Goldman Sachs Fund Complex > GOLDMAN SACHS TRUST
Goldman Sachs Core Fixed Income Fund
$1.83B
Avg Monthly Net Assets
$3.24B
Total Assets
$1.15B
Total Liabilities
$2.10B
Net Assets
Goldman Sachs Core Fixed Income Fund is a Mutual Fund in GOLDMAN SACHS TRUST
from Goldman Sachs Fund Complex,
based in Illinois,
United States of America.
The fund has eight share classes
and monthly net assets of $1.83B.
On August 20th, 2024 it reported 992 holdings, the largest
being UMBS, TBA (4.0%), United States Treasury (3.5%) and Government National Mortgage Association (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000025406 | GCFIX | |
| Class C Shares | C000025408 | GCFCX | |
| Class P Shares | C000202037 | GAKPX | |
| Class R Shares | C000058955 | GDFRX | |
| Class R6 Shares | C000161289 | GCFUX | |
| Institutional Shares | C000025404 | GSFIX | |
| Investor Shares | C000058956 | GDFTX | |
| Service Shares | C000025405 | GSCSX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1988 CLO 4 Ltd (1988 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| 1988 CLO 5 Ltd (1988 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.20 |
| 3650R 2021-PF1 Commercial Mortgage Trust (3650R Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| 37 Capital Clo 1 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| AB BSL CLO 2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.27 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.15 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.12 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $587K | – | 0.03 |
| Abu Dhabi Crude Oil Pipeline LLC | Long | Debt | AE | $1M | – | 0.05 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $416K | – | 0.02 |
| Adventist Health System/West (ADVENTIST HEALTH SYS/W) | Long | Debt | US | $1M | – | 0.06 |
| Adventist Health System/West (ADVENT HEALTH SYSTEM) | Long | Debt | US | $485K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $5M | – | 0.23 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $973K | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $602K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $315K | – | 0.02 |
| African Export-Import Bank/The | Long | Debt | XX | $708K | – | 0.03 |
| African Export-Import Bank/The | Long | Debt | XX | $693K | – | 0.03 |
| AGCO Corp | Long | Debt | US | $1M | – | 0.06 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.11 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.10 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.08 |
| Air Lease Corp | Long | Debt | US | $600K | – | 0.03 |
| Aker BP ASA | Long | Debt | NO | $595K | – | 0.03 |
| Allegion US Holding Co Inc | Long | Debt | US | $2M | – | 0.08 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Alliant Energy Finance LLC | Long | Debt | US | $216K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $496K | – | 0.02 |
| Ameren Corp | Long | Debt | US | $360K | – | 0.02 |
| American Electric Power Co Inc | Long | Debt | US | $724K | – | 0.03 |
| American Express Co | Long | Debt | US | $5M | – | 0.22 |
| American Homes 4 Rent LP | Long | Debt | US | $706K | – | 0.03 |
| AMERICAN MUNI PWR-OHIO INC OH REVENUE (American Municipal Power Inc) | Long | Debt | US | $2M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.08 |
| Amgen Inc | Long | Debt | US | $4M | – | 0.19 |
| Amgen Inc | Long | Debt | US | $3M | – | 0.16 |
| Amgen Inc | Long | Debt | US | $3M | – | 0.16 |
| AMMC CLO XI Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Angel Oak Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $2M | – | 0.12 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $1M | – | 0.07 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $744K | – | 0.04 |
| Apidos CLO XV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| Apidos CLO XXIII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| Arch Capital Finance LLC | Long | Debt | US | $1M | – | 0.06 |
| Arch Capital Group Ltd | Long | Debt | BM | $339K | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $396K | – | 0.02 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.10 |
| Ashtead Capital Inc | Long | Debt | US | $593K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.10 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.10 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.10 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $418K | – | 0.02 |
| Atlas Senior Loan Fund XIII (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| AutoNation Inc | Long | Debt | US | $1M | – | 0.07 |
| AutoNation Inc | Long | Debt | US | $789K | – | 0.04 |
| AutoNation Inc | Long | Debt | US | $433K | – | 0.02 |
| Avangrid Inc | Long | Debt | US | $49K | – | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $423K | – | 0.02 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.10 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $5M | – | 0.22 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.11 |
| Banco Santander SA | Long | Debt | ES | $732K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $666K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $387K | – | 0.02 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $838K | – | 0.04 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $11M | – | 0.51 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $246K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $212K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $201K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $194K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $145K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $75K | – | 0.00 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $308K | – | 0.01 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Banner Health | Long | Debt | US | $3M | – | 0.13 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $8M | – | 0.40 |
| Barclays PLC | Long | Debt | GB | $5M | – | 0.23 |
| Barclays PLC | Long | Debt | GB | $780K | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.15 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.09 |
| Baylor Scott & White Holdings | Long | Debt | US | $934K | – | 0.04 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $1M | – | 0.06 |
| Berry Global Inc | Long | Debt | US | $1M | – | 0.07 |
| BMO 2022-C3 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $846K | – | 0.04 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $888K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.08 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $229K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $104K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $67K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $64K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.05 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.12 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.07 |
| British Telecommunications PLC | Long | Debt | GB | $4M | – | 0.19 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.16 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.06 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.06 |
| Broadcom Inc | Long | Debt | US | $996K | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $831K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $127K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BX Trust 2022-CLS | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $499K | – | 0.02 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $2M | – | 0.09 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $1M | – | 0.05 |
| Campbell Soup Co | Long | Debt | US | $4M | – | 0.19 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.05 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $4M | – | 0.20 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $3M | – | 0.14 |
| Carrier Global Corp | Long | Debt | US | $4M | – | 0.18 |
| Carrier Global Corp | Long | Debt | US | $4M | – | 0.18 |
| Carrier Global Corp | Long | Debt | US | $3M | – | 0.15 |
| Cedar Funding IX CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Centene Corp | Long | Debt | US | $2M | – | 0.08 |
| Centene Corp | Long | Debt | US | $2M | – | 0.08 |
| Charles Schwab Corp/The | Long | Debt | US | $97K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.30 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.10 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $789K | – | 0.04 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $420K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $1M | – | 0.06 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $2M | – | 0.08 |
| CIFC Funding 2018-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.06 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $942K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.06 |
| CK Hutchison International 20 Ltd (CK HUTCHISON INTL 20 LTD) | Long | Debt | KY | $173K | – | 0.01 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $1M | – | 0.07 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $4M | – | 0.18 |
| Comcast Corp | Long | Debt | US | $6M | – | 0.27 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.17 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.06 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $243K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $81K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $3M | – | 0.14 |
| CommonSpirit Health | Long | Debt | US | $2M | – | 0.09 |
| Constellation Brands Inc | Long | Debt | US | $2M | – | 0.07 |
| Constellation Brands Inc | Long | Debt | US | $1M | – | 0.06 |
| Constellation Brands Inc | Long | Debt | US | $47K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $45K | – | 0.00 |
| Constellation Software Inc/Canada | Long | Debt | CA | $1M | – | 0.07 |
| Credit Agricole SA | Long | Debt | FR | $598K | – | 0.03 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $1M | – | 0.05 |
| Crown City CLO I | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| CSMC 2020-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CubeSmart LP | Long | Debt | US | $586K | – | 0.03 |
| CubeSmart LP | Long | Debt | US | $303K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $7M | – | 0.33 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.08 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $643K | – | 0.03 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $608K | – | 0.03 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $453K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $210K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $167K | – | 0.01 |
| Diameter Capital Clo 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.25 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $4M | – | 0.20 |
| Dollar Tree Inc | Long | Debt | US | $961K | – | 0.05 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Dominion Energy Inc | Long | Debt | US | $573K | – | 0.03 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $571K | – | 0.03 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $109K | – | 0.01 |
| DuPont de Nemours Inc | Long | Debt | US | $962K | – | 0.05 |
| East Ohio Gas Co/The | Long | Debt | US | $504K | – | 0.02 |
| Empower CLO 2022-1 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.28 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.09 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $332K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $49K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $972K | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $84K | – | 0.00 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $6K | – | 0.00 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $7K | – | 0.00 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $3K | – | 0.00 | |
| Exelon Corp | Long | Debt | US | $939K | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $1M | – | 0.06 |
| Expedia Group Inc | Long | Debt | US | $789K | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $785K | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $287K | – | 0.01 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $392K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $930K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $890K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $793K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $771K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.80 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.80 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $960K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $933K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $922K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $914K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $911K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $871K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $820K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $813K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $794K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $764K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $630K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $622K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $613K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $497K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $434K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $956.51 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $781.95 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $280.99 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $11M | – | 0.50 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $6M | – | 0.29 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $3M | – | 0.17 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $2M | – | 0.11 |
| Fifth Third Bancorp | Long | Debt | US | $1M | – | 0.06 |
| First-Citizens Bank & Trust Co (FIRST-CITIZENS BANK/TRST) | Long | Debt | US | $1M | – | 0.07 |
| Fiserv Inc | Long | Debt | US | $72K | – | 0.00 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $504K | – | 0.02 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $5M | – | 0.23 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.14 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $914K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $770.5 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $476.43 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $112.65 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $28M | – | 1.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 1.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.87 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.77 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.48 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $743K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $736K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $710K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $666K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $2M | – | 0.11 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $244K | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $163K | – | 0.01 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.21 |
| GE Capital International Funding Co Unlimited Co (GE CAPITAL INTL FUNDING) | Long | Debt | IE | $374K | – | 0.02 |
| General Electric Co | Long | Debt | US | $719K | – | 0.03 |
| General Motors Co | Long | Debt | US | $543K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.14 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.11 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.11 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $68M | – | 3.24 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $63M | – | 2.99 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $52M | – | 2.49 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31M | – | 1.46 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26M | – | 1.23 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.64 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11M | – | 0.54 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11M | – | 0.54 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-3M | – | -0.14 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-5M | – | -0.23 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-11M | – | -0.54 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-22M | – | -1.04 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33M | – | 1.56 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19M | – | 0.91 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.62 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $937K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $818K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $809K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $732K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $714K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $665K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $641K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $613K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $560K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $446K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $614.6 | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.09 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.08 |
| Global Payments Inc | Long | Debt | US | $858K | – | 0.04 |
| GMF Floorplan Owner Revolving Trust (General Motors) | Long | ABS-other | US | $5M | – | 0.22 |
| Goldman Sachs Financial Square Government Fund | Long | Equity-common | US | $16M | 16M | 0.78 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.52 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.30 |
| Halseypoint CLO 7 LTD (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.25 |
| HarborView Mortgage Loan Trust 2005-16 | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| HCA Inc | Long | Debt | US | $4M | – | 0.18 |
| HCA Inc | Long | Debt | US | $2M | – | 0.12 |
| HCA Inc | Long | Debt | US | $1M | – | 0.07 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $2M | – | 0.08 |
| Home Depot Inc/The | Long | Debt | US | $554K | – | 0.03 |
| Host Hotels & Resorts LP | Long | Debt | US | $793K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $590K | – | 0.03 |
| Humana Inc | Long | Debt | US | $803K | – | 0.04 |
| Hungary Government International Bonds | Long | Debt | HU | $2M | – | 0.08 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $2M | – | 0.08 |
| Huntsman International LLC | Long | Debt | US | $805K | – | 0.04 |
| Hyatt Hotels Corp | Long | Debt | US | $5M | – | 0.25 |
| Hyatt Hotels Corp | Long | Debt | US | $2M | – | 0.09 |
| Hyundai Auto Receivables Trust 2023-A | Long | ABS-other | US | $1M | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $9M | – | 0.44 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.18 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.10 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $1M | – | 0.07 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $1M | – | 0.05 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $141K | – | 0.01 |
| Impac CMB Trust Series 2004-8 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| ING Groep NV | Long | Debt | NL | $3M | – | 0.16 |
| Ingersoll Rand Inc | Long | Debt | US | $1M | – | 0.06 |
| Intel Corp | Long | Debt | US | $3M | – | 0.13 |
| Intel Corp | Long | Debt | US | $922K | – | 0.04 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $1M | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $2M | – | 0.10 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $672K | – | 0.03 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $3M | – | 0.14 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $1M | – | 0.05 |
| Israel Government AID Bond (AID-ISRAEL) | Long | Debt | IL | $5M | – | 0.24 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $141K | – | 0.01 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $7M | – | 0.31 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $4M | – | 0.18 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $3M | – | 0.12 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| J.P. Morgan Mortgage Trust 2021-LTV2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| JAB Holdings BV | Long | Debt | NL | $403K | – | 0.02 |
| JDE Peet's NV | Long | Debt | NL | $1M | – | 0.07 |
| JP Morgan Mortgage Trust Series 2024-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| JP Morgan Mortgage Trust Series 2024-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $686K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $592K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $265K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $65K | – | 0.00 |
| Katayma CLO I Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.21 |
| Keurig Dr Pepper Inc | Long | Debt | US | $2M | – | 0.08 |
| Kinder Morgan Inc | Long | Debt | US | $5M | – | 0.22 |
| Kraft Heinz Foods Co | Long | Debt | US | $2M | – | 0.09 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $13M | – | 0.64 |
| Lennar Corp | Long | Debt | US | $1M | – | 0.06 |
| Long: BR218471 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218471 IRS USD P F 2.68000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $839K | – | 0.04 | |
| Long: BR218473 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218473 IRS USD P F 2.08000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.07 | |
| Long: BR218545 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR218545 IRS EUR P F 1.45150 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.08 | |
| Long: BR218992 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218992 IRS USD P F 3.24000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.06 | |
| Long: BR222104 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR222104 IRS USD P F 3.50000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $36K | – | 0.00 | |
| Long: BR222496 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR222496 IRS USD P F 2.56410 2 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $225K | – | 0.01 | |
| Long: BR222559 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR222559 IRS EUR P F 2.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | GB | $170K | – | 0.01 | |
| Long: BR224325 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR224325 IRS USD P F 3.78182 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $28K | – | 0.00 | |
| Long: BR224706 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR224706 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-281K | – | -0.01 | |
| Long: BR226575 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR226575 IRS EUR P F 2.53500 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $408K | – | 0.02 | |
| Long: BR226588 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR226588 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $26K | – | 0.00 | |
| Long: BR227378 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227378 IRS USD P F 3.38017 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Long: BR227379 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227379 IRS USD P F 4.22351 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Long: BR227388 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227388 IRS USD P F 3.99248 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-254K | – | -0.01 | |
| Long: BR227389 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227389 IRS USD P F 4.42678 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-37K | – | -0.00 | |
| Long: BR227488 IRS EUR R V 06MEURIB 1 CCPZERO / Short: BR227488 IRS EUR P F 2.98000 2 CCPZERO (LCH Limited) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| Long: BR227490 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227490 IRS EUR P F 2.74000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $50K | – | 0.00 | |
| Long: BR227779 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227779 IRS USD P F 3.34351 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $28K | – | 0.00 | |
| Long: BR227781 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227781 IRS USD P F 4.17243 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $758.73 | – | 0.00 | |
| Long: BR227795 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227795 IRS USD P F 4.29057 2 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $-157K | – | -0.01 | |
| Long: BR227797 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227797 IRS USD P F 4.33525 2 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $-139K | – | -0.01 | |
| Long: BR227822 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227822 IRS USD P F 4.30122 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-1M | – | -0.06 | |
| Long: BR227900 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227900 IRS USD P F 3.75000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $630K | – | 0.03 | |
| Long: BR227906 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227906 IRS USD P F 3.75000 2 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $37K | – | 0.00 | |
| Long: BR227918 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227918 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $127K | – | 0.01 | |
| Long: BR227922 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227922 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $38K | – | 0.00 | |
| Long: BR227924 IRS EUR R V 00MESTR 1 CCPOIS / Short: BR227924 IRS EUR P F 2.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $326K | – | 0.02 | |
| Long: BR227942 IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR227942 IRS GBP P F 3.50000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $73K | – | 0.00 | |
| Long: BR227960 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR227960 IRS AUD P F 4.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $719K | – | 0.03 | |
| Long: BR227976 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR227976 IRS JPY P F .50000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.07 | |
| Long: BR228015 IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR228015 IRS NOK P F 3.75000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Long: BR228027 IRS NZD R V 03MNZDBB 1 CCPVANILLA / Short: BR228027 IRS NZD P F 4.75000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| Long: BR228271 IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR228271 IRS GBP P F 4.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $17K | – | 0.00 | |
| Long: BR228272 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR228272 IRS AUD P F 4.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $53K | – | 0.00 | |
| Long: BR228273 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR228273 IRS USD P F 4.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $24K | – | 0.00 | |
| Long: BR228274 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR228274 IRS EUR P F 3.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.00 | |
| Long: SR218472 IRS USD R F 2.91000 2 CCPOIS / Short: SR218472 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-2M | – | -0.08 | |
| Long: SR218546 IRS EUR R F 2.15200 2 CCPVANILLA / Short: SR218546 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-463K | – | -0.02 | |
| Long: SR218547 IRS EUR R F 1.05100 2 CCPVANILLA / Short: SR218547 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-752K | – | -0.04 | |
| Long: SR218991 IRS USD R F 3.35000 2 CCPOIS / Short: SR218991 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| Long: SR222495 IRS USD R F 3.39120 2 CCPOIS / Short: SR222495 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $-164K | – | -0.01 | |
| Long: SR224323 IRS USD R F 3.69610 2 CCPOIS / Short: SR224323 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.00 | |
| Long: SR224707 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR224707 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $172K | – | 0.01 | |
| Long: SR226574 IRS EUR R F 2.37000 2 CCPOIS / Short: SR226574 IRS EUR P V 00MESTR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-484K | – | -0.02 | |
| Long: SR226587 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR226587 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $54K | – | 0.00 | |
| Long: SR226589 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR226589 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| Long: SR227380 IRS USD R F 3.80455 2 CCPOIS / Short: SR227380 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $40K | – | 0.00 | |
| Long: SR227390 IRS USD R F 4.02464 2 CCPOIS / Short: SR227390 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $320K | – | 0.02 | |
| Long: SR227489 IRS EUR R F 2.71000 2 CCPVANILLA / Short: SR227489 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| Long: SR227722 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227722 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-150K | – | -0.01 | |
| Long: SR227780 IRS USD R F 3.78980 2 CCPOIS / Short: SR227780 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-18K | – | -0.00 | |
| Long: SR227796 IRS USD R F 4.74638 2 CCPOIS / Short: SR227796 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $109K | – | 0.01 | |
| Long: SR227821 IRS USD R F 4.73012 2 CCPOIS / Short: SR227821 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $288K | – | 0.01 | |
| Long: SR227906 IRS USD R F 3.75000 2 CCPOIS / Short: SR227906 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-122K | – | -0.01 | |
| Long: SR227918 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227918 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-452K | – | -0.02 | |
| Long: SR227936 IRS GBP R F 4.00000 2 CCPOIS / Short: SR227936 IRS GBP P V 00MSONIA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-343K | – | -0.02 | |
| Long: SR227939 IRS GBP R F 3.75000 2 CCPOIS / Short: SR227939 IRS GBP P V 00MSONIA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-111K | – | -0.01 | |
| Long: SR227948 IRS CAD R F 3.50000 2 CCPOIS / Short: SR227948 IRS CAD P V 00MCORRA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-170K | – | -0.01 | |
| Long: SR227954 IRS CAD R F 3.25000 2 CCPOIS / Short: SR227954 IRS CAD P V 00MCORRA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-64K | – | -0.00 | |
| Long: SR227969 IRS AUD R F 4.50000 2 CCPVANILLA / Short: SR227969 IRS AUD P V 06MBBSW 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| Long: SR227979 IRS JPY R F 1.00000 2 CCPOIS / Short: SR227979 IRS JPY P V 00MTONAR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Long: SR227991 IRS CHF R F 1.25000 2 CCPOIS / Short: SR227991 IRS CHF P V 00MSARON 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $40K | – | 0.00 | |
| Long: SR227997 IRS SEK R F 3.00000 2 CCPVANILLA / Short: SR227997 IRS SEK P V 03MSTIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $264K | – | 0.01 | |
| Long: SR228003 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR228003 IRS SEK P V 03MSTIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $59K | – | 0.00 | |
| Long: SR228009 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR228009 IRS NOK P V 06MNIBOR 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-88K | – | -0.00 | |
| Long: SR228024 IRS NZD R F 4.50000 2 CCPVANILLA / Short: SR228024 IRS NZD P V 03MNZDBB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $63K | – | 0.00 | |
| Long: SS006064 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006064 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $66K | – | 0.00 | |
| Long: SS006100 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006100 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | GB | $6K | – | 0.00 | |
| Long: SS006367 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006367 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $69K | – | 0.00 | |
| Long: SS006376 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006376 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $102K | – | 0.00 | |
| Long: SS006377 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006377 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $52K | – | 0.00 | |
| Long: SX003113 CDS USD R F 1.00000 2 CCPCDX / Short: SX003113 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $2M | – | 0.11 | |
| Long: SX003151 CDS USD R F 1.00000 2 CCPCDX / Short: SX003151 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $3M | – | 0.14 | |
| Louisiana Local Government Environmental Facilities & Community Development Auth (Louisiana Loc Govt Envrnmntl Fac & Cmnty Dev Auth) | Long | ABS-other | US | $2M | – | 0.10 |
| Lowe's Cos Inc | Long | Debt | US | $2M | – | 0.10 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.10 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.10 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $422K | – | 0.02 |
| Madison Park Funding XXXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| Marathon Petroleum Corp | Long | Debt | US | $597K | – | 0.03 |
| Marathon Petroleum Corp | Long | Debt | US | $357K | – | 0.02 |
| Marble Point CLO XIV Ltd (Marble Point CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.11 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.10 |
| Marriott International Inc/MD | Long | Debt | US | $1M | – | 0.06 |
| McDonald's Corp | Long | Debt | US | $519K | – | 0.02 |
| MET TRANSPRTN AUTH NY DEDICATED TAX FUND (Metropolitan Transportation Authority) | Long | Debt | US | $404K | – | 0.02 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $189K | – | 0.01 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $413K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $384K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $348K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $282K | – | 0.01 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $166K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $681K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $1M | – | 0.07 |
| Mexico Government International Bonds | Long | Debt | MX | $1M | – | 0.06 |
| Mexico Government International Bonds | Long | Debt | MX | $360K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $211K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $189K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $185K | – | 0.01 |
| Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.21 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $314K | – | 0.01 |
| Mountain View CLO 2016-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| MPLX LP | Long | Debt | US | $1M | – | 0.05 |
| MPLX LP | Long | Debt | US | $596K | – | 0.03 |
| MPLX LP | Long | Debt | US | $240K | – | 0.01 |
| MSCI Inc | Long | Debt | US | $2M | – | 0.12 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $902K | – | 0.04 |
| Nature Conservancy/The (NATURE CONSERVANCY (THE)) | Long | Debt | US | $64K | – | 0.00 |
| Nature Conservancy/The (NATURE CONSERVANCY (THE)) | Long | Debt | US | $55K | – | 0.00 |
| NatWest Group PLC | Long | Debt | GB | $495K | – | 0.02 |
| Netflix Inc | Long | Debt | US | $6M | – | 0.30 |
| Netflix Inc | Long | Debt | US | $5M | – | 0.25 |
| Netflix Inc | Long | Debt | US | $3M | – | 0.15 |
| Neuberger Berman Loan Advisers CLO 39 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.26 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| NiSource Inc | Long | Debt | US | $298K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $1M | – | 0.05 |
| Nomura Holdings Inc | Long | Debt | JP | $782K | – | 0.04 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $3M | – | 0.12 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $2M | – | 0.09 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $747K | – | 0.04 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $322K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.06 |
| OCP CLO 2019-16 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| Octagon Investment Partners 40 Ltd (OCTAGON INVESTMENT PARTNERS 40, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| OHA Credit Funding 5 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $588K | – | 0.03 |
| OPS07300A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-57K | – | -0.00 | |
| OPS07301A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $62K | – | 0.00 | |
| OPS07306A SWAPTION EUR OTC (BNP Paribas SA) | Derivative-interest rate | DE | $88K | – | 0.00 | |
| OPS07307A SWAPTION EUR OTC (BNP Paribas SA) | Derivative-interest rate | DE | $-82K | – | -0.00 | |
| OPS07361A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-130K | – | -0.01 | |
| OPS07362A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-0.57 | – | -0.00 | |
| OPS07375A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $107K | – | 0.01 | |
| OPS07376A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $-94K | – | -0.00 | |
| OPS07384A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $69K | – | 0.00 | |
| OPS07385A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $-58K | – | -0.00 | |
| OPS07412A SWAPTION EUR OTC (UBS AG) | Derivative-interest rate | DE | $-42K | – | -0.00 | |
| OPS07413A SWAPTION EUR OTC (UBS AG) | Derivative-interest rate | DE | $-6K | – | -0.00 | |
| OPS07421A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-68K | – | -0.00 | |
| OPS07422A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| OPS07429A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-22K | – | -0.00 | |
| OPS07430A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-41K | – | -0.00 | |
| OPS07438A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-68K | – | -0.00 | |
| OPS07439A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-27K | – | -0.00 | |
| OPS07446A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-19K | – | -0.00 | |
| OPS07447A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-68K | – | -0.00 | |
| OPS07459A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-82K | – | -0.00 | |
| OPS07460A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| OPS07467A SWAPTION EUR OTC (Bank of America NA) | Derivative-interest rate | DE | $-61K | – | -0.00 | |
| OPS07468A SWAPTION EUR OTC (Bank of America NA) | Derivative-interest rate | DE | $-32K | – | -0.00 | |
| Oracle Corp | Long | Debt | US | $5M | – | 0.23 |
| Oracle Corp | Long | Debt | US | $4M | – | 0.18 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.12 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.10 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $269K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $356K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $3M | – | 0.14 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.29 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| Panama Government International Bonds | Long | Debt | PA | $734K | – | 0.04 |
| Panama Government International Bonds | Long | Debt | PA | $352K | – | 0.02 |
| Panama Government International Bonds | Long | Debt | PA | $134K | – | 0.01 |
| PARK BLUE CLO 2023-III LTD (Park Blue CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| PayPal Holdings Inc | Long | Debt | US | $2M | – | 0.11 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.08 |
| Perrigo Finance Unlimited Co | Long | Debt | IE | $3M | – | 0.14 |
| Peru Government International Bonds | Long | Debt | PE | $56K | – | 0.00 |
| Peru Government International Bonds | Long | Debt | PE | $6K | – | 0.00 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $1M | – | 0.05 |
| PHEAA Student Loan Trust 2016-1 (Pennsylvania Higher Education Assistance Agency) | Long | ABS-other | US | $990K | – | 0.05 |
| Phillips 66 | Long | Debt | US | $679K | – | 0.03 |
| Phillips 66 | Long | Debt | US | $370K | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $800K | – | 0.04 |
| POSCO | Long | Debt | KR | $263K | – | 0.01 |
| Post CLO 2018-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Prologis LP | Long | Debt | US | $3M | – | 0.12 |
| Prosus NV | Long | Debt | NL | $612K | – | 0.03 |
| Prosus NV | Long | Debt | NL | $373K | – | 0.02 |
| Prosus NV | Long | Debt | NL | $187K | – | 0.01 |
| Prosus NV | Long | Debt | NL | $157K | – | 0.01 |
| Prosus NV | Long | Debt | NL | $138K | – | 0.01 |
| Prosus NV | Long | Debt | NL | $87K | – | 0.00 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $286K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $1M | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $386K | – | 0.02 |
| REC Ltd | Long | Debt | IN | $201K | – | 0.01 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| Reliance Industries Ltd | Long | Debt | IN | $408K | – | 0.02 |
| Reliance Industries Ltd | Long | Debt | IN | $171K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $3M | – | 0.12 |
| Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Retail Opportunity Investments Partnership LP | Long | Debt | US | $3M | – | 0.15 |
| Rogers Communications Inc | Long | Debt | CA | $7M | – | 0.32 |
| Romania Government International Bonds | Long | Debt | RO | $576K | – | 0.03 |
| Romania Government International Bonds | Long | Debt | RO | $401K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $716K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $256K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $5M | – | 0.22 |
| Royalty Pharma PLC | Long | Debt | GB | $3M | – | 0.13 |
| Royalty Pharma PLC | Long | Debt | GB | $1M | – | 0.07 |
| RR 26 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| RTX Corp | Long | Debt | US | $9M | – | 0.42 |
| RTX Corp | Long | Debt | US | $432K | – | 0.02 |
| Rush Obligated Group | Long | Debt | US | $1M | – | 0.06 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $659K | – | 0.03 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $273K | – | 0.01 |
| SCG 2024-MSP Mortgage Trust (SCG Hotel Issuer Inc) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| ServiceNow Inc | Long | Debt | US | $3M | – | 0.13 |
| Shinhan Bank Co Ltd | Long | Debt | KR | $531K | – | 0.03 |
| Silver Point Clo 4 Ltd (Silver Point CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.24 |
| Solventum Corp | Long | Debt | US | $4M | – | 0.20 |
| Solventum Corp | Long | Debt | US | $3M | – | 0.14 |
| Solventum Corp | Long | Debt | US | $2M | – | 0.10 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.08 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| State Street Corp | Long | Debt | US | $90K | – | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $959K | – | 0.05 |
| Steel Dynamics Inc | Long | Debt | US | $475K | – | 0.02 |
| STERIS Irish FinCo UnLtd Co (STERIS PLC) | Long | Debt | IE | $427K | – | 0.02 |
| Stryker Corp | Long | Debt | US | $462K | – | 0.02 |
| Stryker Corp | Long | Debt | US | $63K | – | 0.00 |
| Sunnova Hestia I Issuer LLC (Sunnova Hestia I Issuer, LLC) | Long | ABS-other | US | $409K | – | 0.02 |
| Sutter Health | Long | Debt | US | $519K | – | 0.02 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $243K | – | 0.01 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $84K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $6M | – | 0.28 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.23 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $689K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $112K | – | 0.01 |
| Take-Two Interactive Software Inc | Long | Debt | US | $1M | – | 0.07 |
| Targa Resources Corp | Long | Debt | US | $909K | – | 0.04 |
| TCW CLO 2023-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $608K | – | 0.03 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $374K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $239K | – | 0.01 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $141K | – | 0.01 |
| Truist Bank | Long | Debt | US | $1M | – | 0.05 |
| Truist Financial Corp | Long | Debt | US | $101K | – | 0.00 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $73M | – | 3.50 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $39M | – | 1.87 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.55 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.30 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.26 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $175K | – | 0.01 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.23 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $59M | – | 2.82 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $47M | – | 2.27 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $47M | – | 2.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $24M | – | 1.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $23M | – | 1.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $23M | – | 1.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 1.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 1.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $18M | – | 0.87 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $18M | – | 0.87 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 0.75 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $4M | – | 0.18 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $778K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $671K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $294K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $272K | – | 0.01 |
| UDR Inc | Long | Debt | US | $371K | – | 0.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $83M | – | 3.97 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $59M | – | 2.80 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $43M | – | 2.08 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $29M | – | 1.37 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $23M | – | 1.08 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $22M | – | 1.05 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $15M | – | 0.72 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-3M | – | -0.16 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-24M | – | -1.13 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-31M | – | -1.46 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-31M | – | -1.47 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-44M | – | -2.09 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-92M | – | -4.38 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-145M | – | -6.93 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.18 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-436K | – | -0.02 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $935K | – | 0.04 | |
| US Bancorp | Long | Debt | US | $5M | – | 0.24 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3K | – | 0.00 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-37K | – | -0.00 | |
| Ventas Realty LP | Long | Debt | US | $960K | – | 0.05 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| Venture 41 Clo Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.41 |
| Veralto Corp | Long | Debt | US | $6M | – | 0.28 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.17 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $81K | – | 0.00 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $3M | – | 0.16 |
| VMware LLC | Long | Debt | US | $613K | – | 0.03 |
| Voya CLO 2019-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.38 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $5M | – | 0.22 |
| Warnermedia Holdings Inc | Long | Debt | US | $4M | – | 0.20 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.14 |
| Weir Group PLC/The (WEIR GROUP PLC (THE)) | Long | Debt | GB | $2M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $277K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2022-C62 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Wells Fargo Mortgage Backed Securities 2019-3 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $466K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $201K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $647K | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $2M | – | 0.09 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $842K | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $785K | – | 0.04 |
| Willis North America Inc | Long | Debt | US | $627K | – | 0.03 |
| Workday Inc | Long | Debt | US | $607K | – | 0.03 |
| Workday Inc | Long | Debt | US | $47K | – | 0.00 |
| WP Carey Inc | Long | Debt | US | $934K | – | 0.04 |
| WP Carey Inc | Long | Debt | US | $601K | – | 0.03 |
| WP Carey Inc | Long | Debt | US | $439K | – | 0.02 |
| Xcel Energy Inc | Long | Debt | US | $3M | – | 0.13 |
| Zais Clo 15 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Zoetis Inc | Long | Debt | US | $85K | – | 0.00 |
Address
GOLDMAN SACHS TRUST
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
Illinois
60606
United States of America
Websites
Directors
Gregory G. Weaver
Lawrence Hughes
Lawrence W. Stranghoener
James A. McNamara
John G. Chou
Paul C. Wirth
Dwight L. Bush
Eileen H. Dowling
Joaquin Delgado
Cheryl K. Beebe
Steven D. Krichmar
Kathryn A. Cassidy
Michael Latham
John F. Killian
Transfer Agents
Goldman Sachs & Co. LLC (Chicago, IL, US, Branch)
Pricing Services
Bloomberg L.P.
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
Thomson Reuters Corporation
S&P Global Inc.
Custodians
Bank Handlowy w Warszawie Spolka Akcyjna
Bank Hapoalim B.M.
FirstRand Bank Limited
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Citibank del Peru S.A.
Skandinaviska Enskilda Banken A/S
BNP Paribas
Standard Chartered Bank Malaysia Berhad
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
Skandinaviska Enskilda Banken AB
The Hongkong and Shanghai Banking Corporation Limited
BNP Paribas (Athens, Attica, GR, Branch)
Royal Bank of Canada
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Ceskoslovenska obchodni banka, a. s.
Cititrust Colombia S A Sociedad Fiduciaria
Citibank Europe Public Limited Company
UniCredit Bank Hungary Zrt.
State Street Bank and Trust Company (Edinburgh, GB, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
State Street Bank and Trust Company
Standard Chartered International Commercial Bank Co., Ltd.
Euroclear Bank
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
UBS Switzerland AG
Citibank, Anonim Sirketi
Citibank, National Association (Singapore, SG, Branch)
Goldman Sachs & Co. LLC
Intesa Sanpaolo S.p.A.
State Street Trust Company Canada
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Shareholder Servicing Agents
Goldman Sachs & Co. LLC (Chicago, IL, US, Branch)
Admins
Goldman Sachs Asset Management, L.P.
Brokers
J.P. Morgan Securities PLC
Citigroup Global Markets Inc.
Deutsche Bank Aktiengesellschaft
Citigroup Global Markets Limited
Barclays Capital Inc.
Morgan Stanley & Co. LLC
BofA Securities, Inc.
Barclays Bank PLC
Merrill Lynch International
Jane Street Execution Services, LLC