backed security | US | $231K | 250K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2723 5.50000000 (UMBS P#SD2723 5.5% 03/01/53) | Long | ABS-mortgage backed security | US | $90K | 91K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2760 6.00000000 (UMBS P#SD2760 6% 04/01/53) | Long | ABS-mortgage backed security | US | $889K | 886K | 0.05 |
| FREDDIE MAC POOL UMBS P#SD2762 5.50000000 (UMBS P#SD2762 5.5% 05/01/53) | Long | ABS-mortgage backed security | US | $185K | 187K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD2866 4.00000000 (UMBS P#SD2866 4% 07/01/49) | Long | ABS-mortgage backed security | US | $84K | 90K | 0.00 |
| FREDDIE MAC POOL UMBS P#SD2919 5.50000000 (UMBS P#SD2919 5.5% 04/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FREDDIE MAC POOL UMBS P#SD2961 5.00000000 (UMBS P#SD2961 5% 11/01/52) | Long | ABS-mortgage backed security | US | $528K | 546K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD2981 6.50000000 (UMBS P#SD2981 6.5% 05/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.08 |
| FREDDIE MAC POOL UMBS P#SD2991 2.50000000 (UMBS P#SD2991 2.5% 09/01/51) | Long | ABS-mortgage backed security | US | $302K | 368K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3016 3.00000000 (UMBS P#SD3016 3% 06/01/52) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FREDDIE MAC POOL UMBS P#SD3171 5.50000000 (UMBS P#SD3171 5.5% 06/01/53) | Long | ABS-mortgage backed security | US | $366K | 372K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3400 4.50000000 (UMBS P#SD3400 4.5% 10/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FREDDIE MAC POOL UMBS P#SD3432 6.00000000 (UMBS P#SD3432 6% 07/01/53) | Long | ABS-mortgage backed security | US | $277K | 275K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3636 6.00000000 (UMBS P#SD3636 6% 08/01/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FREDDIE MAC POOL UMBS P#SD3642 6.00000000 (UMBS P#SD3642 6% 09/01/53) | Long | ABS-mortgage backed security | US | $477K | 471K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD3722 5.00000000 (UMBS P#SD3722 5% 05/01/53) | Long | ABS-mortgage backed security | US | $351K | 362K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3737 6.00000000 (UMBS P#SD3737 6% 09/01/53) | Long | ABS-mortgage backed security | US | $295K | 294K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3900 5.50000000 (UMBS P#SD3900 5.5% 08/01/53) | Long | ABS-mortgage backed security | US | $278K | 283K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD3983 5.50000000 (UMBS P#SD3983 5.5% 09/01/53) | Long | ABS-mortgage backed security | US | $18M | 18M | 1.00 |
| FREDDIE MAC POOL UMBS P#SD4017 6.00000000 (UMBS P#SD4017 6% 10/01/53) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FREDDIE MAC POOL UMBS P#SD4221 6.50000000 (UMBS P#SD4221 6.5% 11/01/53) | Long | ABS-mortgage backed security | US | $2M | 1M | 0.09 |
| FREDDIE MAC POOL UMBS P#SD4365 5.50000000 (UMBS P#SD4365 5.5% 09/01/53) | Long | ABS-mortgage backed security | US | $189K | 192K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD5352 4.00000000 (UMBS P#SD5352 4% 07/01/50) | Long | ABS-mortgage backed security | US | $184K | 198K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD7509 3.00000000 (UMBS P#SD7509 3% 11/01/49) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FREDDIE MAC POOL UMBS P#SD7521 2.50000000 (UMBS P#SD7521 2.5% 07/01/50) | Long | ABS-mortgage backed security | US | $312K | 377K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD7525 2.50000000 (UMBS P#SD7525 2.5% 10/01/50) | Long | ABS-mortgage backed security | US | $163K | 197K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD7534 2.50000000 (UMBS P#SD7534 2.5% 02/01/51) | Long | ABS-mortgage backed security | US | $288K | 348K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD7548 2.50000000 (UMBS P#SD7548 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $256K | 311K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD7551 3.00000000 (UMBS P#SD7551 3% 01/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FREDDIE MAC POOL UMBS P#SD7554 2.50000000 (UMBS P#SD7554 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FREDDIE MAC POOL UMBS P#SD8003 4.00000000 (UMBS P#SD8003 4% 07/01/49) | Long | ABS-mortgage backed security | US | $117K | 127K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD8027 4.50000000 (UMBS P#SD8027 4.5% 11/01/49) | Long | ABS-mortgage backed security | US | $201K | 212K | 0.01 |
| FREDDIE MAC POOL UMBS P#SD8104 1.50000000 (UMBS P#SD8104 1.5% 11/01/50) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| FREDDIE MAC POOL UMBS P#SD8112 1.50000000 (UMBS P#SD8112 1.5% 12/01/50) | Long | ABS-mortgage backed security | US | $969K | 1M | 0.05 |
| FREDDIE MAC POOL UMBS P#SD8128 2.00000000 (UMBS P#SD8128 2% 02/01/51) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| FREDDIE MAC POOL UMBS P#SD8155 2.00000000 (UMBS P#SD8155 2% 07/01/51) | Long | ABS-mortgage backed security | US | $4M | 6M | 0.24 |
| FREDDIE MAC POOL UMBS P#SD8167 2.50000000 (UMBS P#SD8167 2.5% 09/01/51) | Long | ABS-mortgage backed security | US | $533K | 658K | 0.03 |
| FREDDIE MAC POOL UMBS P#SD8178 2.50000000 (UMBS P#SD8178 2.5% 11/01/51) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.07 |
| FREDDIE MAC POOL UMBS P#SD8189 2.50000000 (UMBS P#SD8189 2.5% 01/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FREDDIE MAC POOL UMBS P#SD8194 2.50000000 (UMBS P#SD8194 2.5% 02/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| FREDDIE MAC POOL UMBS P#SD8199 2.00000000 (UMBS P#SD8199 2% 03/01/52) | Long | ABS-mortgage backed security | US | $5M | 6M | 0.28 |
| FREDDIE MAC POOL UMBS P#SD8200 2.50000000 (UMBS P#SD8200 2.5% 03/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FREDDIE MAC POOL UMBS P#SD8205 2.50000000 (UMBS P#SD8205 2.5% 04/01/52) | Long | ABS-mortgage backed security | US | $5M | 7M | 0.30 |
| FREDDIE MAC POOL UMBS P#SD8206 3.00000000 (UMBS P#SD8206 3% 04/01/52) | Long | ABS-mortgage backed security | US | $1M | 2M | 0.08 |
| FREDDIE MAC POOL UMBS P#SD8211 2.00000000 (UMBS P#SD8211 2% 05/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.09 |
| FREDDIE MAC POOL UMBS P#SD8212 2.50000000 (UMBS P#SD8212 2.5% 05/01/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FREDDIE MAC POOL UMBS P#SD8220 3.00000000 (UMBS P#SD8220 3% 06/01/52) | Long | ABS-mortgage backed security | US | $904K | 1M | 0.05 |
| FREDDIE MAC POOL UMBS P#SD8246 5.00000000 (UMBS P#SD8246 5% 09/01/52) | Long | ABS-mortgage backed security | US | $433K | 449K | 0.02 |
| FREDDIE MAC POOL UMBS P#SD8256 4.00000000 (UMBS P#SD8256 4% 10/01/52) | Long | ABS-mortgage backed security | US | $898K | 989K | 0.05 |
| FREDDIE MAC POOL UMBS P#SD8267 5.00000000 (UMBS P#SD8267 5% 11/01/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| FREDDIE MAC POOL UMBS P#SD8286 4.00000000 (UMBS P#SD8286 4% 01/01/53) | Long | ABS-mortgage backed security | US | $843K | 929K | 0.05 |
| FREDDIE MAC POOL UMBS P#SD8395 5.50000000 (UMBS P#SD8395 5.5% 01/01/54) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| FREDDIE MAC POOL UMBS P#SD8432 6.00000000 (UMBS P#SD8432 6% 05/01/54) | Long | ABS-mortgage backed security | US | $5M | 5M | 0.26 |
| FREDDIE MAC POOL UMBS P#SI2056 3.50000000 (UMBS P#SI2056 3.5% 12/01/50) | Long | ABS-mortgage backed security | US | $733K | 826K | 0.04 |
| FREDDIE MAC POOL UMBS P#ZA4692 3.50000000 (UMBS P#ZA4692 3.5% 06/01/46) | Long | ABS-mortgage backed security | US | $133K | 149K | 0.01 |
| FREDDIE MAC POOL UMBS P#ZA5318 3.50000000 (UMBS P#ZA5318 3.5% 03/01/48) | Long | ABS-mortgage backed security | US | $58K | 65K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZS3204 5.00000000 (UMBS P#ZS3204 5% 06/01/41) | Long | ABS-mortgage backed security | US | $40K | 41K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZS4739 3.50000000 (UMBS P#ZS4739 3.5% 10/01/47) | Long | ABS-mortgage backed security | US | $122K | 136K | 0.01 |
| FREDDIE MAC POOL UMBS P#ZS8669 3.00000000 (UMBS P#ZS8669 3% 09/01/32) | Long | ABS-mortgage backed security | US | $31K | 33K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZS8673 3.00000000 (UMBS P#ZS8673 3% 10/01/32) | Long | ABS-mortgage backed security | US | $16K | 18K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZS9316 3.50000000 (UMBS P#ZS9316 3.5% 01/01/38) | Long | ABS-mortgage backed security | US | $81K | 86K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZT1403 3.50000000 (UMBS P#ZT1403 3.5% 11/01/33) | Long | ABS-mortgage backed security | US | $28K | 29K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZT1546 4.50000000 (UMBS P#ZT1546 4.5% 12/01/48) | Long | ABS-mortgage backed security | US | $131K | 138K | 0.01 |
| FREDDIE MAC POOL UMBS P#ZT1970 3.50000000 (UMBS P#ZT1970 3.5% 04/01/33) | Long | ABS-mortgage backed security | US | $28K | 30K | 0.00 |
| FREDDIE MAC POOL UMBS P#ZT2230 4.00000000 (UMBS P#ZT2230 4% 07/01/48) | Long | ABS-mortgage backed security | US | $47K | 50K | 0.00 |
| FREDDIE MAC REFERENCE REMIC SER R007 CL ZA 6.00000000 (FHRR R007 ZA 6% 05/15/36) | Long | ABS-collateralized bond/debt obligation | US | $33K | 33K | 0.00 |
| FREDDIE MAC REMICS SER 3451 CL SB V/R 0.59181000 (FHR 3451 SB V/R 05/15/38) | Long | ABS-collateralized bond/debt obligation | US | $338.19 | 6K | 0.00 |
| FREDDIE MAC REMICS SER 3621 CL SB V/R 0.79181000 (FHR 3621 SB V/R 01/15/40) | Long | ABS-collateralized bond/debt obligation | US | $3K | 33K | 0.00 |
| FREDDIE MAC REMICS SER 3947 CL SG V/R 0.51181000 (FHR 3947 SG V/R 10/15/41) | Long | ABS-collateralized bond/debt obligation | US | $23K | 286K | 0.00 |
| FREDDIE MAC REMICS SER 3973 CL SA V/R 1.05181000 (FHR 3973 SA V/R 12/15/41) | Long | ABS-collateralized bond/debt obligation | US | $1K | 10K | 0.00 |
| FREDDIE MAC REMICS SER 4203 CL PS V/R 0.81181000 (FHR 4203 PS V/R 09/15/42) | Long | ABS-collateralized bond/debt obligation | US | $8K | 106K | 0.00 |
| FREDDIE MAC REMICS SER 4210 CL Z 3.00000000 (FHR 4210 Z 3% 05/15/43) | Long | ABS-collateralized bond/debt obligation | US | $86K | 111K | 0.00 |
| FREDDIE MAC REMICS SER 4239 CL IO 3.50000000 (FHR 4239 IO 3.5% 06/15/27) | Long | ABS-collateralized bond/debt obligation | US | $401.32 | 16K | 0.00 |
| FREDDIE MAC REMICS SER 4335 CL SW V/R 0.56181000 (FHR 4335 SW V/R 05/15/44) | Long | ABS-collateralized bond/debt obligation | US | $6K | 83K | 0.00 |
| FREDDIE MAC REMICS SER 4391 CL MZ 3.00000000 (FHR 4391 MZ 3% 09/15/44) | Long | ABS-collateralized bond/debt obligation | US | $343K | 401K | 0.02 |
| FREDDIE MAC REMICS SER 4980 CL KI 4.50000000 (FHR 4980 KI 4.5% 06/25/50) | Long | ABS-collateralized bond/debt obligation | US | $413K | 2M | 0.02 |
| FREDDIE MAC REMICS SER 5010 CL IK 2.50000000 (FHR 5010 IK 2.5% 09/25/50) | Long | ABS-collateralized bond/debt obligation | US | $9K | 63K | 0.00 |
| FREDDIE MAC REMICS SER 5010 CL JI 2.50000000 (FHR 5010 JI 2.5% 09/25/50) | Long | ABS-collateralized bond/debt obligation | US | $36K | 229K | 0.00 |
| FREDDIE MAC REMICS SER 5013 CL IN 2.50000000 (FHR 5013 IN 2.5% 09/25/50) | Long | ABS-collateralized bond/debt obligation | US | $13K | 78K | 0.00 |
| FREDDIE MAC REMICS SER 5018 CL MI 2.00000000 (FHR 5018 MI 2% 10/25/50) | Long | ABS-collateralized bond/debt obligation | US | $21K | 159K | 0.00 |
| FREDDIE MAC REMICS SER 5040 CL IB 2.50000000 (FHR 5040 IB 2.5% 11/25/50) | Long | ABS-collateralized bond/debt obligation | US | $9K | 67K | 0.00 |
| FREDDIE MAC REMICS SER 5085 CL NI 2.00000000 (FHR 5085 NI 2% 03/25/51) | Long | ABS-collateralized bond/debt obligation | US | $119K | 986K | 0.01 |
| FREDDIE MAC REMICS SER 5093 CL IY 4.50000000 (FHR 5093 IY 4.5% 12/25/50) | Long | ABS-collateralized bond/debt obligation | US | $223K | 952K | 0.01 |
| FREDDIE MAC REMICS SER 5115 CL IO 4.50000000 (FHR 5115 IO 4.5% 10/25/49) | Long | ABS-collateralized bond/debt obligation | US | $112K | 485K | 0.01 |
| FREDDIE MAC REMICS SER 5118 CL NI 2.00000000 (FHR 5118 NI 2% 02/25/51) | Long | ABS-collateralized bond/debt obligation | US | $199K | 2M | 0.01 |
| FREDDIE MAC REMICS SER 5140 CL NI 2.50000000 (FHR 5140 NI 2.5% 05/25/49) | Long | ABS-collateralized bond/debt obligation | US | $49K | 342K | 0.00 |
| FREDDIE MAC REMICS SER 5148 CL BI 2.50000000 (FHR 5148 BI 2.5% 01/25/49) | Long | ABS-collateralized bond/debt obligation | US | $63K | 438K | 0.00 |
| FREDDIE MAC REMICS SER 5148 CL CI 2.00000000 (FHR 5148 CI 2% 06/25/49) | Long | ABS-collateralized bond/debt obligation | US | $20K | 177K | 0.00 |
| FREDDIE MAC REMICS SER 5159 CL IP 3.00000000 (FHR 5159 IP 3% 11/25/51) | Long | ABS-collateralized bond/debt obligation | US | $105K | 719K | 0.01 |
| FREDDIE MAC REMICS SER 5161 CL IO 2.00000000 (FHR 5161 IO 2% 03/25/51) | Long | ABS-collateralized bond/debt obligation | US | $107K | 785K | 0.01 |
| FREDDIE MAC REMICS SER 5202 CL IN 3.00000000 (FHR 5202 IN 3% 01/25/47) | Long | ABS-collateralized bond/debt obligation | US | $96K | 713K | 0.01 |
| FREDDIE MAC REMICS SER 5224 CL HL 4.00000000 (FHR 5224 HL 4% 04/25/52) | Long | ABS-collateralized bond/debt obligation | US | $438K | 500K | 0.02 |
| FREDDIE MAC REMICS SER 5274 CL IO 2.50000000 (FHR 5274 IO 2.5% 01/25/51) | Long | ABS-collateralized bond/debt obligation | US | $105K | 637K | 0.01 |
| FREDDIE MAC REMICS SER 5293 CL CI 2.50000000 (FHR 5293 CI 2.5% 04/25/51) | Long | ABS-collateralized bond/debt obligation | US | $253K | 2M | 0.01 |
| FREDDIE MAC REMICS SER 5293 CL IO 2.00000000 (FHR 5293 IO 2% 03/25/51) | Long | ABS-collateralized bond/debt obligation | US | $233K | 2M | 0.01 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUS SER 2019-1 CL M V/R REGD 144A P/P 4.75000000 (SCRT 2019-1 M V/R 07/25/58) | Long | ABS-collateralized bond/debt obligation | US | $738K | 780K | 0.04 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUS SER 2020-2 CL M V/R REGD 144A P/P 4.25000000 (SCRT 2020-2 M V/R 11/25/59) | Long | ABS-collateralized bond/debt obligation | US | $195K | 210K | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SER 2021-DNA1 CL M2 V/R REGD 144A P/P 7.12374000 (STACR 2021-DNA1 V/R 01/25/51) | Long | ABS-collateralized bond/debt obligation | US | $250K | 248K | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL M2 V/R REGD 144A P/P 6.97374000 (STACR 2021-DNA5 V/R 01/25/34) | Long | ABS-collateralized bond/debt obligation | US | $605K | 601K | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 6.82374000 (STACR 2021-DNA6 V/R 10/25/41) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 SER 2022-DNA2 CL M1B V/R REGD 144A P/P 7.72374000 (STACR 2022-DNA2 V/R 02/25/42) | Long | ABS-collateralized bond/debt obligation | US | $431K | 420K | 0.02 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 SER 2022-DNA2 CL M2 V/R REGD 144A P/P 9.07374000 (STACR 2022-DNA2 V/R 02/25/42) | Long | ABS-collateralized bond/debt obligation | US | $400K | 380K | 0.02 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3 SER 2022-DNA3 CL B1 V/R REGD 144A P/P 10.97374000 (STACR 2022-DNA3 V/R 04/25/42) | Long | ABS-collateralized bond/debt obligation | US | $316K | 290K | 0.02 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA1 SER 2023-DNA1 CL M1A V/R REGD 144A P/P 7.42374000 (STACR 2023-DNA1 V/R 03/25/43) | Long | ABS-collateralized bond/debt obligation | US | $207K | 202K | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 SER 2023-DNA2 CL M1A V/R REGD 144A P/P 7.42374000 (STACR 2023-DNA2 V/R 04/25/43) | Long | ABS-collateralized bond/debt obligation | US | $237K | 232K | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA1 SER 2024-DNA1 CL M2 V/R REGD 144A P/P 7.27374000 (STACR 2024-DNA1 V/R 02/25/44) | Long | ABS-collateralized bond/debt obligation | US | $816K | 810K | 0.05 |
| FREDDIE MAC STRIPS SER 334 CL S7 V/R 0.66181000 (FHS 334 S7 V/R 08/15/44) | Long | ABS-collateralized bond/debt obligation | US | $4K | 38K | 0.00 |
| FREDDIE MAC STRIPS SER 353 CL S1 V/R 0.56181000 (FHS 353 S1 V/R 12/15/46) | Long | ABS-collateralized bond/debt obligation | US | $5K | 58K | 0.00 |
| FREEPORT-MCMORAN INC REGD 4.12500000 (FREEPORT-MCMOR 4.125% 03/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| FREEPORT-MCMORAN INC REGD 4.55000000 (FREEPORT-MCMORA 4.55% 11/14/24) | Long | Debt | US | $10K | 10K | 0.00 |
| FREEPORT-MCMORAN INC REGD 5.40000000 (FREEPORT-MCMORAN 5.4% 11/14/34) | Long | Debt | US | $68K | 70K | 0.00 |
| FREEPORT-MCMORAN INC REGD SER WI 5.45000000 (FREEPORT-MCMORA 5.45% 03/15/43) | Long | Debt | US | $632K | 670K | 0.04 |
| FREMF 2019-KF58 MORTGAGE TRUST SER 2019-KF58 CL B V/R REGD 144A P/P 7.59190000 (FREMF 2019-KF58 V/R 01/25/26) | Long | ABS-collateralized bond/debt obligation | US | $308K | 314K | 0.02 |
| FS KKR CAPITAL CORP REGD 3.12500000 (FS KKR CAPITAL 3.125% 10/12/28) | Long | Debt | US | $22K | 25K | 0.00 |
| FS KKR CAPITAL CORP REGD 3.40000000 (FS KKR CAPITAL C 3.4% 01/15/26) | Long | Debt | US | $48K | 50K | 0.00 |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC24 0.00000000 (F/C 3 MONTH SOFR FUT DEC24) | Derivative-interest rate | US | $9M | – | 0.51 | |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC25 0.00000000 (F/C 3 MONTH SOFR FUT DEC25) | Derivative-interest rate | US | $79M | – | 4.47 | |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR24 0.00000000 (F/C 3 MONTH SOFR FUT MAR24) | Derivative-interest rate | US | $-11M | – | -0.64 | |
| FUTURE CONTRACT ON EURO-BOBL FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BOBL FUTURE SEP24) | Derivative-interest rate | DE | $-13M | – | -0.71 | |
| FUTURE CONTRACT ON EURO-BUND FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BUND FUTURE SEP24) | Derivative-interest rate | DE | $-12M | – | -0.69 | |
| FUTURE CONTRACT ON JPN 10Y BOND(OSE) JUN24 /JPY/ 0.00000000 (F/C JPN 10Y BOND(OSE) JUN24) | Derivative-interest rate | JP | $-8M | – | -0.46 | |
| FUTURE CONTRACT ON LONG GILT FUTURE SEP24 /GBP/ 0.00000000 (F/C LONG GILT FUTURE SEP24) | Derivative-interest rate | GB | $6M | – | 0.33 | |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $121M | – | 6.83 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $4M | – | 0.25 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $-4M | – | -0.24 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $150M | – | 8.46 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $46M | – | 2.58 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-43M | – | -2.40 | |
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $-20M | – | -1.11 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $32M | – | 1.79 | |
| G2SF 30 YR TBA 5.5% JUN 54 TO BE ANNOUNCED 5.50000000 | Long | ABS-mortgage backed security | US | $7M | 7M | 0.38 |
| GACI FIRST INVESTMENT REGD REG S 5.25000000 (GACI FIRST INVE 5.25% 10/13/32) | Long | Debt | KY | $199K | 200K | 0.01 |
| GAP INC/THE REGD 144A P/P 3.87500000 (GAP INC/THE 3.875% 10/01/31) | Long | Debt | US | $292K | 350K | 0.02 |
| GATX CORP REGD 3.50000000 (GATX CORP 3.5% 06/01/32) | Long | Debt | US | $22K | 25K | 0.00 |
| GATX CORP REGD 3.85000000 (GATX CORP 3.85% 03/30/27) | Long | Debt | US | $24K | 25K | 0.00 |
| GATX CORP REGD 4.00000000 (GATX CORP 4% 06/30/30) | Long | Debt | US | $23K | 25K | 0.00 |
| GATX CORP REGD 4.70000000 (GATX CORP 4.7% 04/01/29) | Long | Debt | US | $24K | 25K | 0.00 |
| GATX CORP REGD 5.40000000 (GATX CORP 5.4% 03/15/27) | Long | Debt | US | $25K | 25K | 0.00 |
| GATX CORP REGD 5.45000000 (GATX CORP 5.45% 09/15/33) | Long | Debt | US | $25K | 25K | 0.00 |
| GATX CORP REGD 6.90000000 (GATX CORP 6.9% 05/01/34) | Long | Debt | US | $27K | 25K | 0.00 |
| GBP/USD FWD 20240628 STAR USD | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| GBP/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $-69K | – | -0.00 | ||
| GE HEALTHCARE TECH INC REGD 6.37700000 (GE HEALTHCARE 6.377% 11/22/52) | Long | Debt | US | $108K | 100K | 0.01 |
| GENERAL DYNAMICS CORP REGD 2.85000000 (GENERAL DYNAMIC 2.85% 06/01/41) | Long | Debt | US | $18K | 25K | 0.00 |
| GENERAL DYNAMICS CORP REGD 3.75000000 (GENERAL DYNAMIC 3.75% 05/15/28) | Long | Debt | US | $336K | 350K | 0.02 |
| GENERAL DYNAMICS CORP REGD 4.25000000 (GENERAL DYNAMIC 4.25% 04/01/50) | Long | Debt | US | $71K | 85K | 0.00 |
| GENERAL DYNAMICS CORP REGD 4.25000000 (GENERAL DYNAMIC 4.25% 04/01/40) | Long | Debt | US | $9K | 10K | 0.00 |
| GENERAL ELECTRIC CO REGD MTN 5.87500000 (GENERAL ELECTR 5.875% 01/14/38) | Long | Debt | US | $52K | 50K | 0.00 |
| GENERAL MILLS INC REGD 3.00000000 (GENERAL MILLS INC 3% 02/01/51) | Long | Debt | US | $16K | 25K | 0.00 |
| GENERAL MILLS INC REGD 3.20000000 (GENERAL MILLS IN 3.2% 02/10/27) | Long | Debt | US | $47K | 50K | 0.00 |
| GENERAL MOTORS CO REGD 5.15000000 (GENERAL MOTORS 5.15% 04/01/38) | Long | Debt | US | $46K | 50K | 0.00 |
| GENERAL MOTORS CO REGD 5.20000000 (GENERAL MOTORS C 5.2% 04/01/45) | Long | Debt | US | $22K | 25K | 0.00 |
| GENERAL MOTORS CO REGD 5.40000000 (GENERAL MOTORS C 5.4% 04/01/48) | Long | Debt | US | $22K | 25K | 0.00 |
| GENERAL MOTORS CO REGD 5.95000000 (GENERAL MOTORS 5.95% 04/01/49) | Long | Debt | US | $48K | 50K | 0.00 |
| GENERAL MOTORS CO REGD 6.12500000 (GENERAL MOTORS 6.125% 10/01/25) | Long | Debt | US | $332K | 330K | 0.02 |
| GENERAL MOTORS CO REGD 6.75000000 (GENERAL MOTORS 6.75% 04/01/46) | Long | Debt | US | $26K | 25K | 0.00 |
| GENERAL MOTORS CO REGD SER WI 6.25000000 (GENERAL MOTORS 6.25% 10/02/43) | Long | Debt | US | $299K | 300K | 0.02 |
| GENERAL MOTORS FINL CO REGD 1.25000000 (GENERAL MOTORS 1.25% 01/08/26) | Long | Debt | US | $93K | 100K | 0.01 |
| GENERAL MOTORS FINL CO REGD 1.50000000 (GENERAL MOTORS F 1.5% 06/10/26) | Long | Debt | US | $92K | 100K | 0.01 |
| GENERAL MOTORS FINL CO REGD 2.35000000 (GENERAL MOTORS 2.35% 02/26/27) | Long | Debt | US | $92K | 100K | 0.01 |
| GENERAL MOTORS FINL CO REGD 4.35000000 (GENERAL MOTORS 4.35% 01/17/27) | Long | Debt | US | $195K | 200K | 0.01 |
| GENERAL MOTORS FINL CO REGD 5.25000000 (GENERAL MOTORS 5.25% 03/01/26) | Long | Debt | US | $99K | 100K | 0.01 |
| GENERAL MOTORS FINL CO REGD 5.40000000 (GENERAL MOTORS F 5.4% 04/06/26) | Long | Debt | US | $100K | 100K | 0.01 |
| GENERAL MOTORS FINL CO REGD 5.85000000 (GENERAL MOTORS 5.85% 04/06/30) | Long | Debt | US | $1M | 1M | 0.07 |
| GENM CAPITAL LABUAN REGD 144A P/P 3.88200000 (GENM CAPITAL L 3.882% 04/19/31) | Long | Debt | MY | $584K | 670K | 0.03 |
| GEO GROUP INC/THE REGD 144A P/P 10.25000000 (GEO GROUP INC/ 10.25% 04/15/31) | Long | Debt | US | $284K | 270K | 0.02 |
| GEO GROUP INC/THE REGD 144A P/P 8.62500000 (GEO GROUP INC/ 8.625% 04/15/29) | Long | Debt | US | $412K | 400K | 0.02 |
| GEORGIA POWER CO REGD 4.95000000 (GEORGIA POWER C 4.95% 05/17/33) | Long | Debt | US | $270K | 278K | 0.02 |
| GEORGIA POWER CO REGD 5.00400000 (GEORGIA POWER 5.004% 02/23/27) | Long | Debt | US | $50K | 50K | 0.00 |
| GILEAD SCIENCES INC REGD 1.65000000 (GILEAD SCIENCES 1.65% 10/01/30) | Long | Debt | US | $549K | 674K | 0.03 |
| GILEAD SCIENCES INC REGD 2.60000000 (GILEAD SCIENCES 2.6% 10/01/40) | Long | Debt | US | $211K | 308K | 0.01 |
| GILEAD SCIENCES INC REGD 3.65000000 (GILEAD SCIENCES 3.65% 03/01/26) | Long | Debt | US | $156K | 160K | 0.01 |
| GILEAD SCIENCES INC REGD 4.00000000 (GILEAD SCIENCES IN 4% 09/01/36) | Long | Debt | US | $79K | 90K | 0.00 |
| GILEAD SCIENCES INC REGD 4.50000000 (GILEAD SCIENCES 4.5% 02/01/45) | Long | Debt | US | $85K | 99K | 0.00 |
| GILEAD SCIENCES INC REGD 4.75000000 (GILEAD SCIENCES 4.75% 03/01/46) | Long | Debt | US | $115K | 130K | 0.01 |
| GILEAD SCIENCES INC REGD 4.80000000 (GILEAD SCIENCES 4.8% 04/01/44) | Long | Debt | US | $128K | 142K | 0.01 |
| GINNIE MAE I POOL P#604841 6.00000000 (GNMA P#604841 6% 12/15/33) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| GINNIE MAE I POOL P#617567 6.00000000 (GNMA P#617567 6% 06/15/37) | Long | ABS-mortgage backed security | US | $714.61 | 688.25 | 0.00 |
| GINNIE MAE I POOL P#646496 6.00000000 (GNMA P#646496 6% 05/15/36) | Long | ABS-mortgage backed security | US | $563.35 | 555.91 | 0.00 |
| GINNIE MAE I POOL P#655342 6.00000000 (GNMA P#655342 6% 05/15/36) | Long | ABS-mortgage backed security | US | $355.52 | 351.01 | 0.00 |
| GINNIE MAE I POOL P#659726 5.00000000 (GNMA P#659726 5% 11/15/36) | Long | ABS-mortgage backed security | US | $8K | 8K | 0.00 |
| GINNIE MAE I POOL P#661598 6.00000000 (GNMA P#661598 6% 01/15/37) | Long | ABS-mortgage backed security | US | $6K | 6K | 0.00 |
| GINNIE MAE I POOL P#667703 5.50000000 (GNMA P#667703 5.5% 05/15/37) | Long | ABS-mortgage backed security | US | $7K | 7K | 0.00 |
| GINNIE MAE I POOL P#675065 6.50000000 (GNMA P#675065 6.5% 01/15/38) | Long | ABS-mortgage backed security | US | $14K | 14K | 0.00 |
| GINNIE MAE I POOL P#683353 5.00000000 (GNMA P#683353 5% 04/15/38) | Long | ABS-mortgage backed security | US | $607.34 | 607.89 | 0.00 |
| GINNIE MAE I POOL P#688031 6.50000000 (GNMA P#688031 6.5% 10/15/38) | Long | ABS-mortgage backed security | US | $6K | 5K | 0.00 |
| GINNIE MAE I POOL P#689876 6.50000000 (GNMA P#689876 6.5% 09/15/38) | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| GINNIE MAE I POOL P#711577 4.00000000 (GNMA P#711577 4% 06/15/41) | Long | ABS-mortgage backed security | US | $280K | 290K | 0.02 |
| GINNIE MAE I POOL P#729038 5.00000000 (GNMA P#729038 5% 02/15/40) | Long | ABS-mortgage backed security | US | $23K | 24K | 0.00 |
| GINNIE MAE I POOL P#731669 5.00000000 (GNMA P#731669 5% 09/15/40) | Long | ABS-mortgage backed security | US | $67K | 68K | 0.00 |
| GINNIE MAE I POOL P#740493 5.00000000 (GNMA P#740493 5% 07/15/40) | Long | ABS-mortgage backed security | US | $125K | 127K | 0.01 |
| GINNIE MAE I POOL P#741682 4.00000000 (GNMA P#741682 4% 07/15/41) | Long | ABS-mortgage backed security | US | $8K | 8K | 0.00 |
| GINNIE MAE I POOL P#745057 5.00000000 (GNMA P#745057 5% 11/15/39) | Long | ABS-mortgage backed security | US | $2K | 2K | 0.00 |
| GINNIE MAE I POOL P#781811 5.00000000 (GNMA P#781811 5% 10/15/34) | Long | ABS-mortgage backed security | US | $23K | 24K | 0.00 |
| GINNIE MAE I POOL P#782167 6.00000000 (GNMA P#782167 6% 06/15/37) | Long | ABS-mortgage backed security | US | $1K | 1K | 0.00 |
| GINNIE MAE I POOL P#782333 5.50000000 (GNMA P#782333 5.5% 06/15/38) | Long | ABS-mortgage backed security | US | $12K | 12K | 0.00 |
| GINNIE MAE I POOL P#783295 4.50000000 (GNMA P#783295 4.5% 03/15/41) | Long | ABS-mortgage backed security | US | $38K | 39K | 0.00 |
| GINNIE MAE I POOL P#783669 3.00000000 (GNMA P#783669 3% 09/15/42) | Long | ABS-mortgage backed security | US | $40K | 46K | 0.00 |
| GINNIE MAE I POOL P#784571 3.50000000 (GNMA P#784571 3.5% 06/15/48) | Long | ABS-mortgage backed security | US | $53K | 58K | 0.00 |
| GINNIE MAE I POOL P#AA5649 3.00000000 (GNMA P#AA5649 3% 09/15/42) | Long | ABS-mortgage backed security | US | $14K | 16K | 0.00 |
| GINNIE MAE I POOL P#AB2892 3.00000000 (GNMA P#AB2892 3% 09/15/42) | Long | ABS-mortgage backed security | US | $52K | 59K | 0.00 |
| GINNIE MAE I POOL P#AB9108 3.00000000 (GNMA P#AB9108 3% 10/15/42) | Long | ABS-mortgage backed security | US | $36K | 40K | 0.00 |
| GINNIE MAE I POOL P#AP1362 4.00000000 (GNMA P#AP1362 4% 11/15/45) | Long | ABS-mortgage backed security | US | $25K | 26K | 0.00 |
| GINNIE MAE I POOL P#BS8439 3.50000000 (GNMA P#BS8439 3.5% 05/15/50) | Long | ABS-mortgage backed security | US | $35K | 38K | 0.00 |
| GINNIE MAE II POOL P#4006 6.00000000 (GNMA II P#4006 6% 07/20/37) | Long | ABS-mortgage backed security | US | $15K | 14K | 0.00 |
| GINNIE MAE II POOL P#4291 6.00000000 (GNMA II P#4291 6% 11/20/38) | Long | ABS-mortgage backed security | US | $10K | 10K | 0.00 |
| GINNIE MAE II POOL P#4617 4.50000000 (GNMA II P#4617 4.5% 01/20/40) | Long | ABS-mortgage backed security | US | $17K | 18K | 0.00 |
| GINNIE MAE II POOL P#4696 4.50000000 (GNMA II P#4696 4.5% 05/20/40) | Long | ABS-mortgage backed security | US | $20K | 20K | 0.00 |
| GINNIE MAE II POOL P#4747 5.00000000 (GNMA II P#4747 5% 07/20/40) | Long | ABS-mortgage backed security | US | $4K | 4K | 0.00 |
| GINNIE MAE II POOL P#4837 6.00000000 (GNMA II P#4837 6% 10/20/40) | Long | ABS-mortgage backed security | US | $6K | 6K | 0.00 |
| GINNIE MAE II POOL P#4853 4.00000000 (GNMA II P#4853 4% 11/20/40) | Long | ABS-mortgage backed security | US | $10K | 11K | 0.00 |
| GINNIE MAE II POOL P#4855 5.00000000 (GNMA II P#4855 5% 11/20/40) | Long | ABS-mortgage backed security | US | $9K | 9K | 0.00 |
| GINNIE MAE II POOL P#4871 6.00000000 (GNMA II P#4871 6% 11/20/40) | Long | ABS-mortgage backed security | US | $5K | 5K | 0.00 |
| GINNIE MAE II POOL P#4882 4.00000000 (GNMA II P#4882 4% 12/20/40) | Long | ABS-mortgage backed security | US | $3K | 3K | 0.00 |
| GINNIE MAE II POOL P#4884 5.00000000 (GNMA II P#4884 5% 12/20/40) | Long | ABS-mortgage backed security | US | $25K | 25K | 0.00 |
| GINNIE MAE II POOL P#4923 4.50000000 (GNMA II P#4923 4.5% 01/20/41) | Long | ABS-mortgage backed security | US | $6K | 6K | 0.00 |
| GINNIE MAE II POOL P#5082 4.50000000 (GNMA II P#5082 4.5% 06/20/41) | Long | ABS-mortgage backed security | US | $193K | 199K | 0.01 |
| GINNIE MAE II POOL P#5116 5.00000000 (GNMA II P#5116 5% 07/20/41) | Long | ABS-mortgage backed security | US | $9K | 9K | 0.00 |
| GINNIE MAE II POOL P#5204 4.50000000 (GNMA II P#5204 4.5% 10/20/41) | Long | ABS-mortgage backed security | US | $14K | 14K | 0.00 |
| GINNIE MAE II POOL P#5259 4.00000000 (GNMA II P#5259 4% 12/20/41) | Long | ABS-mortgage backed security | US | $46K | 48K | 0.00 |
| GINNIE MAE II POOL P#783050 5.00000000 (GNMA II P#783050 5% 07/20/40) | Long | ABS-mortgage backed security | US | $11K | 12K | 0.00 |
| GINNIE MAE II POOL P#783368 4.50000000 (GNMA II P#783368 4.5% 07/20/41) | Long | ABS-mortgage backed security | US | $25K | 25K | 0.00 |
| GINNIE MAE II POOL P#783449 5.00000000 (GNMA II P#783449 5% 09/20/41) | Long | ABS-mortgage backed security | US | $9K | 9K | 0.00 |
| GINNIE MAE II POOL P#784106 3.50000000 (GNMA II P#784106 3.5% 01/20/46) | Long | ABS-mortgage backed security | US | $22K | 24K | 0.00 |
| GINNIE MAE II POOL P#784674 3.50000000 (GNMA II P#784674 3.5% 04/20/48) | Long | ABS-mortgage backed security | US | $200K | 219K | 0.01 |
| GINNIE MAE II POOL P#784825 3.50000000 (GNMA II P#784825 3.5% 10/20/49) | Long | ABS-mortgage backed security | US | $20K | 22K | 0.00 |
| GINNIE MAE II POOL P#784894 3.50000000 (GNMA II P#784894 3.5% 02/20/48) | Long | ABS-mortgage backed security | US | $398K | 444K | 0.02 |
| GINNIE MAE II POOL P#784905 3.00000000 (GNMA II P#784905 3% 01/20/50) | Long | ABS-mortgage backed security | US | $101K | 117K | 0.01 |
| GINNIE MAE II POOL P#785218 2.00000000 (GNMA II P#785218 2% 12/20/50) | Long | ABS-mortgage backed security | US | $112K | 142K | 0.01 |
| GINNIE MAE II POOL P#785220 2.00000000 (GNMA II P#785220 2% 12/20/50) | Long | ABS-mortgage backed security | US | $17K | 22K | 0.00 |
| GINNIE MAE II POOL P#785359 2.00000000 (GNMA II P#785359 2% 03/20/51) | Long | ABS-mortgage backed security | US | $59K | 75K | 0.00 |
| GINNIE MAE II POOL P#785558 2.50000000 (GNMA II P#785558 2.5% 07/20/51) | Long | ABS-mortgage backed security | US | $576K | 694K | 0.03 |
| GINNIE MAE II POOL P#785565 2.50000000 (GNMA II P#785565 2.5% 06/20/51) | Long | ABS-mortgage backed security | US | $65K | 79K | 0.00 |
| GINNIE MAE II POOL P#785568 2.50000000 (GNMA II P#785568 2.5% 08/20/51) | Long | ABS-mortgage backed security | US | $129K | 157K | 0.01 |
| GINNIE MAE II POOL P#785657 2.50000000 (GNMA II P#785657 2.5% 10/20/51) | Long | ABS-mortgage backed security | US | $267K | 324K | 0.02 |
| GINNIE MAE II POOL P#785663 2.50000000 (GNMA II P#785663 2.5% 10/20/51) | Long | ABS-mortgage backed security | US | $65K | 79K | 0.00 |
| GINNIE MAE II POOL P#785667 2.50000000 (GNMA II P#785667 2.5% 10/20/51) | Long | ABS-mortgage backed security | US | $133K | 162K | 0.01 |
| GINNIE MAE II POOL P#785762 2.50000000 (GNMA II P#785762 2.5% 11/20/51) | Long | ABS-mortgage backed security | US | $69K | 84K | 0.00 |
| GINNIE MAE II POOL P#785789 2.50000000 (GNMA II P#785789 2.5% 12/20/51) | Long | ABS-mortgage backed security | US | $67K | 81K | 0.00 |
| GINNIE MAE II POOL P#785791 2.50000000 (GNMA II P#785791 2.5% 12/20/51) | Long | ABS-mortgage backed security | US | $872K | 1M | 0.05 |
| GINNIE MAE II POOL P#785821 2.50000000 (GNMA II P#785821 2.5% 12/20/51) | Long | ABS-mortgage backed security | US | $69K | 84K | 0.00 |
| GINNIE MAE II POOL P#786108 3.50000000 (GNMA II P#786108 3.5% 03/20/52) | Long | ABS-mortgage backed security | US | $80K | 90K | 0.00 |
| GINNIE MAE II POOL P#786134 3.00000000 (GNMA II P#786134 3% 04/20/52) | Long | ABS-mortgage backed security | US | $194K | 229K | 0.01 |
| GINNIE MAE II POOL P#786150 3.00000000 (GNMA II P#786150 3% 03/20/52) | Long | ABS-mortgage backed security | US | $447K | 522K | 0.03 |
| GINNIE MAE II POOL P#786216 3.50000000 (GNMA II P#786216 3.5% 06/20/52) | Long | ABS-mortgage backed security | US | $154K | 175K | 0.01 |
| GINNIE MAE II POOL P#786335 4.50000000 (GNMA II P#786335 4.5% 09/20/52) | Long | ABS-mortgage backed security | US | $337K | 356K | 0.02 |
| GINNIE MAE II POOL P#786340 5.00000000 (GNMA II P#786340 5% 09/20/52) | Long | ABS-mortgage backed security | US | $180K | 183K | 0.01 |
| GINNIE MAE II POOL P#786366 4.50000000 (GNMA II P#786366 4.5% 08/20/52) | Long | ABS-mortgage backed security | US | $341K | 361K | 0.02 |
| GINNIE MAE II POOL P#786429 4.00000000 (GNMA II P#786429 4% 06/20/52) | Long | ABS-mortgage backed security | US | $83K | 90K | 0.00 |
| GINNIE MAE II POOL P#786726 2.00000000 (GNMA II P#786726 2% 03/20/51) | Long | ABS-mortgage backed security | US | $655K | 834K | 0.04 |
| GINNIE MAE II POOL P#786795 6.00000000 (GNMA II P#786795 6% 07/20/53) | Long | ABS-mortgage backed security | US | $483K | 479K | 0.03 |
| GINNIE MAE II POOL P#786823 5.50000000 (GNMA II P#786823 5.5% 07/20/53) | Long | ABS-mortgage backed security | US | $96K | 96K | 0.01 |
| GINNIE MAE II POOL P#786835 5.50000000 (GNMA II P#786835 5.5% 08/20/53) | Long | ABS-mortgage backed security | US | $387K | 389K | 0.02 |
| GINNIE MAE II POOL P#786843 3.00000000 (GNMA II P#786843 3% 03/20/52) | Long | ABS-mortgage backed security | US | $240K | 280K | 0.01 |
| GINNIE MAE II POOL P#786928 6.50000000 (GNMA II P#786928 6.5% 09/20/53) | Long | ABS-mortgage backed security | US | $190K | 185K | 0.01 |
| GINNIE MAE II POOL P#786973 6.00000000 (GNMA II P#786973 6% 09/20/53) | Long | ABS-mortgage backed security | US | $199K | 197K | 0.01 |
| GINNIE MAE II POOL P#787154 6.50000000 (GNMA II P#787154 6.5% 11/20/53) | Long | ABS-mortgage backed security | US | $202K | 196K | 0.01 |
| GINNIE MAE II POOL P#787214 6.50000000 (GNMA II P#787214 6.5% 01/20/54) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.16 |
| GINNIE MAE II POOL P#787228 6.00000000 (GNMA II P#787228 6% 01/20/54) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#787236 6.50000000 (GNMA II P#787236 6.5% 01/20/54) | Long | ABS-mortgage backed security | US | $507K | 497K | 0.03 |
| GINNIE MAE II POOL P#787355 6.00000000 (GNMA II P#787355 6% 02/20/54) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| GINNIE MAE II POOL P#BM7534 3.50000000 (GNMA II P#BM7534 3.5% 02/20/50) | Long | ABS-mortgage backed security | US | $25K | 28K | 0.00 |
| GINNIE MAE II POOL P#BM9734 4.00000000 (GNMA II P#BM9734 4% 10/20/49) | Long | ABS-mortgage backed security | US | $26K | 28K | 0.00 |
| GINNIE MAE II POOL P#BM9743 4.00000000 (GNMA II P#BM9743 4% 11/20/49) | Long | ABS-mortgage backed security | US | $62K | 67K | 0.00 |
| GINNIE MAE II POOL P#BS1742 4.00000000 (GNMA II P#BS1742 4% 02/20/50) | Long | ABS-mortgage backed security | US | $28K | 30K | 0.00 |
| GINNIE MAE II POOL P#BS8420 4.00000000 (GNMA II P#BS8420 4% 04/20/50) | Long | ABS-mortgage backed security | US | $53K | 58K | 0.00 |
| GINNIE MAE II POOL P#CK9592 4.00000000 (GNMA II P#CK9592 4% 06/20/52) | Long | ABS-mortgage backed security | US | $80K | 86K | 0.00 |
| GINNIE MAE II POOL P#CW6992 6.00000000 (GNMA II P#CW6992 6% 09/20/53) | Long | ABS-mortgage backed security | US | $301K | 298K | 0.02 |
| GINNIE MAE II POOL P#MA0221 4.00000000 (GNMA II P#MA0221 4% 07/20/42) | Long | ABS-mortgage backed security | US | $20K | 22K | 0.00 |
| GINNIE MAE II POOL P#MA0698 3.00000000 (GNMA II P#MA0698 3% 01/20/43) | Long | ABS-mortgage backed security | US | $62K | 71K | 0.00 |
| GINNIE MAE II POOL P#MA1090 3.50000000 (GNMA II P#MA1090 3.5% 06/20/43) | Long | ABS-mortgage backed security | US | $142K | 155K | 0.01 |
| GINNIE MAE II POOL P#MA1448 3.50000000 (GNMA II P#MA1448 3.5% 11/20/43) | Long | ABS-mortgage backed security | US | $88K | 96K | 0.00 |
| GINNIE MAE II POOL P#MA1601 4.00000000 (GNMA II P#MA1601 4% 01/20/44) | Long | ABS-mortgage backed security | US | $548K | 580K | 0.03 |
| GINNIE MAE II POOL P#MA1995 3.50000000 (GNMA II P#MA1995 3.5% 06/20/44) | Long | ABS-mortgage backed security | US | $23K | 26K | 0.00 |
| GINNIE MAE II POOL P#MA2754 3.50000000 (GNMA II P#MA2754 3.5% 04/20/45) | Long | ABS-mortgage backed security | US | $120K | 132K | 0.01 |
| GINNIE MAE II POOL P#MA3244 3.50000000 (GNMA II P#MA3244 3.5% 11/20/45) | Long | ABS-mortgage backed security | US | $110K | 122K | 0.01 |
| GINNIE MAE II POOL P#MA3521 3.50000000 (GNMA II P#MA3521 3.5% 03/20/46) | Long | ABS-mortgage backed security | US | $131K | 145K | 0.01 |
| GINNIE MAE II POOL P#MA3523 4.50000000 (GNMA II P#MA3523 4.5% 03/20/46) | Long | ABS-mortgage backed security | US | $26K | 27K | 0.00 |
| GINNIE MAE II POOL P#MA3597 3.50000000 (GNMA II P#MA3597 3.5% 04/20/46) | Long | ABS-mortgage backed security | US | $690K | 762K | 0.04 |
| GINNIE MAE II POOL P#MA3663 3.50000000 (GNMA II P#MA3663 3.5% 05/20/46) | Long | ABS-mortgage backed security | US | $24K | 26K | 0.00 |
| GINNIE MAE II POOL P#MA3735 3.00000000 (GNMA II P#MA3735 3% 06/20/46) | Long | ABS-mortgage backed security | US | $214K | 244K | 0.01 |
| GINNIE MAE II POOL P#MA3736 3.50000000 (GNMA II P#MA3736 3.5% 06/20/46) | Long | ABS-mortgage backed security | US | $48K | 54K | 0.00 |
| GINNIE MAE II POOL P#MA3802 3.00000000 (GNMA II P#MA3802 3% 07/20/46) | Long | ABS-mortgage backed security | US | $420K | 479K | 0.02 |
| GINNIE MAE II POOL P#MA3803 3.50000000 (GNMA II P#MA3803 3.5% 07/20/46) | Long | ABS-mortgage backed security | US | $24K | 27K | 0.00 |
| GINNIE MAE II POOL P#MA3937 3.50000000 (GNMA II P#MA3937 3.5% 09/20/46) | Long | ABS-mortgage backed security | US | $107K | 118K | 0.01 |
| GINNIE MAE II POOL P#MA4068 3.00000000 (GNMA II P#MA4068 3% 11/20/46) | Long | ABS-mortgage backed security | US | $30K | 34K | 0.00 |
| GINNIE MAE II POOL P#MA4069 3.50000000 (GNMA II P#MA4069 3.5% 11/20/46) | Long | ABS-mortgage backed security | US | $184K | 204K | 0.01 |
| GINNIE MAE II POOL P#MA4126 3.00000000 (GNMA II P#MA4126 3% 12/20/46) | Long | ABS-mortgage backed security | US | $267K | 305K | 0.02 |
| GINNIE MAE II POOL P#MA4196 3.50000000 (GNMA II P#MA4196 3.5% 01/20/47) | Long | ABS-mortgage backed security | US | $34K | 38K | 0.00 |
| GINNIE MAE II POOL P#MA4261 3.00000000 (GNMA II P#MA4261 3% 02/20/47) | Long | ABS-mortgage backed security | US | $413K | 472K | 0.02 |
| GINNIE MAE II POOL P#MA4454 5.00000000 (GNMA II P#MA4454 5% 05/20/47) | Long | ABS-mortgage backed security | US | $100K | 101K | 0.01 |
| GINNIE MAE II POOL P#MA4586 3.50000000 (GNMA II P#MA4586 3.5% 07/20/47) | Long | ABS-mortgage backed security | US | $106K | 117K | 0.01 |
| GINNIE MAE II POOL P#MA4588 4.50000000 (GNMA II P#MA4588 4.5% 07/20/47) | Long | ABS-mortgage backed security | US | $233K | 243K | 0.01 |
| GINNIE MAE II POOL P#MA4654 4.50000000 (GNMA II P#MA4654 4.5% 08/20/47) | Long | ABS-mortgage backed security | US | $20K | 21K | 0.00 |
| GINNIE MAE II POOL P#MA4718 3.00000000 (GNMA II P#MA4718 3% 09/20/47) | Long | ABS-mortgage backed security | US | $3K | 4K | 0.00 |
| GINNIE MAE II POOL P#MA4719 3.50000000 (GNMA II P#MA4719 3.5% 09/20/47) | Long | ABS-mortgage backed security | US | $79K | 87K | 0.00 |
| GINNIE MAE II POOL P#MA4720 4.00000000 (GNMA II P#MA4720 4% 09/20/47) | Long | ABS-mortgage backed security | US | $326K | 349K | 0.02 |
| GINNIE MAE II POOL P#MA4722 5.00000000 (GNMA II P#MA4722 5% 09/20/47) | Long | ABS-mortgage backed security | US | $58K | 59K | 0.00 |
| GINNIE MAE II POOL P#MA4778 3.50000000 (GNMA II P#MA4778 3.5% 10/20/47) | Long | ABS-mortgage backed security | US | $40K | 45K | 0.00 |
| GINNIE MAE II POOL P#MA4836 3.00000000 (GNMA II P#MA4836 3% 11/20/47) | Long | ABS-mortgage backed security | US | $242K | 277K | 0.01 |
| GINNIE MAE II POOL P#MA4837 3.50000000 (GNMA II P#MA4837 3.5% 11/20/47) | Long | ABS-mortgage backed security | US | $558K | 619K | 0.03 |
| GINNIE MAE II POOL P#MA4838 4.00000000 (GNMA II P#MA4838 4% 11/20/47) | Long | ABS-mortgage backed security | US | $258K | 276K | 0.01 |
| GINNIE MAE II POOL P#MA4901 4.00000000 (GNMA II P#MA4901 4% 12/20/47) | Long | ABS-mortgage backed security | US | $49K | 52K | 0.00 |
| GINNIE MAE II POOL P#MA4962 3.50000000 (GNMA II P#MA4962 3.5% 01/20/48) | Long | ABS-mortgage backed security | US | $37K | 41K | 0.00 |
| GINNIE MAE II POOL P#MA4963 4.00000000 (GNMA II P#MA4963 4% 01/20/48) | Long | ABS-mortgage backed security | US | $176K | 190K | 0.01 |
| GINNIE MAE II POOL P#MA5018 3.00000000 (GNMA II P#MA5018 3% 02/20/48) | Long | ABS-mortgage backed security | US | $7K | 8K | 0.00 |
| GINNIE MAE II POOL P#MA5019 3.50000000 (GNMA II P#MA5019 3.5% 02/20/48) | Long | ABS-mortgage backed security | US | $116K | 129K | 0.01 |
| GINNIE MAE II POOL P#MA5020 4.00000000 (GNMA II P#MA5020 4% 02/20/48) | Long | ABS-mortgage backed security | US | $90K | 97K | 0.01 |
| GINNIE MAE II POOL P#MA5076 3.00000000 (GNMA II P#MA5076 3% 03/20/48) | Long | ABS-mortgage backed security | US | $78K | 89K | 0.00 |
| GINNIE MAE II POOL P#MA5078 4.00000000 (GNMA II P#MA5078 4% 03/20/48) | Long | ABS-mortgage backed security | US | $135K | 145K | 0.01 |
| GINNIE MAE II POOL P#MA5137 4.00000000 (GNMA II P#MA5137 4% 04/20/48) | Long | ABS-mortgage backed security | US | $90K | 97K | 0.01 |
| GINNIE MAE II POOL P#MA5138 4.50000000 (GNMA II P#MA5138 4.5% 04/20/48) | Long | ABS-mortgage backed security | US | $61K | 64K | 0.00 |
| GINNIE MAE II POOL P#MA5192 4.00000000 (GNMA II P#MA5192 4% 05/20/48) | Long | ABS-mortgage backed security | US | $97K | 104K | 0.01 |
| GINNIE MAE II POOL P#MA5193 4.50000000 (GNMA II P#MA5193 4.5% 05/20/48) | Long | ABS-mortgage backed security | US | $51K | 53K | 0.00 |
| GINNIE MAE II POOL P#MA5194 5.00000000 (GNMA II P#MA5194 5% 05/20/48) | Long | ABS-mortgage backed security | US | $26K | 26K | 0.00 |
| GINNIE MAE II POOL P#MA5265 4.50000000 (GNMA II P#MA5265 4.5% 06/20/48) | Long | ABS-mortgage backed security | US | $614K | 641K | 0.03 |
| GINNIE MAE II POOL P#MA5330 4.00000000 (GNMA II P#MA5330 4% 07/20/48) | Long | ABS-mortgage backed security | US | $14K | 15K | 0.00 |
| GINNIE MAE II POOL P#MA5331 4.50000000 (GNMA II P#MA5331 4.5% 07/20/48) | Long | ABS-mortgage backed security | US | $168K | 176K | 0.01 |
| GINNIE MAE II POOL P#MA5397 3.50000000 (GNMA II P#MA5397 3.5% 08/20/48) | Long | ABS-mortgage backed security | US | $38K | 42K | 0.00 |
| GINNIE MAE II POOL P#MA5399 4.50000000 (GNMA II P#MA5399 4.5% 08/20/48) | Long | ABS-mortgage backed security | US | $91K | 95K | 0.01 |
| GINNIE MAE II POOL P#MA5465 3.50000000 (GNMA II P#MA5465 3.5% 09/20/48) | Long | ABS-mortgage backed security | US | $109K | 121K | 0.01 |
| GINNIE MAE II POOL P#MA5466 4.00000000 (GNMA II P#MA5466 4% 09/20/48) | Long | ABS-mortgage backed security | US | $166K | 178K | 0.01 |
| GINNIE MAE II POOL P#MA5467 4.50000000 (GNMA II P#MA5467 4.5% 09/20/48) | Long | ABS-mortgage backed security | US | $155K | 162K | 0.01 |
| GINNIE MAE II POOL P#MA5526 3.00000000 (GNMA II P#MA5526 3% 10/20/48) | Long | ABS-mortgage backed security | US | $17K | 19K | 0.00 |
| GINNIE MAE II POOL P#MA5529 4.50000000 (GNMA II P#MA5529 4.5% 10/20/48) | Long | ABS-mortgage backed security | US | $105K | 109K | 0.01 |
| GINNIE MAE II POOL P#MA5530 5.00000000 (GNMA II P#MA5530 5% 10/20/48) | Long | ABS-mortgage backed security | US | $204K | 207K | 0.01 |
| GINNIE MAE II POOL P#MA5594 3.50000000 (GNMA II P#MA5594 3.5% 11/20/48) | Long | ABS-mortgage backed security | US | $401K | 445K | 0.02 |
| GINNIE MAE II POOL P#MA5596 4.50000000 (GNMA II P#MA5596 4.5% 11/20/48) | Long | ABS-mortgage backed security | US | $23K | 24K | 0.00 |
| GINNIE MAE II POOL P#MA5652 4.50000000 (GNMA II P#MA5652 4.5% 12/20/48) | Long | ABS-mortgage backed security | US | $30K | 32K | 0.00 |
| GINNIE MAE II POOL P#MA5653 5.00000000 (GNMA II P#MA5653 5% 12/20/48) | Long | ABS-mortgage backed security | US | $92K | 94K | 0.01 |
| GINNIE MAE II POOL P#MA5711 4.50000000 (GNMA II P#MA5711 4.5% 01/20/49) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.08 |
| GINNIE MAE II POOL P#MA5762 3.50000000 (GNMA II P#MA5762 3.5% 02/20/49) | Long | ABS-mortgage backed security | US | $149K | 165K | 0.01 |
| GINNIE MAE II POOL P#MA5764 4.50000000 (GNMA II P#MA5764 4.5% 02/20/49) | Long | ABS-mortgage backed security | US | $165K | 172K | 0.01 |
| GINNIE MAE II POOL P#MA5816 3.50000000 (GNMA II P#MA5816 3.5% 03/20/49) | Long | ABS-mortgage backed security | US | $194K | 215K | 0.01 |
| GINNIE MAE II POOL P#MA5817 4.00000000 (GNMA II P#MA5817 4% 03/20/49) | Long | ABS-mortgage backed security | US | $55K | 60K | 0.00 |
| GINNIE MAE II POOL P#MA5818 4.50000000 (GNMA II P#MA5818 4.5% 03/20/49) | Long | ABS-mortgage backed security | US | $357K | 373K | 0.02 |
| GINNIE MAE II POOL P#MA5876 4.00000000 (GNMA II P#MA5876 4% 04/20/49) | Long | ABS-mortgage backed security | US | $44K | 48K | 0.00 |
| GINNIE MAE II POOL P#MA5878 5.00000000 (GNMA II P#MA5878 5% 04/20/49) | Long | ABS-mortgage backed security | US | $43K | 44K | 0.00 |
| GINNIE MAE II POOL P#MA6089 3.00000000 (GNMA II P#MA6089 3% 08/20/49) | Long | ABS-mortgage backed security | US | $596K | 685K | 0.03 |
| GINNIE MAE II POOL P#MA6157 5.00000000 (GNMA II P#MA6157 5% 09/20/49) | Long | ABS-mortgage backed security | US | $100K | 101K | 0.01 |
| GINNIE MAE II POOL P#MA6287 5.00000000 (GNMA II P#MA6287 5% 11/20/49) | Long | ABS-mortgage backed security | US | $61K | 61K | 0.00 |
| GINNIE MAE II POOL P#MA6339 3.50000000 (GNMA II P#MA6339 3.5% 12/20/49) | Long | ABS-mortgage backed security | US | $291K | 324K | 0.02 |
| GINNIE MAE II POOL P#MA6413 5.00000000 (GNMA II P#MA6413 5% 01/20/50) | Long | ABS-mortgage backed security | US | $84K | 86K | 0.00 |
| GINNIE MAE II POOL P#MA6477 4.50000000 (GNMA II P#MA6477 4.5% 02/20/50) | Long | ABS-mortgage backed security | US | $44K | 46K | 0.00 |
| GINNIE MAE II POOL P#MA6544 4.50000000 (GNMA II P#MA6544 4.5% 03/20/50) | Long | ABS-mortgage backed security | US | $32K | 33K | 0.00 |
| GINNIE MAE II POOL P#MA6657 3.50000000 (GNMA II P#MA6657 3.5% 05/20/50) | Long | ABS-mortgage backed security | US | $143K | 159K | 0.01 |
| GINNIE MAE II POOL P#MA6711 3.50000000 (GNMA II P#MA6711 3.5% 06/20/50) | Long | ABS-mortgage backed security | US | $362K | 405K | 0.02 |
| GINNIE MAE II POOL P#MA6818 2.00000000 (GNMA II P#MA6818 2% 08/20/50) | Long | ABS-mortgage backed security | US | $143K | 178K | 0.01 |
| GINNIE MAE II POOL P#MA6865 2.50000000 (GNMA II P#MA6865 2.5% 09/20/50) | Long | ABS-mortgage backed security | US | $744K | 891K | 0.04 |
| GINNIE MAE II POOL P#MA6930 2.00000000 (GNMA II P#MA6930 2% 10/20/50) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| GINNIE MAE II POOL P#MA6997 3.50000000 (GNMA II P#MA6997 3.5% 11/20/50) | Long | ABS-mortgage backed security | US | $801K | 891K | 0.05 |
| GINNIE MAE II POOL P#MA7051 2.00000000 (GNMA II P#MA7051 2% 12/20/50) | Long | ABS-mortgage backed security | US | $908K | 1M | 0.05 |
| GINNIE MAE II POOL P#MA7056 4.50000000 (GNMA II P#MA7056 4.5% 12/20/50) | Long | ABS-mortgage backed security | US | $35K | 37K | 0.00 |
| GINNIE MAE II POOL P#MA7135 2.00000000 (GNMA II P#MA7135 2% 01/20/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| GINNIE MAE II POOL P#MA7136 2.50000000 (GNMA II P#MA7136 2.5% 01/20/51) | Long | ABS-mortgage backed security | US | $49K | 58K | 0.00 |
| GINNIE MAE II POOL P#MA7184 2.00000000 (GNMA II P#MA7184 2% 02/20/51) | Long | ABS-mortgage backed security | US | $579K | 745K | 0.03 |
| GINNIE MAE II POOL P#MA7192 2.00000000 (GNMA II P#MA7192 2% 02/20/51) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.18 |
| GINNIE MAE II POOL P#MA7193 2.50000000 (GNMA II P#MA7193 2.5% 02/20/51) | Long | ABS-mortgage backed security | US | $50K | 60K | 0.00 |
| GINNIE MAE II POOL P#MA7195 3.50000000 (GNMA II P#MA7195 3.5% 02/20/51) | Long | ABS-mortgage backed security | US | $353K | 392K | 0.02 |
| GINNIE MAE II POOL P#MA7254 2.00000000 (GNMA II P#MA7254 2% 03/20/51) | Long | ABS-mortgage backed security | US | $262K | 326K | 0.01 |
| GINNIE MAE II POOL P#MA7255 2.50000000 (GNMA II P#MA7255 2.5% 03/20/51) | Long | ABS-mortgage backed security | US | $400K | 480K | 0.02 |
| GINNIE MAE II POOL P#MA7256 3.00000000 (GNMA II P#MA7256 3% 03/20/51) | Long | ABS-mortgage backed security | US | $335K | 387K | 0.02 |
| GINNIE MAE II POOL P#MA7303 2.00000000 (GNMA II P#MA7303 2% 04/20/51) | Long | ABS-mortgage backed security | US | $536K | 690K | 0.03 |
| GINNIE MAE II POOL P#MA7311 2.00000000 (GNMA II P#MA7311 2% 04/20/51) | Long | ABS-mortgage backed security | US | $815K | 1M | 0.05 |
| GINNIE MAE II POOL P#MA7313 3.00000000 (GNMA II P#MA7313 3% 04/20/51) | Long | ABS-mortgage backed security | US | $957K | 1M | 0.05 |
| GINNIE MAE II POOL P#MA7366 2.00000000 (GNMA II P#MA7366 2% 05/20/51) | Long | ABS-mortgage backed security | US | $733K | 915K | 0.04 |
| GINNIE MAE II POOL P#MA7367 2.50000000 (GNMA II P#MA7367 2.5% 05/20/51) | Long | ABS-mortgage backed security | US | $981K | 1M | 0.06 |
| GINNIE MAE II POOL P#MA7368 3.00000000 (GNMA II P#MA7368 3% 05/20/51) | Long | ABS-mortgage backed security | US | $323K | 374K | 0.02 |
| GINNIE MAE II POOL P#MA7419 3.00000000 (GNMA II P#MA7419 3% 06/20/51) | Long | ABS-mortgage backed security | US | $448K | 518K | 0.03 |
| GINNIE MAE II POOL P#MA7471 2.00000000 (GNMA II P#MA7471 2% 07/20/51) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#MA7472 2.50000000 (GNMA II P#MA7472 2.5% 07/20/51) | Long | ABS-mortgage backed security | US | $435K | 523K | 0.02 |
| GINNIE MAE II POOL P#MA7533 2.00000000 (GNMA II P#MA7533 2% 08/20/51) | Long | ABS-mortgage backed security | US | $376K | 469K | 0.02 |
| GINNIE MAE II POOL P#MA7534 2.50000000 (GNMA II P#MA7534 2.5% 08/20/51) | Long | ABS-mortgage backed security | US | $842K | 1M | 0.05 |
| GINNIE MAE II POOL P#MA7590 3.00000000 (GNMA II P#MA7590 3% 09/20/51) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| GINNIE MAE II POOL P#MA7650 3.00000000 (GNMA II P#MA7650 3% 10/20/51) | Long | ABS-mortgage backed security | US | $657K | 761K | 0.04 |
| GINNIE MAE II POOL P#MA7704 2.00000000 (GNMA II P#MA7704 2% 11/20/51) | Long | ABS-mortgage backed security | US | $529K | 661K | 0.03 |
| GINNIE MAE II POOL P#MA7705 2.50000000 (GNMA II P#MA7705 2.5% 11/20/51) | Long | ABS-mortgage backed security | US | $852K | 1M | 0.05 |
| GINNIE MAE II POOL P#MA7706 3.00000000 (GNMA II P#MA7706 3% 11/20/51) | Long | ABS-mortgage backed security | US | $205K | 238K | 0.01 |
| GINNIE MAE II POOL P#MA7766 2.00000000 (GNMA II P#MA7766 2% 12/20/51) | Long | ABS-mortgage backed security | US | $590K | 736K | 0.03 |
| GINNIE MAE II POOL P#MA7767 2.50000000 (GNMA II P#MA7767 2.5% 12/20/51) | Long | ABS-mortgage backed security | US | $11M | 13M | 0.60 |
| GINNIE MAE II POOL P#MA7768 3.00000000 (GNMA II P#MA7768 3% 12/20/51) | Long | ABS-mortgage backed security | US | $695K | 805K | 0.04 |
| GINNIE MAE II POOL P#MA7826 2.00000000 (GNMA II P#MA7826 2% 01/20/52) | Long | ABS-mortgage backed security | US | $3M | 4M | 0.18 |
| GINNIE MAE II POOL P#MA7827 2.50000000 (GNMA II P#MA7827 2.5% 01/20/52) | Long | ABS-mortgage backed security | US | $755K | 906K | 0.04 |
| GINNIE MAE II POOL P#MA7883 3.50000000 (GNMA II P#MA7883 3.5% 02/20/52) | Long | ABS-mortgage backed security | US | $76K | 85K | 0.00 |
| GINNIE MAE II POOL P#MA7935 2.00000000 (GNMA II P#MA7935 2% 03/20/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#MA7936 2.50000000 (GNMA II P#MA7936 2.5% 03/20/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.06 |
| GINNIE MAE II POOL P#MA7937 3.00000000 (GNMA II P#MA7937 3% 03/20/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| GINNIE MAE II POOL P#MA7938 3.50000000 (GNMA II P#MA7938 3.5% 03/20/52) | Long | ABS-mortgage backed security | US | $363K | 407K | 0.02 |
| GINNIE MAE II POOL P#MA7986 2.00000000 (GNMA II P#MA7986 2% 04/20/52) | Long | ABS-mortgage backed security | US | $755K | 942K | 0.04 |
| GINNIE MAE II POOL P#MA7987 2.50000000 (GNMA II P#MA7987 2.5% 04/20/52) | Long | ABS-mortgage backed security | US | $792K | 950K | 0.04 |
| GINNIE MAE II POOL P#MA8042 2.50000000 (GNMA II P#MA8042 2.5% 05/20/52) | Long | ABS-mortgage backed security | US | $232K | 278K | 0.01 |
| GINNIE MAE II POOL P#MA8098 3.00000000 (GNMA II P#MA8098 3% 06/20/52) | Long | ABS-mortgage backed security | US | $8M | 10M | 0.47 |
| GINNIE MAE II POOL P#MA8200 4.00000000 (GNMA II P#MA8200 4% 08/20/52) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.10 |
| GINNIE MAE II POOL P#MA8201 4.50000000 (GNMA II P#MA8201 4.5% 08/20/52) | Long | ABS-mortgage backed security | US | $438K | 463K | 0.02 |
| GINNIE MAE II POOL P#MA8266 3.50000000 (GNMA II P#MA8266 3.5% 09/20/52) | Long | ABS-mortgage backed security | US | $774K | 867K | 0.04 |
| GINNIE MAE II POOL P#MA8345 3.50000000 (GNMA II P#MA8345 3.5% 10/20/52) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.17 |
| GINNIE MAE II POOL P#MA8346 4.00000000 (GNMA II P#MA8346 4% 10/20/52) | Long | ABS-mortgage backed security | US | $3M | 3M | 0.15 |
| GINNIE MAE II POOL P#MA8348 5.00000000 (GNMA II P#MA8348 5% 10/20/52) | Long | ABS-mortgage backed security | US | $175K | 180K | 0.01 |
| GINNIE MAE II POOL P#MA8425 3.50000000 (GNMA II P#MA8425 3.5% 11/20/52) | Long | ABS-mortgage backed security | US | $464K | 520K | 0.03 |
| GINNIE MAE II POOL P#MA8426 4.00000000 (GNMA II P#MA8426 4% 11/20/52) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.07 |
| GINNIE MAE II POOL P#MA8427 4.50000000 (GNMA II P#MA8427 4.5% 11/20/52) | Long | ABS-mortgage backed security | US | $450K | 475K | 0.03 |
| GINNIE MAE II POOL P#MA8428 5.00000000 (GNMA II P#MA8428 5% 11/20/52) | Long | ABS-mortgage backed security | US | $408K | 420K | 0.02 |
| GINNIE MAE II POOL P#MA8429 5.50000000 (GNMA II P#MA8429 5.5% 11/20/52) | Long | ABS-mortgage backed security | US | $529K | 533K | 0.03 |
| GINNIE MAE II POOL P#MA8487 3.50000000 (GNMA II P#MA8487 3.5% 12/20/52) | Long | ABS-mortgage backed security | US | $413K | 463K | 0.02 |
| GINNIE MAE II POOL P#MA8490 5.00000000 (GNMA II P#MA8490 5% 12/20/52) | Long | ABS-mortgage backed security | US | $799K | 823K | 0.05 |
| GINNIE MAE II POOL P#MA8492 6.00000000 (GNMA II P#MA8492 6% 12/20/52) | Long | ABS-mortgage backed security | US | $456K | 453K | 0.03 |
| GINNIE MAE II POOL P#MA8569 5.00000000 (GNMA II P#MA8569 5% 01/20/53) | Long | ABS-mortgage backed security | US | $269K | 278K | 0.02 |
| GINNIE MAE II POOL P#MA8726 5.50000000 (GNMA II P#MA8726 5.5% 03/20/53) | Long | ABS-mortgage backed security | US | $544K | 548K | 0.03 |
| GINNIE MAE II POOL P#MA8796 3.00000000 (GNMA II P#MA8796 3% 04/20/53) | Long | ABS-mortgage backed security | US | $384K | 444K | 0.02 |
| GINNIE MAE II POOL P#MA8799 4.50000000 (GNMA II P#MA8799 4.5% 04/20/53) | Long | ABS-mortgage backed security | US | $673K | 711K | 0.04 |
| GINNIE MAE II POOL P#MA8800 5.00000000 (GNMA II P#MA8800 5% 04/20/53) | Long | ABS-mortgage backed security | US | $620K | 639K | 0.04 |
| GINNIE MAE II POOL P#MA8801 5.50000000 (GNMA II P#MA8801 5.5% 04/20/53) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.13 |
| GINNIE MAE II POOL P#MA8877 4.50000000 (GNMA II P#MA8877 4.5% 05/20/53) | Long | ABS-mortgage backed security | US | $4M | 4M | 0.21 |
| GINNIE MAE II POOL P#MA8879 5.50000000 (GNMA II P#MA8879 5.5% 05/20/53) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.08 |
| GINNIE MAE II POOL P#MA8947 5.00000000 (GNMA II P#MA8947 5% 06/20/53) | Long | ABS-mortgage backed security | US | $2M | 2M | 0.11 |
| GINNIE MAE II POOL P#MA9105 5.00000000 (GNMA II P#MA9105 5% 08/20/53) | Long | ABS-mortgage backed security | US | $5M | 5M | 0.29 |
| GINNIE MAE II POOL P#MA9171 5.50000000 (GNMA II P#MA9171 5.5% 09/20/53) | Long | ABS-mortgage backed security | US | $863K | 870K | 0.05 |
| GINNIE MAE P#MA5528 4.00000000 (GNMA II P#MA5528 4% 10/20/48) | Long | ABS-mortgage backed security | US | $54K | 58K | 0.00 |
| GINNIE MAE P#MA8264 2.50000000 (GNMA II P#MA8264 2.5% 09/20/52) | Long | ABS-mortgage backed security | US | $71K | 86K | 0.00 |
| GLENCORE FUNDING LLC REGD 144A P/P 3.37500000 (GLENCORE FUNDI 3.375% 09/23/51) | Long | Debt | US | $658K | 1M | 0.04 |
| GLENCORE FUNDING LLC REGD 144A P/P 4.00000000 (GLENCORE FUNDING L 4% 03/27/27) | Long | Debt | US | $250K | 260K | 0.01 |
| GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000 (GLOBAL PA 4.875% 03/17/31/EUR/) | Long | Debt | US | $111K | 100K | 0.01 |
| GLOBAL PAYMENTS INC REGD 1.20000000 (GLOBAL PAYMENTS 1.2% 03/01/26) | Long | Debt | US | $46K | 50K | 0.00 |
| GLOBAL PAYMENTS INC REGD 2.90000000 (GLOBAL PAYMENTS 2.9% 11/15/31) | Long | Debt | US | $81K | 97K | 0.00 |
| GLOBAL PAYMENTS INC REGD 3.20000000 (GLOBAL PAYMENTS 3.2% 08/15/29) | Long | Debt | US | $39K | 44K | 0.00 |
| GLOBAL PAYMENTS INC REGD 4.45000000 (GLOBAL PAYMENTS 4.45% 06/01/28) | Long | Debt | US | $169K | 176K | 0.01 |
| GLOBAL PAYMENTS INC REGD 5.95000000 (GLOBAL PAYMENTS 5.95% 08/15/52) | Long | Debt | US | $1M | 2M | 0.08 |
| GLOBAL SWITCH FINANCE /EUR/ REGD REG S EMTN 1.37500000 (GLOBAL SW 1.375% 10/07/30/EUR/) | Long | Debt | NL | $278K | 280K | 0.02 |
| GLP CAPITAL LP / FIN II REGD 3.25000000 (GLP CAPITAL LP 3.25% 01/15/32) | Long | Debt | US | $559K | 673K | 0.03 |
| GLP CAPITAL LP / FIN II REGD 4.00000000 (GLP CAPITAL LP / F 4% 01/15/31) | Long | Debt | US | $710K | 799K | 0.04 |
| GLP CAPITAL LP / FIN II REGD 4.00000000 (GLP CAPITAL LP / F 4% 01/15/30) | Long | Debt | US | $420K | 462K | 0.02 |
| GLP CAPITAL LP / FIN II REGD 5.30000000 (GLP CAPITAL LP / 5.3% 01/15/29) | Long | Debt | US | $790K | 807K | 0.04 |
| GLP CAPITAL LP / FIN II REGD 5.37500000 (GLP CAPITAL LP 5.375% 04/15/26) | Long | Debt | US | $20K | 20K | 0.00 |
| GLP CAPITAL LP / FIN II REGD 6.75000000 (GLP CAPITAL LP 6.75% 12/01/33) | Long | Debt | US | $779K | 750K | 0.04 |
| GNMA 30 YR TBA 6.5% JUN 12 TO BE ANNOUNCED 6.50000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.18 |
| GNMA 30YR TBA 5% JUN 24 TO BE ANNOUNCED 5.00000000 | Long | ABS-mortgage backed security | US | $3M | 3M | 0.19 |
| GNMA 30YR TBA 6% JUN 23 6.00000000 | Long | ABS-mortgage backed security | US | $17M | 17M | 0.96 |
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD SER 2020-7A CL AR V/R REGD 144A P/P 6.65617000 (GLM 2020-7A AR V/R 04/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $460K | 460K | 0.03 |
| GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD SER 2021-11A CL B V/R REGD 144A P/P 7.18617000 (GLM 2021-11A B V/R 10/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| GOLDMAN SACHS BANK USA REGD V/R 5.41400000 (GOLDMAN SACHS BAN V/R 05/21/27) | Long | Debt | US | $25K | 25K | 0.00 |
| GOLDMAN SACHS CAPITAL II REGD V/R /PERP/ SER _ 6.37036000 (GOLDMAN SACHS CAPIT V/R /PERP/) | Long | Debt | US | $9K | 11K | 0.00 |
| GOLDMAN SACHS GROUP INC REGD 3.50000000 (GOLDMAN SACHS GR 3.5% 11/16/26) | Long | Debt | US | $239K | 250K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD 3.50000000 (GOLDMAN SACHS GR 3.5% 04/01/25) | Long | Debt | US | $10K | 10K | 0.00 |
| GOLDMAN SACHS GROUP INC REGD 3.85000000 (GOLDMAN SACHS G 3.85% 01/26/27) | Long | Debt | US | $97K | 100K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD 4.25000000 (GOLDMAN SACHS G 4.25% 10/21/25) | Long | Debt | US | $128K | 130K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD 4.75000000 (GOLDMAN SACHS G 4.75% 10/21/45) | Long | Debt | US | $90K | 100K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD 5.15000000 (GOLDMAN SACHS G 5.15% 05/22/45) | Long | Debt | US | $274K | 290K | 0.02 |
| GOLDMAN SACHS GROUP INC REGD 6.25000000 (GOLDMAN SACHS G 6.25% 02/01/41) | Long | Debt | US | $225K | 210K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD 6.75000000 (GOLDMAN SACHS G 6.75% 10/01/37) | Long | Debt | US | $498K | 460K | 0.03 |
| GOLDMAN SACHS GROUP INC REGD V/R 1.43100000 (GOLDMAN SACHS GRO V/R 03/09/27) | Long | Debt | US | $93K | 100K | 0.01 |
| GOLDMAN SACHS GROUP INC REGD V/R 1.54200000 (GOLDMAN SACHS GRO V/R 09/10/27) | Long | Debt | US | $521K | 570K | 0.03 |
| GOLDMAN SACHS GROUP INC REGD V/R 1.99200000 (GOLDMAN SACHS GRO V/R 01/27/32) | Long | Debt | US | $46K | 57K | 0.00 |
| GOLDMAN SACHS GROUP INC REGD V/R 2.61500000 (GOLDMAN SACHS GRO V/R 04/22/32) | Long | Debt | US | $820K | 984K | 0.05 |
| GOLDMAN SACHS GROUP INC REGD V/R 2.65000000 (GOLDMAN SACHS GRO V/R 10/21/32) | Long | Debt | US | $1M | 2M | 0.07 |
| GOLDMAN SACHS GROUP INC REGD V/R 2.90800000 (GOLDMAN SACHS GRO V/R 07/21/42) | Long | Debt | US | $49K | 70K | 0.00 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.21000000 (GOLDMAN SACHS GRO V/R 04/22/42) | Long | Debt | US | $392K | 530K | 0.02 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.43600000 (GOLDMAN SACHS GRO V/R 02/24/43) | Long | Debt | US | $303K | 400K | 0.02 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.61500000 (GOLDMAN SACHS GRO V/R 03/15/28) | Long | Debt | US | $67K | 70K | 0.00 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.81400000 (GOLDMAN SACHS GRO V/R 04/23/29) | Long | Debt | US | $841K | 891K | 0.05 |
| GOLDMAN SACHS GROUP INC REGD V/R 4.22300000 (GOLDMAN SACHS GRO V/R 05/01/29) | Long | Debt | US | $2M | 2M | 0.14 |
| GOLDMAN SACHS GROUP INC REGD V/R 5.79800000 (GOLDMAN SACHS GRO V/R 08/10/26) | Long | Debt | US | $371K | 371K | 0.02 |
| GOLDMAN SACHS GROUP INC REGD V/R 6.48400000 (GOLDMAN SACHS GRO V/R 10/24/29) | Long | Debt | US | $389K | 374K | 0.02 |
| GOLDMAN SACHS GROUP INC REGD V/R 6.56100000 (GOLDMAN SACHS GRO V/R 10/24/34) | Long | Debt | US | $518K | 484K | 0.03 |
| GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000 (GOLDMAN SACHS GRO V/R 07/21/32) | Long | Debt | US | $2M | 2M | 0.09 |
| GOLDMAN SACHS GROUP INC REGD V/R SER VAR 1.09300000 (GOLDMAN SACHS GRO V/R 12/09/26) | Long | Debt | US | $93K | 100K | 0.01 |
| GOLUB CAPITAL BDC REGD 2.50000000 (GOLUB CAPITAL BD 2.5% 08/24/26) | Long | Debt | US | $23K | 25K | 0.00 |
| GOLUB CAPITAL BDC REGD 6.00000000 (GOLUB CAPITAL BDC 6% 07/15/29) | Long | Debt | US | $24K | 25K | 0.00 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 SER 2022-1GS CL A REGD 144A P/P 2.70000000 (GOOD 2022-1GS A 2.7% 03/20/36) | Long | ABS-collateralized bond/debt obligation | US | $203K | 251K | 0.01 |
| GOODYEAR EUROPE BV /EUR/ REGD REG S 2.75000000 (GOODYEAR E 2.75% 08/15/28/EUR/) | Long | Debt | NL | $981K | 1M | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-51 CL SG V/R 1.14544000 (GNR 2007-51 SG V/R 08/20/37) | Long | ABS-collateralized bond/debt obligation | US | $6K | 216K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-85 CL HS V/R 1.21544000 (GNR 2010-85 HS V/R 01/20/40) | Long | ABS-collateralized bond/debt obligation | US | $1.55 | 910.9 | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H27 CL AI V/R 1.73043000 (GNR 2012-H27 AI V/R 10/20/62) | Long | ABS-collateralized bond/debt obligation | US | $2K | 63K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-107 CL AD V/R 2.80280000 (GNR 2013-107 AD V/R 11/16/47) | Long | ABS-collateralized bond/debt obligation | US | $58K | 66K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-53 CL OI 3.50000000 (GNR 2013-53 OI 3.5% 04/20/43) | Long | ABS-collateralized bond/debt obligation | US | $6K | 62K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-85 CL IA V/R 0.52502000 (GNR 2013-85 IA V/R 03/16/47) | Long | ABS-collateralized bond/debt obligation | US | $3K | 312K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-105 CL IO V/R 0.12736000 (GNR 2014-105 IO V/R 06/16/54) | Long | ABS-collateralized bond/debt obligation | US | $73.69 | 59K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H20 CL FA V/R 5.86860000 (GNR 2014-H20 FA V/R 10/20/64) | Long | ABS-collateralized bond/debt obligation | US | $657K | 659K | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-167 CL OI 4.00000000 (GNR 2015-167 OI 4% 04/16/45) | Long | ABS-collateralized bond/debt obligation | US | $7K | 40K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-135 CL SB V/R 0.66588000 (GNR 2016-135 SB V/R 10/16/46) | Long | ABS-collateralized bond/debt obligation | US | $11K | 94K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-84 CL IG 4.50000000 (GNR 2016-84 IG 4.5% 11/16/45) | Long | ABS-collateralized bond/debt obligation | US | $8K | 41K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL FK V/R 5.21000000 (GNR 2017-H14 FK V/R 05/20/67) | Long | ABS-collateralized bond/debt obligation | US | $61K | 61K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H22 CL IC V/R 0.54007000 (GNR 2017-H22 IC V/R 11/20/67) | Long | ABS-collateralized bond/debt obligation | US | $11K | 360K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000 (GNR 2018-124 NW 3.5% 09/20/48) | Long | ABS-collateralized bond/debt obligation | US | $65K | 73K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-45 CL IO V/R 0.54190000 (GNR 2018-45 IO V/R 03/16/59) | Long | ABS-collateralized bond/debt obligation | US | $244K | 7M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H13 CL FT V/R 5.46000000 (GNR 2019-H13 FT V/R 08/20/69) | Long | ABS-collateralized bond/debt obligation | US | $27K | 27K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-103 CL AD 1.45000000 (GNR 2020-103 A 1.45% 01/16/63) | Long | ABS-collateralized bond/debt obligation | US | $426K | 576K | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-123 CL IL 2.50000000 (GNR 2020-123 IL 2.5% 08/20/50) | Long | ABS-collateralized bond/debt obligation | US | $44K | 326K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-123 CL NI 2.50000000 (GNR 2020-123 NI 2.5% 08/20/50) | Long | ABS-collateralized bond/debt obligation | US | $29K | 215K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-127 CL IN 2.50000000 (GNR 2020-127 IN 2.5% 08/20/50) | Long | ABS-collateralized bond/debt obligation | US | $10K | 71K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-129 CL IE 2.50000000 (GNR 2020-129 IE 2.5% 09/20/50) | Long | ABS-collateralized bond/debt obligation | US | $10K | 73K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-160 CL IH 2.50000000 (GNR 2020-160 IH 2.5% 10/20/50) | Long | ABS-collateralized bond/debt obligation | US | $11K | 76K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-160 CL VI 2.50000000 (GNR 2020-160 VI 2.5% 10/20/50) | Long | ABS-collateralized bond/debt obligation | US | $10K | 73K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-160 CL YI 2.50000000 (GNR 2020-160 YI 2.5% 10/20/50) | Long | ABS-collateralized bond/debt obligation | US | $39K | 294K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-173 CL MI 2.50000000 (GNR 2020-173 MI 2.5% 11/20/50) | Long | ABS-collateralized bond/debt obligation | US | $382K | 3M | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-179 CL IO V/R 1.00939000 (GNR 2020-179 IO V/R 09/16/62) | Long | ABS-collateralized bond/debt obligation | US | $226K | 3M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-181 CL WI 2.00000000 (GNR 2020-181 WI 2% 12/20/50) | Long | ABS-collateralized bond/debt obligation | US | $38K | 348K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-47 CL MI 3.50000000 (GNR 2020-47 MI 3.5% 04/20/50) | Long | ABS-collateralized bond/debt obligation | US | $42K | 232K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-47 CL NI 3.50000000 (GNR 2020-47 NI 3.5% 04/20/50) | Long | ABS-collateralized bond/debt obligation | US | $12K | 67K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H09 CL FL V/R 6.58860000 (GNR 2020-H09 FL V/R 05/20/70) | Long | ABS-collateralized bond/debt obligation | US | $178K | 177K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H12 CL F V/R 5.93860000 (GNR 2020-H12 F V/R 07/20/70) | Long | ABS-collateralized bond/debt obligation | US | $193K | 196K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FA V/R 5.88860000 (GNR 2020-H13 FA V/R 07/20/70) | Long | ABS-collateralized bond/debt obligation | US | $243K | 248K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FC V/R 5.88860000 (GNR 2020-H13 FC V/R 07/20/70) | Long | ABS-collateralized bond/debt obligation | US | $44K | 45K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H20 CL FA V/R 5.78860000 (GNR 2020-H20 FA V/R 04/20/70) | Long | ABS-collateralized bond/debt obligation | US | $165K | 169K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-115 CL MI 2.50000000 (GNR 2021-115 MI 2.5% 05/20/51) | Long | ABS-collateralized bond/debt obligation | US | $48K | 444K | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-133 CL IO V/R 0.88088000 (GNR 2021-133 IO V/R 07/16/63) | Long | ABS-collateralized bond/debt obligation | US | $175K | 3M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-138 CL IK 3.00000000 (GNR 2021-138 IK 3% 07/20/51) | Long | ABS-collateralized bond/debt obligation | US | $132K | 885K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-14 CL AB 1.34000000 (GNR 2021-14 AB 1.34% 06/16/63) | Long | ABS-collateralized bond/debt obligation | US | $104K | 143K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-14 CL IO V/R 1.32579000 (GNR 2021-14 IO V/R 06/16/63) | Long | ABS-collateralized bond/debt obligation | US | $195K | 3M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-169 CL IO V/R 1.11233000 (GNR 2021-169 IO V/R 06/16/61) | Long | ABS-collateralized bond/debt obligation | US | $230K | 3M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-188 CL PA 2.00000000 (GNR 2021-188 PA 2% 10/20/51) | Long | ABS-collateralized bond/debt obligation | US | $318K | 403K | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-2 CL AH 1.50000000 (GNR 2021-2 AH 1.5% 06/16/63) | Long | ABS-collateralized bond/debt obligation | US | $123K | 167K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL LC 1.25000000 (GNR 2021-77 LC 1.25% 07/20/50) | Long | ABS-collateralized bond/debt obligation | US | $966K | 1M | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H02 CL TF V/R 6.71860000 (GNR 2021-H02 TF V/R 01/20/71) | Long | ABS-collateralized bond/debt obligation | US | $466K | 455K | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-189 CL PT 2.50000000 (GNR 2022-189 PT 2.5% 10/20/51) | Long | ABS-collateralized bond/debt obligation | US | $295K | 364K | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-196 CL BE V/R 3.00000000 (GNR 2022-196 BE V/R 10/16/64) | Long | ABS-collateralized bond/debt obligation | US | $145K | 200K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-210 CL IO V/R 0.69753000 (GNR 2022-210 IO V/R 07/16/64) | Long | ABS-collateralized bond/debt obligation | US | $91K | 1M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-216 CL IO V/R 0.74931000 (GNR 2022-216 IO V/R 07/16/65) | Long | ABS-collateralized bond/debt obligation | US | $94K | 1M | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-3 CL B 1.85000000 (GNR 2022-3 B 1.85% 02/16/61) | Long | ABS-collateralized bond/debt obligation | US | $148K | 300K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-3 CL IO V/R 0.64010000 (GNR 2022-3 IO V/R 02/16/61) | Long | ABS-collateralized bond/debt obligation | US | $60K | 1M | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-81 CL CI 3.00000000 (GNR 2022-81 CI 3% 09/20/50) | Long | ABS-collateralized bond/debt obligation | US | $108K | 766K | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-130 CL IO 4.00000000 (GNR 2023-130 IO 4% 08/20/47) | Long | ABS-collateralized bond/debt obligation | US | $275K | 1M | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-179 CL IO V/R 0.61123000 (GNR 2023-179 IO V/R 09/16/63) | Long | ABS-collateralized bond/debt obligation | US | $341K | 8M | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-92 CL AH 2.00000000 (GNR 2023-92 AH 2% 06/16/64) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-92 CL IA V/R 0.61112000 (GNR 2023-92 IA V/R 06/16/64) | Long | ABS-collateralized bond/debt obligation | US | $125K | 2M | 0.01 |
| GOVT OF BERMUDA REGD 144A P/P 5.00000000 (GOVT OF BERMUDA 5% 07/15/32) | Long | Debt | BM | $959K | 1M | 0.05 |
| GREENWOOD PARK CLO LTD SER 2018-1A CL B V/R REGD 144A P/P 6.99017000 (GRNPK 2018-1A B V/R 04/15/31) | Long | ABS-collateralized bond/debt obligation | KY | $943K | 940K | 0.05 |
| GS MORTGAGE SECURITIES CORP II SER 2024-70P CL E V/R REGD 144A P/P 8.96454000 (GSMS 2024-70P E V/R 03/10/29) | Long | ABS-collateralized bond/debt obligation | US | $774K | 770K | 0.04 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-SRP5 SER 2018-SRP5 CL A V/R REGD 144A P/P 7.16400000 (GSMS 2018-SRP5 A V/R 06/15/21) | Long | ABS-collateralized bond/debt obligation | US | $183K | 258K | 0.01 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-DM SER 2021-DM CL A V/R REGD 144A P/P 6.31648000 (GSMS 2021-DM A V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.25 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS SER 2021-ROSS CL A V/R REGD 144A P/P 6.58148000 (GSMS 2021-ROSS A V/R 05/15/23) | Long | ABS-collateralized bond/debt obligation | US | $343K | 370K | 0.02 |
| GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL B V/R REGD 144A P/P 6.58148000 (GSMS 2021-IP B V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.10 |
| GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL A2 REGD 3.16400000 (GSMS 2017-GS6 3.164% 03/10/27) | Long | ABS-collateralized bond/debt obligation | US | $196K | 210K | 0.01 |
| GUARDIAN LIFE INSURANCE REGD 144A P/P 4.85000000 (GUARDIAN LIFE I 4.85% 01/24/77) | Long | Debt | US | $509K | 615K | 0.03 |
| HALEON US CAPITAL LLC REGD 3.37500000 (HALEON US CAPI 3.375% 03/24/29) | Long | Debt | US | $516K | 560K | 0.03 |
| HALLIBURTON CO REGD 4.85000000 (HALLIBURTON CO 4.85% 11/15/35) | Long | Debt | US | $19K | 20K | 0.00 |
| HALLIBURTON CO REGD 5.00000000 (HALLIBURTON CO 5% 11/15/45) | Long | Debt | US | $137K | 150K | 0.01 |
| HANOVER INSURANCE GROUP REGD 4.50000000 (HANOVER INSURANC 4.5% 04/15/26) | Long | Debt | US | $24K | 25K | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-5 2A6 V/R REGD 5.08283400 (HVMLT 2004-5 2A6 V/R 06/19/34) | Long | ABS-collateralized bond/debt obligation | US | $42K | 45K | 0.00 |
| HARTFORD FINL SVCS GRP REGD 4.30000000 (HARTFORD FINL SV 4.3% 04/15/43) | Long | Debt | US | $3K | 4K | 0.00 |
| HARTFORD FINL SVCS GRP REGD 5.95000000 (HARTFORD FINL S 5.95% 10/15/36) | Long | Debt | US | $102K | 98K | 0.01 |
| HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000 (HARVEST MIDSTREA 7.5% 05/15/32) | Long | Debt | US | $1M | 1M | 0.07 |
| HCA INC REGD 3.50000000 (HCA INC 3.5% 09/01/30) | Long | Debt | US | $720K | 805K | 0.04 |
| HCA INC REGD 3.50000000 (HCA INC 3.5% 07/15/51) | Long | Debt | US | $119K | 178K | 0.01 |
| HCA INC REGD 4.12500000 (HCA INC 4.125% 06/15/29) | Long | Debt | US | $98K | 104K | 0.01 |
| HCA INC REGD 5.20000000 (HCA INC 5.2% 06/01/28) | Long | Debt | US | $675K | 681K | 0.04 |
| HCA INC REGD 5.25000000 (HCA INC 5.25% 06/15/26) | Long | Debt | US | $732K | 736K | 0.04 |
| HCA INC REGD 5.50000000 (HCA INC 5.5% 06/15/47) | Long | Debt | US | $185K | 200K | 0.01 |
| HCA INC REGD 5.87500000 (HCA INC 5.875% 02/01/29) | Long | Debt | US | $91K | 90K | 0.01 |
| HEALTHCARE RLTY HLDGS LP REGD 3.10000000 (HEALTHCARE RLTY 3.1% 02/15/30) | Long | Debt | US | $703K | 810K | 0.04 |
| HEALTHPEAK OP LLC REGD 2.87500000 (HEALTHPEAK OP 2.875% 01/15/31) | Long | Debt | US | $21K | 25K | 0.00 |
| HESS CORP REGD 5.80000000 (HESS CORP 5.8% 04/01/47) | Long | Debt | US | $75K | 75K | 0.00 |
| HILDENE COMMUNITY FUNDING CDO LTD SER 2015-1A CL ARR REGD 144A P/P 2.60000000 (HCOMF 2015-1A A 2.6% 11/01/35) | Long | ABS-collateralized bond/debt obligation | KY | $303K | 370K | 0.02 |
| HILL CITY FUNDING TRUST REGD 144A P/P 4.04600000 (HILL CITY FUND 4.046% 08/15/41) | Long | Debt | US | $720K | 1M | 0.04 |
| HILTON DOMESTIC OPERATIN REGD 144A P/P 6.12500000 (HILTON DOMESTI 6.125% 04/01/32) | Long | Debt | US | $158K | 160K | 0.01 |
| HOAG MEMORIAL HOSPITAL REGD 3.80300000 (HOAG MEMORIAL 3.803% 07/15/52) | Long | Debt | US | $32K | 41K | 0.00 |
| HOME DEPOT INC REGD 2.37500000 (HOME DEPOT INC 2.375% 03/15/51) | Long | Debt | US | $28K | 50K | 0.00 |
| HOME DEPOT INC REGD 2.50000000 (HOME DEPOT INC 2.5% 04/15/27) | Long | Debt | US | $196K | 210K | 0.01 |
| HOME DEPOT INC REGD 2.75000000 (HOME DEPOT INC 2.75% 09/15/51) | Long | Debt | US | $31K | 50K | 0.00 |
| HOME DEPOT INC REGD 3.12500000 (HOME DEPOT INC 3.125% 12/15/49) | Long | Debt | US | $34K | 50K | 0.00 |
| HOME DEPOT INC REGD 3.25000000 (HOME DEPOT INC 3.25% 04/15/32) | Long | Debt | US | $510K | 580K | 0.03 |
| HOME DEPOT INC REGD 3.30000000 (HOME DEPOT INC 3.3% 04/15/40) | Long | Debt | US | $54K | 70K | 0.00 |
| HOME DEPOT INC REGD 3.35000000 (HOME DEPOT INC 3.35% 04/15/50) | Long | Debt | US | $161K | 230K | 0.01 |
| HOME DEPOT INC REGD 3.50000000 (HOME DEPOT INC 3.5% 09/15/56) | Long | Debt | US | $18K | 25K | 0.00 |
| HOME DEPOT INC REGD 3.62500000 (HOME DEPOT INC 3.625% 04/15/52) | Long | Debt | US | $37K | 50K | 0.00 |
| HOME DEPOT INC REGD 3.90000000 (HOME DEPOT INC 3.9% 06/15/47) | Long | Debt | US | $55K | 70K | 0.00 |
| HOME DEPOT INC REGD 4.20000000 (HOME DEPOT INC 4.2% 04/01/43) | Long | Debt | US | $21K | 25K | 0.00 |
| HOME DEPOT INC REGD 4.25000000 (HOME DEPOT INC 4.25% 04/01/46) | Long | Debt | US | $42K | 50K | 0.00 |
| HOME DEPOT INC REGD 4.40000000 (HOME DEPOT INC 4.4% 03/15/45) | Long | Debt | US | $21K | 25K | 0.00 |
| HOME DEPOT INC REGD 4.50000000 (HOME DEPOT INC 4.5% 12/06/48) | Long | Debt | US | $43K | 50K | 0.00 |
| HOME DEPOT INC REGD 4.87500000 (HOME DEPOT INC 4.875% 02/15/44) | Long | Debt | US | $23K | 25K | 0.00 |
| HOME DEPOT INC REGD 4.95000000 (HOME DEPOT INC 4.95% 09/15/52) | Long | Debt | US | $23K | 25K | 0.00 |
| HOME DEPOT INC REGD 5.95000000 (HOME DEPOT INC 5.95% 04/01/41) | Long | Debt | US | $53K | 50K | 0.00 |
| HONDA MOTOR CO LTD REGD 2.53400000 (HONDA MOTOR CO 2.534% 03/10/27) | Long | Debt | JP | $93K | 100K | 0.01 |
| HONEYWELL INTERNATIONAL REGD 1.10000000 (HONEYWELL INTERN 1.1% 03/01/27) | Long | Debt | US | $90K | 100K | 0.01 |
| HONEYWELL INTERNATIONAL REGD 2.50000000 (HONEYWELL INTERN 2.5% 11/01/26) | Long | Debt | US | $94K | 100K | 0.01 |
| HONEYWELL INTERNATIONAL REGD 2.80000000 (HONEYWELL INTERN 2.8% 06/01/50) | Long | Debt | US | $33K | 50K | 0.00 |
| HONEYWELL INTERNATIONAL REGD 3.81200000 (HONEYWELL INTE 3.812% 11/21/47) | Long | Debt | US | $20K | 25K | 0.00 |
| HONEYWELL INTERNATIONAL REGD 5.00000000 (HONEYWELL INTERNAT 5% 03/01/35) | Long | Debt | US | $532K | 540K | 0.03 |
| HONEYWELL INTERNATIONAL REGD 5.25000000 (HONEYWELL INTER 5.25% 03/01/54) | Long | Debt | US | $24K | 25K | 0.00 |
| HONEYWELL INTERNATIONAL REGD 5.35000000 (HONEYWELL INTER 5.35% 03/01/64) | Long | Debt | US | $24K | 25K | 0.00 |
| HOST HOTELS & RESORTS LP REGD SER J 2.90000000 (HOST HOTELS & RE 2.9% 12/15/31) | Long | Debt | US | $21K | 25K | 0.00 |
| HP ENTERPRISE CO REGD 5.25000000 (HP ENTERPRISE C 5.25% 07/01/28) | Long | Debt | US | $250K | 248K | 0.01 |
| HP INC REGD 4.75000000 (HP INC 4.75% 01/15/28) | Long | Debt | US | $25K | 25K | 0.00 |
| HP INC REGD 6.00000000 (HP INC 6% 09/15/41) | Long | Debt | US | $26K | 25K | 0.00 |
| HPS LOAN MANAGEMENT 15-2019 LTD SER 15A-19 CL A1R V/R REGD 144A P/P 6.64456000 (HLM 15A-19 A1R V/R 01/22/35) | Long | ABS-collateralized bond/debt obligation | JE | $280K | 280K | 0.02 |
| HSBC HOLDINGS PLC REGD 6.50000000 (HSBC HOLDINGS PL 6.5% 09/15/37) | Long | Debt | GB | $199K | 190K | 0.01 |
| HSBC HOLDINGS PLC REGD V/R 2.09900000 (HSBC HOLDINGS PLC V/R 06/04/26) | Long | Debt | GB | $660K | 685K | 0.04 |
| HSBC HOLDINGS PLC REGD V/R 3.97300000 (HSBC HOLDINGS PLC V/R 05/22/30) | Long | Debt | GB | $763K | 820K | 0.04 |
| HSBC HOLDINGS PLC REGD V/R 4.29200000 (HSBC HOLDINGS PLC V/R 09/12/26) | Long | Debt | GB | $196K | 200K | 0.01 |
| HSBC HOLDINGS PLC REGD V/R 4.58300000 (HSBC HOLDINGS PLC V/R 06/19/29) | Long | Debt | GB | $193K | 200K | 0.01 |
| HSBC HOLDINGS PLC REGD V/R 4.76200000 (HSBC HOLDINGS PLC V/R 03/29/33) | Long | Debt | GB | $203K | 220K | 0.01 |
| HSBC HOLDINGS PLC REGD V/R 6.33200000 (HSBC HOLDINGS PLC V/R 03/09/44) | Long | Debt | GB | $211K | 200K | 0.01 |
| HSBC USA INC REGD 5.29400000 (HSBC USA INC 5.294% 03/04/27) | Long | Debt | US | $200K | 200K | 0.01 |
| HUMANA INC REGD 1.35000000 (HUMANA INC 1.35% 02/03/27) | Long | Debt | US | $322K | 357K | 0.02 |
| HUMANA INC REGD 2.15000000 (HUMANA INC 2.15% 02/03/32) | Long | Debt | US | $40K | 50K | 0.00 |
| HUMANA INC REGD 3.95000000 (HUMANA INC 3.95% 03/15/27) | Long | Debt | US | $260K | 270K | 0.01 |
| HUMANA INC REGD 3.95000000 (HUMANA INC 3.95% 08/15/49) | Long | Debt | US | $19K | 25K | 0.00 |
| HUMANA INC REGD 4.50000000 (HUMANA INC 4.5% 04/01/25) | Long | Debt | US | $20K | 20K | 0.00 |
| HUMANA INC REGD 4.62500000 (HUMANA INC 4.625% 12/01/42) | Long | Debt | US | $59K | 70K | 0.00 |
| HUMANA INC REGD 4.95000000 (HUMANA INC 4.95% 10/01/44) | Long | Debt | US | $35K | 40K | 0.00 |
| HUMANA INC REGD 5.50000000 (HUMANA INC 5.5% 03/15/53) | Long | Debt | US | $23K | 25K | 0.00 |
| HUMANA INC REGD 5.87500000 (HUMANA INC 5.875% 03/01/33) | Long | Debt | US | $25K | 25K | 0.00 |
| HUMANA INC REGD 5.95000000 (HUMANA INC 5.95% 03/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| HUNGARY REGD 2.12500000 (HUNGARY 2.125% 09/22/31) | Long | Debt | HU | $157K | 200K | 0.01 |
| HUNTINGTON INGALLS INDUS REGD 2.04300000 (HUNTINGTON ING 2.043% 08/16/28) | Long | Debt | US | $120K | 137K | 0.01 |
| HUNTSMAN INTERNATIONAL L REGD 4.50000000 (HUNTSMAN INTERNA 4.5% 05/01/29) | Long | Debt | US | $24K | 25K | 0.00 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C SER 2023-C CL A3 REGD 5.54000000 (HART 2023-C A3 5.54% 05/17/27) | Long | ABS-collateralized bond/debt obligation | US | $356K | 354K | 0.02 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000 (HYUNDAI CAPITAL 5.3% 03/19/27) | Long | Debt | US | $503K | 505K | 0.03 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000 (HYUNDAI CAPITAL 5.65% 06/26/26) | Long | Debt | US | $2M | 2M | 0.08 |
| IBM CORP REGD 1.70000000 (IBM CORP 1.7% 05/15/27) | Long | Debt | US | $91K | 100K | 0.01 |
| IBM CORP REGD 2.95000000 (IBM CORP 2.95% 05/15/50) | Long | Debt | US | $63K | 100K | 0.00 |
| IBM CORP REGD 3.30000000 (IBM CORP 3.3% 01/27/27) | Long | Debt | US | $96K | 100K | 0.01 |
| IBM CORP REGD 4.00000000 (IBM CORP 4% 06/20/42) | Long | Debt | US | $81K | 100K | 0.00 |
| IBM CORP REGD 4.15000000 (IBM CORP 4.15% 05/15/39) | Long | Debt | US | $85K | 100K | 0.00 |
| IBM CORP REGD 4.25000000 (IBM CORP 4.25% 05/15/49) | Long | Debt | US | $81K | 100K | 0.00 |
| ICELAND BONDCO PLC /GBP/ REGD REG S 10.87500000 (ICELAND 10.875% 12/15/27/GBP/) | Long | Debt | GB | $827K | 620K | 0.05 |
| ILLINOIS ST REGD N/C B/E 5.10000000 (ILLINOIS ST 5.1% 06/01/33) | Long | Debt | US | $245K | 250K | 0.01 |
| IMPAC CMB TRUST SERIES 2007-A SER 2007-A CL A V/R REGD 144A P/P 5.93936000 (IMM 2007-A A V/R 05/25/37) | Long | ABS-collateralized bond/debt obligation | US | $36K | 39K | 0.00 |
| INDEPENDENCE PLAZA TRUST 2018-INDP SER 2018-INDP CL A REGD 144A P/P 3.76300000 (IPT 2018-INDP 3.763% 07/10/25) | Long | ABS-collateralized bond/debt obligation | US | $678K | 710K | 0.04 |
| INDIANAPOLIS PWR & LIGHT REGD 144A P/P 5.70000000 (INDIANAPOLIS PWR 5.7% 04/01/54) | Long | Debt | US | $645K | 660K | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR15 SER 2005-AR15 CL A2 V/R REGD 3.98704000 (INDX 2005-AR15 A V/R 09/25/35) | Long | ABS-collateralized bond/debt obligation | US | $19K | 23K | 0.00 |
| INSTAR LEASING III LLC SER 2021-1A CL A REGD 144A P/P 2.30000000 (INSTR 2021-1A A 2.3% 02/15/28) | Long | ABS-collateralized bond/debt obligation | US | $256K | 290K | 0.01 |
| INTEL CORP REGD 1.60000000 (INTEL CORP 1.6% 08/12/28) | Long | Debt | US | $322K | 370K | 0.02 |
| INTEL CORP REGD 2.60000000 (INTEL CORP 2.6% 05/19/26) | Long | Debt | US | $48K | 50K | 0.00 |
| INTEL CORP REGD 3.05000000 (INTEL CORP 3.05% 08/12/51) | Long | Debt | US | $145K | 230K | 0.01 |
| INTEL CORP REGD 3.25000000 (INTEL CORP 3.25% 11/15/49) | Long | Debt | US | $33K | 50K | 0.00 |
| INTEL CORP REGD 4.75000000 (INTEL CORP 4.75% 03/25/50) | Long | Debt | US | $180K | 210K | 0.01 |
| INTEL CORP REGD 4.90000000 (INTEL CORP 4.9% 08/05/52) | Long | Debt | US | $44K | 50K | 0.00 |
| INTEL CORP REGD 5.05000000 (INTEL CORP 5.05% 08/05/62) | Long | Debt | US | $95K | 108K | 0.01 |
| INTEL CORP REGD 5.12500000 (INTEL CORP 5.125% 02/10/30) | Long | Debt | US | $170K | 170K | 0.01 |
| INTEL CORP REGD 5.60000000 (INTEL CORP 5.6% 02/21/54) | Long | Debt | US | $24K | 25K | 0.00 |
| INTEL CORP REGD 5.70000000 (INTEL CORP 5.7% 02/10/53) | Long | Debt | US | $1M | 1M | 0.06 |
| INTEL CORP REGD 5.90000000 (INTEL CORP 5.9% 02/10/63) | Long | Debt | US | $63K | 64K | 0.00 |
| INTEL CORP REGD SER WI 3.73400000 (INTEL CORP 3.734% 12/08/47) | Long | Debt | US | $114K | 154K | 0.01 |
| INTELSAT SA/LUXEMBOURG 0.00000000 | Long | Equity-common | LU | $414K | 11K | 0.02 |
| INTER-AMERICAN DEVEL BK /INR/ REGD EMTN SER GMTN 7.35000000 (INTER-AMER 7.35% 10/06/30/INR/) | Long | Debt | US | $3M | 253M | 0.17 |
| INTER-AMERICAN DEVEL BK REGD 1.50000000 (INTER-AMERICAN D 1.5% 01/13/27) | Long | Debt | US | $184K | 200K | 0.01 |
| INTER-AMERICAN DEVEL BK REGD 2.00000000 (INTER-AMERICAN DEV 2% 07/23/26) | Long | Debt | US | $188K | 200K | 0.01 |
| INTER-AMERICAN DEVEL BK REGD 4.37500000 (INTER-AMERICAN 4.375% 02/01/27) | Long | Debt | US | $198K | 200K | 0.01 |
| INTERCONTINENTALEXCHANGE REGD 2.10000000 (INTERCONTINENTAL 2.1% 06/15/30) | Long | Debt | US | $11K | 13K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 2.65000000 (INTERCONTINENTA 2.65% 09/15/40) | Long | Debt | US | $17K | 25K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 3.00000000 (INTERCONTINENTALEX 3% 06/15/50) | Long | Debt | US | $33K | 50K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 3.00000000 (INTERCONTINENTALEX 3% 09/15/60) | Long | Debt | US | $30K | 50K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 4.00000000 (INTERCONTINENTALEX 4% 09/15/27) | Long | Debt | US | $48K | 50K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 4.25000000 (INTERCONTINENTA 4.25% 09/21/48) | Long | Debt | US | $21K | 25K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 4.35000000 (INTERCONTINENTA 4.35% 06/15/29) | Long | Debt | US | $48K | 50K | 0.00 |
| INTERCONTINENTALEXCHANGE REGD 4.60000000 (INTERCONTINENTAL 4.6% 03/15/33) | Long | Debt | US | $514K | 540K | 0.03 |
| INTERCONTINENTALEXCHANGE REGD 4.95000000 (INTERCONTINENTA 4.95% 06/15/52) | Long | Debt | US | $101K | 110K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.12500000 (IBRD 3.125% 06/15/27) | Long | Debt | US | $95K | 100K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.50000000 (IBRD 3.5% 07/12/28) | Long | Debt | US | $144K | 150K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.62500000 (IBRD 3.625% 09/21/29) | Long | Debt | US | $95K | 100K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.00000000 (IBRD 4% 07/25/30) | Long | Debt | US | $97K | 100K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 1.37500000 (IBRD 1.375% 04/20/28) | Long | Debt | US | $177K | 200K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 2.50000000 (IBRD 2.5% 11/22/27) | Long | Debt | US | $93K | 100K | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 3.12500000 (IBRD 3.125% 11/20/25) | Long | Debt | US | $194K | 200K | 0.01 |
| INTERNATIONAL PAPER CO REGD 4.35000000 (INTERNATIONAL P 4.35% 08/15/48) | Long | Debt | US | $20K | 25K | 0.00 |
| INTERNATIONAL PAPER CO REGD 4.80000000 (INTERNATIONAL PA 4.8% 06/15/44) | Long | Debt | US | $22K | 25K | 0.00 |
| INTERNATIONAL PAPER CO REGD 6.00000000 (INTERNATIONAL PAPE 6% 11/15/41) | Long | Debt | US | $25K | 25K | 0.00 |
| INTESA SANPAOLO SPA REGD P/P MTN 5.01700000 (INTESA SANPAOL 5.017% 06/26/24) | Long | Debt | IT | $200K | 200K | 0.01 |
| INTL FLAVOR & FRAGRANCES REGD 4.37500000 (INTL FLAVOR & 4.375% 06/01/47) | Long | Debt | US | $111K | 145K | 0.01 |
| INTL FLAVOR & FRAGRANCES REGD 5.00000000 (INTL FLAVOR & FRAG 5% 09/26/48) | Long | Debt | US | $85K | 100K | 0.00 |
| INTL FLAVOR & FRAGRANCES REGD P/P 3.46800000 (INTL FLAVOR & 3.468% 12/01/50) | Long | Debt | US | $85K | 130K | 0.00 |
| INTUIT INC REGD 1.35000000 (INTUIT INC 1.35% 07/15/27) | Long | Debt | US | $22K | 25K | 0.00 |
| INTUIT INC REGD 1.65000000 (INTUIT INC 1.65% 07/15/30) | Long | Debt | US | $21K | 25K | 0.00 |
| INTUIT INC REGD 5.12500000 (INTUIT INC 5.125% 09/15/28) | Long | Debt | US | $25K | 25K | 0.00 |
| INVITATION HOMES OP REGD 2.00000000 (INVITATION HOMES O 2% 08/15/31) | Long | Debt | US | $734K | 935K | 0.04 |
| INVITATION HOMES OP REGD 2.30000000 (INVITATION HOMES 2.3% 11/15/28) | Long | Debt | US | $655K | 746K | 0.04 |
| INVITATION HOMES OP REGD 4.15000000 (INVITATION HOME 4.15% 04/15/32) | Long | Debt | US | $23K | 25K | 0.00 |
| INVITATION HOMES OP REGD 5.50000000 (INVITATION HOMES 5.5% 08/15/33) | Long | Debt | US | $508K | 515K | 0.03 |
| IQVIA INC REGD SER WI 5.70000000 (IQVIA INC 5.7% 05/15/28) | Long | Debt | US | $583K | 580K | 0.03 |
| IRON MOUNTAIN INC REGD 144A P/P 4.50000000 (IRON MOUNTAIN IN 4.5% 02/15/31) | Long | Debt | US | $218K | 245K | 0.01 |
| IRS R10.2375PBRL-CDI 01/02/29 SBNYUS33 LONG | Derivative-interest rate | BR | $-651K | – | -0.04 | |
| IRS RSOFRP02.60 02/15/48 SBNYUS33 FLOAT | Derivative-interest rate | US | $989K | – | 0.06 | |
| IRS RSOFRP03.05 02/15/48 SBNYUS33 FLOAT | Derivative-interest rate | US | $1M | – | 0.06 | |
| IRS RSOFRP03.15 05/15/48 SBNYUS33 FLOAT | Derivative-interest rate | US | $841K | – | 0.05 | |
| IRS RSOFRP03.87 02/28/31 SBNYUS33 FLOAT | Derivative-interest rate | US | $599K | – | 0.03 | |
| IRS RSOFRP04.20 04/30/31 SBNYUS33XXX FLOAT | Derivative-interest rate | US | $-14K | – | -0.00 | |
| IVORY COAST REGD 144A P/P 8.25000000 (IVORY COAST 8.25% 01/30/37) | Long | Debt | CI | $488K | 500K | 0.03 |
| IXIS REAL ESTATE CAPITAL TRUST 2006-HE2 SER 2006-HE2 CL A3 V/R REGD 5.75936000 (IXIS 2006-HE2 A3 V/R 08/25/36) | Long | ABS-collateralized bond/debt obligation | US | $239K | 869K | 0.01 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2018-PHH CL F V/R REGD 144A P/P 8.67400000 (JPMCC 2018-PHH F V/R 06/15/20) | Long | ABS-collateralized bond/debt obligation | US | $29K | 2M | 0.00 |
| JACKSON FINANCIAL INC REGD SER WI 3.12500000 (JACKSON FINANC 3.125% 11/23/31) | Long | Debt | US | $21K | 25K | 0.00 |
| JBS USA HOLD/FOOD/LUX CO REGD 2.50000000 (JBS USA HOLD/FOO 2.5% 01/15/27) | Long | Debt | LU | $92K | 100K | 0.01 |
| JBS USA HOLD/FOOD/LUX CO REGD 3.00000000 (JBS USA HOLD/FOOD/ 3% 05/15/32) | Long | Debt | LU | $378K | 465K | 0.02 |
| JBS USA HOLD/FOOD/LUX CO REGD 4.37500000 (JBS USA HOLD/F 4.375% 02/02/52) | Long | Debt | LU | $37K | 50K | 0.00 |
| JBS USA HOLD/FOOD/LUX CO REGD 6.50000000 (JBS USA HOLD/FOO 6.5% 12/01/52) | Long | Debt | LU | $50K | 50K | 0.00 |
| JEFFERIES FIN GROUP INC REGD 4.15000000 (JEFFERIES FIN G 4.15% 01/23/30) | Long | Debt | US | $46K | 50K | 0.00 |
| JEFFERIES FIN GROUP INC REGD 4.85000000 (JEFFERIES FIN G 4.85% 01/15/27) | Long | Debt | US | $49K | 50K | 0.00 |
| JEFFERIES FIN GROUP INC REGD 5.87500000 (JEFFERIES FIN 5.875% 07/21/28) | Long | Debt | US | $50K | 50K | 0.00 |
| JERSEY CITY NJ MUNI UTILITIES REGD N/C B/E NATL 5.47000000 (JERSEY CITY NJ 5.47% 05/15/27) | Long | Debt | US | $312K | 310K | 0.02 |
| JM SMUCKER CO REGD 6.50000000 (JM SMUCKER CO 6.5% 11/15/53) | Long | Debt | US | $27K | 25K | 0.00 |
| JM SMUCKER CO REGD SER WI 4.25000000 (JM SMUCKER CO 4.25% 03/15/35) | Long | Debt | US | $22K | 25K | 0.00 |
| JOHN DEERE CAPITAL CORP REGD MTN 1.05000000 (JOHN DEERE CAPI 1.05% 06/17/26) | Long | Debt | US | $46K | 50K | 0.00 |
| JOHN DEERE CAPITAL CORP REGD MTN 1.70000000 (JOHN DEERE CAPIT 1.7% 01/11/27) | Long | Debt | US | $92K | 100K | 0.01 |
| JOHN DEERE CAPITAL CORP REGD MTN 1.75000000 (JOHN DEERE CAPI 1.75% 03/09/27) | Long | Debt | US | $92K | 100K | 0.01 |
| JOHN DEERE CAPITAL CORP REGD MTN 4.75000000 (JOHN DEERE CAPI 4.75% 06/08/26) | Long | Debt | US | $50K | 50K | 0.00 |
| JOHNSON & JOHNSON REGD 2.45000000 (JOHNSON & JOHNS 2.45% 09/01/60) | Long | Debt | US | $14K | 25K | 0.00 |
| JOHNSON & JOHNSON REGD 3.62500000 (JOHNSON & JOHN 3.625% 03/03/37) | Long | Debt | US | $397K | 460K | 0.02 |
| JOHNSON & JOHNSON REGD 3.70000000 (JOHNSON & JOHNSO 3.7% 03/01/46) | Long | Debt | US | $40K | 50K | 0.00 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL D V/R REGD 144A P/P 7.38148000 (JPMCC 2021-MHC D V/R 04/15/26) | Long | ABS-collateralized bond/debt obligation | US | $249K | 250K | 0.01 |
| JP MORGAN MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.50000000 (JPMMT 2018-3 A1 V/R 09/25/40) | Long | ABS-collateralized bond/debt obligation | US | $120K | 139K | 0.01 |
| JP MORGAN MORTGAGE TRUST 2018-5 SER 2018-5 CL A1 V/R REGD 144A P/P 3.50000000 (JPMMT 2018-5 A1 V/R 10/25/40) | Long | ABS-collateralized bond/debt obligation | US | $110K | 126K | 0.01 |
| JP MORGAN MORTGAGE TRUST 2019-6 SER 2019-6 CL B1 V/R REGD 144A P/P 4.27636100 (JPMMT 2019-6 B1 V/R 12/25/49) | Long | ABS-collateralized bond/debt obligation | US | $609K | 678K | 0.03 |
| JP MORGAN MORTGAGE TRUST 2021-13 SER 2021-13 CL A3 V/R REGD 144A P/P 2.50000000 (JPMMT 2021-13 A3 V/R 04/25/52) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.07 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUS SER 2014-C23 CL E V/R REGD 144A P/P 3.36400000 (JPMBB 2014-C23 E V/R 10/15/24) | Long | ABS-collateralized bond/debt obligation | US | $308K | 350K | 0.02 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 SER 2017-C5 CL B V/R REGD 4.00880000 (JPMDB 2017-C5 B V/R 02/15/27) | Long | ABS-collateralized bond/debt obligation | US | $286K | 340K | 0.02 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 SER 2017-C7 CL A5 REGD 3.40920000 (JPMDB 2017-C7 3.409% 08/15/27) | Long | ABS-collateralized bond/debt obligation | US | $176K | 190K | 0.01 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 SER 2018-C8 CL B REGD 4.52160000 (JPMDB 2018-C8 4.521% 05/15/28) | Long | ABS-collateralized bond/debt obligation | US | $114K | 130K | 0.01 |
| JPMORGAN CHASE & CO REGD 3.87500000 (JPMORGAN CHASE 3.875% 09/10/24) | Long | Debt | US | $269K | 270K | 0.02 |
| JPMORGAN CHASE & CO REGD 4.25000000 (JPMORGAN CHASE 4.25% 10/01/27) | Long | Debt | US | $205K | 210K | 0.01 |
| JPMORGAN CHASE & CO REGD 4.95000000 (JPMORGAN CHASE 4.95% 06/01/45) | Long | Debt | US | $587K | 630K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R 1.04500000 (JPMORGAN CHASE & V/R 11/19/26) | Long | Debt | US | $187K | 200K | 0.01 |
| JPMORGAN CHASE & CO REGD V/R 1.56100000 (JPMORGAN CHASE & V/R 12/10/25) | Long | Debt | US | $1M | 1M | 0.06 |
| JPMORGAN CHASE & CO REGD V/R 1.57800000 (JPMORGAN CHASE & V/R 04/22/27) | Long | Debt | US | $2M | 2M | 0.12 |
| JPMORGAN CHASE & CO REGD V/R 2.08300000 (JPMORGAN CHASE & V/R 04/22/26) | Long | Debt | US | $77K | 80K | 0.00 |
| JPMORGAN CHASE & CO REGD V/R 2.52200000 (JPMORGAN CHASE & V/R 04/22/31) | Long | Debt | US | $129K | 150K | 0.01 |
| JPMORGAN CHASE & CO REGD V/R 2.54500000 (JPMORGAN CHASE & V/R 11/08/32) | Long | Debt | US | $991K | 1M | 0.06 |
| JPMORGAN CHASE & CO REGD V/R 2.58000000 (JPMORGAN CHASE & V/R 04/22/32) | Long | Debt | US | $2M | 2M | 0.11 |
| JPMORGAN CHASE & CO REGD V/R 2.73900000 (JPMORGAN CHASE & V/R 10/15/30) | Long | Debt | US | $2M | 2M | 0.09 |
| JPMORGAN CHASE & CO REGD V/R 3.10900000 (JPMORGAN CHASE & V/R 04/22/51) | Long | Debt | US | $34K | 50K | 0.00 |
| JPMORGAN CHASE & CO REGD V/R 3.84500000 (JPMORGAN CHASE & V/R 06/14/25) | Long | Debt | US | $30K | 30K | 0.00 |
| JPMORGAN CHASE & CO REGD V/R 3.96400000 (JPMORGAN CHASE & V/R 11/15/48) | Long | Debt | US | $16K | 20K | 0.00 |
| JPMORGAN CHASE & CO REGD V/R 4.20300000 (JPMORGAN CHASE & V/R 07/23/29) | Long | Debt | US | $460K | 480K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R 4.45200000 (JPMORGAN CHASE & V/R 12/05/29) | Long | Debt | US | $1M | 1M | 0.06 |
| JPMORGAN CHASE & CO REGD V/R 4.56500000 (JPMORGAN CHASE & V/R 06/14/30) | Long | Debt | US | $2M | 2M | 0.11 |
| JPMORGAN CHASE & CO REGD V/R 5.01200000 (JPMORGAN CHASE & V/R 01/23/30) | Long | Debt | US | $2M | 2M | 0.12 |
| JPMORGAN CHASE & CO REGD V/R 5.29900000 (JPMORGAN CHASE & V/R 07/24/29) | Long | Debt | US | $53K | 53K | 0.00 |
| JPMORGAN CHASE & CO REGD V/R 5.35000000 (JPMORGAN CHASE & V/R 06/01/34) | Long | Debt | US | $2M | 2M | 0.10 |
| JPMORGAN CHASE & CO REGD V/R 6.07000000 (JPMORGAN CHASE & V/R 10/22/27) | Long | Debt | US | $471K | 464K | 0.03 |
| JPMORGAN CHASE & CO REGD V/R SER F2F 0.96900000 (JPMORGAN CHASE & V/R 06/23/25) | Long | Debt | US | $434K | 435K | 0.02 |
| JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000 (JPMORGAN CHASE & V/R 09/22/27) | Long | Debt | US | $512K | 560K | 0.03 |
| JPN BANK FOR INT'L COOP REGD 1.87500000 (JPN BANK FOR I 1.875% 07/21/26) | Long | Debt | JP | $187K | 200K | 0.01 |
| JPN BANK FOR INT'L COOP REGD 4.25000000 (JPN BANK FOR IN 4.25% 01/26/26) | Long | Debt | JP | $197K | 200K | 0.01 |
| JPN BANK FOR INT'L COOP REGD SER DTC 2.37500000 (JPN BANK FOR I 2.375% 04/20/26) | Long | Debt | JP | $190K | 200K | 0.01 |
| JPY/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $-240K | – | -0.01 | ||
| JUNIPER NETWORKS INC REGD 2.00000000 (JUNIPER NETWORKS I 2% 12/10/30) | Long | Debt | US | $50K | 63K | 0.00 |
| KAISER FOUNDATION HOSPIT REGD 4.87500000 (KAISER FOUNDAT 4.875% 04/01/42) | Long | Debt | US | $257K | 275K | 0.01 |
| KBC GROUP NV /EUR/ REGD V/R /PERP/ REG S 8.00000000 (KBC GROUP NV V/R /PERP//EUR/) | Long | Debt | BE | $928K | 800K | 0.05 |
| KEMPER CORP REGD 3.80000000 (KEMPER CORP 3.8% 02/23/32) | Long | Debt | US | $21K | 25K | 0.00 |
| KENVUE INC REGD 5.05000000 (KENVUE INC 5.05% 03/22/53) | Long | Debt | US | $47K | 50K | 0.00 |
| KENVUE INC REGD 5.20000000 (KENVUE INC 5.2% 03/22/63) | Long | Debt | US | $23K | 25K | 0.00 |
| KENVUE INC REGD SER WI 4.90000000 (KENVUE INC 4.9% 03/22/33) | Long | Debt | US | $530K | 540K | 0.03 |
| KEURIG DR PEPPER INC REGD 3.35000000 (KEURIG DR PEPPE 3.35% 03/15/51) | Long | Debt | US | $17K | 25K | 0.00 |
| KEURIG DR PEPPER INC REGD 3.80000000 (KEURIG DR PEPPER 3.8% 05/01/50) | Long | Debt | US | $19K | 25K | 0.00 |
| KEYSPAN GAS EAST CORP REGD 144A P/P 5.99400000 (KEYSPAN GAS EA 5.994% 03/06/33) | Long | Debt | US | $1M | 1M | 0.07 |
| KFW REGD 3.75000000 (KFW 3.75% 02/15/28) | Long | Debt | DE | $194K | 200K | 0.01 |
| KFW REGD 4.62500000 (KFW 4.625% 08/07/26) | Long | Debt | DE | $199K | 200K | 0.01 |
| KILROY REALTY LP REGD 2.65000000 (KILROY REALTY L 2.65% 11/15/33) | Long | Debt | US | $18K | 25K | 0.00 |
| KILROY REALTY LP REGD 4.25000000 (KILROY REALTY L 4.25% 08/15/29) | Long | Debt | US | $22K | 25K | 0.00 |
| KIMBERLY-CLARK CORP REGD 3.20000000 (KIMBERLY-CLARK C 3.2% 07/30/46) | Long | Debt | US | $18K | 25K | 0.00 |
| KIMCO REALTY OP LLC REGD 3.20000000 (KIMCO REALTY OP 3.2% 04/01/32) | Long | Debt | US | $21K | 25K | 0.00 |
| KIMCO REALTY OP LLC REGD 3.80000000 (KIMCO REALTY OP 3.8% 04/01/27) | Long | Debt | US | $24K | 25K | 0.00 |
| KIMCO REALTY OP LLC REGD 4.60000000 (KIMCO REALTY OP 4.6% 02/01/33) | Long | Debt | US | $23K | 25K | 0.00 |
| KINDER MORGAN INC REGD 3.25000000 (KINDER MORGAN I 3.25% 08/01/50) | Long | Debt | US | $35K | 55K | 0.00 |
| KINDER MORGAN INC REGD 3.60000000 (KINDER MORGAN IN 3.6% 02/15/51) | Long | Debt | US | $90K | 132K | 0.01 |
| KINDER MORGAN INC REGD 4.30000000 (KINDER MORGAN IN 4.3% 03/01/28) | Long | Debt | US | $281K | 290K | 0.02 |
| KINDER MORGAN INC REGD 5.00000000 (KINDER MORGAN INC 5% 02/01/29) | Long | Debt | US | $551K | 560K | 0.03 |
| KINDER MORGAN INC REGD 5.20000000 (KINDER MORGAN IN 5.2% 03/01/48) | Long | Debt | US | $22K | 25K | 0.00 |
| KINDER MORGAN INC REGD 5.45000000 (KINDER MORGAN I 5.45% 08/01/52) | Long | Debt | US | $23K | 25K | 0.00 |
| KINDER MORGAN INC REGD 5.55000000 (KINDER MORGAN I 5.55% 06/01/45) | Long | Debt | US | $47K | 50K | 0.00 |
| KINGS PARK CLO LTD SER 2021-1A CL A V/R REGD 144A P/P 6.71617000 (KINGP 2021-1A A V/R 01/21/35) | Long | ABS-collateralized bond/debt obligation | KY | $281K | 280K | 0.02 |
| KINROSS GOLD CORP REGD 6.25000000 (KINROSS GOLD CO 6.25% 07/15/33) | Long | Debt | CA | $26K | 25K | 0.00 |
| KKR GROUP FIN CO II REGD P/P 5.50000000 (KKR GROUP FIN CO 5.5% 02/01/43) | Long | Debt | US | $29K | 30K | 0.00 |
| KKR GROUP FINAN CO VIII REGD 144A P/P 3.50000000 (KKR GROUP FINAN 3.5% 08/25/50) | Long | Debt | US | $343K | 500K | 0.02 |
| KLA CORP REGD 4.10000000 (KLA CORP 4.1% 03/15/29) | Long | Debt | US | $249K | 258K | 0.01 |
| KLA CORP REGD 5.25000000 (KLA CORP 5.25% 07/15/62) | Long | Debt | US | $258K | 271K | 0.01 |
| KOHL'S CORPORATION REGD 4.62500000 (KOHL'S CORPORA 4.625% 05/01/31) | Long | Debt | US | $423K | 525K | 0.02 |
| KRAFT HEINZ FOODS CO REGD 3.00000000 (KRAFT HEINZ FOODS 3% 06/01/26) | Long | Debt | US | $10K | 10K | 0.00 |
| KRAFT HEINZ FOODS CO REGD 5.20000000 (KRAFT HEINZ FOOD 5.2% 07/15/45) | Long | Debt | US | $194K | 210K | 0.01 |
| KRAFT HEINZ FOODS CO REGD SER WI 4.25000000 (KRAFT HEINZ FOO 4.25% 03/01/31) | Long | Debt | US | $38K | 40K | 0.00 |
| KRAFT HEINZ FOODS CO REGD SER WI 4.37500000 (KRAFT HEINZ FO 4.375% 06/01/46) | Long | Debt | US | $61K | 75K | 0.00 |
| KRAFT HEINZ FOODS CO REGD SER WI 4.87500000 (KRAFT HEINZ FO 4.875% 10/01/49) | Long | Debt | US | $44K | 50K | 0.00 |
| KRAFT HEINZ FOODS CO REGD SER WI 5.00000000 (KRAFT HEINZ FOODS 5% 06/04/42) | Long | Debt | US | $27K | 30K | 0.00 |
| KRAFT HEINZ FOODS CO REGD SER WI 6.50000000 (KRAFT HEINZ FOOD 6.5% 02/09/40) | Long | Debt | US | $27K | 25K | 0.00 |
| KRAFT HEINZ FOODS CO REGD SER WI 6.87500000 (KRAFT HEINZ FO 6.875% 01/26/39) | Long | Debt | US | $28K | 25K | 0.00 |
| KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 6.50503000 (KREF 2021-FL2 A V/R 02/15/39) | Long | ABS-collateralized bond/debt obligation | KY | $872K | 888K | 0.05 |
| KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021 SER 2021-CHIP CL B REGD 144A P/P 2.86077000 (KREST 2021-CHI 2.86% 08/05/31) | Long | ABS-collateralized bond/debt obligation | US | $863K | 1M | 0.05 |
| KROGER CO REGD 3.87500000 (KROGER CO 3.875% 10/15/46) | Long | Debt | US | $19K | 25K | 0.00 |
| KROGER CO REGD 3.95000000 (KROGER CO 3.95% 01/15/50) | Long | Debt | US | $19K | 25K | 0.00 |
| KROGER CO REGD 4.45000000 (KROGER CO 4.45% 02/01/47) | Long | Debt | US | $21K | 25K | 0.00 |
| KYNDRYL HOLDINGS INC REGD SER WI 2.70000000 (KYNDRYL HOLDINGS 2.7% 10/15/28) | Long | Debt | US | $22K | 25K | 0.00 |
| L3HARRIS TECH INC REGD 3.85000000 (L3HARRIS TECH I 3.85% 12/15/26) | Long | Debt | US | $471K | 489K | 0.03 |
| L3HARRIS TECH INC REGD 4.40000000 (L3HARRIS TECH IN 4.4% 06/15/28) | Long | Debt | US | $319K | 330K | 0.02 |
| L3HARRIS TECH INC REGD 5.05400000 (L3HARRIS TECH 5.054% 04/27/45) | Long | Debt | US | $28K | 30K | 0.00 |
| L3HARRIS TECH INC REGD 5.40000000 (L3HARRIS TECH IN 5.4% 01/15/27) | Long | Debt | US | $389K | 388K | 0.02 |
| L3HARRIS TECH INC REGD 5.60000000 (L3HARRIS TECH IN 5.6% 07/31/53) | Long | Debt | US | $180K | 182K | 0.01 |
| L3HARRIS TECH INC REGD SER * 4.40000000 (L3HARRIS TECH IN 4.4% 06/15/28) | Long | Debt | US | $194K | 201K | 0.01 |
| LAM RESEARCH CORP REGD 3.12500000 (LAM RESEARCH C 3.125% 06/15/60) | Long | Debt | US | $16K | 25K | 0.00 |
| LAM RESEARCH CORP REGD 4.87500000 (LAM RESEARCH C 4.875% 03/15/49) | Long | Debt | US | $23K | 25K | 0.00 |
| LAQ 2023-LAQ MORTGAGE TRUST SER 2023-LAQ CL A V/R REGD 144A P/P 7.40842300 (LAQ 2023-LAQ A V/R 03/15/25) | Long | ABS-collateralized bond/debt obligation | US | $188K | 187K | 0.01 |
| LAS VEGAS SANDS CORP REGD 2.90000000 (LAS VEGAS SANDS 2.9% 06/25/25) | Long | Debt | US | $1M | 1M | 0.07 |
| LAS VEGAS SANDS CORP REGD 3.20000000 (LAS VEGAS SANDS 3.2% 08/08/24) | Long | Debt | US | $769K | 770K | 0.04 |
| LAS VEGAS SANDS CORP REGD 3.90000000 (LAS VEGAS SANDS 3.9% 08/08/29) | Long | Debt | US | $100K | 110K | 0.01 |
| LAS VEGAS SANDS CORP REGD 6.00000000 (LAS VEGAS SANDS CO 6% 08/15/29) | Long | Debt | US | $160K | 160K | 0.01 |
| LAS VEGAS SANDS CORP REGD 6.20000000 (LAS VEGAS SANDS 6.2% 08/15/34) | Long | Debt | US | $1M | 1M | 0.07 |
| LCM XIV LP SER 14A CL BR V/R REGD 144A P/P 7.16617000 (LCM 14A BR V/R 07/20/31) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 4.75000000 (LMAT 2021-GS2 A1 V/R 04/25/61) | Long | ABS-collateralized bond/debt obligation | US | $639K | 655K | 0.04 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 4.75000000 (LMAT 2021-GS3 A1 V/R 07/25/61) | Long | ABS-collateralized bond/debt obligation | US | $481K | 491K | 0.03 |
| LEHMAN BRTH HLD ESCROW IN DEFAULT 6.75000000 (LEHMAN BRTH HLD 6.75% 12/28/17) | Long | Debt | US | $0.07 | 650K | 0.00 |
| LEIDOS INC REGD SER WI 2.30000000 (LEIDOS INC 2.3% 02/15/31) | Long | Debt | US | $20K | 25K | 0.00 |
| LENNAR CORP REGD SER WI 4.75000000 (LENNAR CORP 4.75% 11/29/27) | Long | Debt | US | $128K | 130K | 0.01 |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 (LETRA TESOUR ZCP 07/01/24/BRL/) | Long | Debt | BR | $3M | 17M | 0.18 |
| LINCOLN NATIONAL CORP REGD 3.05000000 (LINCOLN NATIONA 3.05% 01/15/30) | Long | Debt | US | $22K | 25K | 0.00 |
| LINCOLN NATIONAL CORP REGD 3.62500000 (LINCOLN NATION 3.625% 12/12/26) | Long | Debt | US | $24K | 25K | 0.00 |
| LINCOLN NATIONAL CORP REGD 3.80000000 (LINCOLN NATIONAL 3.8% 03/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| LINCOLN NATIONAL CORP REGD 4.35000000 (LINCOLN NATIONA 4.35% 03/01/48) | Long | Debt | US | $381K | 500K | 0.02 |
| LINCOLN NATIONAL CORP REGD 5.85200000 (LINCOLN NATION 5.852% 03/15/34) | Long | Debt | US | $1M | 1M | 0.07 |
| LINDE INC/CT REGD 3.55000000 (LINDE INC/CT 3.55% 11/07/42) | Long | Debt | US | $20K | 25K | 0.00 |
| LLOYDS BANKING GROUP PLC REGD 3.75000000 (LLOYDS BANKING 3.75% 01/11/27) | Long | Debt | GB | $192K | 200K | 0.01 |
| LLOYDS BANKING GROUP PLC REGD 4.37500000 (LLOYDS BANKING 4.375% 03/22/28) | Long | Debt | GB | $193K | 200K | 0.01 |
| LLOYDS BANKING GROUP PLC REGD SER WI 4.58200000 (LLOYDS BANKING 4.582% 12/10/25) | Long | Debt | GB | $437K | 445K | 0.02 |
| LLOYDS BANKING GROUP PLC REGD V/R /PERP/ 6.75000000 (LLOYDS BANKING GROU V/R /PERP/) | Long | Debt | GB | $1M | 2M | 0.08 |
| LLOYDS BANKING GROUP PLC REGD V/R 4.71600000 (LLOYDS BANKING GR V/R 08/11/26) | Long | Debt | GB | $198K | 200K | 0.01 |
| LOCKHEED MARTIN CORP REGD 2.80000000 (LOCKHEED MARTIN 2.8% 06/15/50) | Long | Debt | US | $16K | 25K | 0.00 |
| LOCKHEED MARTIN CORP REGD 3.80000000 (LOCKHEED MARTIN 3.8% 03/01/45) | Long | Debt | US | $100K | 126K | 0.01 |
| LOCKHEED MARTIN CORP REGD 3.90000000 (LOCKHEED MARTIN 3.9% 06/15/32) | Long | Debt | US | $83K | 90K | 0.00 |
| LOCKHEED MARTIN CORP REGD 4.07000000 (LOCKHEED MARTIN 4.07% 12/15/42) | Long | Debt | US | $42K | 50K | 0.00 |
| LOCKHEED MARTIN CORP REGD 4.15000000 (LOCKHEED MARTIN 4.15% 06/15/53) | Long | Debt | US | $632K | 784K | 0.04 |
| LOCKHEED MARTIN CORP REGD 4.50000000 (LOCKHEED MARTIN 4.5% 05/15/36) | Long | Debt | US | $37K | 40K | 0.00 |
| LOCKHEED MARTIN CORP REGD 4.70000000 (LOCKHEED MARTIN 4.7% 05/15/46) | Long | Debt | US | $45K | 50K | 0.00 |
| LOCKHEED MARTIN CORP REGD 5.20000000 (LOCKHEED MARTIN 5.2% 02/15/64) | Long | Debt | US | $113K | 120K | 0.01 |
| LOCKHEED MARTIN CORP REGD 5.70000000 (LOCKHEED MARTIN 5.7% 11/15/54) | Long | Debt | US | $26K | 25K | 0.00 |
| LOCKHEED MARTIN CORP REGD SER WI 4.09000000 (LOCKHEED MARTIN 4.09% 09/15/52) | Long | Debt | US | $40K | 50K | 0.00 |
| LOEWS CORP REGD 3.20000000 (LOEWS CORP 3.2% 05/15/30) | Long | Debt | US | $22K | 25K | 0.00 |
| LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.57400000 (LOS ANGELES CA 6.574% 07/01/45) | Long | Debt | US | $226K | 205K | 0.01 |
| LOWE'S COS INC REGD 1.70000000 (LOWE'S COS INC 1.7% 10/15/30) | Long | Debt | US | $230K | 284K | 0.01 |
| LOWE'S COS INC REGD 2.50000000 (LOWE'S COS INC 2.5% 04/15/26) | Long | Debt | US | $190K | 200K | 0.01 |
| LOWE'S COS INC REGD 2.62500000 (LOWE'S COS INC 2.625% 04/01/31) | Long | Debt | US | $77K | 91K | 0.00 |
| LOWE'S COS INC REGD 3.00000000 (LOWE'S COS INC 3% 10/15/50) | Long | Debt | US | $31K | 50K | 0.00 |
| LOWE'S COS INC REGD 4.05000000 (LOWE'S COS INC 4.05% 05/03/47) | Long | Debt | US | $39K | 50K | 0.00 |
| LOWE'S COS INC REGD 4.25000000 (LOWE'S COS INC 4.25% 04/01/52) | Long | Debt | US | $20K | 25K | 0.00 |
| LOWE'S COS INC REGD 4.45000000 (LOWE'S COS INC 4.45% 04/01/62) | Long | Debt | US | $19K | 25K | 0.00 |
| LOWE'S COS INC REGD 4.50000000 (LOWE'S COS INC 4.5% 04/15/30) | Long | Debt | US | $68K | 70K | 0.00 |
| LOWE'S COS INC REGD 5.62500000 (LOWE'S COS INC 5.625% 04/15/53) | Long | Debt | US | $48K | 50K | 0.00 |
| LOWE'S COS INC REGD SER 10YR 3.65000000 (LOWE'S COS INC 3.65% 04/05/29) | Long | Debt | US | $754K | 805K | 0.04 |
| LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SER 2021-1 CL B REGD 144A P/P 3.43200000 (SOLRR 2021-1 3.432% 09/15/28) | Long | ABS-collateralized bond/debt obligation | IE | $210K | 238K | 0.01 |
| LYB INT FINANCE III REGD 3.62500000 (LYB INT FINANC 3.625% 04/01/51) | Long | Debt | US | $35K | 50K | 0.00 |
| LYB INT FINANCE III REGD 3.80000000 (LYB INT FINANCE 3.8% 10/01/60) | Long | Debt | US | $17K | 25K | 0.00 |
| LYB INT FINANCE III REGD 4.20000000 (LYB INT FINANCE 4.2% 05/01/50) | Long | Debt | US | $38K | 50K | 0.00 |
| LYB INT FINANCE III REGD 4.20000000 (LYB INT FINANCE 4.2% 10/15/49) | Long | Debt | US | $19K | 25K | 0.00 |
| LYB INTL FINANCE BV REGD 4.87500000 (LYB INTL FINAN 4.875% 03/15/44) | Long | Debt | NL | $22K | 25K | 0.00 |
| LYONDELLBASELL IND NV REGD 4.62500000 (LYONDELLBASELL 4.625% 02/26/55) | Long | Debt | US | $40K | 50K | 0.00 |
| MACQUARIE BANK LTD REGD V/R 144A P/P 3.05200000 (MACQUARIE BANK LT V/R 03/03/36) | Long | Debt | AU | $722K | 870K | 0.04 |
| MACY'S RETAIL HLDGS LLC REGD 144A P/P 5.87500000 (MACY'S RETAIL 5.875% 03/15/30) | Long | Debt | US | $783K | 820K | 0.04 |
| MALAYSIA GOVERNMENT /MYR/ REGD SER 0118 3.88200000 (MALAYSIA 3.882% 03/14/25/MYR/) | Long | Debt | MY | $1M | 6M | 0.08 |
| MANULIFE FINANCIAL CORP REGD 4.15000000 (MANULIFE FINANC 4.15% 03/04/26) | Long | Debt | CA | $25K | 25K | 0.00 |
| MANULIFE FINANCIAL CORP REGD 5.37500000 (MANULIFE FINAN 5.375% 03/04/46) | Long | Debt | CA | $24K | 25K | 0.00 |
| MAPS 2021-1 TRUST SER 2021-1A CL A REGD 144A P/P 2.52100000 (MAPSL 2021-1A 2.521% 06/15/28) | Long | ABS-collateralized bond/debt obligation | US | $282K | 317K | 0.02 |
| MARATHON PETROLEUM CORP REGD 6.50000000 (MARATHON PETROLE 6.5% 03/01/41) | Long | Debt | US | $26K | 25K | 0.00 |
| MARKEL GROUP INC REGD 3.35000000 (MARKEL GROUP IN 3.35% 09/17/29) | Long | Debt | US | $23K | 25K | 0.00 |
| MARKEL GROUP INC REGD 5.00000000 (MARKEL GROUP INC 5% 04/05/46) | Long | Debt | US | $22K | 25K | 0.00 |
| MARRIOTT INTERNATIONAL REGD 5.30000000 (MARRIOTT INTERNA 5.3% 05/15/34) | Long | Debt | US | $151K | 155K | 0.01 |
| MARS INC REGD 144A P/P 3.20000000 (MARS INC 3.2% 04/01/30) | Long | Debt | US | $209K | 230K | 0.01 |
| MARSH & MCLENNAN COS INC REGD 2.25000000 (MARSH & MCLENNA 2.25% 11/15/30) | Long | Debt | US | $456K | 540K | 0.03 |
| MARSH & MCLENNAN COS INC REGD 5.45000000 (MARSH & MCLENNA 5.45% 03/15/53) | Long | Debt | US | $24K | 25K | 0.00 |
| MARSH & MCLENNAN COS INC REGD 5.70000000 (MARSH & MCLENNAN 5.7% 09/15/53) | Long | Debt | US | $25K | 25K | 0.00 |
| MARTIN MARIETTA MATERIAL REGD 3.20000000 (MARTIN MARIETTA 3.2% 07/15/51) | Long | Debt | US | $17K | 25K | 0.00 |
| MARTIN MARIETTA MATERIAL REGD 4.25000000 (MARTIN MARIETTA 4.25% 12/15/47) | Long | Debt | US | $20K | 25K | 0.00 |
| MARVELL TECHNOLOGY INC REGD 5.75000000 (MARVELL TECHNOL 5.75% 02/15/29) | Long | Debt | US | $25K | 25K | 0.00 |
| MASTERCARD INC REGD 2.95000000 (MASTERCARD INC 2.95% 03/15/51) | Long | Debt | US | $17K | 25K | 0.00 |
| MASTERCARD INC REGD 3.65000000 (MASTERCARD INC 3.65% 06/01/49) | Long | Debt | US | $19K | 25K | 0.00 |
| MASTERCARD INC REGD 3.85000000 (MASTERCARD INC 3.85% 03/26/50) | Long | Debt | US | $63K | 80K | 0.00 |
| MATTEL INC REGD 144A P/P 5.87500000 (MATTEL INC 5.875% 12/15/27) | Long | Debt | US | $1M | 1M | 0.07 |
| MCDONALD'S CORP REGD 5.45000000 (MCDONALD'S CORP 5.45% 08/14/53) | Long | Debt | US | $24K | 25K | 0.00 |
| MCDONALD'S CORP REGD MTN 1.45000000 (MCDONALD'S CORP 1.45% 09/01/25) | Long | Debt | US | $29K | 30K | 0.00 |
| MCDONALD'S CORP REGD MTN 3.50000000 (MCDONALD'S CORP 3.5% 03/01/27) | Long | Debt | US | $125K | 130K | 0.01 |
| MCDONALD'S CORP REGD MTN 3.50000000 (MCDONALD'S CORP 3.5% 07/01/27) | Long | Debt | US | $57K | 60K | 0.00 |
| MCDONALD'S CORP REGD MTN 3.60000000 (MCDONALD'S CORP 3.6% 07/01/30) | Long | Debt | US | $92K | 100K | 0.01 |
| MCDONALD'S CORP REGD MTN 3.62500000 (MCDONALD'S COR 3.625% 09/01/49) | Long | Debt | US | $51K | 70K | 0.00 |
| MCDONALD'S CORP REGD MTN 3.70000000 (MCDONALD'S CORP 3.7% 01/30/26) | Long | Debt | US | $10K | 10K | 0.00 |
| MCDONALD'S CORP REGD MTN 3.80000000 (MCDONALD'S CORP 3.8% 04/01/28) | Long | Debt | US | $325K | 340K | 0.02 |
| MCDONALD'S CORP REGD MTN 4.20000000 (MCDONALD'S CORP 4.2% 04/01/50) | Long | Debt | US | $340K | 425K | 0.02 |
| MCDONALD'S CORP REGD MTN 4.45000000 (MCDONALD'S CORP 4.45% 03/01/47) | Long | Debt | US | $42K | 50K | 0.00 |
| MCDONALD'S CORP REGD MTN 4.45000000 (MCDONALD'S CORP 4.45% 09/01/48) | Long | Debt | US | $21K | 25K | 0.00 |
| MCDONALD'S CORP REGD MTN 4.87500000 (MCDONALD'S COR 4.875% 12/09/45) | Long | Debt | US | $45K | 50K | 0.00 |
| MCDONALD'S CORP REGD MTN 5.15000000 (MCDONALD'S CORP 5.15% 09/09/52) | Long | Debt | US | $23K | 25K | 0.00 |
| MCDONALD'S CORP REGD MTN 6.30000000 (MCDONALD'S COR 6.3% 03/01/38) | Long | Debt | US | $27K | 25K | 0.00 |
| MDC HOLDINGS INC REGD 6.00000000 (MDC HOLDINGS INC 6% 01/15/43) | Long | Debt | US | $35K | 35K | 0.00 |
| MED TRUST 2021-MDLN SER 2021-MDLN CL G V/R REGD 144A P/P 10.68148000 (MED 2021-MDLN G V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $1000K | 995K | 0.06 |
| MEDLINE BORROWER/MEDL CO REGD 144A P/P 6.25000000 (MEDLINE BORROWE 6.25% 04/01/29) | Long | Debt | US | $190K | 190K | 0.01 |
| MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.37500000 (MEDTRONIC 3.375% 10/15/34/EUR/) | Long | Debt | LU | $210K | 200K | 0.01 |
| MEDTRONIC INC REGD SER WI 4.37500000 (MEDTRONIC INC 4.375% 03/15/35) | Long | Debt | US | $47K | 50K | 0.00 |
| MEDTRONIC INC REGD SER WI 4.62500000 (MEDTRONIC INC 4.625% 03/15/45) | Long | Debt | US | $45K | 50K | 0.00 |
| MEGLOBAL BV REGD 144A P/P MTN 4.25000000 (MEGLOBAL BV 4.25% 11/03/26) | Long | Debt | NL | $577K | 600K | 0.03 |
| MELCO RESORTS FINANCE REGD 144A P/P 7.62500000 (MELCO RESORTS 7.625% 04/17/32) | Long | Debt | HK | $208K | 210K | 0.01 |
| MERCK & CO INC REGD 1.45000000 (MERCK & CO INC 1.45% 06/24/30) | Long | Debt | US | $155K | 190K | 0.01 |
| MERCK & CO INC REGD 2.45000000 (MERCK & CO INC 2.45% 06/24/50) | Long | Debt | US | $29K | 50K | 0.00 |
| MERCK & CO INC REGD 2.75000000 (MERCK & CO INC 2.75% 12/10/51) | Long | Debt | US | $242K | 390K | 0.01 |
| MERCK & CO INC REGD 2.90000000 (MERCK & CO INC 2.9% 12/10/61) | Long | Debt | US | $30K | 50K | 0.00 |
| MERCK & CO INC REGD 3.60000000 (MERCK & CO INC 3.6% 09/15/42) | Long | Debt | US | $20K | 25K | 0.00 |
| MERCK & CO INC REGD 3.70000000 (MERCK & CO INC 3.7% 02/10/45) | Long | Debt | US | $39K | 50K | 0.00 |
| MERCK & CO INC REGD 4.00000000 (MERCK & CO INC 4% 03/07/49) | Long | Debt | US | $40K | 50K | 0.00 |
| MERCK & CO INC REGD 4.15000000 (MERCK & CO INC 4.15% 05/18/43) | Long | Debt | US | $42K | 50K | 0.00 |
| MERCK & CO INC REGD 5.00000000 (MERCK & CO INC 5% 05/17/53) | Long | Debt | US | $47K | 50K | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES ML SER 2004-A3 CL 4A3 V/R REGD 5.95219200 (MLMI 2004-A3 4A3 V/R 05/25/34) | Long | ABS-collateralized bond/debt obligation | US | $7K | 8K | 0.00 |
| MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000 (MET LIFE GLOB F 5.15% 03/28/33) | Long | Debt | US | $2M | 2M | 0.09 |
| META PLATFORMS INC REGD SER WI 4.45000000 (META PLATFORMS 4.45% 08/15/52) | Long | Debt | US | $319K | 375K | 0.02 |
| META PLATFORMS INC REGD SER WI 4.65000000 (META PLATFORMS 4.65% 08/15/62) | Long | Debt | US | $184K | 215K | 0.01 |
| METLIFE INC REGD 4.05000000 (METLIFE INC 4.05% 03/01/45) | Long | Debt | US | $20K | 25K | 0.00 |
| METLIFE INC REGD 4.12500000 (METLIFE INC 4.125% 08/13/42) | Long | Debt | US | $21K | 25K | 0.00 |
| METLIFE INC REGD 4.72100000 (METLIFE INC 4.721% 12/15/44) | Long | Debt | US | $22K | 25K | 0.00 |
| METLIFE INC REGD 4.87500000 (METLIFE INC 4.875% 11/13/43) | Long | Debt | US | $23K | 25K | 0.00 |
| METLIFE INC REGD 5.00000000 (METLIFE INC 5% 07/15/52) | Long | Debt | US | $46K | 50K | 0.00 |
| METLIFE INC REGD 5.25000000 (METLIFE INC 5.25% 01/15/54) | Long | Debt | US | $24K | 25K | 0.00 |
| METLIFE INC REGD 5.37500000 (METLIFE INC 5.375% 07/15/33) | Long | Debt | US | $50K | 50K | 0.00 |
| METLIFE INC REGD 5.70000000 (METLIFE INC 5.7% 06/15/35) | Long | Debt | US | $26K | 25K | 0.00 |
| METLIFE INC REGD 6.37500000 (METLIFE INC 6.375% 06/15/34) | Long | Debt | US | $27K | 25K | 0.00 |
| METLIFE INC REGD 6.40000000 (METLIFE INC 6.4% 12/15/36) | Long | Debt | US | $647K | 640K | 0.04 |
| METLIFE INC REGD V/R /PERP/ SER G 3.85000000 (METLIFE INC V/R /PERP/) | Long | Debt | US | $1M | 2M | 0.08 |
| METRONET INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.23000000 (MNET 2024-1A A 6.23% 04/20/29) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.19 |
| METWEST LEHMAN SWAP RECEIVABLE IMPAIRED 0.00000000 | Long | Debt | US | $0 | 140K | – |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000 (MEX BONOS 7.75% 11/13/42/MXN/) | Long | Debt | MX | $10M | 204M | 0.56 |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000 (MEX BONOS 7.75% 11/23/34/MXN/) | Long | Debt | MX | $2M | 48M | 0.14 |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000 (MEX BONOS DES 8% 11/07/47/MXN/) | Long | Debt | MX | $4M | 84M | 0.23 |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000 (MEX BONOS D 8.5% 05/31/29/MXN/) | Long | Debt | MX | $1M | 23M | 0.07 |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 6.23244200 (MHC 2021-MHC A V/R 04/15/26) | Long | ABS-collateralized bond/debt obligation | US | $209K | 210K | 0.01 |
| MICHAEL KORS USA INC REGD 144A P/P 4.25000000 (MICHAEL KORS US 4.25% 11/01/24) | Long | Debt | US | $1M | 2M | 0.08 |
| MICHAELS COS INC/THE REGD 144A P/P 7.87500000 (MICHAELS COS I 7.875% 05/01/29) | Long | Debt | US | $204K | 300K | 0.01 |
| MICRON TECHNOLOGY INC REGD 4.18500000 (MICRON TECHNOL 4.185% 02/15/27) | Long | Debt | US | $49K | 50K | 0.00 |
| MICRON TECHNOLOGY INC REGD 4.66300000 (MICRON TECHNOL 4.663% 02/15/30) | Long | Debt | US | $24K | 25K | 0.00 |
| MICRON TECHNOLOGY INC REGD 4.97500000 (MICRON TECHNOL 4.975% 02/06/26) | Long | Debt | US | $25K | 25K | 0.00 |
| MICRON TECHNOLOGY INC REGD 5.37500000 (MICRON TECHNOL 5.375% 04/15/28) | Long | Debt | US | $25K | 25K | 0.00 |
| MICRON TECHNOLOGY INC REGD 5.87500000 (MICRON TECHNOL 5.875% 02/09/33) | Long | Debt | US | $102K | 100K | 0.01 |
| MICROSOFT CORP REGD 144A P/P 2.50000000 (MICROSOFT CORP 2.5% 09/15/50) | Long | Debt | US | $31K | 50K | 0.00 |
| MICROSOFT CORP REGD 2.52500000 (MICROSOFT CORP 2.525% 06/01/50) | Long | Debt | US | $98K | 157K | 0.01 |
| MICROSOFT CORP REGD 2.92100000 (MICROSOFT CORP 2.921% 03/17/52) | Long | Debt | US | $113K | 168K | 0.01 |
| MICROSOFT CORP REGD 3.04100000 (MICROSOFT CORP 3.041% 03/17/62) | Long | Debt | US | $92K | 142K | 0.01 |
| MICROSOFT CORP REGD 3.45000000 (MICROSOFT CORP 3.45% 08/08/36) | Long | Debt | US | $48K | 55K | 0.00 |
| MICROSOFT CORP REGD 4.50000000 (MICROSOFT CORP 4.5% 02/06/57) | Long | Debt | US | $45K | 50K | 0.00 |
| MID-AMERICA APARTMENTS REGD 5.00000000 (MID-AMERICA APARTM 5% 03/15/34) | Long | Debt | US | $24K | 25K | 0.00 |
| MIDAMERICAN ENERGY CO REGD 3.10000000 (MIDAMERICAN ENER 3.1% 05/01/27) | Long | Debt | US | $45K | 47K | 0.00 |
| MIDAMERICAN ENERGY CO REGD 5.30000000 (MIDAMERICAN ENER 5.3% 02/01/55) | Long | Debt | US | $158K | 167K | 0.01 |
| MIDAMERICAN ENERGY CO REGD 5.85000000 (MIDAMERICAN ENE 5.85% 09/15/54) | Long | Debt | US | $144K | 141K | 0.01 |
| MILEAGE PLUS HLDINGS LLC REGD 144A P/P 6.50000000 (MILEAGE PLUS HLD 6.5% 06/20/27) | Long | Debt | US | $2M | 2M | 0.09 |
| MIZUHO FINANCIAL GROUP REGD 2.83900000 (MIZUHO FINANCI 2.839% 09/13/26) | Long | Debt | JP | $189K | 200K | 0.01 |
| MMAF EQUIPMENT FINANCE LLC 2024-A SER 2024-A CL A4 REGD 144A P/P 5.10000000 (MMAF 2024-A A4 5.1% 07/13/49) | Long | ABS-collateralized bond/debt obligation | US | $526K | 530K | 0.03 |
| MODIVCARE ESCROW ISSUER REGD 144A P/P 5.00000000 (MODIVCARE ESCROW I 5% 10/01/29) | Long | Debt | US | $257K | 360K | 0.01 |
| MOLSON COORS BEVERAGE REGD 4.20000000 (MOLSON COORS BEV 4.2% 07/15/46) | Long | Debt | US | $40K | 50K | 0.00 |
| MONDELEZ INTERNATIONAL REGD 1.50000000 (MONDELEZ INTERNA 1.5% 05/04/25) | Long | Debt | US | $67K | 70K | 0.00 |
| MOODY'S CORPORATION REGD 2.00000000 (MOODY'S CORPORATIO 2% 08/19/31) | Long | Debt | US | $34K | 42K | 0.00 |
| MOODY'S CORPORATION REGD 4.25000000 (MOODY'S CORPORA 4.25% 02/01/29) | Long | Debt | US | $237K | 245K | 0.01 |
| MOSAIC CO REGD 4.87500000 (MOSAIC CO 4.875% 11/15/41) | Long | Debt | US | $22K | 25K | 0.00 |
| MOSAIC CO REGD 5.62500000 (MOSAIC CO 5.625% 11/15/43) | Long | Debt | US | $24K | 25K | 0.00 |
| MOSAIC SOLAR LOAN TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 3.71000000 (MSAIC 2021-1A 3.71% 02/20/26) | Long | ABS-collateralized bond/debt obligation | US | $155K | 181K | 0.01 |
| MOTOROLA SOLUTIONS INC REGD 2.75000000 (MOTOROLA SOLUTI 2.75% 05/24/31) | Long | Debt | US | $31K | 37K | 0.00 |
| MOTOROLA SOLUTIONS INC REGD 4.60000000 (MOTOROLA SOLUTIO 4.6% 05/23/29) | Long | Debt | US | $81K | 83K | 0.00 |
| MOTOROLA SOLUTIONS INC REGD 5.60000000 (MOTOROLA SOLUTIO 5.6% 06/01/32) | Long | Debt | US | $26K | 26K | 0.00 |
| MOUNT NITTANY MED CTR REGD SER 2022 3.79900000 (MOUNT NITTANY 3.799% 11/15/52) | Long | Debt | US | $67K | 88K | 0.00 |
| MPLX LP REGD 1.75000000 (MPLX LP 1.75% 03/01/26) | Long | Debt | US | $94K | 100K | 0.01 |
| MPLX LP REGD 4.12500000 (MPLX LP 4.125% 03/01/27) | Long | Debt | US | $97K | 100K | 0.01 |
| MPLX LP REGD 4.50000000 (MPLX LP 4.5% 04/15/38) | Long | Debt | US | $174K | 200K | 0.01 |
| MPLX LP REGD 4.70000000 (MPLX LP 4.7% 04/15/48) | Long | Debt | US | $273K | 330K | 0.02 |
| MPLX LP REGD 4.80000000 (MPLX LP 4.8% 02/15/29) | Long | Debt | US | $831K | 850K | 0.05 |
| MPLX LP REGD 4.95000000 (MPLX LP 4.95% 03/14/52) | Long | Debt | US | $42K | 50K | 0.00 |
| MPLX LP REGD 5.50000000 (MPLX LP 5.5% 02/15/49) | Long | Debt | US | $92K | 100K | 0.01 |
| MPLX LP REGD SER WI 4.87500000 (MPLX LP 4.875% 06/01/25) | Long | Debt | US | $10K | 10K | 0.00 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 SER 2023-2 CL A5 V/R REGD 6.01400000 (MSWF 2023-2 A5 V/R 11/15/33) | Long | ABS-collateralized bond/debt obligation | US | $767K | 730K | 0.04 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 SER 2023-2 CL XA V/R REGD 0.90714600 (MSWF 2023-2 XA V/R 12/15/56) | Long | ABS-collateralized bond/debt obligation | US | $245K | 4M | 0.01 |
| MVW OWNER TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 2.89000000 (MVWOT 2019-1A 2.89% 03/20/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| MXN/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $117K | – | 0.01 | ||
| MYR/USD FWD 20240628 STAR USD | Derivative-foreign exchange | $-945.48 | – | -0.00 | ||
| NASDAQ INC REGD 5.55000000 (NASDAQ INC 5.55% 02/15/34) | Long | Debt | US | $391K | 392K | 0.02 |
| NATIONAL AUSTRALIA BANK REGD V/R 144A P/P 3.34700000 (NATIONAL AUSTRALI V/R 01/12/37) | Long | Debt | AU | $1M | 2M | 0.08 |
| NATIONAL AUSTRALIA BK/NY REGD 3.37500000 (NATIONAL AUSTR 3.375% 01/14/26) | Long | Debt | US | $243K | 250K | 0.01 |
| NATIONAL RURAL UTIL COOP REGD 5.80000000 (NATIONAL RURAL U 5.8% 01/15/33) | Long | Debt | US | $2M | 2M | 0.09 |
| NATIONAL RURAL UTIL COOP REGD MTN SER GMTN 4.85000000 (NATIONAL RURAL 4.85% 02/07/29) | Long | Debt | US | $99K | 100K | 0.01 |
| NATIONAL SECS CLEARING REGD 144A P/P 1.50000000 (NATIONAL SECS CL 1.5% 04/23/25) | Long | Debt | US | $242K | 250K | 0.01 |
| NATIONWIDE BLDG SOCIETY REGD 144A P/P 4.85000000 (NATIONWIDE BLDG 4.85% 07/27/27) | Long | Debt | GB | $2M | 2M | 0.11 |
| NATIONWIDE CHILDREN HOSP REGD 4.55600000 (NATIONWIDE CHI 4.556% 11/01/52) | Long | Debt | US | $80K | 90K | 0.00 |
| NATL GAS TRANSMISSION /EUR/ REGD REG S EMTN 4.25000000 (NATL GAS T 4.25% 04/05/30/EUR/) | Long | Debt | GB | $285K | 260K | 0.02 |
| NATL LIFE INSURANCE-VRMT REGD V/R 144A P/P 5.25000000 (NATL LIFE INSURAN V/R 07/19/68) | Long | Debt | US | $416K | 500K | 0.02 |
| NATWEST GROUP PLC REGD 4.80000000 (NATWEST GROUP PL 4.8% 04/05/26) | Long | Debt | GB | $197K | 200K | 0.01 |
| NATWEST GROUP PLC REGD V/R 5.07600000 (NATWEST GROUP PLC V/R 01/27/30) | Long | Debt | GB | $392K | 400K | 0.02 |
| NATWEST GROUP PLC REGD V/R 5.77800000 (NATWEST GROUP PLC V/R 03/01/35) | Long | Debt | GB | $1M | 2M | 0.08 |
| NATWEST GROUP PLC REGD V/R 5.84700000 (NATWEST GROUP PLC V/R 03/02/27) | Long | Debt | GB | $201K | 200K | 0.01 |
| NATWEST MARKETS PLC REGD 144A P/P 1.60000000 (NATWEST MARKETS 1.6% 09/29/26) | Long | Debt | GB | $915K | 1M | 0.05 |
| NAVIENT STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A3 V/R 144A P/P 6.48822000 (NAVSL 2017-3A A3 V/R 09/25/29) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| NBC FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 6.75000000 (BUNDT 2024-1A 6.75% 07/30/31) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.13 |
| NCL CORPORATION LTD REGD 144A P/P 8.12500000 (NCL CORPORATIO 8.125% 01/15/29) | Long | Debt | US | $565K | 540K | 0.03 |
| NEIGHBORLY ISSUER 2023-1 SER 2023-1A CL A2 REGD 144A P/P 7.30800000 (NBLY 2023-1A 7.308% 01/30/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.11 |
| NELNET STUDENT LOAN TRUST 2006-1 SER 2006-1 CL A6 V/R 144A P/P 6.04107000 (NSLT 2006-1 A6 V/R 08/23/36) | Long | ABS-collateralized bond/debt obligation | US | $645K | 650K | 0.04 |
| NELNET STUDENT LOAN TRUST 2021-A SER 2021-A CL APT1 REGD 144A P/P 1.36000000 (NSLT 2021-A AP 1.36% 04/20/62) | Long | ABS-collateralized bond/debt obligation | US | $104K | 115K | 0.01 |
| NEUBERGER BERMAN CLO XX LTD SER 2015-20A CL ARR V/R REGD 144A P/P 6.75017000 (NEUB 2015-20A AR V/R 07/15/34) | Long | ABS-collateralized bond/debt obligation | KY | $251K | 250K | 0.01 |
| NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC SER 2021-1 CL B1 REGD 144A P/P 2.41000000 (USRE 2021-1 B1 2.41% 10/20/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 6.56100000 (NEW JERSEY ST 6.561% 12/15/40) | Long | Debt | US | $92K | 85K | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-4 SER 2016-4A CL A1 V/R REGD 144A P/P 3.75000000 (NRZT 2016-4A A1 V/R 11/25/56) | Long | ABS-collateralized bond/debt obligation | US | $102K | 111K | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000 (NRZT 2018-3A A1 V/R 05/25/58) | Long | ABS-collateralized bond/debt obligation | US | $145K | 152K | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 SER 2019-2A CL A1 V/R REGD 144A P/P 4.25000000 (NRZT 2019-2A A1 V/R 12/25/57) | Long | ABS-collateralized bond/debt obligation | US | $364K | 383K | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 SER 2019-6A CL A1B V/R REGD 144A P/P 3.50000000 (NRZT 2019-6A A1B V/R 09/25/59) | Long | ABS-collateralized bond/debt obligation | US | $373K | 404K | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 SER 2022-NQM4 CL A1 V/R REGD 144A P/P 5.00000000 (NRZT 2022-NQM4 A V/R 06/25/26) | Long | ABS-collateralized bond/debt obligation | US | $649K | 664K | 0.04 |
| NEW YORK NY REGD N/C B/E 5.26300000 (NEW YORK NY 5.263% 10/01/52) | Long | Debt | US | $101K | 100K | 0.01 |
| NEWMONT CORP REGD 2.60000000 (NEWMONT CORP 2.6% 07/15/32) | Long | Debt | US | $50K | 61K | 0.00 |
| NEWMONT CORP REGD SER * 5.87500000 (NEWMONT CORP 5.875% 04/01/35) | Long | Debt | US | $136K | 133K | 0.01 |
| NEXTERA ENERGY CAPITAL REGD 1.87500000 (NEXTERA ENERGY 1.875% 01/15/27) | Long | Debt | US | $229K | 250K | 0.01 |
| NEXTERA ENERGY CAPITAL REGD 4.95000000 (NEXTERA ENERGY 4.95% 01/29/26) | Long | Debt | US | $199K | 200K | 0.01 |
| NEXTERA ENERGY CAPITAL REGD 5.74900000 (NEXTERA ENERGY 5.749% 09/01/25) | Long | Debt | US | $286K | 285K | 0.02 |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2024-1A CL A2 REGD 144A P/P 5.12000000 (NFMOT 2024-1A 5.12% 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.17 |
| NIKE INC REGD 2.75000000 (NIKE INC 2.75% 03/27/27) | Long | Debt | US | $217K | 230K | 0.01 |
| NIKE INC REGD 2.85000000 (NIKE INC 2.85% 03/27/30) | Long | Debt | US | $125K | 140K | 0.01 |
| NIKE INC REGD 3.25000000 (NIKE INC 3.25% 03/27/40) | Long | Debt | US | $98K | 125K | 0.01 |
| NIKE INC REGD 3.37500000 (NIKE INC 3.375% 03/27/50) | Long | Debt | US | $195K | 270K | 0.01 |
| NIKE INC REGD 3.87500000 (NIKE INC 3.875% 11/01/45) | Long | Debt | US | $20K | 25K | 0.00 |
| NIPPON LIFE INSURANCE REGD V/R 144A P/P 2.90000000 (NIPPON LIFE INSUR V/R 09/16/51) | Long | Debt | JP | $619K | 750K | 0.03 |
| NISOURCE INC REGD 3.49000000 (NISOURCE INC 3.49% 05/15/27) | Long | Debt | US | $71K | 75K | 0.00 |
| NISOURCE INC REGD 3.60000000 (NISOURCE INC 3.6% 05/01/30) | Long | Debt | US | $139K | 153K | 0.01 |
| NISOURCE INC REGD 5.25000000 (NISOURCE INC 5.25% 03/30/28) | Long | Debt | US | $160K | 161K | 0.01 |
| NISSAN MOTOR CO REGD 144A P/P 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) | Long | Debt | JP | $581K | 600K | 0.03 |
| NISSAN MOTOR CO REGD 144A P/P 4.34500000 (NISSAN MOTOR C 4.345% 09/17/27) | Long | Debt | JP | $854K | 900K | 0.05 |
| NJ TRUST 2023-GSP SER 2023-GSP CL A V/R REGD 144A P/P 6.48075800 (NJ 2023-GSP A V/R 01/06/29) | Long | ABS-collateralized bond/debt obligation | US | $587K | 570K | 0.03 |
| NNN REIT INC REGD 3.10000000 (NNN REIT INC 3.1% 04/15/50) | Long | Debt | US | $78K | 124K | 0.00 |
| NNN REIT INC REGD 3.50000000 (NNN REIT INC 3.5% 04/15/51) | Long | Debt | US | $186K | 268K | 0.01 |
| NOK/USD FWD 20240719 STAR USD | Derivative-foreign exchange | $39K | – | 0.00 | ||
| NOKIA OYJ REGD 6.62500000 (NOKIA OYJ 6.625% 05/15/39) | Long | Debt | FI | $552K | 570K | 0.03 |
| NOMURA HOLDINGS INC REGD 1.65300000 (NOMURA HOLDING 1.653% 07/14/26) | Long | Debt | JP | $184K | 200K | 0.01 |
| NOMURA HOLDINGS INC REGD 6.07000000 (NOMURA HOLDINGS 6.07% 07/12/28) | Long | Debt | JP | $204K | 200K | 0.01 |
| NORFOLK SOUTHERN CORP REGD 2.30000000 (NORFOLK SOUTHERN 2.3% 05/15/31) | Long | Debt | US | $138K | 166K | 0.01 |
| NORFOLK SOUTHERN CORP REGD 2.55000000 (NORFOLK SOUTHER 2.55% 11/01/29) | Long | Debt | US | $128K | 146K | 0.01 |
| NORFOLK SOUTHERN CORP REGD SER WI 3.15500000 (NORFOLK SOUTHE 3.155% 05/15/55) | Long | Debt | US | $33K | 52K | 0.00 |
| NORFOLK SOUTHERN CORP REGD SER WI 3.94200000 (NORFOLK SOUTHE 3.942% 11/01/47) | Long | Debt | US | $146K | 188K | 0.01 |
| NORTHERN STATES PWR-MINN REGD 2.60000000 (NORTHERN STATES 2.6% 06/01/51) | Long | Debt | US | $130K | 218K | 0.01 |
| NORTHERN STATES PWR-MINN REGD 2.90000000 (NORTHERN STATES 2.9% 03/01/50) | Long | Debt | US | $135K | 211K | 0.01 |
| NORTHERN STATES PWR-MINN REGD 5.10000000 (NORTHERN STATES 5.1% 05/15/53) | Long | Debt | US | $150K | 162K | 0.01 |
| NORTHROP GRUMMAN CORP REGD 2.93000000 (NORTHROP GRUMMA 2.93% 01/15/25) | Long | Debt | US | $10K | 10K | 0.00 |
| NORTHROP GRUMMAN CORP REGD 3.25000000 (NORTHROP GRUMMA 3.25% 01/15/28) | Long | Debt | US | $676K | 720K | 0.04 |
| NORTHROP GRUMMAN CORP REGD 4.03000000 (NORTHROP GRUMMA 4.03% 10/15/47) | Long | Debt | US | $88K | 111K | 0.00 |
| NORTHROP GRUMMAN CORP REGD 4.70000000 (NORTHROP GRUMMAN 4.7% 03/15/33) | Long | Debt | US | $321K | 334K | 0.02 |
| NORTHROP GRUMMAN CORP REGD 4.75000000 (NORTHROP GRUMMA 4.75% 06/01/43) | Long | Debt | US | $57K | 64K | 0.00 |
| NORTHROP GRUMMAN CORP REGD 5.25000000 (NORTHROP GRUMMA 5.25% 05/01/50) | Long | Debt | US | $267K | 280K | 0.02 |
| NORTHWEST PIPELINE LLC REGD SER WI 4.00000000 (NORTHWEST PIPELINE 4% 04/01/27) | Long | Debt | US | $216K | 224K | 0.01 |
| NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.62500000 (NORTHWESTERN M 3.625% 09/30/59) | Long | Debt | US | $341K | 500K | 0.02 |
| NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000 (NOTA DO TESO 10% 01/01/29/BRL/) | Long | Debt | BR | $3M | 17M | 0.18 |
| NOVA ALEXANDRE III SAS /EUR/ REGD V/R 144A P/P 9.11400000 (NOVA ALEXAND V/R 07/15/29/EUR/) | Long | Debt | FR | $434K | 400K | 0.02 |
| NRTH 2024-PARK MORTGAGE TRUST SER 2024-PARK CL A V/R REGD 144A P/P 6.95807000 (NRTH 2024-PARK A V/R 03/15/29) | Long | ABS-collateralized bond/debt obligation | US | $682K | 680K | 0.04 |
| NUCOR CORP REGD 3.85000000 (NUCOR CORP 3.85% 04/01/52) | Long | Debt | US | $19K | 25K | 0.00 |
| NUCOR CORP REGD 6.40000000 (NUCOR CORP 6.4% 12/01/37) | Long | Debt | US | $27K | 25K | 0.00 |
| NUCOR CORP REGD SER WI 2.97900000 (NUCOR CORP 2.979% 12/15/55) | Long | Debt | US | $15K | 25K | 0.00 |
| NUTRIEN LTD REGD 3.95000000 (NUTRIEN LTD 3.95% 05/13/50) | Long | Debt | CA | $19K | 25K | 0.00 |
| NUTRIEN LTD REGD 4.90000000 (NUTRIEN LTD 4.9% 06/01/43) | Long | Debt | CA | $22K | 25K | 0.00 |
| NUTRIEN LTD REGD 5.00000000 (NUTRIEN LTD 5% 04/01/49) | Long | Debt | CA | $22K | 25K | 0.00 |
| NUTRIEN LTD REGD 5.62500000 (NUTRIEN LTD 5.625% 12/01/40) | Long | Debt | CA | $24K | 25K | 0.00 |
| NUTRIEN LTD REGD 5.80000000 (NUTRIEN LTD 5.8% 03/27/53) | Long | Debt | CA | $25K | 25K | 0.00 |
| NVIDIA CORP REGD 3.50000000 (NVIDIA CORP 3.5% 04/01/50) | Long | Debt | US | $389K | 510K | 0.02 |
| NVIDIA CORP REGD 3.50000000 (NVIDIA CORP 3.5% 04/01/40) | Long | Debt | US | $21K | 25K | 0.00 |
| NVIDIA CORP REGD 3.70000000 (NVIDIA CORP 3.7% 04/01/60) | Long | Debt | US | $120K | 160K | 0.01 |
| NXP BV/NXP FDG/NXP USA REGD 2.50000000 (NXP BV/NXP FDG/N 2.5% 05/11/31) | Long | Debt | NL | $247K | 296K | 0.01 |
| NXP BV/NXP FDG/NXP USA REGD 2.70000000 (NXP BV/NXP FDG/N 2.7% 05/01/25) | Long | Debt | NL | $88K | 90K | 0.00 |
| NXP BV/NXP FDG/NXP USA REGD 3.87500000 (NXP BV/NXP FDG 3.875% 06/18/26) | Long | Debt | NL | $48K | 50K | 0.00 |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL A1 REGD 144A P/P 1.85000000 (OAKIG 2020-1A 1.85% 11/20/25) | Long | ABS-collateralized bond/debt obligation | US | $319K | 342K | 0.02 |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL B1 REGD 144A P/P 5.11000000 (OAKIG 2020-1A 5.11% 11/20/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| OAKTREE CLO 2022-3 LTD SER 2022-3A CL A2 V/R REGD 144A P/P 7.62856000 (OAKCL 2022-3A A2 V/R 07/15/35) | Long | ABS-collateralized bond/debt obligation | KY | $251K | 250K | 0.01 |
| OBX 2022-NQM6 TRUST SER 2022-NQM6 CL A1 V/R REGD 144A P/P 4.70000000 (OBX 2022-NQM6 A1 V/R 06/25/62) | Long | ABS-collateralized bond/debt obligation | US | $196K | 201K | 0.01 |
| OBX 2022-NQM7 TRUST SER 2022-NQM7 CL A1 V/R REGD 144A P/P 5.11000000 (OBX 2022-NQM7 A1 V/R 08/25/26) | Long | ABS-collateralized bond/debt obligation | US | $370K | 377K | 0.02 |
| OBX 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 5.94871000 (OBX 2023-NQM3 A1 V/R 04/25/27) | Long | ABS-collateralized bond/debt obligation | US | $758K | 760K | 0.04 |
| OBX 2023-NQM7 TRUST SER 2023-NQM7 CL A1 V/R REGD 144A P/P 6.84400000 (OBX 2023-NQM7 A1 V/R 09/25/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| OBX 2024-NQM1 TRUST SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.92800000 (OBX 2024-NQM1 A1 V/R 12/25/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| OCCIDENTAL PETROLEUM COR REGD 3.40000000 (OCCIDENTAL PETRO 3.4% 04/15/26) | Long | Debt | US | $86K | 90K | 0.00 |
| OCCIDENTAL PETROLEUM COR REGD 4.10000000 (OCCIDENTAL PETRO 4.1% 02/15/47) | Long | Debt | US | $22K | 30K | 0.00 |
| OCCIDENTAL PETROLEUM COR REGD 4.20000000 (OCCIDENTAL PETRO 4.2% 03/15/48) | Long | Debt | US | $521K | 690K | 0.03 |
| OCCIDENTAL PETROLEUM COR REGD 4.62500000 (OCCIDENTAL PET 4.625% 06/15/45) | Long | Debt | US | $71K | 90K | 0.00 |
| OCCIDENTAL PETROLEUM COR REGD 5.55000000 (OCCIDENTAL PETR 5.55% 03/15/26) | Long | Debt | US | $740K | 740K | 0.04 |
| OCCIDENTAL PETROLEUM COR REGD 6.20000000 (OCCIDENTAL PETRO 6.2% 03/15/40) | Long | Debt | US | $25K | 25K | 0.00 |
| OCCIDENTAL PETROLEUM COR REGD 6.45000000 (OCCIDENTAL PETR 6.45% 09/15/36) | Long | Debt | US | $52K | 50K | 0.00 |
| OCCIDENTAL PETROLEUM COR REGD 6.60000000 (OCCIDENTAL PETRO 6.6% 03/15/46) | Long | Debt | US | $52K | 50K | 0.00 |
| OCCIDENTAL PETROLEUM COR REGD 6.95000000 (OCCIDENTAL PETR 6.95% 07/01/24) | Long | Debt | US | $94K | 94K | 0.01 |
| OCCIDENTAL PETROLEUM COR REGD 7.50000000 (OCCIDENTAL PETRO 7.5% 05/01/31) | Long | Debt | US | $154K | 140K | 0.01 |
| OCCIDENTAL PETROLEUM COR REGD 7.87500000 (OCCIDENTAL PET 7.875% 09/15/31) | Long | Debt | US | $84K | 75K | 0.00 |
| OCI NV REGD 144A P/P 6.70000000 (OCI NV 6.7% 03/16/33) | Long | Debt | NL | $2M | 2M | 0.09 |
| OCTANE RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.66000000 (OCTL 2024-1A B 5.66% 06/20/27) | Long | ABS-collateralized bond/debt obligation | US | $931K | 933K | 0.05 |
| OFFICE CHERIFIEN DES PHO REGD 144A P/P 3.75000000 (OFFICE CHERIFIE 3.75% 06/23/31) | Long | Debt | MA | $169K | 200K | 0.01 |
| OFFICE CHERIFIEN DES PHO REGD 144A P/P 5.12500000 (OFFICE CHERIFI 5.125% 06/23/51) | Long | Debt | MA | $297K | 400K | 0.02 |
| OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.75000000 (OFFICE CHERIFIE 6.75% 05/02/34) | Long | Debt | MA | $737K | 730K | 0.04 |
| OFFICE CHERIFIEN DES PHO REGD P/P 4.50000000 (OFFICE CHERIFIEN 4.5% 10/22/25) | Long | Debt | MA | $196K | 200K | 0.01 |
| OHIO POWER COMPANY REGD 4.00000000 (OHIO POWER COMPANY 4% 06/01/49) | Long | Debt | US | $50K | 66K | 0.00 |
| OHIO POWER COMPANY REGD 5.00000000 (OHIO POWER COMPANY 5% 06/01/33) | Long | Debt | US | $86K | 89K | 0.00 |
| OHIO POWER COMPANY REGD SER P 2.60000000 (OHIO POWER COMPA 2.6% 04/01/30) | Long | Debt | US | $98K | 113K | 0.01 |
| OHIO POWER COMPANY REGD SER R 2.90000000 (OHIO POWER COMPA 2.9% 10/01/51) | Long | Debt | US | $73K | 118K | 0.00 |
| OLD REPUBLIC INTL CORP REGD 3.85000000 (OLD REPUBLIC IN 3.85% 06/11/51) | Long | Debt | US | $18K | 25K | 0.00 |
| OMAN GOV INTERNTL BOND REGD REG S 5.62500000 (OMAN GOV INTER 5.625% 01/17/28) | Long | Debt | OM | $199K | 200K | 0.01 |
| OMAN GOV INTERNTL BOND REGD REG S 6.75000000 (OMAN GOV INTERN 6.75% 01/17/48) | Long | Debt | OM | $707K | 700K | 0.04 |
| OMEGA HLTHCARE INVESTORS REGD 3.37500000 (OMEGA HLTHCARE 3.375% 02/01/31) | Long | Debt | US | $425K | 500K | 0.02 |
| OMEGA HLTHCARE INVESTORS REGD 3.62500000 (OMEGA HLTHCARE 3.625% 10/01/29) | Long | Debt | US | $1M | 2M | 0.08 |
| OMEGA HLTHCARE INVESTORS REGD 4.75000000 (OMEGA HLTHCARE 4.75% 01/15/28) | Long | Debt | US | $24K | 25K | 0.00 |
| OMNICOM GP/OMNICOM CAP REGD 3.60000000 (OMNICOM GP/OMNIC 3.6% 04/15/26) | Long | Debt | US | $75K | 77K | 0.00 |
| ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 6.38148000 (ONYP 2020-1NYP A V/R 01/15/23) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.18 |
| ONEOK INC NEW REGD 3.95000000 (ONEOK INC NEW 3.95% 03/01/50) | Long | Debt | US | $36K | 50K | 0.00 |
| ONEOK INC NEW REGD 4.85000000 (ONEOK INC NEW 4.85% 02/01/49) | Long | Debt | US | $21K | 25K | 0.00 |
| ONEOK INC REGD 4.50000000 (ONEOK INC 4.5% 03/15/50) | Long | Debt | US | $20K | 25K | 0.00 |
| ONEOK INC REGD 5.00000000 (ONEOK INC 5% 03/01/26) | Long | Debt | US | $198K | 200K | 0.01 |
| ONEOK INC REGD 5.15000000 (ONEOK INC 5.15% 10/15/43) | Long | Debt | US | $22K | 25K | 0.00 |
| ONEOK INC REGD 5.20000000 (ONEOK INC 5.2% 07/15/48) | Long | Debt | US | $88K | 100K | 0.00 |
| ONEOK INC REGD 5.55000000 (ONEOK INC 5.55% 11/01/26) | Long | Debt | US | $120K | 120K | 0.01 |
| ONEOK INC REGD 5.80000000 (ONEOK INC 5.8% 11/01/30) | Long | Debt | US | $203K | 200K | 0.01 |
| ONEOK INC REGD 6.05000000 (ONEOK INC 6.05% 09/01/33) | Long | Debt | US | $424K | 415K | 0.02 |
| ONEOK INC REGD 6.62500000 (ONEOK INC 6.625% 09/01/53) | Long | Debt | US | $486K | 455K | 0.03 |
| ONSLOW BAY MORTGAGE LOAN TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.95700000 (OBX 2021-NQM4 A1 V/R 10/25/61) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.11 |
| ONTARIO (PROVINCE OF) REGD 2.50000000 (ONTARIO (PROVINC 2.5% 04/27/26) | Long | Debt | CA | $191K | 200K | 0.01 |
| ONTARIO (PROVINCE OF) REGD 3.10000000 (ONTARIO (PROVINC 3.1% 05/19/27) | Long | Debt | CA | $190K | 200K | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL M1 V/R REGD 6.21936000 (OOMLT 2004-3 M1 V/R 11/25/34) | Long | ABS-collateralized bond/debt obligation | US | $132K | 134K | 0.01 |
| ORACLE CORP REGD 1.65000000 (ORACLE CORP 1.65% 03/25/26) | Long | Debt | US | $1M | 1M | 0.06 |
| ORACLE CORP REGD 2.65000000 (ORACLE CORP 2.65% 07/15/26) | Long | Debt | US | $94K | 100K | 0.01 |
| ORACLE CORP REGD 2.87500000 (ORACLE CORP 2.875% 03/25/31) | Long | Debt | US | $515K | 600K | 0.03 |
| ORACLE CORP REGD 3.60000000 (ORACLE CORP 3.6% 04/01/50) | Long | Debt | US | $151K | 218K | 0.01 |
| ORACLE CORP REGD 3.80000000 (ORACLE CORP 3.8% 11/15/37) | Long | Debt | US | $393K | 479K | 0.02 |
| ORACLE CORP REGD 3.85000000 (ORACLE CORP 3.85% 07/15/36) | Long | Debt | US | $224K | 267K | 0.01 |
| ORACLE CORP REGD 3.85000000 (ORACLE CORP 3.85% 04/01/60) | Long | Debt | US | $68K | 100K | 0.00 |
| ORACLE CORP REGD 3.95000000 (ORACLE CORP 3.95% 03/25/51) | Long | Debt | US | $1M | 2M | 0.07 |
| ORACLE CORP REGD 4.00000000 (ORACLE CORP 4% 11/15/47) | Long | Debt | US | $69K | 91K | 0.00 |
| ORACLE CORP REGD 4.00000000 (ORACLE CORP 4% 07/15/46) | Long | Debt | US | $58K | 76K | 0.00 |
| ORACLE CORP REGD 4.30000000 (ORACLE CORP 4.3% 07/08/34) | Long | Debt | US | $215K | 238K | 0.01 |
| ORACLE CORP REGD 4.37500000 (ORACLE CORP 4.375% 05/15/55) | Long | Debt | US | $43K | 55K | 0.00 |
| ORACLE CORP REGD 4.65000000 (ORACLE CORP 4.65% 05/06/30) | Long | Debt | US | $58K | 60K | 0.00 |
| ORACLE CORP REGD 5.37500000 (ORACLE CORP 5.375% 07/15/40) | Long | Debt | US | $83K | 88K | 0.00 |
| ORACLE CORP REGD 6.25000000 (ORACLE CORP 6.25% 11/09/32) | Long | Debt | US | $48K | 46K | 0.00 |
| ORACLE CORP REGD 6.50000000 (ORACLE CORP 6.5% 04/15/38) | Long | Debt | US | $101K | 95K | 0.01 |
| ORBIA ADVANCE CORP SAB REGD 144A P/P 1.87500000 (ORBIA ADVANCE 1.875% 05/11/26) | Long | Debt | MX | $251K | 270K | 0.01 |
| ORBIA ADVANCE CORP SAB REGD 144A P/P 2.87500000 (ORBIA ADVANCE 2.875% 05/11/31) | Long | Debt | MX | $212K | 260K | 0.01 |
| OTIS WORLDWIDE CORP REGD 5.25000000 (OTIS WORLDWIDE 5.25% 08/16/28) | Long | Debt | US | $29K | 29K | 0.00 |
| OTIS WORLDWIDE CORP REGD SER WI 2.05600000 (OTIS WORLDWIDE 2.056% 04/05/25) | Long | Debt | US | $78K | 80K | 0.00 |
| OTIS WORLDWIDE CORP REGD SER WI 2.56500000 (OTIS WORLDWIDE 2.565% 02/15/30) | Long | Debt | US | $183K | 210K | 0.01 |
| OVINTIV INC REGD 6.25000000 (OVINTIV INC 6.25% 07/15/33) | Long | Debt | US | $181K | 177K | 0.01 |
| OWENS CORNING REGD 4.40000000 (OWENS CORNING 4.4% 01/30/48) | Long | Debt | US | $20K | 25K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 2.50000000 (PACIFIC GAS & EL 2.5% 02/01/31) | Long | Debt | US | $73K | 89K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 3.30000000 (PACIFIC GAS & EL 3.3% 08/01/40) | Long | Debt | US | $107K | 150K | 0.01 |
| PACIFIC GAS & ELECTRIC REGD 3.50000000 (PACIFIC GAS & EL 3.5% 08/01/50) | Long | Debt | US | $59K | 90K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 4.50000000 (PACIFIC GAS & EL 4.5% 07/01/40) | Long | Debt | US | $83K | 100K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 4.95000000 (PACIFIC GAS & E 4.95% 06/08/25) | Long | Debt | US | $416K | 420K | 0.02 |
| PACIFIC GAS & ELECTRIC REGD 4.95000000 (PACIFIC GAS & E 4.95% 07/01/50) | Long | Debt | US | $42K | 50K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 5.45000000 (PACIFIC GAS & E 5.45% 06/15/27) | Long | Debt | US | $499K | 500K | 0.03 |
| PACIFIC GAS & ELECTRIC REGD 6.15000000 (PACIFIC GAS & E 6.15% 01/15/33) | Long | Debt | US | $139K | 136K | 0.01 |
| PACIFIC GAS & ELECTRIC REGD 6.40000000 (PACIFIC GAS & EL 6.4% 06/15/33) | Long | Debt | US | $186K | 179K | 0.01 |
| PACIFIC GAS & ELECTRIC REGD 6.70000000 (PACIFIC GAS & EL 6.7% 04/01/53) | Long | Debt | US | $58K | 55K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 6.95000000 (PACIFIC GAS & E 6.95% 03/15/34) | Long | Debt | US | $227K | 211K | 0.01 |
| PACKAGING CORP OF AMERIC REGD 3.05000000 (PACKAGING CORP 3.05% 10/01/51) | Long | Debt | US | $16K | 25K | 0.00 |
| PACKAGING CORP OF AMERIC REGD 5.70000000 (PACKAGING CORP O 5.7% 12/01/33) | Long | Debt | US | $25K | 25K | 0.00 |
| PALMER SQUARE CLO 2014-1 LTD SER 2014-1A CL A1R2 V/R REGD 144A P/P 6.70868000 (PLMRS 2014-1A A1 V/R 01/17/31) | Long | ABS-collateralized bond/debt obligation | KY | $286K | 285K | 0.02 |
| PARAMOUNT GLOBAL REGD 4.60000000 (PARAMOUNT GLOBAL 4.6% 01/15/45) | Long | Debt | US | $34K | 50K | 0.00 |
| PARAMOUNT GLOBAL REGD 4.90000000 (PARAMOUNT GLOBAL 4.9% 08/15/44) | Long | Debt | US | $24K | 34K | 0.00 |
| PARAMOUNT GLOBAL REGD 4.95000000 (PARAMOUNT GLOBA 4.95% 05/19/50) | Long | Debt | US | $35K | 48K | 0.00 |
| PARAMOUNT GLOBAL REGD 5.25000000 (PARAMOUNT GLOBA 5.25% 04/01/44) | Long | Debt | US | $32K | 43K | 0.00 |
| PARAMOUNT GLOBAL REGD 5.85000000 (PARAMOUNT GLOBA 5.85% 09/01/43) | Long | Debt | US | $116K | 142K | 0.01 |
| PARKER-HANNIFIN CORP REGD 4.00000000 (PARKER-HANNIFIN CO 4% 06/14/49) | Long | Debt | US | $20K | 25K | 0.00 |
| PARTNERRE FINANCE B LLC REGD V/R 4.50000000 (PARTNERRE FINANCE V/R 10/01/50) | Long | Debt | US | $909K | 1M | 0.05 |
| PAYPAL HOLDINGS INC REGD 1.65000000 (PAYPAL HOLDINGS 1.65% 06/01/25) | Long | Debt | US | $10K | 10K | 0.00 |
| PAYPAL HOLDINGS INC REGD 2.30000000 (PAYPAL HOLDINGS 2.3% 06/01/30) | Long | Debt | US | $162K | 190K | 0.01 |
| PAYPAL HOLDINGS INC REGD 2.65000000 (PAYPAL HOLDINGS 2.65% 10/01/26) | Long | Debt | US | $24K | 25K | 0.00 |
| PAYPAL HOLDINGS INC REGD 2.85000000 (PAYPAL HOLDINGS 2.85% 10/01/29) | Long | Debt | US | $45K | 50K | 0.00 |
| PAYPAL HOLDINGS INC REGD 3.25000000 (PAYPAL HOLDINGS 3.25% 06/01/50) | Long | Debt | US | $17K | 25K | 0.00 |
| PAYPAL HOLDINGS INC REGD 5.05000000 (PAYPAL HOLDINGS 5.05% 06/01/52) | Long | Debt | US | $23K | 25K | 0.00 |
| PECO ENERGY CO REGD 3.05000000 (PECO ENERGY CO 3.05% 03/15/51) | Long | Debt | US | $95K | 146K | 0.01 |
| PECO ENERGY CO REGD 4.37500000 (PECO ENERGY CO 4.375% 08/15/52) | Long | Debt | US | $75K | 91K | 0.00 |
| PECO ENERGY CO REGD 4.60000000 (PECO ENERGY CO 4.6% 05/15/52) | Long | Debt | US | $151K | 174K | 0.01 |
| PEPSICO INC REGD 1.62500000 (PEPSICO INC 1.625% 05/01/30) | Long | Debt | US | $125K | 150K | 0.01 |
| PEPSICO INC REGD 2.37500000 (PEPSICO INC 2.375% 10/06/26) | Long | Debt | US | $94K | 100K | 0.01 |
| PEPSICO INC REGD 2.62500000 (PEPSICO INC 2.625% 03/19/27) | Long | Debt | US | $113K | 120K | 0.01 |
| PEPSICO INC REGD 2.75000000 (PEPSICO INC 2.75% 10/21/51) | Long | Debt | US | $32K | 50K | 0.00 |
| PEPSICO INC REGD 2.87500000 (PEPSICO INC 2.875% 10/15/49) | Long | Debt | US | $56K | 85K | 0.00 |
| PEPSICO INC REGD 3.62500000 (PEPSICO INC 3.625% 03/19/50) | Long | Debt | US | $19K | 25K | 0.00 |
| PEPSICO INC REGD 4.20000000 (PEPSICO INC 4.2% 07/18/52) | Long | Debt | US | $21K | 25K | 0.00 |
| PEPSICO INC REGD 4.45000000 (PEPSICO INC 4.45% 04/14/46) | Long | Debt | US | $22K | 25K | 0.00 |
| PETROBRAS GLOBAL FINANCE REGD 5.75000000 (PETROBRAS GLOBA 5.75% 02/01/29) | Long | Debt | NL | $2M | 2M | 0.10 |
| PETROLEOS MEXICANOS REGD 6.62500000 (PETROLEOS MEXI 6.625% 06/15/35) | Long | Debt | MX | $90K | 117K | 0.01 |
| PETROLEOS MEXICANOS REGD MTN 6.75000000 (PETROLEOS MEXIC 6.75% 09/21/47) | Long | Debt | MX | $313K | 465K | 0.02 |
| PETROLEOS MEXICANOS REGD SER WI 6.35000000 (PETROLEOS MEXIC 6.35% 02/12/48) | Long | Debt | MX | $44K | 68K | 0.00 |
| PETSMART INC/PETSMART FI REGD 144A P/P 4.75000000 (PETSMART INC/PE 4.75% 02/15/28) | Long | Debt | US | $446K | 480K | 0.03 |
| PFIZER INC REGD 1.70000000 (PFIZER INC 1.7% 05/28/30) | Long | Debt | US | $116K | 140K | 0.01 |
| PFIZER INC REGD 2.62500000 (PFIZER INC 2.625% 04/01/30) | Long | Debt | US | $141K | 160K | 0.01 |
| PFIZER INVESTMENT ENTER REGD 4.45000000 (PFIZER INVESTME 4.45% 05/19/26) | Long | Debt | SG | $197K | 200K | 0.01 |
| PFIZER INVESTMENT ENTER REGD 4.75000000 (PFIZER INVESTME 4.75% 05/19/33) | Long | Debt | SG | $402K | 416K | 0.02 |
| PFIZER INVESTMENT ENTER REGD 5.30000000 (PFIZER INVESTMEN 5.3% 05/19/53) | Long | Debt | SG | $2M | 2M | 0.11 |
| PFIZER INVESTMENT ENTER REGD 5.34000000 (PFIZER INVESTME 5.34% 05/19/63) | Long | Debt | SG | $148K | 158K | 0.01 |
| PHILIP MORRIS INTL INC REGD 0.87500000 (PHILIP MORRIS 0.875% 05/01/26) | Long | Debt | US | $92K | 100K | 0.01 |
| PHILIP MORRIS INTL INC REGD 2.10000000 (PHILIP MORRIS IN 2.1% 05/01/30) | Long | Debt | US | $177K | 210K | 0.01 |
| PHILIP MORRIS INTL INC REGD 3.87500000 (PHILIP MORRIS 3.875% 08/21/42) | Long | Debt | US | $20K | 25K | 0.00 |
| PHILIP MORRIS INTL INC REGD 4.12500000 (PHILIP MORRIS 4.125% 03/04/43) | Long | Debt | US | $20K | 25K | 0.00 |
| PHILIP MORRIS INTL INC REGD 4.25000000 (PHILIP MORRIS I 4.25% 11/10/44) | Long | Debt | US | $20K | 25K | 0.00 |
| PHILIP MORRIS INTL INC REGD 4.50000000 (PHILIP MORRIS IN 4.5% 03/20/42) | Long | Debt | US | $51K | 60K | 0.00 |
| PHILIP MORRIS INTL INC REGD 4.75000000 (PHILIP MORRIS I 4.75% 02/12/27) | Long | Debt | US | $99K | 100K | 0.01 |
| PHILIP MORRIS INTL INC REGD 4.87500000 (PHILIP MORRIS 4.875% 02/13/29) | Long | Debt | US | $177K | 180K | 0.01 |
| PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 11/17/27) | Long | Debt | US | $233K | 234K | 0.01 |
| PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 02/13/31) | Long | Debt | US | $39K | 40K | 0.00 |
| PHILIP MORRIS INTL INC REGD 5.25000000 (PHILIP MORRIS I 5.25% 02/13/34) | Long | Debt | US | $1M | 1M | 0.08 |
| PIEDMONT NATURAL GAS CO REGD 2.50000000 (PIEDMONT NATURAL 2.5% 03/15/31) | Long | Debt | US | $80K | 96K | 0.00 |
| PIEDMONT NATURAL GAS CO REGD 3.50000000 (PIEDMONT NATURAL 3.5% 06/01/29) | Long | Debt | US | $83K | 90K | 0.00 |
| PIEDMONT OPERATING PARTN REGD 2.75000000 (PIEDMONT OPERAT 2.75% 04/01/32) | Long | Debt | US | $900K | 1M | 0.05 |
| PIONEER NATURAL RESOURCE REGD 1.12500000 (PIONEER NATURA 1.125% 01/15/26) | Long | Debt | US | $28K | 30K | 0.00 |
| PIONEER NATURAL RESOURCE REGD 1.90000000 (PIONEER NATURAL 1.9% 08/15/30) | Long | Debt | US | $42K | 50K | 0.00 |
| PIONEER NATURAL RESOURCE REGD 2.15000000 (PIONEER NATURAL 2.15% 01/15/31) | Long | Debt | US | $277K | 330K | 0.02 |
| PIONEER NATURAL RESOURCE REGD 5.10000000 (PIONEER NATURAL 5.1% 03/29/26) | Long | Debt | US | $102K | 102K | 0.01 |
| PLAINS ALL AMER PIPELINE REGD 4.50000000 (PLAINS ALL AMER 4.5% 12/15/26) | Long | Debt | US | $244K | 250K | 0.01 |
| PMT CREDIT RISK TRANSFER TRUST 2019-2R SER 2019-2R CL A V/R REGD 144A P/P 9.19286000 (PMTCR 2019-2R A V/R 05/30/25) | Long | ABS-collateralized bond/debt obligation | US | $231K | 231K | 0.01 |
| PMT CREDIT RISK TRANSFER TRUST 2019-3R SER 2019-3R CL A V/R REGD 144A P/P 9.13881000 (PMTCR 2019-3R A V/R 11/27/31) | Long | ABS-collateralized bond/debt obligation | US | $123K | 123K | 0.01 |
| PNC FINANCIAL SERVICES REGD 2.60000000 (PNC FINANCIAL SE 2.6% 07/23/26) | Long | Debt | US | $95K | 100K | 0.01 |
| PNC FINANCIAL SERVICES REGD V/R 4.75800000 (PNC FINANCIAL SER V/R 01/26/27) | Long | Debt | US | $99K | 100K | 0.01 |
| PNC FINANCIAL SERVICES REGD V/R 5.58200000 (PNC FINANCIAL SER V/R 06/12/29) | Long | Debt | US | $422K | 420K | 0.02 |
| PNC FINANCIAL SERVICES REGD V/R 5.81200000 (PNC FINANCIAL SER V/R 06/12/26) | Long | Debt | US | $30K | 30K | 0.00 |
| PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 5.07200000 (PORT AUTH OF N 5.072% 07/15/53) | Long | Debt | US | $144K | 150K | 0.01 |
| PRESBYTERIAN HEALTHC SER REGD 4.87500000 (PRESBYTERIAN H 4.875% 08/01/52) | Long | Debt | US | $85K | 90K | 0.00 |
| PRET 2022-RN2 LLC SER 2022-RN2 CL A1 S/UP REGD 144A P/P 5.00000000 (PRET 2022-RN2 A S/UP 06/25/52) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| PRIME 06-DR1 2A1 5.5% 5/25/35 5.50000000 | Long | ABS-collateralized bond/debt obligation | US | $372K | 414K | 0.02 |
| PRINCIPAL FINANCIAL GRP REGD 2.12500000 (PRINCIPAL FINA 2.125% 06/15/30) | Long | Debt | US | $21K | 25K | 0.00 |
| PRINCIPAL FINANCIAL GRP REGD 3.70000000 (PRINCIPAL FINANC 3.7% 05/15/29) | Long | Debt | US | $23K | 25K | 0.00 |
| PRINCIPAL FINANCIAL GRP REGD 5.37500000 (PRINCIPAL FINA 5.375% 03/15/33) | Long | Debt | US | $25K | 25K | 0.00 |
| PRINCIPAL FINANCIAL GRP REGD 5.50000000 (PRINCIPAL FINANC 5.5% 03/15/53) | Long | Debt | US | $24K | 25K | 0.00 |
| PRKCM 2022-AFC2 TRUST SER 2022-AFC2 CL M1 V/R REGD 144A P/P 6.21014100 (PRKCM 2022-AFC2 V/R 08/25/57) | Long | ABS-collateralized bond/debt obligation | US | $751K | 770K | 0.04 |
| PRKCM 2023-AFC1 TRUST SER 2023-AFC1 CL A1 V/R REGD 144A P/P 6.59800000 (PRKCM 2023-AFC1 V/R 02/25/27) | Long | ABS-collateralized bond/debt obligation | US | $674K | 671K | 0.04 |
| PROCTER & GAMBLE CO/THE REGD 3.00000000 (PROCTER & GAMBLE C 3% 03/25/30) | Long | Debt | US | $73K | 80K | 0.00 |
| PROCTER & GAMBLE CO/THE REGD 3.60000000 (PROCTER & GAMBLE 3.6% 03/25/50) | Long | Debt | US | $20K | 25K | 0.00 |
| PROGRESSIVE CORP REGD 3.00000000 (PROGRESSIVE CORP 3% 03/15/32) | Long | Debt | US | $43K | 50K | 0.00 |
| PROGRESSIVE CORP REGD 3.20000000 (PROGRESSIVE CORP 3.2% 03/26/30) | Long | Debt | US | $23K | 25K | 0.00 |
| PROGRESSIVE CORP REGD 3.70000000 (PROGRESSIVE CORP 3.7% 03/15/52) | Long | Debt | US | $19K | 25K | 0.00 |
| PROGRESSIVE CORP REGD 3.95000000 (PROGRESSIVE COR 3.95% 03/26/50) | Long | Debt | US | $20K | 25K | 0.00 |
| PROGRESSIVE CORP REGD 4.20000000 (PROGRESSIVE CORP 4.2% 03/15/48) | Long | Debt | US | $21K | 25K | 0.00 |
| PROGRESSIVE CORP REGD 4.95000000 (PROGRESSIVE COR 4.95% 06/15/33) | Long | Debt | US | $25K | 25K | 0.00 |
| PROLOGIS EURO FINANCE /EUR/ REGD EMTN 4.25000000 (PROLOGIS E 4.25% 01/31/43/EUR/) | Long | Debt | US | $424K | 400K | 0.02 |
| PROLOGIS LP REGD 2.25000000 (PROLOGIS LP 2.25% 04/15/30) | Long | Debt | US | $253K | 297K | 0.01 |
| PROLOGIS LP REGD 4.62500000 (PROLOGIS LP 4.625% 01/15/33) | Long | Debt | US | $24K | 25K | 0.00 |
| PROLOGIS LP REGD 4.87500000 (PROLOGIS LP 4.875% 06/15/28) | Long | Debt | US | $25K | 25K | 0.00 |
| PROLOGIS LP REGD 5.00000000 (PROLOGIS LP 5% 03/15/34) | Long | Debt | US | $24K | 25K | 0.00 |
| PROLOGIS LP REGD 5.12500000 (PROLOGIS LP 5.125% 01/15/34) | Long | Debt | US | $25K | 25K | 0.00 |
| PROLOGIS LP REGD 5.25000000 (PROLOGIS LP 5.25% 06/15/53) | Long | Debt | US | $24K | 25K | 0.00 |
| PROSUS NV REGD 144A P/P 4.98700000 (PROSUS NV 4.987% 01/19/52) | Long | Debt | NL | $1M | 2M | 0.06 |
| PROSUS NV REGD 144A P/P MTN 3.06100000 (PROSUS NV 3.061% 07/13/31) | Long | Debt | NL | $1M | 1M | 0.06 |
| PROVINCIA DE BUENOS AIRE REGD S/UP 144A P/P MTN 6.37500000 (PROVINCIA DE BUE S/UP 09/01/37) | Long | Debt | AR | $110K | 247K | 0.01 |
| PROVINCIA DE BUENOS AIRE REGD S/UP REG S EMTN 6.37500000 (PROVINCIA DE BUE S/UP 09/01/37) | Long | Debt | AR | $791K | 2M | 0.04 |
| PRPM 2024-RCF1 LLC SER 2024-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 (PRPM 2024-RCF1 A V/R 01/25/28) | Long | ABS-collateralized bond/debt obligation | US | $314K | 328K | 0.02 |
| PRPM LLC SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000 (PRPM 2022-NQM1 A V/R 09/25/26) | Long | ABS-collateralized bond/debt obligation | US | $823K | 832K | 0.05 |
| PRUDENTIAL FINANCIAL INC REGD MTN 2.10000000 (PRUDENTIAL FINAN 2.1% 03/10/30) | Long | Debt | US | $21K | 25K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD MTN 3.00000000 (PRUDENTIAL FINANCI 3% 03/10/40) | Long | Debt | US | $18K | 25K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD MTN 3.70000000 (PRUDENTIAL FINAN 3.7% 03/13/51) | Long | Debt | US | $73K | 100K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD MTN 3.87800000 (PRUDENTIAL FIN 3.878% 03/27/28) | Long | Debt | US | $24K | 25K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD MTN 4.35000000 (PRUDENTIAL FINA 4.35% 02/25/50) | Long | Debt | US | $41K | 50K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD MTN SER MTNB 5.75000000 (PRUDENTIAL FINA 5.75% 07/15/33) | Long | Debt | US | $52K | 50K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD SER WI 3.90500000 (PRUDENTIAL FIN 3.905% 12/07/47) | Long | Debt | US | $38K | 50K | 0.00 |
| PRUDENTIAL FINANCIAL INC REGD SER WI 3.93500000 (PRUDENTIAL FIN 3.935% 12/07/49) | Long | Debt | US | $19K | 25K | 0.00 |
| PUB SVC NEW HAMP REGD 5.15000000 (PUB SVC NEW HAM 5.15% 01/15/53) | Long | Debt | US | $188K | 202K | 0.01 |
| PUBLIC SERVICE ELECTRIC REGD MTN 3.20000000 (PUBLIC SERVICE E 3.2% 05/15/29) | Long | Debt | US | $183K | 199K | 0.01 |
| PUBLIC SERVICE ELECTRIC REGD MTN 4.90000000 (PUBLIC SERVICE E 4.9% 12/15/32) | Long | Debt | US | $180K | 185K | 0.01 |
| PUBLIC STORAGE OP CO REGD 1.85000000 (PUBLIC STORAGE 1.85% 05/01/28) | Long | Debt | US | $22K | 25K | 0.00 |
| PUBLIC STORAGE OP CO REGD 2.25000000 (PUBLIC STORAGE 2.25% 11/09/31) | Long | Debt | US | $20K | 25K | 0.00 |
| PUBLIC STORAGE OP CO REGD 3.38500000 (PUBLIC STORAGE 3.385% 05/01/29) | Long | Debt | US | $23K | 25K | 0.00 |
| PUBLIC STORAGE OP CO REGD 5.10000000 (PUBLIC STORAGE O 5.1% 08/01/33) | Long | Debt | US | $25K | 25K | 0.00 |
| QDOBA FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 8.50000000 (QDOBA 2023-1A A 8.5% 09/14/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.18 |
| QUALCOMM INC REGD 2.15000000 (QUALCOMM INC 2.15% 05/20/30) | Long | Debt | US | $21K | 25K | 0.00 |
| QUALCOMM INC REGD 3.25000000 (QUALCOMM INC 3.25% 05/20/50) | Long | Debt | US | $18K | 25K | 0.00 |
| QUALCOMM INC REGD 4.30000000 (QUALCOMM INC 4.3% 05/20/47) | Long | Debt | US | $43K | 50K | 0.00 |
| QUALCOMM INC REGD 4.50000000 (QUALCOMM INC 4.5% 05/20/52) | Long | Debt | US | $21K | 25K | 0.00 |
| QUALCOMM INC REGD 4.80000000 (QUALCOMM INC 4.8% 05/20/45) | Long | Debt | US | $23K | 25K | 0.00 |
| QUALCOMM INC REGD 6.00000000 (QUALCOMM INC 6% 05/20/53) | Long | Debt | US | $27K | 25K | 0.00 |
| QUEENS HEALTH SYSTEMS REGD 4.81000000 (QUEENS HEALTH S 4.81% 07/01/52) | Long | Debt | US | $102K | 110K | 0.01 |
| RAD CLO 22 LTD SER 2023-22A CL A1 V/R REGD 144A P/P 7.20238000 (RAD 2023-22A A1 V/R 01/20/37) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.07 |
| RADIAN GROUP INC REGD 4.87500000 (RADIAN GROUP I 4.875% 03/15/27) | Long | Debt | US | $24K | 25K | 0.00 |
| RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S 7.37500000 (RAIFFEISEN B V/R 12/20/32/EUR/) | Long | Debt | AT | $681K | 600K | 0.04 |
| RANGE RESOURCES CORP REGD 4.87500000 (RANGE RESOURCE 4.875% 05/15/25) | Long | Debt | US | $50K | 50K | 0.00 |
| READY CAPITAL MORTGAGE FINANCING 20 SER 2021-FL7 CL A V/R REGD 144A P/P 6.63936000 (RCMT 2021-FL7 A V/R 09/25/26) | Long | ABS-collateralized bond/debt obligation | US | $733K | 737K | 0.04 |
| REALTY INCOME CORP /EUR/ REGD 5.12500000 (REALTY IN 5.125% 07/06/34/EUR/) | Long | Debt | US | $313K | 270K | 0.02 |
| REALTY INCOME CORP REGD 3.10000000 (REALTY INCOME CO 3.1% 12/15/29) | Long | Debt | US | $51K | 57K | 0.00 |
| REALTY INCOME CORP REGD 3.25000000 (REALTY INCOME C 3.25% 01/15/31) | Long | Debt | US | $65K | 74K | 0.00 |
| REALTY INCOME CORP REGD 5.12500000 (REALTY INCOME 5.125% 02/15/34) | Long | Debt | US | $1M | 1M | 0.06 |
| REGATTA XII FUNDING LTD SER 2019-1A CL BR V/R REGD 144A P/P 7.19017000 (REG12 2019-1A BR V/R 10/15/32) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.06 |
| REGENCY CENTERS LP REGD 3.60000000 (REGENCY CENTERS 3.6% 02/01/27) | Long | Debt | US | $24K | 25K | 0.00 |
| REGENCY CENTERS LP REGD 5.25000000 (REGENCY CENTERS 5.25% 01/15/34) | Long | Debt | US | $24K | 25K | 0.00 |
| REINSURANCE GRP OF AMER REGD 6.00000000 (REINSURANCE GRP OF 6% 09/15/33) | Long | Debt | US | $25K | 25K | 0.00 |
| RELIANCE INC REGD 2.15000000 (RELIANCE INC 2.15% 08/15/30) | Long | Debt | US | $21K | 25K | 0.00 |
| RELIANCE INDUSTRIES LTD REGD 144A P/P 3.62500000 (RELIANCE INDUS 3.625% 01/12/52) | Long | Debt | IN | $315K | 450K | 0.02 |
| RELX CAPITAL INC REGD 4.00000000 (RELX CAPITAL INC 4% 03/18/29) | Long | Debt | US | $113K | 118K | 0.01 |
| RENAISSANCERE HOLDINGS L REGD 5.75000000 (RENAISSANCERE H 5.75% 06/05/33) | Long | Debt | BM | $769K | 775K | 0.04 |
| RENESAS ELECTRONICS CORP REGD 144A P/P 2.17000000 (RENESAS ELECTRO 2.17% 11/25/26) | Long | Debt | JP | $2M | 2M | 0.10 |
| REPUBLIC OF ARGENTINA REGD 1.00000000 (REPUBLIC OF ARGENT 1% 07/09/29) | Long | Debt | AR | $38K | 64K | 0.00 |
| REPUBLIC OF ARGENTINA REGD S/UP 0.75000000 (REPUBLIC OF ARGE S/UP 07/09/30) | Long | Debt | AR | $5K | 9K | 0.00 |
| REPUBLIC OF CHILE REGD 2.45000000 (REPUBLIC OF CHI 2.45% 01/31/31) | Long | Debt | CL | $297K | 350K | 0.02 |
| REPUBLIC OF CHILE REGD 2.55000000 (REPUBLIC OF CHI 2.55% 01/27/32) | Long | Debt | CL | $37K | 45K | 0.00 |
| REPUBLIC OF CHILE REGD 2.75000000 (REPUBLIC OF CHI 2.75% 01/31/27) | Long | Debt | CL | $187K | 200K | 0.01 |
| REPUBLIC OF CHILE REGD 3.12500000 (REPUBLIC OF CH 3.125% 01/21/26) | Long | Debt | CL | $193K | 200K | 0.01 |
| REPUBLIC OF CHILE REGD 3.24000000 (REPUBLIC OF CHI 3.24% 02/06/28) | Long | Debt | CL | $187K | 200K | 0.01 |
| REPUBLIC OF CHILE REGD 3.50000000 (REPUBLIC OF CHIL 3.5% 01/25/50) | Long | Debt | CL | $143K | 200K | 0.01 |
| REPUBLIC OF COLOMBIA REGD 4.12500000 (REPUBLIC OF CO 4.125% 02/22/42) | Long | Debt | CO | $610K | 930K | 0.03 |
| REPUBLIC OF COLOMBIA REGD 8.00000000 (REPUBLIC OF COLOMB 8% 11/14/35) | Long | Debt | CO | $767K | 750K | 0.04 |
| REPUBLIC OF COLOMBIA REGD 8.00000000 (REPUBLIC OF COLOMB 8% 04/20/33) | Long | Debt | CO | $206K | 200K | 0.01 |
| REPUBLIC OF INDONESIA REGD 2.15000000 (REPUBLIC OF IND 2.15% 07/28/31) | Long | Debt | ID | $262K | 320K | 0.01 |
| REPUBLIC OF INDONESIA REGD 2.85000000 (REPUBLIC OF IND 2.85% 02/14/30) | Long | Debt | ID | $393K | 445K | 0.02 |
| REPUBLIC OF INDONESIA REGD 3.05000000 (REPUBLIC OF IND 3.05% 03/12/51) | Long | Debt | ID | $135K | 200K | 0.01 |
| REPUBLIC OF INDONESIA REGD 4.10000000 (REPUBLIC OF INDO 4.1% 04/24/28) | Long | Debt | ID | $77K | 80K | 0.00 |
| REPUBLIC OF KENYA REGD 144A P/P 6.30000000 (REPUBLIC OF KENY 6.3% 01/23/34) | Long | Debt | KE | $412K | 520K | 0.02 |
| REPUBLIC OF KENYA REGD 144A P/P 9.75000000 (REPUBLIC OF KEN 9.75% 02/16/31) | Long | Debt | KE | $541K | 540K | 0.03 |
| REPUBLIC OF NIGERIA REGD 144A P/P 7.14300000 (REPUBLIC OF NI 7.143% 02/23/30) | Long | Debt | NG | $230K | 260K | 0.01 |
| REPUBLIC OF PANAMA REGD 2.25200000 (REPUBLIC OF PA 2.252% 09/29/32) | Long | Debt | PA | $143K | 200K | 0.01 |
| REPUBLIC OF PANAMA REGD 3.16000000 (REPUBLIC OF PAN 3.16% 01/23/30) | Long | Debt | PA | $418K | 500K | 0.02 |
| REPUBLIC OF PANAMA REGD 3.29800000 (REPUBLIC OF PA 3.298% 01/19/33) | Long | Debt | PA | $499K | 650K | 0.03 |
| REPUBLIC OF PANAMA REGD 3.87500000 (REPUBLIC OF PA 3.875% 03/17/28) | Long | Debt | PA | $193K | 210K | 0.01 |
| REPUBLIC OF PANAMA REGD 4.50000000 (REPUBLIC OF PANA 4.5% 01/19/63) | Long | Debt | PA | $2M | 3M | 0.09 |
| REPUBLIC OF PANAMA REGD 4.50000000 (REPUBLIC OF PANA 4.5% 04/01/56) | Long | Debt | PA | $6K | 10K | 0.00 |
| REPUBLIC OF PANAMA REGD 6.40000000 (REPUBLIC OF PANA 6.4% 02/14/35) | Long | Debt | PA | $707K | 750K | 0.04 |
| REPUBLIC OF PARAGUAY REGD 144A P/P 5.40000000 (REPUBLIC OF PARA 5.4% 03/30/50) | Long | Debt | PY | $861K | 1M | 0.05 |
| REPUBLIC OF PARAGUAY REGD 4.95000000 (REPUBLIC OF PAR 4.95% 04/28/31) | Long | Debt | PY | $190K | 200K | 0.01 |
| REPUBLIC OF PERU REGD 2.39200000 (REPUBLIC OF PE 2.392% 01/23/26) | Long | Debt | PE | $95K | 100K | 0.01 |
| REPUBLIC OF PERU REGD 2.78000000 (REPUBLIC OF PER 2.78% 12/01/60) | Long | Debt | PE | $104K | 190K | 0.01 |
| REPUBLIC OF PERU REGD 2.78300000 (REPUBLIC OF PE 2.783% 01/23/31) | Long | Debt | PE | $666K | 790K | 0.04 |
| REPUBLIC OF PERU REGD 3.55000000 (REPUBLIC OF PER 3.55% 03/10/51) | Long | Debt | PE | $35K | 50K | 0.00 |
| REPUBLIC OF PERU REGD 5.62500000 (REPUBLIC OF PE 5.625% 11/18/50) | Long | Debt | PE | $279K | 290K | 0.02 |
| REPUBLIC OF PERU REGD 6.55000000 (REPUBLIC OF PER 6.55% 03/14/37) | Long | Debt | PE | $74K | 70K | 0.00 |
| REPUBLIC OF PHILIPPINES REGD 1.64800000 (REPUBLIC OF PH 1.648% 06/10/31) | Long | Debt | PH | $445K | 560K | 0.03 |
| REPUBLIC OF PHILIPPINES REGD 1.95000000 (REPUBLIC OF PHI 1.95% 01/06/32) | Long | Debt | PH | $439K | 550K | 0.02 |
| REPUBLIC OF PHILIPPINES REGD 3.00000000 (REPUBLIC OF PHILIP 3% 02/01/28) | Long | Debt | PH | $372K | 400K | 0.02 |
| REPUBLIC OF POLAND REGD 3.25000000 (REPUBLIC OF POL 3.25% 04/06/26) | Long | Debt | PL | $48K | 50K | 0.00 |
| REPUBLIC OF POLAND REGD 5.50000000 (REPUBLIC OF POLA 5.5% 03/18/54) | Long | Debt | PL | $96K | 100K | 0.01 |
| REPUBLIC OF POLAND REGD 5.50000000 (REPUBLIC OF POLA 5.5% 11/16/27) | Long | Debt | PL | $51K | 50K | 0.00 |
| REPUBLIC OF POLAND REGD 5.50000000 (REPUBLIC OF POLA 5.5% 04/04/53) | Long | Debt | PL | $48K | 50K | 0.00 |
| REPUBLIC SERVICES INC REGD 2.50000000 (REPUBLIC SERVICE 2.5% 08/15/24) | Long | Debt | US | $129K | 130K | 0.01 |
| REPUBLIC SERVICES INC REGD 3.37500000 (REPUBLIC SERVI 3.375% 11/15/27) | Long | Debt | US | $62K | 66K | 0.00 |
| REPUBLIC SERVICES INC REGD 4.87500000 (REPUBLIC SERVI 4.875% 04/01/29) | Long | Debt | US | $257K | 260K | 0.01 |
| REPUBLICA ORIENT URUGUAY REGD 4.97500000 (REPUBLICA ORIE 4.975% 04/20/55) | Long | Debt | UY | $45K | 50K | 0.00 |
| REPUBLICA ORIENT URUGUAY REGD 5.10000000 (REPUBLICA ORIENT 5.1% 06/18/50) | Long | Debt | UY | $94K | 100K | 0.01 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2005-A15 SER 2005-A15 CL 1A4 REGD 5.75000000 (RAST 2005-A15 5.75% 02/25/36) | Long | ABS-collateralized bond/debt obligation | US | $76K | 83K | 0.00 |
| REYNOLDS AMERICAN INC REGD 5.85000000 (REYNOLDS AMERIC 5.85% 08/15/45) | Long | Debt | US | $138K | 149K | 0.01 |
| RGA GLOBAL FUNDING REGD 144A P/P 6.00000000 (RGA GLOBAL FUNDING 6% 11/21/28) | Long | Debt | US | $3M | 3M | 0.14 |
| RIAL 2022-FL8 ISSUER LTD SER 2022-FL8 CL D V/R REGD 144A P/P 10.06964000 (RIAL 2022-FL8 D V/R 01/19/37) | Long | ABS-collateralized bond/debt obligation | BM | $800K | 850K | 0.05 |
| RIO TINTO FIN USA LTD REGD 2.75000000 (RIO TINTO FIN U 2.75% 11/02/51) | Long | Debt | AU | $15K | 25K | 0.00 |
| RIO TINTO FIN USA LTD REGD 5.20000000 (RIO TINTO FIN US 5.2% 11/02/40) | Long | Debt | AU | $49K | 50K | 0.00 |
| RIO TINTO FIN USA PLC REGD 4.12500000 (RIO TINTO FIN 4.125% 08/21/42) | Long | Debt | GB | $21K | 25K | 0.00 |
| RIO TINTO FIN USA PLC REGD 4.75000000 (RIO TINTO FIN U 4.75% 03/22/42) | Long | Debt | GB | $23K | 25K | 0.00 |
| RIO TINTO FIN USA PLC REGD 5.00000000 (RIO TINTO FIN USA 5% 03/09/33) | Long | Debt | GB | $49K | 50K | 0.00 |
| RIO TINTO FIN USA PLC REGD 5.12500000 (RIO TINTO FIN 5.125% 03/09/53) | Long | Debt | GB | $23K | 25K | 0.00 |
| ROCHE HOLDINGS INC REGD 144A P/P 2.60700000 (ROCHE HOLDINGS 2.607% 12/13/51) | Long | Debt | US | $146K | 240K | 0.01 |
| ROCKIES EXPRESS PIPELINE REGD 144A P/P 4.95000000 (ROCKIES EXPRESS 4.95% 07/15/29) | Long | Debt | US | $491K | 530K | 0.03 |
| ROGERS COMMUNICATIONS IN REGD 3.20000000 (ROGERS COMMUNICA 3.2% 03/15/27) | Long | Debt | CA | $95K | 100K | 0.01 |
| ROGERS COMMUNICATIONS IN REGD 4.55000000 (ROGERS COMMUNIC 4.55% 03/15/52) | Long | Debt | CA | $1M | 2M | 0.07 |
| ROGERS COMMUNICATIONS IN REGD 5.30000000 (ROGERS COMMUNICA 5.3% 02/15/34) | Long | Debt | CA | $672K | 690K | 0.04 |
| ROMANIA REGD 144A P/P 6.37500000 (ROMANIA 6.375% 01/30/34) | Long | Debt | RO | $999K | 1M | 0.06 |
| ROPER TECHNOLOGIES INC REGD 2.95000000 (ROPER TECHNOLOG 2.95% 09/15/29) | Long | Debt | US | $22K | 25K | 0.00 |
| ROYAL BANK OF CANADA REGD MTN 1.15000000 (ROYAL BANK OF C 1.15% 06/10/25) | Long | Debt | CA | $10K | 10K | 0.00 |
| ROYAL BANK OF CANADA REGD MTN 3.87500000 (ROYAL BANK OF 3.875% 05/04/32) | Long | Debt | CA | $228K | 250K | 0.01 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 1.40000000 (ROYAL BANK OF CA 1.4% 11/02/26) | Long | Debt | CA | $91K | 100K | 0.01 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 4.87500000 (ROYAL BANK OF 4.875% 01/19/27) | Long | Debt | CA | $99K | 100K | 0.01 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 4.95000000 (ROYAL BANK OF C 4.95% 02/01/29) | Long | Debt | CA | $99K | 100K | 0.01 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 5.15000000 (ROYAL BANK OF C 5.15% 02/01/34) | Long | Debt | CA | $256K | 260K | 0.01 |
| ROYAL BANK OF CANADA REGD MTN SER GMTN 5.20000000 (ROYAL BANK OF CA 5.2% 07/20/26) | Long | Debt | CA | $100K | 100K | 0.01 |
| ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000 (ROYAL CARIBBEAN 6.25% 03/15/32) | Long | Debt | US | $199K | 200K | 0.01 |
| RPM INTERNATIONAL INC REGD 3.75000000 (RPM INTERNATION 3.75% 03/15/27) | Long | Debt | US | $203K | 213K | 0.01 |
| RTX CORP REGD 2.25000000 (RTX CORP 2.25% 07/01/30) | Long | Debt | US | $119K | 140K | 0.01 |
| RTX CORP REGD 2.37500000 (RTX CORP 2.375% 03/15/32) | Long | Debt | US | $94K | 116K | 0.01 |
| RTX CORP REGD 2.82000000 (RTX CORP 2.82% 09/01/51) | Long | Debt | US | $108K | 177K | 0.01 |
| RTX CORP REGD 3.03000000 (RTX CORP 3.03% 03/15/52) | Long | Debt | US | $57K | 90K | 0.00 |
| RTX CORP REGD 3.75000000 (RTX CORP 3.75% 11/01/46) | Long | Debt | US | $57K | 76K | 0.00 |
| RTX CORP REGD 3.95000000 (RTX CORP 3.95% 08/16/25) | Long | Debt | US | $128K | 130K | 0.01 |
| RTX CORP REGD 4.12500000 (RTX CORP 4.125% 11/16/28) | Long | Debt | US | $323K | 337K | 0.02 |
| RTX CORP REGD 4.50000000 (RTX CORP 4.5% 06/01/42) | Long | Debt | US | $572K | 660K | 0.03 |
| RTX CORP REGD 5.37500000 (RTX CORP 5.375% 02/27/53) | Long | Debt | US | $95K | 100K | 0.01 |
| RTX CORP REGD 5.75000000 (RTX CORP 5.75% 11/08/26) | Long | Debt | US | $252K | 250K | 0.01 |
| RTX CORP REGD 5.75000000 (RTX CORP 5.75% 01/15/29) | Long | Debt | US | $143K | 140K | 0.01 |
| RTX CORP REGD 6.00000000 (RTX CORP 6% 03/15/31) | Long | Debt | US | $487K | 470K | 0.03 |
| RTX CORP REGD 6.10000000 (RTX CORP 6.1% 03/15/34) | Long | Debt | US | $171K | 164K | 0.01 |
| RTX CORP REGD SER WI 3.15000000 (RTX CORP 3.15% 12/15/24) | Long | Debt | US | $69K | 70K | 0.00 |
| RTX CORP REGD SER WI 3.50000000 (RTX CORP 3.5% 03/15/27) | Long | Debt | US | $239K | 250K | 0.01 |
| RWE AG /EUR/ REGD EMTN 2.75000000 (RWE AG 2.75% 05/24/30/EUR/) | Long | Debt | DE | $2M | 2M | 0.12 |
| RYDER SYSTEM INC REGD MTN 5.30000000 (RYDER SYSTEM INC 5.3% 03/15/27) | Long | Debt | US | $100K | 100K | 0.01 |
| S&P GLOBAL INC REGD 2.30000000 (S&P GLOBAL INC 2.3% 08/15/60) | Long | Debt | US | $13K | 25K | 0.00 |
| S&P GLOBAL INC REGD 2.45000000 (S&P GLOBAL INC 2.45% 03/01/27) | Long | Debt | US | $47K | 50K | 0.00 |
| S&P GLOBAL INC REGD 3.70000000 (S&P GLOBAL INC 3.7% 03/01/52) | Long | Debt | US | $19K | 25K | 0.00 |
| S&P GLOBAL INC REGD 3.90000000 (S&P GLOBAL INC 3.9% 03/01/62) | Long | Debt | US | $19K | 25K | 0.00 |
| SABINE PASS LIQUEFACTION REGD SER WI 4.20000000 (SABINE PASS LIQU 4.2% 03/15/28) | Long | Debt | US | $135K | 140K | 0.01 |
| SABINE PASS LIQUEFACTION REGD SER WI 5.00000000 (SABINE PASS LIQUEF 5% 03/15/27) | Long | Debt | US | $318K | 321K | 0.02 |
| SABINE PASS LIQUEFACTION REGD SER WI 5.90000000 (SABINE PASS LIQU 5.9% 09/15/37) | Long | Debt | US | $291K | 284K | 0.02 |
| SABRA HEALTH CARE LP REGD SER WI 5.12500000 (SABRA HEALTH C 5.125% 08/15/26) | Long | Debt | US | $2M | 2M | 0.11 |
| SABRE GLBL INC REGD 144A P/P 11.25000000 (SABRE GLBL INC 11.25% 12/15/27) | Long | Debt | US | $893K | 920K | 0.05 |
| SALESFORCE INC REGD 2.70000000 (SALESFORCE INC 2.7% 07/15/41) | Long | Debt | US | $98K | 140K | 0.01 |
| SALESFORCE INC REGD 2.90000000 (SALESFORCE INC 2.9% 07/15/51) | Long | Debt | US | $32K | 50K | 0.00 |
| SALESFORCE INC REGD 3.05000000 (SALESFORCE INC 3.05% 07/15/61) | Long | Debt | US | $15K | 25K | 0.00 |
| SALESFORCE INC REGD 3.70000000 (SALESFORCE INC 3.7% 04/11/28) | Long | Debt | US | $355K | 370K | 0.02 |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 SER 2023-FIG3 CL A V/R REGD 144A 7.06700000 (GRADE 2023-FIG3 V/R 08/25/53) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2023-FIG4 CL A V/R REGD 144A P/P 6.71800000 (GRADE 2023-FIG4 V/R 11/25/53) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.22 |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2024-CES1 CL A1 V/R REGD 144A P/P 6.30600000 (GRADE 2024-CES1 V/R 03/25/54) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.27 |
| SAMMONS FINANCIAL GROUP REGD 144A P/P 4.75000000 (SAMMONS FINANCI 4.75% 04/08/32) | Long | Debt | US | $443K | 500K | 0.03 |
| SAN DIEGO G & E REGD 5.35000000 (SAN DIEGO G & E 5.35% 04/01/53) | Long | Debt | US | $113K | 120K | 0.01 |
| SAN DIEGO G & E REGD SER UUU 3.32000000 (SAN DIEGO G & E 3.32% 04/15/50) | Long | Debt | US | $156K | 230K | 0.01 |
| SANDS CHINA LTD REGD 2.30000000 (SANDS CHINA LTD 2.3% 03/08/27) | Long | Debt | MO | $501K | 550K | 0.03 |
| SANDS CHINA LTD REGD 2.85000000 (SANDS CHINA LTD 2.85% 03/08/29) | Long | Debt | MO | $176K | 200K | 0.01 |
| SANDS CHINA LTD REGD 4.05000000 (SANDS CHINA LTD 4.05% 01/08/26) | Long | Debt | MO | $194K | 200K | 0.01 |
| SANDS CHINA LTD REGD SER WI 5.12500000 (SANDS CHINA LT 5.125% 08/08/25) | Long | Debt | MO | $1M | 1M | 0.06 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 SER 2023-5 CL A3 REGD 6.02000000 (SDART 2023-5 A 6.02% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| SANTANDER HOLDINGS USA REGD 4.50000000 (SANTANDER HOLDIN 4.5% 07/17/25) | Long | Debt | US | $30K | 30K | 0.00 |
| SANTANDER HOLDINGS USA REGD V/R 6.17400000 (SANTANDER HOLDING V/R 01/09/30) | Long | Debt | US | $90K | 89K | 0.01 |
| SANTANDER HOLDINGS USA REGD V/R 7.66000000 (SANTANDER HOLDING V/R 11/09/31) | Long | Debt | US | $2M | 2M | 0.09 |
| SANTANDER UK GROUP HLDGS REGD V/R 6.83300000 (SANTANDER UK GROU V/R 11/21/26) | Long | Debt | GB | $203K | 200K | 0.01 |
| SARTORIUS FINANCE BV /EUR/ REGD REG S 4.50000000 (SARTORIUS F 4.5% 09/14/32/EUR/) | Long | Debt | NL | $224K | 200K | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SER 2018-10B CL 1 REGD 3.54800000 (SBIC 2018-10B 3.548% 09/10/28) | Long | ABS-collateralized bond/debt obligation | US | $240K | 257K | 0.01 |
| SCHLUMBERGER HLDGS CORP REGD 144A P/P 3.90000000 (SCHLUMBERGER HLD 3.9% 05/17/28) | Long | Debt | US | $163K | 171K | 0.01 |
| SEATTLE CHILDREN HOSP REGD SER 2021 2.71900000 (SEATTLE CHILDR 2.719% 10/01/50) | Long | Debt | US | $41K | 65K | 0.00 |
| SEB FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 4.96900000 (SEB4P 2021-1A 4.969% 01/30/27) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.22 |
| SERVICE EXPERTS ISSUER 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 6.39000000 (SE 2024-1A A 6.39% 04/22/30) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.09 |
| SERVICE PROPERTIES TRUST REGD 8.37500000 (SERVICE PROPER 8.375% 06/15/29) | Long | Debt | US | $206K | 210K | 0.01 |
| SERVPRO MASTER ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.17400000 (SPRO 2024-1A 6.174% 01/25/31) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.07 |
| SHELL INTERNATIONAL FIN REGD 2.75000000 (SHELL INTERNATI 2.75% 04/06/30) | Long | Debt | NL | $53K | 60K | 0.00 |
| SHELL INTERNATIONAL FIN REGD 3.00000000 (SHELL INTERNATIONA 3% 11/26/51) | Long | Debt | NL | $32K | 50K | 0.00 |
| SHELL INTERNATIONAL FIN REGD 3.25000000 (SHELL INTERNATI 3.25% 04/06/50) | Long | Debt | NL | $333K | 480K | 0.02 |
| SHELL INTERNATIONAL FIN REGD 3.75000000 (SHELL INTERNATI 3.75% 09/12/46) | Long | Debt | NL | $39K | 50K | 0.00 |
| SHELL INTERNATIONAL FIN REGD 3.87500000 (SHELL INTERNAT 3.875% 11/13/28) | Long | Debt | NL | $584K | 610K | 0.03 |
| SHELL INTERNATIONAL FIN REGD 4.00000000 (SHELL INTERNATIONA 4% 05/10/46) | Long | Debt | NL | $273K | 340K | 0.02 |
| SHELL INTERNATIONAL FIN REGD 4.37500000 (SHELL INTERNAT 4.375% 05/11/45) | Long | Debt | NL | $274K | 320K | 0.02 |
| SHELL INTERNATIONAL FIN REGD 4.55000000 (SHELL INTERNATI 4.55% 08/12/43) | Long | Debt | NL | $80K | 90K | 0.00 |
| SHER TRUST 2024-DAL SER 2024-DAL CL B V/R REGD 144A P/P 7.55676900 (SDAL 2024-DAL B V/R 04/15/26) | Long | ABS-collateralized bond/debt obligation | US | $5M | 5M | 0.28 |
| SHERWIN-WILLIAMS CO REGD 2.90000000 (SHERWIN-WILLIAMS 2.9% 03/15/52) | Long | Debt | US | $16K | 25K | 0.00 |
| SHERWIN-WILLIAMS CO REGD 3.30000000 (SHERWIN-WILLIAMS 3.3% 05/15/50) | Long | Debt | US | $17K | 25K | 0.00 |
| SHERWIN-WILLIAMS CO REGD 3.80000000 (SHERWIN-WILLIAMS 3.8% 08/15/49) | Long | Debt | US | $19K | 25K | 0.00 |
| SHERWIN-WILLIAMS CO REGD 4.50000000 (SHERWIN-WILLIAMS 4.5% 06/01/47) | Long | Debt | US | $42K | 50K | 0.00 |
| SHERWOOD FINANCING PLC /EUR/ REGD REG S 4.50000000 (SHERWOOD FI 4.5% 11/15/26/EUR/) | Long | Debt | GB | $947K | 1M | 0.05 |
| SHIRE ACQ INV IRELAND DA REGD 3.20000000 (SHIRE ACQ INV IR 3.2% 09/23/26) | Long | Debt | IE | $211K | 221K | 0.01 |
| SILVER ROCK CLO I LTD SER 2020-1A CL AR V/R REGD 144A P/P 1.83324600 (SLVRK 2020-1A AR V/R 10/20/33) | Long | ABS-collateralized bond/debt obligation | KY | $311K | 310K | 0.02 |
| SIMON PROPERTY GROUP LP REGD 1.75000000 (SIMON PROPERTY 1.75% 02/01/28) | Long | Debt | US | $44K | 50K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 2.20000000 (SIMON PROPERTY G 2.2% 02/01/31) | Long | Debt | US | $21K | 25K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 2.25000000 (SIMON PROPERTY 2.25% 01/15/32) | Long | Debt | US | $20K | 25K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 2.45000000 (SIMON PROPERTY 2.45% 09/13/29) | Long | Debt | US | $44K | 50K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 2.65000000 (SIMON PROPERTY 2.65% 07/15/30) | Long | Debt | US | $43K | 50K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 2.65000000 (SIMON PROPERTY 2.65% 02/01/32) | Long | Debt | US | $21K | 25K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 3.30000000 (SIMON PROPERTY G 3.3% 01/15/26) | Long | Debt | US | $24K | 25K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 3.37500000 (SIMON PROPERTY 3.375% 06/15/27) | Long | Debt | US | $48K | 50K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 3.37500000 (SIMON PROPERTY 3.375% 12/01/27) | Long | Debt | US | $47K | 50K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 3.50000000 (SIMON PROPERTY G 3.5% 09/01/25) | Long | Debt | US | $49K | 50K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 3.80000000 (SIMON PROPERTY G 3.8% 07/15/50) | Long | Debt | US | $18K | 25K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 5.50000000 (SIMON PROPERTY G 5.5% 03/08/33) | Long | Debt | US | $25K | 25K | 0.00 |
| SIMON PROPERTY GROUP LP REGD 6.25000000 (SIMON PROPERTY 6.25% 01/15/34) | Long | Debt | US | $26K | 25K | 0.00 |
| SIRIUS XM RADIO INC REGD 144A P/P 5.50000000 (SIRIUS XM RADIO 5.5% 07/01/29) | Long | Debt | US | $660K | 710K | 0.04 |
| SK HYNIX INC REGD 144A P/P 5.50000000 (SK HYNIX INC 5.5% 01/16/27) | Long | Debt | KR | $2M | 2M | 0.12 |
| SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000 (SLG 2021-OVA 2.585% 07/15/31) | Long | ABS-collateralized bond/debt obligation | US | $268K | 330K | 0.02 |
| SLM STUDENT LOAN TRUST 2003-10 SER 2003-10A CL A4 V/R P/P 6.28471100 (SLMA 2003-10A A4 V/R 12/17/68) | Long | ABS-collateralized bond/debt obligation | US | $517K | 518K | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL A2B REGD 144A P/P 1.59000000 (SMB 2021-A A2B 1.59% 01/15/53) | Long | ABS-collateralized bond/debt obligation | US | $408K | 459K | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.31000000 (SMB 2021-A B 2.31% 01/15/53) | Long | ABS-collateralized bond/debt obligation | US | $204K | 219K | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C SER 2024-C CL A1B V/R REGD 144A P/P 0.00000000 (SMB 2024-C A1B V/R 06/17/52) | Long | ABS-collateralized bond/debt obligation | US | $573K | 570K | 0.03 |
| SNAM SPA /EUR/ REGD REG S EMTN 0.62500000 (SNAM SPA 0.625% 06/30/31/EUR/) | Long | Debt | IT | $2M | 2M | 0.10 |
| SOHO TRUST 2021-SOHO SER 2021-SOHO CL B V/R REGD 144A P/P 2.69658900 (SOHO 2021-SOHO B V/R 08/10/28) | Long | ABS-collateralized bond/debt obligation | US | $200K | 310K | 0.01 |
| SOLVENTUM CORP REGD 144A P/P 5.40000000 (SOLVENTUM CORP 5.4% 03/01/29) | Long | Debt | US | $417K | 420K | 0.02 |
| SOLVENTUM CORP REGD 144A P/P 5.45000000 (SOLVENTUM CORP 5.45% 03/13/31) | Long | Debt | US | $424K | 430K | 0.02 |
| SOLVENTUM CORP REGD 144A P/P 5.60000000 (SOLVENTUM CORP 5.6% 03/23/34) | Long | Debt | US | $579K | 590K | 0.03 |
| SOLVENTUM CORP REGD 144A P/P 5.90000000 (SOLVENTUM CORP 5.9% 04/30/54) | Long | Debt | US | $446K | 465K | 0.03 |
| SOUTHERN CAL EDISON REGD 5.20000000 (SOUTHERN CAL EDI 5.2% 06/01/34) | Long | Debt | US | $213K | 219K | 0.01 |
| SOUTHERN CAL EDISON REGD 5.30000000 (SOUTHERN CAL EDI 5.3% 03/01/28) | Long | Debt | US | $711K | 710K | 0.04 |
| SOUTHERN CAL EDISON REGD 5.65000000 (SOUTHERN CAL ED 5.65% 10/01/28) | Long | Debt | US | $313K | 308K | 0.02 |
| SOUTHERN CAL EDISON REGD 5.75000000 (SOUTHERN CAL ED 5.75% 04/15/54) | Long | Debt | US | $983K | 1M | 0.06 |
| SOUTHERN CAL EDISON REGD 5.87500000 (SOUTHERN CAL E 5.875% 12/01/53) | Long | Debt | US | $55K | 55K | 0.00 |
| SOUTHERN CAL EDISON REGD 5.95000000 (SOUTHERN CAL ED 5.95% 11/01/32) | Long | Debt | US | $308K | 299K | 0.02 |
| SOUTHERN CAL EDISON REGD SER 20C 1.20000000 (SOUTHERN CAL EDI 1.2% 02/01/26) | Long | Debt | US | $444K | 475K | 0.03 |
| SOUTHERN CAL EDISON REGD SER H 3.65000000 (SOUTHERN CAL ED 3.65% 06/01/51) | Long | Debt | US | $42K | 60K | 0.00 |
| SOUTHERN CALIF GAS CO REGD 5.75000000 (SOUTHERN CALIF 5.75% 06/01/53) | Long | Debt | US | $988K | 1M | 0.06 |
| SOUTHERN COPPER CORP REGD 5.25000000 (SOUTHERN COPPER 5.25% 11/08/42) | Long | Debt | US | $868K | 935K | 0.05 |
| SOUTHERN COPPER CORP REGD 5.87500000 (SOUTHERN COPPE 5.875% 04/23/45) | Long | Debt | US | $49K | 50K | 0.00 |
| SOUTHERN COPPER CORP REGD 6.75000000 (SOUTHERN COPPER 6.75% 04/16/40) | Long | Debt | US | $27K | 25K | 0.00 |
| SOUTHERN NATURAL GAS REGD 8.00000000 (SOUTHERN NATURAL G 8% 03/01/32) | Long | Debt | US | $291K | 258K | 0.02 |
| SOUTHWEST GAS CORP REGD 5.45000000 (SOUTHWEST GAS C 5.45% 03/23/28) | Long | Debt | US | $155K | 155K | 0.01 |
| SOUTHWESTERN ELEC POWER REGD 5.30000000 (SOUTHWESTERN ELE 5.3% 04/01/33) | Long | Debt | US | $386K | 400K | 0.02 |
| SOUTHWESTERN ENERGY CO REGD 4.75000000 (SOUTHWESTERN EN 4.75% 02/01/32) | Long | Debt | US | $63K | 70K | 0.00 |
| SOUTHWESTERN ENERGY CO REGD 5.37500000 (SOUTHWESTERN E 5.375% 03/15/30) | Long | Debt | US | $1M | 1M | 0.07 |
| SOUTHWESTERN ENERGY CO REGD SER WI 5.37500000 (SOUTHWESTERN E 5.375% 02/01/29) | Long | Debt | US | $10K | 10K | 0.00 |
| SPIRE MISSOURI INC REGD 4.80000000 (SPIRE MISSOURI I 4.8% 02/15/33) | Long | Debt | US | $72K | 75K | 0.00 |
| SPIRIT LOYALTY KY LTD/IP REGD 144A P/P 8.00000000 (SPIRIT LOYALTY KY 8% 09/20/25) | Long | Debt | KY | $72K | 96K | 0.00 |
| SPRINT SPECTRUM / SPEC I REGD 144A P/P 4.73800000 (SPRINT SPECTRU 4.738% 03/20/25) | Long | Debt | US | $326K | 329K | 0.02 |
| SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000 (SPRINT SPECTRU 5.152% 03/20/28) | Long | Debt | US | $2M | 2M | 0.09 |
| SREIT TRUST 2021-MFP SER 2021-MFP CL A V/R REGD 144A P/P 6.16205000 (SREIT 2021-MFP A V/R 11/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000 (SIDC 2024-1A A2 5.9% 03/26/29) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.20 |
| STARBUCKS CORP REGD 3.35000000 (STARBUCKS CORP 3.35% 03/12/50) | Long | Debt | US | $17K | 25K | 0.00 |
| STARBUCKS CORP REGD 3.50000000 (STARBUCKS CORP 3.5% 11/15/50) | Long | Debt | US | $18K | 25K | 0.00 |
| STARBUCKS CORP REGD 3.75000000 (STARBUCKS CORP 3.75% 12/01/47) | Long | Debt | US | $19K | 25K | 0.00 |
| STARBUCKS CORP REGD 4.45000000 (STARBUCKS CORP 4.45% 08/15/49) | Long | Debt | US | $21K | 25K | 0.00 |
| STARBUCKS CORP REGD 4.50000000 (STARBUCKS CORP 4.5% 11/15/48) | Long | Debt | US | $21K | 25K | 0.00 |
| STATE OF ISRAEL REGD 2.75000000 (STATE OF ISRAEL 2.75% 07/03/30) | Long | Debt | IL | $336K | 400K | 0.02 |
| STATE OF ISRAEL REGD 5.75000000 (STATE OF ISRAEL 5.75% 03/12/54) | Long | Debt | IL | $2M | 2M | 0.11 |
| STATE STREET CORP REGD 2.65000000 (STATE STREET CO 2.65% 05/19/26) | Long | Debt | US | $95K | 100K | 0.01 |
| STATE STREET CORP REGD V/R 5.68400000 (STATE STREET CORP V/R 11/21/29) | Long | Debt | US | $102K | 100K | 0.01 |
| STEEL DYNAMICS INC REGD 3.25000000 (STEEL DYNAMICS 3.25% 10/15/50) | Long | Debt | US | $16K | 25K | 0.00 |
| STONEPEAK 2021-1 ABS SER 2021-1A CL AA REGD 144A P/P 2.30100000 (SALTT 2021-1A 2.301% 12/15/27) | Long | ABS-collateralized bond/debt obligation | US | $670K | 718K | 0.04 |
| STORM KING PARK CLO LTD SER 2022-1A CL A1 V/R REGD 144A P/P 7.37856000 (STKPK 2022-1A A1 V/R 10/15/35) | Long | ABS-collateralized bond/debt obligation | JE | $251K | 250K | 0.01 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 SER 2005-AR5 CL A3 V/R REGD 5.93456000 (SAMI 2005-AR5 A3 V/R 07/19/35) | Long | ABS-collateralized bond/debt obligation | US | $40K | 43K | 0.00 |
| STRYKER CORP REGD 2.90000000 (STRYKER CORP 2.9% 06/15/50) | Long | Debt | US | $16K | 25K | 0.00 |
| STRYKER CORP REGD 4.62500000 (STRYKER CORP 4.625% 03/15/46) | Long | Debt | US | $22K | 25K | 0.00 |
| STWD 2022-FL3 LTD SER 2022-FL3 CL A V/R REGD 144A P/P 6.67371000 (STWD 2022-FL3 A V/R 11/15/38) | Long | ABS-collateralized bond/debt obligation | KY | $836K | 850K | 0.05 |
| SUMITOMO MITSUI FINL GRP REGD 2.17400000 (SUMITOMO MITSU 2.174% 01/14/27) | Long | Debt | JP | $185K | 200K | 0.01 |
| SUMITOMO MITSUI FINL GRP REGD 3.44600000 (SUMITOMO MITSU 3.446% 01/11/27) | Long | Debt | JP | $191K | 200K | 0.01 |
| SUMITOMO MITSUI FINL GRP REGD 5.88000000 (SUMITOMO MITSUI 5.88% 07/13/26) | Long | Debt | JP | $202K | 200K | 0.01 |
| SUN COMMUNITIES OPER LP REGD 5.50000000 (SUN COMMUNITIES 5.5% 01/15/29) | Long | Debt | US | $25K | 25K | 0.00 |
| SUNRUN ATLAS ISSUER 2019-2 LLC SER 2019-2 CL A REGD 144A P/P 3.61000000 (SUNRN 2019-2 A 3.61% 10/30/27) | Long | ABS-collateralized bond/debt obligation | US | $331K | 364K | 0.02 |
| SUZANO AUSTRIA GMBH REGD 3.75000000 (SUZANO AUSTRIA 3.75% 01/15/31) | Long | Debt | BR | $129K | 150K | 0.01 |
| SUZANO AUSTRIA GMBH REGD SER DM3N 3.12500000 (SUZANO AUSTRIA 3.125% 01/15/32) | Long | Debt | BR | $541K | 670K | 0.03 |
| SWISS RE FINANCE LUX REGD V/R 144A P/P 5.00000000 (SWISS RE FINANCE V/R 04/02/49) | Long | Debt | LU | $724K | 750K | 0.04 |
| SYMPHONY CLO 40 LTD SER 2023-40A CL A1 V/R REGD 144A P/P 6.96856000 (SYMP 2023-40A A1 V/R 01/14/34) | Long | ABS-collateralized bond/debt obligation | BM | $1M | 1M | 0.06 |
| SYNCHRONY FINANCIAL REGD 3.70000000 (SYNCHRONY FINANC 3.7% 08/04/26) | Long | Debt | US | $47K | 50K | 0.00 |
| SYSCO CORPORATION REGD 3.15000000 (SYSCO CORPORATI 3.15% 12/14/51) | Long | Debt | US | $16K | 25K | 0.00 |
| SYSCO CORPORATION REGD 3.30000000 (SYSCO CORPORATIO 3.3% 07/15/26) | Long | Debt | US | $48K | 50K | 0.00 |
| SYSCO CORPORATION REGD 4.45000000 (SYSCO CORPORATI 4.45% 03/15/48) | Long | Debt | US | $21K | 25K | 0.00 |
| T-MOBILE USA INC REGD 2.25000000 (T-MOBILE USA IN 2.25% 11/15/31) | Long | Debt | US | $235K | 290K | 0.01 |
| T-MOBILE USA INC REGD 2.25000000 (T-MOBILE USA IN 2.25% 02/15/26) | Long | Debt | US | $38K | 40K | 0.00 |
| T-MOBILE USA INC REGD 2.55000000 (T-MOBILE USA IN 2.55% 02/15/31) | Long | Debt | US | $84K | 100K | 0.00 |
| T-MOBILE USA INC REGD 2.62500000 (T-MOBILE USA I 2.625% 04/15/26) | Long | Debt | US | $190K | 200K | 0.01 |
| T-MOBILE USA INC REGD 2.62500000 (T-MOBILE USA I 2.625% 02/15/29) | Long | Debt | US | $98K | 110K | 0.01 |
| T-MOBILE USA INC REGD 2.87500000 (T-MOBILE USA I 2.875% 02/15/31) | Long | Debt | US | $69K | 80K | 0.00 |
| T-MOBILE USA INC REGD 3.30000000 (T-MOBILE USA INC 3.3% 02/15/51) | Long | Debt | US | $74K | 110K | 0.00 |
| T-MOBILE USA INC REGD 3.37500000 (T-MOBILE USA I 3.375% 04/15/29) | Long | Debt | US | $275K | 300K | 0.02 |
| T-MOBILE USA INC REGD 3.50000000 (T-MOBILE USA INC 3.5% 04/15/31) | Long | Debt | US | $2M | 2M | 0.10 |
| T-MOBILE USA INC REGD 3.50000000 (T-MOBILE USA INC 3.5% 04/15/25) | Long | Debt | US | $167K | 170K | 0.01 |
| T-MOBILE USA INC REGD 5.05000000 (T-MOBILE USA IN 5.05% 07/15/33) | Long | Debt | US | $583K | 599K | 0.03 |
| T-MOBILE USA INC REGD 5.15000000 (T-MOBILE USA IN 5.15% 04/15/34) | Long | Debt | US | $108K | 110K | 0.01 |
| T-MOBILE USA INC REGD SER WI 2.70000000 (T-MOBILE USA INC 2.7% 03/15/32) | Long | Debt | US | $274K | 330K | 0.02 |
| T-MOBILE USA INC REGD SER WI 3.00000000 (T-MOBILE USA INC 3% 02/15/41) | Long | Debt | US | $43K | 60K | 0.00 |
| T-MOBILE USA INC REGD SER WI 3.40000000 (T-MOBILE USA INC 3.4% 10/15/52) | Long | Debt | US | $68K | 100K | 0.00 |
| T-MOBILE USA INC REGD SER WI 3.75000000 (T-MOBILE USA IN 3.75% 04/15/27) | Long | Debt | US | $644K | 672K | 0.04 |
| T-MOBILE USA INC REGD SER WI 3.87500000 (T-MOBILE USA I 3.875% 04/15/30) | Long | Debt | US | $770K | 830K | 0.04 |
| T-MOBILE USA INC REGD SER WI 4.37500000 (T-MOBILE USA I 4.375% 04/15/40) | Long | Debt | US | $174K | 200K | 0.01 |
| T/L ACRISURE LLC REGD 0.00000000 (T/L ACRISURE LLC 0% 02/15/2027) | Long | Loan | US | $159K | 158K | 0.01 |
| T/L ALI GROUP S R L REGD 0.00000000 (T/L ALI GROUP S R 0% 7/30/29) | Long | Loan | IT | $209K | 208K | 0.01 |
| T/L ALIXPARTNERS LLP REGD 0.00000000 (T/L ALIXPARTNER 0% 02/04/28) | Long | Loan | US | $249K | 247K | 0.01 |
| T/L ALLIED UNIVERSAL HOLDCO REGD ZCP TERM LOAN 0.00000000 (T/L ALLIED UNIVER ZCP 05/12/28) | Long | Loan | US | $807K | 806K | 0.05 |
| T/L ALTERRA MOUNTAIN COMPANY REGD 0.00000000 (T/L ALTERRA MOUN 0% 08/17/28) | Long | Loan | US | $153K | 152K | 0.01 |
| T/L AMWINS GROUP INC REGD 0.00000000 (T/L AMWINS GROUP IN 0% 2/19/28) | Long | Loan | US | $296K | 295K | 0.02 |
| T/L AQGEN ASCENSUS INC REGD 0.00000000 (T/L AQGEN ASC 0% 08/02/2028) | Long | Loan | US | $483K | 481K | 0.03 |
| T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 12/23/2026) | Long | Loan | US | $2M | 2M | 0.09 |
| T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 08/19/28) | Long | Loan | US | $171K | 172K | 0.01 |
| T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 07/31/2027) | Long | Loan | US | $115K | 116K | 0.01 |
| T/L ATHENAHEALTH INC REGD 0.00000000 (T/L ATHENAHEAL 0% 02/15/29) | Long | Loan | US | $336K | 336K | 0.02 |
| T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000 (T/L AVOLON TLB BOR 0% 06/08/28) | Long | Loan | US | $550K | 548K | 0.03 |
| T/L BROWN GROUP HOLDING LLC REGD 0.00000000 (T/L BROWN GROUP 0% 6/07/28) | Long | Loan | US | $215K | 214K | 0.01 |
| T/L CAESARS ENTERTAINMENT INC REGD 0.00000000 (T/L CAESARS ENT 0% 02/06/2030) | Long | Loan | US | $40K | 40K | 0.00 |
| T/L CAESARS ENTERTAINMENT INC REGD TERM LOAN 0.00000000 (T/L CAESARS ENTER 0% 01/24/31) | Long | Loan | US | $804K | 800K | 0.05 |
| T/L CHARTER COMMUNICATIONS OPERATING LLC REGD 0.00000000 (T/L CHARTER COMMUN 0% 12/02/30) | Long | Loan | US | $335K | 336K | 0.02 |
| T/L CHARTER COMMUNICATIONS OPERATING LLC AKA CCO SAFARI LLC REGD 0.00000000 (T/L CHARTER 0% 02/01/2027) | Long | Loan | US | $112K | 112K | 0.01 |
| T/L CITADEL SECURITIES LP REGD 0.00000000 (T/L CITADEL SEC 0% 07/29/2030) | Long | Loan | US | $342K | 340K | 0.02 |
| T/L CLARIOS GLOBAL LP REGD 0.00000000 (T/L CLARIOS GLOBAL 0% 05/06/30) | Long | Loan | US | $131K | 130K | 0.01 |
| T/L CLOUDERA INC REGD 0.00000000 (T/L CLOUDERA INC 0% 10/08/2028) | Long | Loan | US | $83K | 83K | 0.00 |
| T/L COHERENT CORP REGD 0.00000000 (T/L COHERENT CORP 0% 07/02/29) | Long | Loan | US | $241K | 239K | 0.01 |
| T/L COTIVITI HOLDINGS INC REGD /USD/ 0.00000000 (T/L COTIVITI 0% 02/21/31 /USD/) | Long | Loan | US | $1M | 1M | 0.06 |
| T/L CP ATLAS BUYER INC AKA AMERICAN BATH GROUP REGD 0.00000000 (T/L CP ATLAS BUYER 0% 11/23/27) | Long | Loan | US | $373K | 375K | 0.02 |
| T/L DEERFIELD DAKOTA HOLDING LLC FKA DAKOTA HOLDING CORPORATION AKA DUFF & PHELPS REGD 0.00000000 (T/L DEERFIELD DA 0% 4/9/2027) | Long | Loan | US | $248K | 247K | 0.01 |
| T/L DIGICERT HOLDINGS INC REGD 0.00000000 (T/L DIGICERT HOLDI 0% 10/16/26) | Long | Loan | US | $521K | 522K | 0.03 |
| T/L EMERALD DEBT MERGER SUB L L C REGD 0.00000000 (T/L EMERALD DEBT M 0% 05/04/30) | Long | Loan | US | $389K | 386K | 0.02 |
| T/L FIRST EAGLE INVESTMENT MANAGEMENT LLC REGD 0.00000000 (T/L FIRST EAGLE 0% 02/22/29) | Long | Loan | US | $55K | 55K | 0.00 |
| T/L FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY REGD 0.00000000 (T/L FLUTTER ENT 0% 11/10/30) | Long | Loan | IE | $722K | 718K | 0.04 |
| T/L FOCUS FINANCIAL PARTNERS LLC ZCP REGS TERM LOAN 0.00000000 (T/L FOCUS FINANC 0% 06/30/28) | Long | Loan | US | $211K | 210K | 0.01 |
| T/L GARDA FINANCING DELAWARE G P REGD 0.00000000 (T/L GARDA FINANCI 0% 02/01/29) | Long | Loan | CA | $76K | 75K | 0.00 |
| T/L GENESEE & WYOMING INC. REGD 0.00000000 (T/L GENESEE & 0% 04/05/31) | Long | Loan | US | $401K | 400K | 0.02 |
| T/L GRIFOLS WORLDWIDE OPERATIONS USA INC REGD 0.00000000 (T/L GRIFOLS 0% 11/15/2027) | Long | Loan | US | $355K | 357K | 0.02 |
| T/L GTCR W MERGER SUB LLC REGD TERM LOAN 0.00000000 (T/L GTCR W MERGER 0% 09/20/30) | Long | Loan | US | $935K | 930K | 0.05 |
| T/L HARBOR FREIGHT TOOLS USA INC REGD 0.00000000 (T/L HARBOR 0% 10/19/2027) | Long | Loan | US | $557K | 556K | 0.03 |
| T/L JAZZ FINANCING LUX S A R L REGD 0.00000000 (T/L JAZZ FINANCI 0% 05/05/28) | Long | Loan | LU | $345K | 342K | 0.02 |
| T/L KKR APPLE BIDCO LLC REGD 0.00000000 (T/L KKR APPLE BIDC 0% 09/22/28) | Long | Loan | US | $179K | 178K | 0.01 |
| T/L LIGHT AND WONDER INTERNATIONAL INC REGD 0.00000000 (T/L LIGHT AND WO 0% 01/17/2031) | Long | Loan | US | $357K | 355K | 0.02 |
| T/L MILANO ACQUISITION CORP REGD 0.00000000 (T/L MILANO ACQUIS 0% 10/01/27) | Long | Loan | US | $104K | 107K | 0.01 |
| T/L NEXSTAR BROADCASTING INC REGD 0.00000000 (T/L NEXSTAR 0% 09/18/2026) | Long | Loan | US | $240K | 239K | 0.01 |
| T/L PCI GAMING AUTHORITY REGD 0.00000000 (T/L PCI GAMING 0% 5/29/26) | Long | Loan | US | $92K | 92K | 0.01 |
| T/L PERATON CORP REGD 0.00000000 (T/L PERATON CORP 0% 02/01/2028) | Long | Loan | US | $452K | 451K | 0.03 |
| T/L QUIKRETE HOLDINGS INC REGD 0.00000000 (T/L QUIKRETE 0% 03/19/2029) | Long | Loan | US | $137K | 137K | 0.01 |
| T/L ROCKET SOFTWARE INC REGD 0.00000000 (T/L ROCKET SOFTWA 0% 11/28/28) | Long | Loan | US | $377K | 375K | 0.02 |
| T/L SEDGWICK CLAIMS MANAGEMENT SERVICES INC REGD 0.00000000 (T/L SEDGWICK CLA 0% 02/17/2028) | Long | Loan | US | $249K | 248K | 0.01 |
| T/L SETANTA AIRCRAFT LEASING DESIGNATED ACTVITY COMPANY REGD 0.00000000 (T/L SETANTA AIR 0% 11/05/28) | Long | Loan | US | $201K | 200K | 0.01 |
| T/L SOTERA HEALTH HOLDINGS LLC REGD 0.00000000 (T/L SOTERA HEALTH 0% 12/11/26) | Long | Loan | US | $496K | 496K | 0.03 |
| T/L SOTERA HEALTH HOLDINGS LLC REGD 0.00000000 (T/L SOTERA HEAL 0% 05/23/31) | Long | Loan | US | $469K | 470K | 0.03 |
| T/L STERIGENICS-NORDION HOLDINGS LLC REGD 0.00000000 (T/L STERIGENICS-NO 0% 12/11/26) | Long | Loan | US | $360K | 360K | 0.02 |
| T/L UFC HOLDINGS LLC REGD 0.00000000 (T/L UFC HOLDINGS 0% 04/29/2026) | Long | Loan | US | $390K | 388K | 0.02 |
| T/L VFH PARENT LLC REGD 0.00000000 (T/L VFH PARENT LLC 0% 01/13/29) | Long | Loan | US | $144K | 144K | 0.01 |
| T/L VIRGIN MEDIA BRISTOL LLC REGD 0.00000000 (T/L VIRGIN MEDIA 0% 01/31/28) | Long | Loan | US | $419K | 430K | 0.02 |
| TAKEDA PHARMACEUTICAL REGD 2.05000000 (TAKEDA PHARMACE 2.05% 03/31/30) | Long | Debt | JP | $215K | 256K | 0.01 |
| TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000 (TALLGRASS NRG PRTN 6% 12/31/30) | Long | Debt | US | $637K | 675K | 0.04 |
| TAPESTRY INC REGD 7.00000000 (TAPESTRY INC 7% 11/27/26) | Long | Debt | US | $51K | 50K | 0.00 |
| TAPESTRY INC REGD 7.85000000 (TAPESTRY INC 7.85% 11/27/33) | Long | Debt | US | $2M | 2M | 0.12 |
| TARGA RESOURCES CORP REGD 4.20000000 (TARGA RESOURCES 4.2% 02/01/33) | Long | Debt | US | $117K | 130K | 0.01 |
| TARGA RESOURCES CORP REGD 6.15000000 (TARGA RESOURCES 6.15% 03/01/29) | Long | Debt | US | $229K | 222K | 0.01 |
| TARGA RESOURCES CORP REGD 6.50000000 (TARGA RESOURCES 6.5% 02/15/53) | Long | Debt | US | $104K | 100K | 0.01 |
| TARGA RESOURCES PARTNERS REGD 144A 4.00000000 (TARGA RESOURCES PA 4% 01/15/32) | Long | Debt | US | $36K | 40K | 0.00 |
| TARGA RESOURCES PARTNERS REGD 144A 6.50000000 (TARGA RESOURCES 6.5% 07/15/27) | Long | Debt | US | $50K | 50K | 0.00 |
| TARGA RESOURCES PARTNERS REGD 144A 6.87500000 (TARGA RESOURCE 6.875% 01/15/29) | Long | Debt | US | $21K | 20K | 0.00 |
| TARGA RESOURCES PARTNERS REGD 4.87500000 (TARGA RESOURCE 4.875% 02/01/31) | Long | Debt | US | $607K | 639K | 0.03 |
| TARGA RESOURCES PARTNERS REGD 5.00000000 (TARGA RESOURCES PA 5% 01/15/28) | Long | Debt | US | $234K | 240K | 0.01 |
| TARGA RESOURCES PARTNERS REGD 5.50000000 (TARGA RESOURCES 5.5% 03/01/30) | Long | Debt | US | $186K | 188K | 0.01 |
| TARGET CORP REGD 2.95000000 (TARGET CORP 2.95% 01/15/52) | Long | Debt | US | $32K | 50K | 0.00 |
| TARGET CORP REGD 3.62500000 (TARGET CORP 3.625% 04/15/46) | Long | Debt | US | $19K | 25K | 0.00 |
| TARGET CORP REGD 4.00000000 (TARGET CORP 4% 07/01/42) | Long | Debt | US | $21K | 25K | 0.00 |
| TEACHERS INSUR & ANNUITY REGD P/P 4.90000000 (TEACHERS INSUR & 4.9% 09/15/44) | Long | Debt | US | $312K | 350K | 0.02 |
| TEACHERS INSUR & ANNUITY REGD P/P 6.85000000 (TEACHERS INSUR 6.85% 12/16/39) | Long | Debt | US | $22K | 20K | 0.00 |
| TECK RESOURCES LIMITED REGD 3.90000000 (TECK RESOURCES L 3.9% 07/15/30) | Long | Debt | CA | $184K | 200K | 0.01 |
| TECK RESOURCES LIMITED REGD 5.20000000 (TECK RESOURCES L 5.2% 03/01/42) | Long | Debt | CA | $22K | 25K | 0.00 |
| TECK RESOURCES LIMITED REGD 6.00000000 (TECK RESOURCES LIM 6% 08/15/40) | Long | Debt | CA | $35K | 35K | 0.00 |
| TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 1.62500000 (TELECOM I 1.625% 01/18/29/EUR/) | Long | Debt | IT | $307K | 330K | 0.02 |
| TELECOM ITALIA SPA /EUR/ REGD REG S EMTN SER . 1.62500000 (TELECOM I 1.625% 01/18/29/EUR/) | Long | Debt | IT | $637K | 670K | 0.04 |
| TELEFONICA EMISIONES SAU REGD 4.10300000 (TELEFONICA EMI 4.103% 03/08/27) | Long | Debt | ES | $320K | 330K | 0.02 |
| TELEFONICA EMISIONES SAU REGD 5.21300000 (TELEFONICA EMI 5.213% 03/08/47) | Long | Debt | ES | $800K | 900K | 0.05 |
| TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 6.13500000 (TELEFONICA EUR V/R /PERP//EUR/) | Long | Debt | NL | $1M | 1M | 0.06 |
| TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 (TENNESSEE GAS PI 2.9% 03/01/30) | Long | Debt | US | $599K | 690K | 0.03 |
| TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.50000000 (TENNET HOLD 4.5% 10/28/34/EUR/) | Long | Debt | NL | $624K | 540K | 0.04 |
| TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.75000000 (TENNET HOL 4.75% 10/28/42/EUR/) | Long | Debt | NL | $405K | 340K | 0.02 |
| TEVA PHARMACEUTICALS NE REGD 3.15000000 (TEVA PHARMACEUT 3.15% 10/01/26) | Long | Debt | NL | $2M | 2M | 0.10 |
| TEVA PHARMACEUTICALS NE REGD 5.12500000 (TEVA PHARMACEU 5.125% 05/09/29) | Long | Debt | NL | $689K | 720K | 0.04 |
| TEVA PHARMACEUTICALS NE REGD SER . 8.12500000 (TEVA PHARMACEU 8.125% 09/15/31) | Long | Debt | NL | $846K | 770K | 0.05 |
| TEVA PHARMACEUTICALS NE REGD SER WI 7.12500000 (TEVA PHARMACEU 7.125% 01/31/25) | Long | Debt | NL | $221K | 220K | 0.01 |
| TEXAS INSTRUMENTS INC REGD 1.75000000 (TEXAS INSTRUMEN 1.75% 05/04/30) | Long | Debt | US | $75K | 90K | 0.00 |
| TEXAS INSTRUMENTS INC REGD 4.15000000 (TEXAS INSTRUMEN 4.15% 05/15/48) | Long | Debt | US | $41K | 50K | 0.00 |
| TEXAS INSTRUMENTS INC REGD 5.00000000 (TEXAS INSTRUMENTS 5% 03/14/53) | Long | Debt | US | $62K | 66K | 0.00 |
| TEXAS INSTRUMENTS INC REGD 5.05000000 (TEXAS INSTRUMEN 5.05% 05/18/63) | Long | Debt | US | $58K | 62K | 0.00 |
| TEXTRON INC REGD 3.90000000 (TEXTRON INC 3.9% 09/17/29) | Long | Debt | US | $203K | 218K | 0.01 |
| THAMES WATER UTIL FIN /EUR/ REGD REG S EMTN 4.37500000 (THAMES WA 4.375% 01/18/31/EUR/) | Long | Debt | GB | $537K | 580K | 0.03 |
| THERMO FISHER SCIENTIFIC REGD 2.00000000 (THERMO FISHER SCIE 2% 10/15/31) | Long | Debt | US | $133K | 164K | 0.01 |
| THERMO FISHER SCIENTIFIC REGD 5.08600000 (THERMO FISHER 5.086% 08/10/33) | Long | Debt | US | $748K | 755K | 0.04 |
| TIME WARNER CABLE ENTRMN REGD SER * 8.37500000 (TIME WARNER CA 8.375% 07/15/33) | Long | Debt | US | $265K | 240K | 0.02 |
| TIME WARNER CABLE LLC REGD 5.50000000 (TIME WARNER CABL 5.5% 09/01/41) | Long | Debt | US | $2M | 2M | 0.09 |
| TIME WARNER CABLE LLC REGD 5.87500000 (TIME WARNER CA 5.875% 11/15/40) | Long | Debt | US | $234K | 270K | 0.01 |
| TIME WARNER CABLE LLC REGD 6.55000000 (TIME WARNER CAB 6.55% 05/01/37) | Long | Debt | US | $47K | 50K | 0.00 |
| TIME WARNER CABLE LLC REGD 7.30000000 (TIME WARNER CABL 7.3% 07/01/38) | Long | Debt | US | $233K | 230K | 0.01 |
| TMS ISSUER SARL REGD REG S 5.78000000 (TMS ISSUER SARL 5.78% 08/23/32) | Long | Debt | LU | $203K | 200K | 0.01 |
| TORONTO DOMINION BANK REGD MTN SER FXD 1.95000000 (TORONTO DOMINIO 1.95% 01/12/27) | Long | Debt | CA | $92K | 100K | 0.01 |
| TORONTO-DOMINION BANK REGD MTN 1.15000000 (TORONTO-DOMINIO 1.15% 06/12/25) | Long | Debt | CA | $201K | 210K | 0.01 |
| TORONTO-DOMINION BANK REGD MTN 1.25000000 (TORONTO-DOMINIO 1.25% 09/10/26) | Long | Debt | CA | $91K | 100K | 0.01 |
| TORONTO-DOMINION BANK REGD MTN 2.80000000 (TORONTO-DOMINION 2.8% 03/10/27) | Long | Debt | CA | $94K | 100K | 0.01 |
| TORONTO-DOMINION BANK REGD MTN 4.45600000 (TORONTO-DOMINI 4.456% 06/08/32) | Long | Debt | CA | $413K | 440K | 0.02 |
| TOTALENERGIES CAP INTL REGD 3.12700000 (TOTALENERGIES 3.127% 05/29/50) | Long | Debt | FR | $34K | 50K | 0.00 |
| TOWD POINT MORTGAGE TRUST 2015-2 SER 2015-2 CL 1B3 V/R REGD 144A P/P 3.71469300 (TPMT 2015-2 1B3 V/R 10/25/31) | Long | ABS-collateralized bond/debt obligation | US | $652K | 760K | 0.04 |
| TOWD POINT MORTGAGE TRUST 2016-5 SER 2016-5 CL B2 V/R REGD 144A P/P 3.79476200 (TPMT 2016-5 B2 V/R 10/25/56) | Long | ABS-collateralized bond/debt obligation | US | $663K | 770K | 0.04 |
| TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A1A V/R REGD 144A P/P 1.63600000 (TPMT 2020-2 A1A V/R 04/25/60) | Long | ABS-collateralized bond/debt obligation | US | $260K | 295K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD 4.45000000 (TOYOTA MOTOR CR 4.45% 05/18/26) | Long | Debt | US | $197K | 200K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 1.12500000 (TOYOTA MOTOR C 1.125% 06/18/26) | Long | Debt | US | $92K | 100K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 1.90000000 (TOYOTA MOTOR CRE 1.9% 01/13/27) | Long | Debt | US | $92K | 100K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 3.05000000 (TOYOTA MOTOR CR 3.05% 03/22/27) | Long | Debt | US | $189K | 200K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 3.20000000 (TOYOTA MOTOR CRE 3.2% 01/11/27) | Long | Debt | US | $95K | 100K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 4.80000000 (TOYOTA MOTOR CRE 4.8% 01/05/26) | Long | Debt | US | $199K | 200K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 5.00000000 (TOYOTA MOTOR CREDI 5% 08/14/26) | Long | Debt | US | $100K | 100K | 0.01 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 5.40000000 (TOYOTA MOTOR CRE 5.4% 11/20/26) | Long | Debt | US | $101K | 100K | 0.01 |
| TRANSCANADA PIPELINES REGD 5.00000000 (TRANSCANADA PIPELI 5% 10/16/43) | Long | Debt | CA | $22K | 25K | 0.00 |
| TRANSCANADA PIPELINES REGD 5.10000000 (TRANSCANADA PIPE 5.1% 03/15/49) | Long | Debt | CA | $23K | 25K | 0.00 |
| TRANSCANADA PIPELINES REGD SER 30YR 4.87500000 (TRANSCANADA PI 4.875% 05/15/48) | Long | Debt | CA | $22K | 25K | 0.00 |
| TRANSCONT GAS PIPE LINE REGD SER WI 4.00000000 (TRANSCONT GAS PIPE 4% 03/15/28) | Long | Debt | US | $227K | 237K | 0.01 |
| TRANSCONT GAS PIPE LINE REGD SER WI 4.60000000 (TRANSCONT GAS PI 4.6% 03/15/48) | Long | Debt | US | $203K | 238K | 0.01 |
| TRANSCONT GAS PIPE LINE REGD SER WI 7.85000000 (TRANSCONT GAS P 7.85% 02/01/26) | Long | Debt | US | $860K | 835K | 0.05 |
| TRANSDIGM INC REGD 144A P/P 6.62500000 (TRANSDIGM INC 6.625% 03/01/32) | Long | Debt | US | $171K | 170K | 0.01 |
| TRANSDIGM INC REGD 144A P/P 7.12500000 (TRANSDIGM INC 7.125% 12/01/31) | Long | Debt | US | $246K | 240K | 0.01 |
| TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000 (TRANSURBA 4.225% 04/26/33/EUR/) | Long | Debt | AU | $2M | 2M | 0.13 |
| TRUIST FINANCIAL CORP REGD V/R MTN 1.26700000 (TRUIST FINANCIAL V/R 03/02/27) | Long | Debt | US | $93K | 100K | 0.01 |
| TRUIST FINANCIAL CORP REGD V/R MTN 5.90000000 (TRUIST FINANCIAL V/R 10/28/26) | Long | Debt | US | $100K | 100K | 0.01 |
| TRUIST FINANCIAL CORP REGD V/R MTN 6.04700000 (TRUIST FINANCIAL V/R 06/08/27) | Long | Debt | US | $30K | 30K | 0.00 |
| TWDC ENTERPRISES 18 CORP REGD MTN 1.85000000 (TWDC ENTERPRISE 1.85% 07/30/26) | Long | Debt | US | $186K | 200K | 0.01 |
| TYSON FOODS INC REGD 5.10000000 (TYSON FOODS INC 5.1% 09/28/48) | Long | Debt | US | $22K | 25K | 0.00 |
| UBS AG NEW YORK REGD 2.95000000 (UBS AG NEW YORK 2.95% 04/09/25) | Long | Debt | US | $244K | 250K | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL B V/R REGD 4.71290000 (UBSCM 2018-C11 B V/R 06/15/28) | Long | ABS-collateralized bond/debt obligation | US | $295K | 340K | 0.02 |
| UBS COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A3 REGD 2.66860000 (UBSCM 2019-C1 2.668% 08/15/29) | Long | ABS-collateralized bond/debt obligation | US | $409K | 470K | 0.02 |
| UBS GROUP AG REGD 4.55000000 (UBS GROUP AG 4.55% 04/17/26) | Long | Debt | CH | $315K | 320K | 0.02 |
| UBS GROUP AG REGD V/R /PERP/ 144A P/P 4.87500000 (UBS GROUP AG V/R /PERP/) | Long | Debt | CH | $229K | 250K | 0.01 |
| UBS GROUP AG REGD V/R /PERP/ 144A P/P 7.75000000 (UBS GROUP AG V/R /PERP/) | Long | Debt | CH | $203K | 200K | 0.01 |
| UBS GROUP AG REGD V/R /PERP/ 144A P/P 9.25000000 (UBS GROUP AG V/R /PERP/) | Long | Debt | CH | $952K | 890K | 0.05 |
| UBS GROUP AG REGD V/R 144A P/P 1.30500000 (UBS GROUP AG V/R 02/02/27) | Long | Debt | CH | $891K | 960K | 0.05 |
| UBS GROUP AG REGD V/R 144A P/P 1.49400000 (UBS GROUP AG V/R 08/10/27) | Long | Debt | CH | $2M | 2M | 0.10 |
| UBS GROUP AG REGD V/R 144A P/P 2.19300000 (UBS GROUP AG V/R 06/05/26) | Long | Debt | CH | $357K | 370K | 0.02 |
| UBS GROUP AG REGD V/R 144A P/P 3.09100000 (UBS GROUP AG V/R 05/14/32) | Long | Debt | CH | $2M | 2M | 0.09 |
| UBS GROUP AG REGD V/R 144A P/P 4.19400000 (UBS GROUP AG V/R 04/01/31) | Long | Debt | CH | $882K | 950K | 0.05 |
| UBS GROUP AG REGD V/R 144A P/P 4.75100000 (UBS GROUP AG V/R 05/12/28) | Long | Debt | CH | $489K | 500K | 0.03 |
| UBS GROUP AG REGD V/R 144A P/P 6.37300000 (UBS GROUP AG V/R 07/15/26) | Long | Debt | CH | $296K | 295K | 0.02 |
| UBS GROUP AG REGD V/R P/P 2.59300000 (UBS GROUP AG V/R 09/11/25) | Long | Debt | CH | $154K | 155K | 0.01 |
| UBS GROUP AG REGD V/R P/P 9.01600000 (UBS GROUP AG V/R 11/15/33) | Long | Debt | CH | $303K | 250K | 0.02 |
| UDR INC REGD 3.00000000 (UDR INC 3% 08/15/31) | Long | Debt | US | $21K | 25K | 0.00 |
| UDR INC REGD MTN 2.10000000 (UDR INC 2.1% 08/01/32) | Long | Debt | US | $19K | 25K | 0.00 |
| UNICREDIT SPA REGD V/R 144A P/P MTN 5.45900000 (UNICREDIT SPA V/R 06/30/35) | Long | Debt | IT | $338K | 360K | 0.02 |
| UNION ELECTRIC CO REGD 5.45000000 (UNION ELECTRIC 5.45% 03/15/53) | Long | Debt | US | $121K | 126K | 0.01 |
| UNION PACIFIC CORP REGD 2.15000000 (UNION PACIFIC C 2.15% 02/05/27) | Long | Debt | US | $56K | 60K | 0.00 |
| UNION PACIFIC CORP REGD 2.80000000 (UNION PACIFIC CO 2.8% 02/14/32) | Long | Debt | US | $345K | 403K | 0.02 |
| UNION PACIFIC CORP REGD 2.95000000 (UNION PACIFIC C 2.95% 03/10/52) | Long | Debt | US | $29K | 45K | 0.00 |
| UNION PACIFIC CORP REGD 3.25000000 (UNION PACIFIC C 3.25% 02/05/50) | Long | Debt | US | $131K | 188K | 0.01 |
| UNION PACIFIC CORP REGD 3.50000000 (UNION PACIFIC CO 3.5% 02/14/53) | Long | Debt | US | $103K | 144K | 0.01 |
| UNION PACIFIC CORP REGD 3.75000000 (UNION PACIFIC C 3.75% 02/05/70) | Long | Debt | US | $7K | 10K | 0.00 |
| UNION PACIFIC CORP REGD 3.83900000 (UNION PACIFIC 3.839% 03/20/60) | Long | Debt | US | $234K | 320K | 0.01 |
| UNION PACIFIC CORP REGD 4.30000000 (UNION PACIFIC CO 4.3% 03/01/49) | Long | Debt | US | $29K | 35K | 0.00 |
| UNION PACIFIC CORP REGD SER WI 2.89100000 (UNION PACIFIC 2.891% 04/06/36) | Long | Debt | US | $706K | 884K | 0.04 |
| UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000 (UNITED AIR 2019 4.15% 08/25/31) | Long | Debt | US | $43K | 46K | 0.00 |
| UNITED AIRLINES INC REGD 144A P/P 4.37500000 (UNITED AIRLINE 4.375% 04/15/26) | Long | Debt | US | $125K | 130K | 0.01 |
| UNITED AIRLINES INC REGD 144A P/P 4.62500000 (UNITED AIRLINE 4.625% 04/15/29) | Long | Debt | US | $749K | 810K | 0.04 |
| UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000 (UNITED KIN 3.25% 01/31/33/GBP/) | Long | Debt | GB | $4M | 4M | 0.25 |
| UNITED MEXICAN STATES REGD 2.65900000 (UNITED MEXICAN 2.659% 05/24/31) | Long | Debt | MX | $796K | 964K | 0.04 |
| UNITED MEXICAN STATES REGD 3.25000000 (UNITED MEXICAN 3.25% 04/16/30) | Long | Debt | MX | $176K | 200K | 0.01 |
| UNITED MEXICAN STATES REGD 3.50000000 (UNITED MEXICAN S 3.5% 02/12/34) | Long | Debt | MX | $1M | 1M | 0.06 |
| UNITED MEXICAN STATES REGD 3.75000000 (UNITED MEXICAN 3.75% 01/11/28) | Long | Debt | MX | $305K | 323K | 0.02 |
| UNITED MEXICAN STATES REGD 4.15000000 (UNITED MEXICAN 4.15% 03/28/27) | Long | Debt | MX | $193K | 200K | 0.01 |
| UNITED MEXICAN STATES REGD 4.50000000 (UNITED MEXICAN S 4.5% 04/22/29) | Long | Debt | MX | $547K | 572K | 0.03 |
| UNITED MEXICAN STATES REGD 4.60000000 (UNITED MEXICAN S 4.6% 02/10/48) | Long | Debt | MX | $330K | 425K | 0.02 |
| UNITED MEXICAN STATES REGD 5.40000000 (UNITED MEXICAN S 5.4% 02/09/28) | Long | Debt | MX | $199K | 200K | 0.01 |
| UNITED MEXICAN STATES REGD 6.33800000 (UNITED MEXICAN 6.338% 05/04/53) | Long | Debt | MX | $191K | 200K | 0.01 |
| UNITED MEXICAN STATES REGD 6.35000000 (UNITED MEXICAN 6.35% 02/09/35) | Long | Debt | MX | $2M | 2M | 0.10 |
| UNITED MEXICAN STATES REGD MTN 4.12500000 (UNITED MEXICAN 4.125% 01/21/26) | Long | Debt | MX | $196K | 200K | 0.01 |
| UNITED MEXICAN STATES REGD MTN 4.75000000 (UNITED MEXICAN 4.75% 03/08/44) | Long | Debt | MX | $252K | 310K | 0.01 |
| UNITED PARCEL SERVICE REGD 2.40000000 (UNITED PARCEL SE 2.4% 11/15/26) | Long | Debt | US | $94K | 100K | 0.01 |
| UNITED PARCEL SERVICE REGD 3.40000000 (UNITED PARCEL SE 3.4% 09/01/49) | Long | Debt | US | $18K | 25K | 0.00 |
| UNITED PARCEL SERVICE REGD 4.25000000 (UNITED PARCEL S 4.25% 03/15/49) | Long | Debt | US | $21K | 25K | 0.00 |
| UNITED PARCEL SERVICE REGD 5.30000000 (UNITED PARCEL SE 5.3% 04/01/50) | Long | Debt | US | $24K | 25K | 0.00 |
| UNITED PARCEL SERVICE REGD 6.20000000 (UNITED PARCEL SE 6.2% 01/15/38) | Long | Debt | US | $27K | 25K | 0.00 |
| UNITED RENTALS NORTH AM REGD 3.75000000 (UNITED RENTALS 3.75% 01/15/32) | Long | Debt | US | $103K | 120K | 0.01 |
| UNITED RENTALS NORTH AM REGD 3.87500000 (UNITED RENTALS 3.875% 02/15/31) | Long | Debt | US | $44K | 50K | 0.00 |
| UNITED RENTALS NORTH AM REGD 3.87500000 (UNITED RENTALS 3.875% 11/15/27) | Long | Debt | US | $19K | 20K | 0.00 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 06/27/24) | Long | Short-term investment vehicle | US | $17M | – | 0.96 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 07/05/24) | Long | Short-term investment vehicle | US | $17M | – | 0.96 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 06/06/24) | Long | Short-term investment vehicle | US | $10M | – | 0.54 |
| UNITED STATES TREASURY BOND 1.12500000 (US TREAS BDS 1.125% 08/15/40) | Long | Debt | US | $897K | 2M | 0.05 |
| UNITED STATES TREASURY BOND 1.25000000 (US TREAS BDS 1.25% 05/15/50) | Long | Debt | US | $2M | 5M | 0.13 |
| UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 08/15/50) | Long | Debt | US | $4M | 8M | 0.21 |
| UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 11/15/40) | Long | Debt | US | $385K | 620K | 0.02 |
| UNITED STATES TREASURY BOND 1.62500000 (US TREAS BDS 1.625% 11/15/50) | Long | Debt | US | $2M | 4M | 0.13 |
| UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 02/15/41) | Long | Debt | US | $4M | 6M | 0.23 |
| UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 11/15/51) | Long | Debt | US | $2M | 3M | 0.09 |
| UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 02/15/51) | Long | Debt | US | $1M | 2M | 0.06 |
| UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 8/15/51) | Long | Debt | US | $2M | 3M | 0.11 |
| UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 02/15/50) | Long | Debt | US | $2M | 3M | 0.10 |
| UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 02/15/52) | Long | Debt | US | $2M | 3M | 0.11 |
| UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 05/15/51) | Long | Debt | US | $3M | 4M | 0.15 |
| UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 02/15/42) | Long | Debt | US | $1M | 1M | 0.06 |
| UNITED STATES TREASURY BOND 2.50000000 (US TREAS BDS 2.5% 02/15/46) | Long | Debt | US | $2M | 3M | 0.14 |
| UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 08/15/47) | Long | Debt | US | $632K | 880K | 0.04 |
| UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 08/15/45) | Long | Debt | US | $1M | 1M | 0.06 |
| UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 11/15/46) | Long | Debt | US | $822K | 1M | 0.05 |
| UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/49) | Long | Debt | US | $371K | 510K | 0.02 |
| UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/52) | Long | Debt | US | $201K | 280K | 0.01 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/47) | Long | Debt | US | $3M | 4M | 0.16 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 05/15/47) | Long | Debt | US | $3M | 3M | 0.15 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 11/15/45) | Long | Debt | US | $1M | 1M | 0.06 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 11/15/44) | Long | Debt | US | $1M | 1M | 0.06 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/48) | Long | Debt | US | $780K | 1M | 0.04 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/49) | Long | Debt | US | $626K | 840K | 0.04 |
| UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 08/15/52) | Long | Debt | US | $201K | 272K | 0.01 |
| UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 11/15/41) | Long | Debt | US | $2M | 2M | 0.10 |
| UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 08/15/44) | Long | Debt | US | $327K | 415K | 0.02 |
| UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 02/15/43) | Long | Debt | US | $80K | 100K | 0.00 |
| UNITED STATES TREASURY BOND 3.25000000 (US TREAS BDS 3.25% 05/15/42) | Long | Debt | US | $148K | 180K | 0.01 |
| UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 08/15/42) | Long | Debt | US | $929K | 1M | 0.05 |
| UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 11/15/48) | Long | Debt | US | $796K | 995K | 0.04 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/53) | Long | Debt | US | $5M | 6M | 0.27 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/44) | Long | Debt | US | $961K | 1M | 0.05 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 08/15/43) | Long | Debt | US | $431K | 503K | 0.02 |
| UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 05/15/53) | Long | Debt | US | $351K | 420K | 0.02 |
| UNITED STATES TREASURY BOND 3.75000000 (US TREAS BDS 3.75% 11/15/43) | Long | Debt | US | $9M | 10M | 0.51 |
| UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 05/15/43) | Long | Debt | US | $10M | 11M | 0.57 |
| UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 02/15/43) | Long | Debt | US | $4M | 4M | 0.20 |
| UNITED STATES TREASURY BOND 4.00000000 (US TREAS BDS 4% 11/15/52) | Long | Debt | US | $3M | 3M | 0.14 |
| UNITED STATES TREASURY BOND 4.00000000 (US TREAS BDS 4% 11/15/42) | Long | Debt | US | $2M | 2M | 0.12 |
| UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 11/15/32) | Long | Debt | US | $4M | 4M | 0.22 |
| UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 08/15/53) | Long | Debt | US | $827K | 904K | 0.05 |
| UNITED STATES TREASURY BOND 4.25000000 (WI TREASURY SE 4.250% 02/15/54) | Long | Debt | US | $27M | 29M | 1.52 |
| UNITED STATES TREASURY BOND 4.37500000 (UST BDS 4.375% DUE 2/15/38) | Long | Debt | US | $3M | 3M | 0.16 |
| UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 08/15/43) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY BOND 4.50000000 (US TREAS BDS 4.5% 02/15/44) | Long | Debt | US | $2M | 2M | 0.12 |
| UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/53) | Long | Debt | US | $21M | 21M | 1.20 |
| UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/43) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY BOND 5.00000000 (US TREAS BDS 5% 05/15/37) | Long | Debt | US | $2M | 2M | 0.14 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 (US TIPS 1.125% 01/15/33) | Long | Debt | US | $1M | 1M | 0.08 |
| UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS 0.25% 09/30/25) | Long | Debt | US | $343K | 365K | 0.02 |
| UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 11/30/25) | Long | Debt | US | $2M | 2M | 0.08 |
| UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 12/31/25) | Long | Debt | US | $577K | 620K | 0.03 |
| UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 01/31/26) | Long | Debt | US | $348K | 375K | 0.02 |
| UNITED STATES TREASURY NOTE 0.50000000 (US TREAS NTS 0.5% 02/28/26) | Long | Debt | US | $4M | 4M | 0.22 |
| UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 04/30/26) | Long | Debt | US | $218K | 236K | 0.01 |
| UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 02/15/31) | Long | Debt | US | $5M | 6M | 0.27 |
| UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 08/15/31) | Long | Debt | US | $16K | 20K | 0.00 |
| UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 11/30/28) | Long | Debt | US | $206K | 235K | 0.01 |
| UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 02/28/27) | Long | Debt | US | $714K | 770K | 0.04 |
| UNITED STATES TREASURY NOTE 2.12500000 (US TREAS NTS 2.125% 05/15/25) | Long | Debt | US | $5M | 5M | 0.27 |
| UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 03/31/29) | Long | Debt | US | $376K | 415K | 0.02 |
| UNITED STATES TREASURY NOTE 2.50000000 (US TREAS NTS 2.5% 03/31/27) | Long | Debt | US | $6M | 6M | 0.32 |
| UNITED STATES TREASURY NOTE 2.62500000 (US TREAS NTS 2.625% 05/31/27) | Long | Debt | US | $6M | 6M | 0.32 |
| UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 08/15/32) | Long | Debt | US | $4M | 5M | 0.25 |
| UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 04/30/27) | Long | Debt | US | $3M | 3M | 0.16 |
| UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 07/31/27) | Long | Debt | US | $722K | 765K | 0.04 |
| UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 05/15/32) | Long | Debt | US | $240K | 270K | 0.01 |
| UNITED STATES TREASURY NOTE 3.12500000 (WI TREASURY 3.125% 08/31/2027) | Long | Debt | US | $2M | 2M | 0.12 |
| UNITED STATES TREASURY NOTE 3.37500000 (US TREAS NTS 3.375% 05/15/33) | Long | Debt | US | $243K | 265K | 0.01 |
| UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 09/15/25) | Long | Debt | US | $2M | 2M | 0.10 |
| UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 03/31/30) | Long | Debt | US | $3M | 3M | 0.18 |
| UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 05/15/26) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/28) | Long | Debt | US | $3M | 3M | 0.17 |
| UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 04/15/26) | Long | Debt | US | $2M | 2M | 0.10 |
| UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 05/31/30) | Long | Debt | US | $1M | 2M | 0.08 |
| UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/30) | Long | Debt | US | $956K | 1M | 0.05 |
| UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 11/30/29) | Long | Debt | US | $3M | 3M | 0.15 |
| UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 08/15/33) | Long | Debt | US | $1M | 1M | 0.08 |
| UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 09/30/29) | Long | Debt | US | $276K | 285K | 0.02 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/31/29) | Long | Debt | US | $35M | 36M | 1.99 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/26) | Long | Debt | US | $9M | 9M | 0.52 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/31/31) | Long | Debt | US | $6M | 6M | 0.32 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/34) | Long | Debt | US | $5M | 5M | 0.26 |
| UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/15/27) | Long | Debt | US | $2M | 2M | 0.11 |
| UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 03/31/29) | Long | Debt | US | $9M | 9M | 0.52 |
| UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 02/15/27) | Long | Debt | US | $6M | 6M | 0.33 |
| UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 03/31/31) | Long | Debt | US | $5M | 5M | 0.28 |
| UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 10/31/27) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 03/15/27) | Long | Debt | US | $8M | 8M | 0.45 |
| UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 02/28/29) | Long | Debt | US | $7M | 8M | 0.42 |
| UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 12/31/25) | Long | Debt | US | $5M | 5M | 0.28 |
| UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 02/28/31) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/30) | Long | Debt | US | $2M | 2M | 0.13 |
| UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/28) | Long | Debt | US | $6K | 6K | 0.00 |
| UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 11/15/25) | Long | Debt | US | $5M | 5M | 0.26 |
| UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 11/15/33) | Long | Debt | US | $3M | 3M | 0.19 |
| UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 07/15/26) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY NOTE 4.62500000 (WI TREASURY SE 4.625% 04/30/29) | Long | Debt | US | $10M | 10M | 0.55 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 06/30/25) | Long | Debt | US | $5M | 5M | 0.28 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 03/15/26) | Long | Debt | US | $5M | 5M | 0.28 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 10/15/26) | Long | Debt | US | $2M | 2M | 0.09 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 09/15/26) | Long | Debt | US | $1M | 1M | 0.07 |
| UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 11/15/26) | Long | Debt | US | $1M | 1M | 0.06 |
| UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 11/30/25) | Long | Debt | US | $10M | 10M | 0.56 |
| UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 10/31/30) | Long | Debt | US | $2M | 2M | 0.09 |
| UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 10/31/28) | Long | Debt | US | $588K | 581K | 0.03 |
| UNITED STATES TREASURY STRIP PRINCIPAL ZCP 0.00000000 (US TREASURYSP ZCP 05/15/49) | Long | Debt | US | $630K | 2M | 0.04 |
| UNITEDHEALTH GROUP INC REGD 1.25000000 (UNITEDHEALTH GR 1.25% 01/15/26) | Long | Debt | US | $56K | 60K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 2.00000000 (UNITEDHEALTH GROUP 2% 05/15/30) | Long | Debt | US | $42K | 50K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 2.30000000 (UNITEDHEALTH GRO 2.3% 05/15/31) | Long | Debt | US | $83K | 100K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 2.75000000 (UNITEDHEALTH GR 2.75% 05/15/40) | Long | Debt | US | $18K | 25K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 2.90000000 (UNITEDHEALTH GRO 2.9% 05/15/50) | Long | Debt | US | $13K | 20K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 2.95000000 (UNITEDHEALTH GR 2.95% 10/15/27) | Long | Debt | US | $94K | 100K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 3.12500000 (UNITEDHEALTH G 3.125% 05/15/60) | Long | Debt | US | $44K | 70K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 3.25000000 (UNITEDHEALTH GR 3.25% 05/15/51) | Long | Debt | US | $324K | 474K | 0.02 |
| UNITEDHEALTH GROUP INC REGD 3.45000000 (UNITEDHEALTH GR 3.45% 01/15/27) | Long | Debt | US | $192K | 200K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 3.70000000 (UNITEDHEALTH GRO 3.7% 08/15/49) | Long | Debt | US | $282K | 375K | 0.02 |
| UNITEDHEALTH GROUP INC REGD 3.75000000 (UNITEDHEALTH GR 3.75% 10/15/47) | Long | Debt | US | $170K | 223K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 3.85000000 (UNITEDHEALTH GR 3.85% 06/15/28) | Long | Debt | US | $96K | 100K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 3.87500000 (UNITEDHEALTH G 3.875% 08/15/59) | Long | Debt | US | $89K | 120K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 3.87500000 (UNITEDHEALTH G 3.875% 12/15/28) | Long | Debt | US | $48K | 50K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 4.00000000 (UNITEDHEALTH GROUP 4% 05/15/29) | Long | Debt | US | $86K | 90K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 4.20000000 (UNITEDHEALTH GRO 4.2% 05/15/32) | Long | Debt | US | $477K | 510K | 0.03 |
| UNITEDHEALTH GROUP INC REGD 4.25000000 (UNITEDHEALTH GR 4.25% 01/15/29) | Long | Debt | US | $97K | 100K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 4.25000000 (UNITEDHEALTH GR 4.25% 06/15/48) | Long | Debt | US | $54K | 65K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 4.45000000 (UNITEDHEALTH GR 4.45% 12/15/48) | Long | Debt | US | $25K | 30K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 4.50000000 (UNITEDHEALTH GRO 4.5% 04/15/33) | Long | Debt | US | $47K | 50K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 4.75000000 (UNITEDHEALTH GR 4.75% 05/15/52) | Long | Debt | US | $44K | 50K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 4.95000000 (UNITEDHEALTH GR 4.95% 05/15/62) | Long | Debt | US | $102K | 115K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 5.00000000 (UNITEDHEALTH GROUP 5% 04/15/34) | Long | Debt | US | $167K | 170K | 0.01 |
| UNITEDHEALTH GROUP INC REGD 5.05000000 (UNITEDHEALTH GR 5.05% 04/15/53) | Long | Debt | US | $46K | 50K | 0.00 |
| UNITEDHEALTH GROUP INC REGD 5.20000000 (UNITEDHEALTH GRO 5.2% 04/15/63) | Long | Debt | US | $49K | 53K | 0.00 |
| UNIV OF CALIFORNIA CA REVENUES REGD B/E 2.65000000 (UNIV OF CALIFOR 2.65% 05/15/50) | Long | Debt | US | $57K | 90K | 0.00 |
| UNIV OF CALIFORNIA CA REVENUES REGD N/C B/E 4.76700000 (UNIV OF CALIFO 4.767% 05/15/15) | Long | Debt | US | $227K | 266K | 0.01 |
| UNIV OF CALIFORNIA CA REVENUES REGD N/C B/E 4.85800000 (UNIV OF CALIFO 4.858% 05/15/12) | Long | Debt | US | $22K | 25K | 0.00 |
| UNIV OF MINNESOTA MN REGD N/C B/E 4.04800000 (UNIV OF MINNES 4.048% 04/01/52) | Long | Debt | US | $220K | 260K | 0.01 |
| UNUM GROUP REGD 4.12500000 (UNUM GROUP 4.125% 06/15/51) | Long | Debt | US | $18K | 25K | 0.00 |
| UPBOUND GROUP INC REGD 144A P/P 6.37500000 (UPBOUND GROUP 6.375% 02/15/29) | Long | Debt | US | $694K | 720K | 0.04 |
| US AIRWAYS 2013-1A PTT REGD 3.95000000 (US AIRWAYS 2013 3.95% 11/15/25) | Long | Debt | US | $679K | 697K | 0.04 |
| US BANCORP REGD 1.45000000 (US BANCORP 1.45% 05/12/25) | Long | Debt | US | $87K | 90K | 0.00 |
| US BANCORP REGD MTN 3.10000000 (US BANCORP 3.1% 04/27/26) | Long | Debt | US | $96K | 100K | 0.01 |
| US BANCORP REGD MTN 3.95000000 (US BANCORP 3.95% 11/17/25) | Long | Debt | US | $196K | 200K | 0.01 |
| US BANCORP REGD MTN SER V 2.37500000 (US BANCORP 2.375% 07/22/26) | Long | Debt | US | $94K | 100K | 0.01 |
| US BANCORP REGD V/R 4.83900000 (US BANCORP V/R 02/01/34) | Long | Debt | US | $1M | 1M | 0.07 |
| US BANCORP REGD V/R 5.67800000 (US BANCORP V/R 01/23/35) | Long | Debt | US | $832K | 835K | 0.05 |
| US BANCORP REGD V/R 5.85000000 (US BANCORP V/R 10/21/33) | Long | Debt | US | $303K | 300K | 0.02 |
| USAA CAPITAL CORP REGD 144A P/P 2.12500000 (USAA CAPITAL C 2.125% 05/01/30) | Long | Debt | US | $126K | 150K | 0.01 |
| USD PUT /BRL CALL 5.1875 06/14/24 0.00000000 | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD PUT /MXN CALL 16.7956 06/03/24 0.00000000 | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| UTAH ACQUISITION SUB REGD SER WI 3.95000000 (UTAH ACQUISITIO 3.95% 06/15/26) | Long | Debt | US | $96K | 100K | 0.01 |
| UTAH ACQUISITION SUB REGD SER WI 5.25000000 (UTAH ACQUISITIO 5.25% 06/15/46) | Long | Debt | US | $20K | 25K | 0.00 |
| VALE OVERSEAS 6.875% 11/10/39 6.87500000 | Long | Debt | BR | $27K | 25K | 0.00 |
| VALE OVERSEAS LIMITED REGD 6.87500000 (VALE OVERSEAS 6.875% 11/21/36) | Long | Debt | BR | $582K | 550K | 0.03 |
| VALE SA REGD 5.62500000 (VALE SA 5.625% 09/11/42) | Long | Debt | BR | $24K | 25K | 0.00 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 3.76000000 (VCC 2019-1 A V/R 05/25/26) | Long | ABS-collateralized bond/debt obligation | US | $810K | 873K | 0.05 |
| VENTAS REALTY LP REGD 3.00000000 (VENTAS REALTY LP 3% 01/15/30) | Long | Debt | US | $22K | 25K | 0.00 |
| VENTAS REALTY LP REGD 4.00000000 (VENTAS REALTY LP 4% 03/01/28) | Long | Debt | US | $24K | 25K | 0.00 |
| VENTAS REALTY LP REGD 4.40000000 (VENTAS REALTY LP 4.4% 01/15/29) | Long | Debt | US | $24K | 25K | 0.00 |
| VENTAS REALTY LP REGD 4.87500000 (VENTAS REALTY 4.875% 04/15/49) | Long | Debt | US | $21K | 25K | 0.00 |
| VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000 (VENTURE GLOBAL 3.875% 11/01/33) | Long | Debt | US | $92K | 110K | 0.01 |
| VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000 (VENTURE GLOBAL L 9.5% 02/01/29) | Long | Debt | US | $2M | 1M | 0.09 |
| VERISK ANALYTICS INC REGD 4.12500000 (VERISK ANALYTI 4.125% 03/15/29) | Long | Debt | US | $24K | 25K | 0.00 |
| VERIZON COMMUNICATIONS REGD 1.75000000 (VERIZON COMMUNI 1.75% 01/20/31) | Long | Debt | US | $309K | 385K | 0.02 |
| VERIZON COMMUNICATIONS REGD 2.10000000 (VERIZON COMMUNIC 2.1% 03/22/28) | Long | Debt | US | $116K | 130K | 0.01 |
| VERIZON COMMUNICATIONS REGD 2.35500000 (VERIZON COMMUN 2.355% 03/15/32) | Long | Debt | US | $228K | 281K | 0.01 |
| VERIZON COMMUNICATIONS REGD 2.55000000 (VERIZON COMMUNI 2.55% 03/21/31) | Long | Debt | US | $425K | 505K | 0.02 |
| VERIZON COMMUNICATIONS REGD 2.62500000 (VERIZON COMMUN 2.625% 08/15/26) | Long | Debt | US | $492K | 520K | 0.03 |
| VERIZON COMMUNICATIONS REGD 2.65000000 (VERIZON COMMUNI 2.65% 11/20/40) | Long | Debt | US | $229K | 333K | 0.01 |
| VERIZON COMMUNICATIONS REGD 2.87500000 (VERIZON COMMUN 2.875% 11/20/50) | Long | Debt | US | $157K | 250K | 0.01 |
| VERIZON COMMUNICATIONS REGD 3.00000000 (VERIZON COMMUNICAT 3% 11/20/60) | Long | Debt | US | $60K | 100K | 0.00 |
| VERIZON COMMUNICATIONS REGD 3.15000000 (VERIZON COMMUNI 3.15% 03/22/30) | Long | Debt | US | $573K | 640K | 0.03 |
| VERIZON COMMUNICATIONS REGD 3.40000000 (VERIZON COMMUNIC 3.4% 03/22/41) | Long | Debt | US | $38K | 50K | 0.00 |
| VERIZON COMMUNICATIONS REGD 3.55000000 (VERIZON COMMUNI 3.55% 03/22/51) | Long | Debt | US | $107K | 150K | 0.01 |
| VERIZON COMMUNICATIONS REGD 4.00000000 (VERIZON COMMUNICAT 4% 03/22/50) | Long | Debt | US | $109K | 140K | 0.01 |
| VERIZON COMMUNICATIONS REGD 4.12500000 (VERIZON COMMUN 4.125% 03/16/27) | Long | Debt | US | $273K | 280K | 0.02 |
| VERIZON COMMUNICATIONS REGD 4.12500000 (VERIZON COMMUN 4.125% 08/15/46) | Long | Debt | US | $81K | 100K | 0.00 |
| VERIZON COMMUNICATIONS REGD 4.50000000 (VERIZON COMMUNIC 4.5% 08/10/33) | Long | Debt | US | $1M | 1M | 0.07 |
| VERIZON COMMUNICATIONS REGD 5.05000000 (VERIZON COMMUNI 5.05% 05/09/33) | Long | Debt | US | $112K | 114K | 0.01 |
| VERIZON COMMUNICATIONS REGD 5.25000000 (VERIZON COMMUNI 5.25% 03/16/37) | Long | Debt | US | $10K | 10K | 0.00 |
| VERIZON COMMUNICATIONS REGD 5.50000000 (VERIZON COMMUNIC 5.5% 03/16/47) | Long | Debt | US | $20K | 20K | 0.00 |
| VERIZON COMMUNICATIONS REGD 5.85000000 (VERIZON COMMUNI 5.85% 09/15/35) | Long | Debt | US | $311K | 301K | 0.02 |
| VERIZON COMMUNICATIONS REGD SER 20YR 4.40000000 (VERIZON COMMUNIC 4.4% 11/01/34) | Long | Debt | US | $18K | 20K | 0.00 |
| VERIZON COMMUNICATIONS REGD SER WI 1.68000000 (VERIZON COMMUNI 1.68% 10/30/30) | Long | Debt | US | $111K | 138K | 0.01 |
| VERIZON COMMUNICATIONS REGD SER WI 2.98700000 (VERIZON COMMUN 2.987% 10/30/56) | Long | Debt | US | $42K | 69K | 0.00 |
| VERIZON COMMUNICATIONS REGD SER WI 4.01600000 (VERIZON COMMUN 4.016% 12/03/29) | Long | Debt | US | $35K | 37K | 0.00 |
| VERIZON COMMUNICATIONS REGD SER WI 4.27200000 (VERIZON COMMUN 4.272% 01/15/36) | Long | Debt | US | $19K | 21K | 0.00 |
| VERIZON COMMUNICATIONS REGD SER WI 4.32900000 (VERIZON COMMUN 4.329% 09/21/28) | Long | Debt | US | $529K | 546K | 0.03 |
| VERIZON COMMUNICATIONS REGD SER WI 4.86200000 (VERIZON COMMUN 4.862% 08/21/46) | Long | Debt | US | $9K | 10K | 0.00 |
| VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000 (VERUS 2021-5 A1 V/R 09/25/66) | Long | ABS-collateralized bond/debt obligation | US | $581K | 704K | 0.03 |
| VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000 (VERUS 2021-7 A1 V/R 10/25/66) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.12 |
| VERUS SECURITIZATION TRUST 2022-7 SER 2022-7 CL A3 V/R REGD 144A P/P 5.35000000 (VERUS 2022-7 A3 V/R 07/25/67) | Long | ABS-collateralized bond/debt obligation | US | $754K | 768K | 0.04 |
| VERUS SECURITIZATION TRUST 2023-3 SER 2023-3 CL A3 V/R REGD 144A P/P 6.74300000 (VERUS 2023-3 A3 V/R 03/25/68) | Long | ABS-collateralized bond/debt obligation | US | $249K | 249K | 0.01 |
| VERUS SECURITIZATION TRUST 2024-3 SER 2024-3 CL A3 V/R REGD 144A P/P 6.84500000 (VERUS 2024-3 A3 V/R 04/25/69) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.06 |
| VHDA 06-C CTFS 6% 6/25/34 6.00000000 | Long | ABS-collateralized bond/debt obligation | US | $86K | 88K | 0.00 |
| VIATRIS INC REGD SER WI 1.65000000 (VIATRIS INC 1.65% 06/22/25) | Long | Debt | US | $191K | 200K | 0.01 |
| VIATRIS INC REGD SER WI 4.00000000 (VIATRIS INC 4% 06/22/50) | Long | Debt | US | $34K | 50K | 0.00 |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.12500000 (VICI PROPERTIE 4.125% 08/15/30) | Long | Debt | US | $130K | 144K | 0.01 |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 (VICI PROPERTIES 4.5% 01/15/28) | Long | Debt | US | $153K | 160K | 0.01 |
| VICI PROPERTIES LP REGD 4.75000000 (VICI PROPERTIES 4.75% 02/15/28) | Long | Debt | US | $1M | 1M | 0.06 |
| VICI PROPERTIES LP REGD 5.12500000 (VICI PROPERTIE 5.125% 05/15/32) | Long | Debt | US | $461K | 487K | 0.03 |
| VICI PROPERTIES LP REGD 5.62500000 (VICI PROPERTIE 5.625% 05/15/52) | Long | Debt | US | $165K | 185K | 0.01 |
| VICI PROPERTIES LP REGD 6.12500000 (VICI PROPERTIE 6.125% 04/01/54) | Long | Debt | US | $1M | 1M | 0.07 |
| VIRGINIA ELEC & POWER CO REGD 2.95000000 (VIRGINIA ELEC & 2.95% 11/15/51) | Long | Debt | US | $32K | 52K | 0.00 |
| VIRGINIA ELEC & POWER CO REGD 5.35000000 (VIRGINIA ELEC & 5.35% 01/15/54) | Long | Debt | US | $14K | 15K | 0.00 |
| VIRGINIA ELEC & POWER CO REGD 5.70000000 (VIRGINIA ELEC & 5.7% 08/15/53) | Long | Debt | US | $225K | 226K | 0.01 |
| VISA INC REGD 2.00000000 (VISA INC 2% 08/15/50) | Long | Debt | US | $28K | 50K | 0.00 |
| VISA INC REGD 2.05000000 (VISA INC 2.05% 04/15/30) | Long | Debt | US | $179K | 210K | 0.01 |
| VISA INC REGD 2.70000000 (VISA INC 2.7% 04/15/40) | Long | Debt | US | $18K | 25K | 0.00 |
| VISA INC REGD 3.65000000 (VISA INC 3.65% 09/15/47) | Long | Debt | US | $19K | 25K | 0.00 |
| VISA INC REGD 4.30000000 (VISA INC 4.3% 12/14/45) | Long | Debt | US | $303K | 350K | 0.02 |
| VISTRA OPERATIONS CO LLC REGD 144A P/P 6.95000000 (VISTRA OPERATIO 6.95% 10/15/33) | Long | Debt | US | $1M | 1M | 0.08 |
| VMED O2 UK FINAN REGD 144A P/P 4.75000000 (VMED O2 UK FINA 4.75% 07/15/31) | Long | Debt | GB | $166K | 200K | 0.01 |
| VMWARE LLC REGD 3.90000000 (VMWARE LLC 3.9% 08/21/27) | Long | Debt | US | $48K | 50K | 0.00 |
| VOC ESCROW LTD REGD 144A P/P 5.00000000 (VOC ESCROW LTD 5% 02/15/28) | Long | Debt | US | $106K | 110K | 0.01 |
| VODAFONE GROUP PLC REGD 4.25000000 (VODAFONE GROUP 4.25% 09/17/50) | Long | Debt | GB | $39K | 50K | 0.00 |
| VODAFONE GROUP PLC REGD 4.37500000 (VODAFONE GROUP 4.375% 02/19/43) | Long | Debt | GB | $21K | 25K | 0.00 |
| VODAFONE GROUP PLC REGD 4.87500000 (VODAFONE GROUP 4.875% 06/19/49) | Long | Debt | GB | $22K | 25K | 0.00 |
| VOYA FINANCIAL INC REGD 3.65000000 (VOYA FINANCIAL 3.65% 06/15/26) | Long | Debt | US | $24K | 25K | 0.00 |
| WALMART INC REGD 1.50000000 (WALMART INC 1.5% 09/22/28) | Long | Debt | US | $79K | 90K | 0.00 |
| WALMART INC REGD 1.80000000 (WALMART INC 1.8% 09/22/31) | Long | Debt | US | $33K | 40K | 0.00 |
| WALMART INC REGD 2.50000000 (WALMART INC 2.5% 09/22/41) | Long | Debt | US | $17K | 25K | 0.00 |
| WALMART INC REGD 2.65000000 (WALMART INC 2.65% 09/22/51) | Long | Debt | US | $31K | 50K | 0.00 |
| WALMART INC REGD 2.95000000 (WALMART INC 2.95% 09/24/49) | Long | Debt | US | $17K | 25K | 0.00 |
| WALMART INC REGD 3.62500000 (WALMART INC 3.625% 12/15/47) | Long | Debt | US | $20K | 25K | 0.00 |
| WALMART INC REGD 3.95000000 (WALMART INC 3.95% 06/28/38) | Long | Debt | US | $22K | 25K | 0.00 |
| WALMART INC REGD 4.05000000 (WALMART INC 4.05% 06/29/48) | Long | Debt | US | $41K | 50K | 0.00 |
| WALMART INC REGD 4.50000000 (WALMART INC 4.5% 04/15/53) | Long | Debt | US | $44K | 50K | 0.00 |
| WALMART INC REGD 5.62500000 (WALMART INC 5.625% 04/15/41) | Long | Debt | US | $26K | 25K | 0.00 |
| WALMART INC REGD 6.20000000 (WALMART INC 6.2% 04/15/38) | Long | Debt | US | $28K | 25K | 0.00 |
| WALT DISNEY COMPANY/THE REGD 2.20000000 (WALT DISNEY COMP 2.2% 01/13/28) | Long | Debt | US | $91K | 100K | 0.01 |
| WALT DISNEY COMPANY/THE REGD 3.60000000 (WALT DISNEY COMP 3.6% 01/13/51) | Long | Debt | US | $74K | 100K | 0.00 |
| WALT DISNEY COMPANY/THE REGD 3.70000000 (WALT DISNEY COMP 3.7% 03/23/27) | Long | Debt | US | $194K | 200K | 0.01 |
| WALT DISNEY COMPANY/THE REGD SER WI 6.20000000 (WALT DISNEY COMP 6.2% 12/15/34) | Long | Debt | US | $27K | 25K | 0.00 |
| WALT DISNEY COMPANY/THE REGD SER WI 6.65000000 (WALT DISNEY COM 6.65% 11/15/37) | Long | Debt | US | $33K | 30K | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR19 CL A1B3 V/R REGD 6.13936000 (WAMU 2005-AR19 A V/R 12/25/45) | Long | ABS-collateralized bond/debt obligation | US | $495K | 506K | 0.03 |
| WARNERMEDIA HOLDINGS INC REGD 6.41200000 (WARNERMEDIA HO 6.412% 03/15/26) | Long | Debt | US | $20K | 20K | 0.00 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 3.75500000 (WARNERMEDIA HO 3.755% 03/15/27) | Long | Debt | US | $171K | 180K | 0.01 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 4.05400000 (WARNERMEDIA HO 4.054% 03/15/29) | Long | Debt | US | $469K | 510K | 0.03 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 4.27900000 (WARNERMEDIA HO 4.279% 03/15/32) | Long | Debt | US | $219K | 250K | 0.01 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 5.05000000 (WARNERMEDIA HOL 5.05% 03/15/42) | Long | Debt | US | $41K | 50K | 0.00 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000 (WARNERMEDIA HO 5.141% 03/15/52) | Long | Debt | US | $2M | 3M | 0.12 |
| WASTE CONNECTIONS INC REGD 2.95000000 (WASTE CONNECTIO 2.95% 01/15/52) | Long | Debt | CA | $16K | 25K | 0.00 |
| WASTE CONNECTIONS INC REGD 3.05000000 (WASTE CONNECTIO 3.05% 04/01/50) | Long | Debt | CA | $17K | 25K | 0.00 |
| WASTE CONNECTIONS INC REGD 5.00000000 (WASTE CONNECTIONS 5% 03/01/34) | Long | Debt | CA | $321K | 330K | 0.02 |
| WASTE MANAGEMENT INC REGD 2.95000000 (WASTE MANAGEMEN 2.95% 06/01/41) | Long | Debt | US | $123K | 170K | 0.01 |
| WEA FINANCE LLC/WESTFIEL REGD P/P 3.75000000 (WEA FINANCE LLC 3.75% 09/17/24) | Long | Debt | US | $3M | 3M | 0.15 |
| WEA FINANCE LLC/WESTFIEL REGD P/P 4.75000000 (WEA FINANCE LLC 4.75% 09/17/44) | Long | Debt | US | $565K | 750K | 0.03 |
| WELLS FARGO & COMPANY REGD 3.00000000 (WELLS FARGO & COMP 3% 10/23/26) | Long | Debt | US | $711K | 750K | 0.04 |
| WELLS FARGO & COMPANY REGD 3.00000000 (WELLS FARGO & COMP 3% 04/22/26) | Long | Debt | US | $239K | 250K | 0.01 |
| WELLS FARGO & COMPANY REGD 5.37500000 (WELLS FARGO & 5.375% 11/02/43) | Long | Debt | US | $218K | 230K | 0.01 |
| WELLS FARGO & COMPANY REGD MTN 4.15000000 (WELLS FARGO & C 4.15% 01/24/29) | Long | Debt | US | $469K | 490K | 0.03 |
| WELLS FARGO & COMPANY REGD MTN 4.40000000 (WELLS FARGO & CO 4.4% 06/14/46) | Long | Debt | US | $33K | 40K | 0.00 |
| WELLS FARGO & COMPANY REGD MTN 4.65000000 (WELLS FARGO & C 4.65% 11/04/44) | Long | Debt | US | $17K | 20K | 0.00 |
| WELLS FARGO & COMPANY REGD MTN 4.75000000 (WELLS FARGO & C 4.75% 12/07/46) | Long | Debt | US | $9K | 10K | 0.00 |
| WELLS FARGO & COMPANY REGD MTN SER GMTN 4.90000000 (WELLS FARGO & CO 4.9% 11/17/45) | Long | Debt | US | $18K | 20K | 0.00 |
| WELLS FARGO & COMPANY REGD SER WI 5.60600000 (WELLS FARGO & 5.606% 01/15/44) | Long | Debt | US | $107K | 110K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R /PERP/ SER U 5.87500000 (WELLS FARGO & COMPA V/R /PERP/) | Long | Debt | US | $50K | 50K | 0.00 |
| WELLS FARGO & COMPANY REGD V/R 2.18800000 (WELLS FARGO & COM V/R 04/30/26) | Long | Debt | US | $19K | 20K | 0.00 |
| WELLS FARGO & COMPANY REGD V/R 3.06800000 (WELLS FARGO & COM V/R 04/30/41) | Long | Debt | US | $220K | 300K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R 5.38900000 (WELLS FARGO & COM V/R 04/24/34) | Long | Debt | US | $614K | 625K | 0.03 |
| WELLS FARGO & COMPANY REGD V/R 6.30300000 (WELLS FARGO & COM V/R 10/23/29) | Long | Debt | US | $528K | 511K | 0.03 |
| WELLS FARGO & COMPANY REGD V/R 6.49100000 (WELLS FARGO & COM V/R 10/23/34) | Long | Debt | US | $149K | 140K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.16400000 (WELLS FARGO & COM V/R 02/11/26) | Long | Debt | US | $1M | 1M | 0.07 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.39300000 (WELLS FARGO & COM V/R 06/02/28) | Long | Debt | US | $468K | 510K | 0.03 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.57200000 (WELLS FARGO & COM V/R 02/11/31) | Long | Debt | US | $89K | 103K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 (WELLS FARGO & COM V/R 03/02/33) | Long | Debt | US | $3M | 3M | 0.16 |
| WELLS FARGO & COMPANY REGD V/R MTN 3.90800000 (WELLS FARGO & COM V/R 04/25/26) | Long | Debt | US | $984K | 1M | 0.06 |
| WELLS FARGO & COMPANY REGD V/R MTN 4.47800000 (WELLS FARGO & COM V/R 04/04/31) | Long | Debt | US | $95K | 100K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 4.61100000 (WELLS FARGO & COM V/R 04/25/53) | Long | Debt | US | $170K | 200K | 0.01 |
| WELLS FARGO & COMPANY REGD V/R MTN 5.01300000 (WELLS FARGO & COM V/R 04/04/51) | Long | Debt | US | $3M | 3M | 0.17 |
| WELLS FARGO & COMPANY REGD V/R MTN 5.55700000 (WELLS FARGO & COM V/R 07/25/34) | Long | Debt | US | $1M | 1M | 0.07 |
| WELLS FARGO & COMPANY REGD V/R MTN 5.57400000 (WELLS FARGO & COM V/R 07/25/29) | Long | Debt | US | $1M | 1M | 0.06 |
| WELLS FARGO BANK NA REGD 5.25400000 (WELLS FARGO BA 5.254% 12/11/26) | Long | Debt | US | $250K | 250K | 0.01 |
| WELLS FARGO BANK NA REGD SER BKNT 5.45000000 (WELLS FARGO BAN 5.45% 08/07/26) | Long | Debt | US | $610K | 608K | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 SER 2015-C28 CL AS V/R REGD 3.87200000 (WFCM 2015-C28 AS V/R 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $973K | 1M | 0.06 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL ASB REGD 2.51400000 (WFCM 2016-BNK 2.514% 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $176K | 180K | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL A3 REGD 3.16200000 (WFCM 2016-C33 3.162% 01/15/26) | Long | ABS-collateralized bond/debt obligation | US | $370K | 385K | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43 SER 2018-C43 CL XA V/R REGD 0.58386300 (WFCM 2018-C43 XA V/R 03/15/51) | Long | ABS-collateralized bond/debt obligation | US | $188K | 10M | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A4 REGD 3.94800000 (WFCM 2018-C44 3.948% 05/15/51) | Long | ABS-collateralized bond/debt obligation | US | $235K | 250K | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 SER 2019-C52 CL XA V/R REGD 1.58867800 (WFCM 2019-C52 XA V/R 08/15/52) | Long | ABS-collateralized bond/debt obligation | US | $195K | 3M | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54 SER 2019-C54 CL A4 REGD 3.14600000 (WFCM 2019-C54 3.146% 12/15/52) | Long | ABS-collateralized bond/debt obligation | US | $160K | 180K | 0.01 |
| WELLTOWER OP LLC REGD 2.05000000 (WELLTOWER OP LL 2.05% 01/15/29) | Long | Debt | US | $22K | 25K | 0.00 |
| WELLTOWER OP LLC REGD 2.70000000 (WELLTOWER OP LLC 2.7% 02/15/27) | Long | Debt | US | $23K | 25K | 0.00 |
| WELLTOWER OP LLC REGD 2.75000000 (WELLTOWER OP LL 2.75% 01/15/31) | Long | Debt | US | $21K | 25K | 0.00 |
| WELLTOWER OP LLC REGD 2.75000000 (WELLTOWER OP LL 2.75% 01/15/32) | Long | Debt | US | $21K | 25K | 0.00 |
| WELLTOWER OP LLC REGD 3.10000000 (WELLTOWER OP LLC 3.1% 01/15/30) | Long | Debt | US | $22K | 25K | 0.00 |
| WELLTOWER OP LLC REGD 4.12500000 (WELLTOWER OP L 4.125% 03/15/29) | Long | Debt | US | $24K | 25K | 0.00 |
| WESTERN MIDSTREAM OPERAT REGD 3.10000000 (WESTERN MIDSTREA 3.1% 02/01/25) | Long | Debt | US | $10K | 10K | 0.00 |
| WESTERN MIDSTREAM OPERAT REGD 4.05000000 (WESTERN MIDSTRE 4.05% 02/01/30) | Long | Debt | US | $584K | 630K | 0.03 |
| WESTERN MIDSTREAM OPERAT REGD 4.50000000 (WESTERN MIDSTREA 4.5% 03/01/28) | Long | Debt | US | $39K | 40K | 0.00 |
| WESTERN MIDSTREAM OPERAT REGD 4.65000000 (WESTERN MIDSTRE 4.65% 07/01/26) | Long | Debt | US | $98K | 100K | 0.01 |
| WESTERN MIDSTREAM OPERAT REGD 5.25000000 (WESTERN MIDSTRE 5.25% 02/01/50) | Long | Debt | US | $100K | 115K | 0.01 |
| WESTERN MIDSTREAM OPERAT REGD 5.50000000 (WESTERN MIDSTREA 5.5% 08/15/48) | Long | Debt | US | $78K | 90K | 0.00 |
| WESTLAKE CORP REGD 3.12500000 (WESTLAKE CORP 3.125% 08/15/51) | Long | Debt | US | $32K | 50K | 0.00 |
| WESTLAKE CORP REGD 3.37500000 (WESTLAKE CORP 3.375% 08/15/61) | Long | Debt | US | $15K | 25K | 0.00 |
| WESTPAC BANKING CORP REGD 1.15000000 (WESTPAC BANKING 1.15% 06/03/26) | Long | Debt | AU | $92K | 100K | 0.01 |
| WESTPAC BANKING CORP REGD 2.70000000 (WESTPAC BANKING 2.7% 08/19/26) | Long | Debt | AU | $95K | 100K | 0.01 |
| WESTPAC BANKING CORP REGD 3.35000000 (WESTPAC BANKING 3.35% 03/08/27) | Long | Debt | AU | $96K | 100K | 0.01 |
| WEYERHAEUSER CO REGD 4.00000000 (WEYERHAEUSER CO 4% 11/15/29) | Long | Debt | US | $23K | 25K | 0.00 |
| WEYERHAEUSER CO REGD 4.00000000 (WEYERHAEUSER CO 4% 03/09/52) | Long | Debt | US | $19K | 25K | 0.00 |
| WI TREAS. NT/BD REGD 4.62500000 (WI TREASURY SE 4.625% 05/15/34) | Long | Debt | US | $2M | 2M | 0.11 |
| WILLIAMS COMPANIES INC REGD 8.75000000 (WILLIAMS COMPAN 8.75% 03/15/32) | Long | Debt | US | $137K | 116K | 0.01 |
| WILLIAMS COMPANIES INC REGD SER A 7.50000000 (WILLIAMS COMPANI 7.5% 01/15/31) | Long | Debt | US | $55K | 50K | 0.00 |
| WILLIAMS COS INC REGD 7.75000000 (WILLIAMS COS IN 7.75% 06/15/31) | Long | Debt | US | $407K | 370K | 0.02 |
| WILLIS NORTH AMERICA INC REGD 2.95000000 (WILLIS NORTH AM 2.95% 09/15/29) | Long | Debt | US | $22K | 25K | 0.00 |
| WILLIS NORTH AMERICA INC REGD 4.50000000 (WILLIS NORTH AME 4.5% 09/15/28) | Long | Debt | US | $24K | 25K | 0.00 |
| WILLIS NORTH AMERICA INC REGD 5.90000000 (WILLIS NORTH AME 5.9% 03/05/54) | Long | Debt | US | $24K | 25K | 0.00 |
| WORKDAY INC REGD 3.50000000 (WORKDAY INC 3.5% 04/01/27) | Long | Debt | US | $24K | 25K | 0.00 |
| WORKDAY INC REGD 3.70000000 (WORKDAY INC 3.7% 04/01/29) | Long | Debt | US | $23K | 25K | 0.00 |
| WORLDLINE SA/FRANCE /EUR/ REGD REG S EMTN 4.12500000 (WORLDLINE 4.125% 09/12/28/EUR/) | Long | Debt | FR | $214K | 200K | 0.01 |
| WRKCO INC REGD 3.90000000 (WRKCO INC 3.9% 06/01/28) | Long | Debt | US | $47K | 50K | 0.00 |
| WRKCO INC REGD SER WI 4.90000000 (WRKCO INC 4.9% 03/15/29) | Long | Debt | US | $25K | 25K | 0.00 |
| WYETH LLC REGD 5.95000000 (WYETH LLC 5.95% 04/01/37) | Long | Debt | US | $136K | 130K | 0.01 |
| WYNN RESORTS FINANCE LLC REGD 144A P/P 7.12500000 (WYNN RESORTS F 7.125% 02/15/31) | Long | Debt | US | $164K | 160K | 0.01 |
| YAMANA GOLD INC REGD 2.63000000 (YAMANA GOLD INC 2.63% 08/15/31) | Long | Debt | CA | $21K | 25K | 0.00 |
| YAMANA GOLD INC REGD SER WI 4.62500000 (YAMANA GOLD IN 4.625% 12/15/27) | Long | Debt | CA | $87K | 90K | 0.00 |
| ZAXBYS FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 3.23800000 (ZAXBY 2021-1A 3.238% 07/30/28) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.15 |
| ZF NA CAPITAL REGD 144A P/P 6.87500000 (ZF NA CAPITAL 6.875% 04/23/32) | Long | Debt | US | $389K | 380K | 0.02 |
| ZIGGO BOND CO BV /EUR/ REGD 144A P/P 3.37500000 (ZIGGO BON 3.375% 02/28/30/EUR/) | Long | Debt | NL | $727K | 800K | 0.04 |
| ZIPLY FIBER ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.64000000 (ZIPLY 2024-1A 6.64% 03/20/29) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.25 |
| ZOETIS INC REGD 3.95000000 (ZOETIS INC 3.95% 09/12/47) | Long | Debt | US | $20K | 25K | 0.00 |
| ZOETIS INC REGD SER WI 4.70000000 (ZOETIS INC 4.7% 02/01/43) | Long | Debt | US | $22K | 25K | 0.00 |
Address
MORGAN STANLEY PATHWAY FUNDS
2000 WESTCHESTER AVENUE
PURCHASE
New York
10577-2530
United States of America
Directors
Adela Cepeda
Mark J. Reed
Paul Ricciardelli
W. Thomas Matthews
Eric T. McKissack
Teresa S. Westbrook
Transfer Agents
BNY MELLON INVESTMENT SERVICING (US)
Pricing Services
Citigroup Global Markets Inc.
Refinitiv US LLC
Intercontinental Exchange, Inc.
Custodians
BROWN BROTHERS HARRIMAN AND CO
EUROCLEAR BANK SA NV
Shareholder Servicing Agents
BNY MELLON INVESTMENT SERVICING (US)
Admins
Brown Brothers Harriman & Co.
Brokers
CREDIT SUISSE SECURITIES (USA) LLC