Goldman Sachs Fund Complex > GOLDMAN SACHS TRUST

Goldman Sachs Global Core Fixed Income Fund

Series ID: S000009308

LEI: S7AVHSYYPK5PCOCQSV77

SEC CIK: 822977

$603.80M Avg Monthly Net Assets

$867.07M Total Assets

$228.50M Total Liabilities

$638.58M Net Assets

Goldman Sachs Global 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 seven share classes and monthly net assets of $603.80M. On August 20th, 2024 it reported 935 holdings, the largest being Government National Mortgage Association (4.1%), JAPAN (2 YEAR ISSUE) (3.5%) and UMBS, TBA (2.7%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Class A Shares	C000025416	GSGIX
Class C Shares	C000025418	GSLCX
Class P Shares	C000202039	GGXPX
Class R6 Shares	C000161291	GBIUX
Institutional Shares	C000025414	GSGLX
Investor Shares	C000090762	GBIRX
Service Shares	C000025415	GGISX

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	$2M	–	0.25
1988 CLO 5 Ltd (1988 CLO Ltd.)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.20
3650R 2021-PF1 Commercial Mortgage Trust (3650R Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$697K	–	0.11
AbbVie Inc	Long	Debt	US	$1M	–	0.21
AbbVie Inc	Long	Debt	US	$358K	–	0.06
AbbVie Inc	Long	Debt	US	$298K	–	0.05
ABN AMRO Bank NV	Long	Debt	NL	$1M	–	0.17
Abu Dhabi Crude Oil Pipeline LLC	Long	Debt	AE	$1M	–	0.18
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA)	Long	Debt	IE	$347K	–	0.05
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA)	Long	Debt	IE	$222K	–	0.03
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA)	Long	Debt	IE	$179K	–	0.03
African Export-Import Bank/The	Long	Debt	XX	$365K	–	0.06
African Export-Import Bank/The	Long	Debt	XX	$307K	–	0.05
AGCO Corp	Long	Debt	US	$264K	–	0.04
AGL CLO 3 LTD (AGL CLO 3 Ltd.)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.33
AIB Group PLC	Long	Debt	IE	$1M	–	0.20
AIB Group PLC	Long	Debt	IE	$836K	–	0.13
Air Lease Corp	Long	Debt	US	$1M	–	0.20
Air Lease Corp	Long	Debt	US	$1M	–	0.18
Air Lease Corp	Long	Debt	US	$552K	–	0.09
Allegion US Holding Co Inc	Long	Debt	US	$337K	–	0.05
Ally Financial Inc	Long	Debt	US	$677K	–	0.11
Alternative Loan Trust 2005-38 (Countrywide Alternative Loan Trust)	Long	ABS-mortgage backed security	US	$31K	–	0.00
Ameren Corp	Long	Debt	US	$149K	–	0.02
American Express Co	Long	Debt	US	$255K	–	0.04
American Express Credit Account Master Trust	Long	ABS-other	US	$2M	–	0.30
American Homes 4 Rent LP	Long	Debt	US	$368K	–	0.06
American Homes 4 Rent LP	Long	Debt	US	$102K	–	0.02
American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU)	Long	Debt	NL	$1M	–	0.22
American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU)	Long	Debt	NL	$614K	–	0.10
Amgen Inc	Long	Debt	US	$1M	–	0.23
Amgen Inc	Long	Debt	US	$1M	–	0.20
Amgen Inc	Long	Debt	US	$650K	–	0.10
Amgen Inc	Long	Debt	US	$239K	–	0.04
Amphenol Corp	Long	Debt	US	$252K	–	0.04
Angel Oak Mortgage Trust 2021-6	Long	ABS-mortgage backed security	US	$372K	–	0.06
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV)	Long	Debt	US	$2M	–	0.28
Anheuser-Busch InBev Worldwide Inc	Long	Debt	US	$298K	–	0.05
Apidos CLO XV (Apidos CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.26
Apidos CLO XXIII (Apidos CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.33
Ares LXIV CLO Ltd (ARES CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.51
Ashtead Capital Inc	Long	Debt	US	$422K	–	0.07
Asian Development Bank	Long	Debt	XX	$5M	–	0.80
AT&T Inc	Long	Debt	US	$303K	–	0.05
AT&T Inc	Long	Debt	US	$287K	–	0.05
AT&T Inc	Long	Debt	US	$246K	–	0.04
AT&T Inc	Long	Debt	US	$198K	–	0.03
AUST 10Y BOND FUT SEP24 (ASX Clear (Futures))		Derivative-interest rate	AU	$-28K	–	-0.00
AUST 3YR BOND FUT SEP24 (ASX Clear (Futures))		Derivative-interest rate	AU	$-24K	–	-0.00
Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP)	Long	Debt	AU	$726K	–	0.11
AutoNation Inc	Long	Debt	US	$173K	–	0.03
Autostrade per l'Italia SpA	Long	Debt	IT	$629K	–	0.10
Aviation Capital Group LLC	Long	Debt	US	$376K	–	0.06
Aviva PLC	Long	Debt	GB	$573K	–	0.09
Bacardi Ltd	Long	Debt	BM	$1M	–	0.18
Bain Capital Credit CLO 2020-1 Ltd (Bain Capital Credit CLO, Limited)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.40
Bain Capital Credit CLO 2023-3 Ltd (Bain Capital Credit CLO, Limited)	Long	ABS-collateralized bond/debt obligation	JE	$2M	–	0.26
Balboa Bay Loan Funding 2023-1 Ltd (Balboa Bay Loan Funding Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.47
Banco Santander SA	Long	Debt	ES	$1M	–	0.20
Banco Santander SA	Long	Debt	ES	$998K	–	0.16
Banco Santander SA	Long	Debt	ES	$943K	–	0.15
BANK 2022-BNK40	Long	ABS-mortgage backed security	US	$1M	–	0.16
BANK 2023-BNK46	Long	ABS-mortgage backed security	US	$2M	–	0.27
Bank of America Auto Trust 2023-2	Long	ABS-other	US	$1M	–	0.17
Bank of America Corp	Long	Debt	US	$3M	–	0.45
Bank of America Corp	Long	Debt	US	$2M	–	0.33
Bank of America Corp	Long	Debt	US	$324K	–	0.05
Bank of America Corp	Long	Debt	US	$296K	–	0.05
Bank of Ireland Group PLC	Long	Debt	IE	$459K	–	0.07
BANK5 2023-5YR4	Long	ABS-mortgage backed security	US	$422K	–	0.07
BANK5 2023-5YR4	Long	ABS-mortgage backed security	US	$359K	–	0.06
BANK5 2024-5YR7	Long	ABS-mortgage backed security	US	$1M	–	0.19
Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL)	Long	Debt	FR	$1M	–	0.20
Barclays Dryrock Issuance Trust	Long	ABS-other	US	$3M	–	0.41
Barclays Dryrock Issuance Trust	Long	ABS-other	US	$1M	–	0.23
Barclays PLC	Long	Debt	GB	$948K	–	0.15
Barclays PLC	Long	Debt	GB	$606K	–	0.09
Barclays PLC	Long	Debt	GB	$575K	–	0.09
Barings Clo Ltd 2022-IV (Babson CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.20
BAT Capital Corp	Long	Debt	US	$47K	–	0.01
BAT International Finance PLC (BAT INTL FINANCE PLC)	Long	Debt	GB	$1M	–	0.17
BAT International Finance PLC (BAT INTL FINANCE PLC)	Long	Debt	GB	$195K	–	0.03
Bayer Corp	Long	Short-term investment vehicle	US	$4M	–	0.67
Bayer US Finance II LLC	Long	Debt	US	$979K	–	0.15
BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$591K	–	0.09
BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$435K	–	0.07
Becton Dickinson & Co	Long	Debt	US	$619K	–	0.10
Becton Dickinson & Co	Long	Debt	US	$190K	–	0.03
Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$1M	–	0.18
Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD)	Long	Debt	LU	$332K	–	0.05
Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD)	Long	Debt	LU	$330K	–	0.05
BLP Commercial Mortgage Trust 2024-IND2	Long	ABS-mortgage backed security	US	$1M	–	0.19
BMO 2022-C3 MORTGAGE TRUST (BMO Mortgage Trust)	Long	ABS-mortgage backed security	US	$299K	–	0.05
BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.38
BNP Paribas SA	Long	Debt	FR	$1M	–	0.22
BNP Paribas SA	Long	Debt	FR	$1M	–	0.19
BNP Paribas SA	Long	Debt	FR	$537K	–	0.08
BNP Paribas SA	Long	Debt	FR	$532K	–	0.08
BNP Paribas SA	Long	Debt	FR	$495K	–	0.08
Boeing Co/The	Long	Debt	US	$1M	–	0.22
Boeing Co/The	Long	Debt	US	$51K	–	0.01
Booking Holdings Inc	Long	Debt	US	$782K	–	0.12
BP Capital Markets PLC	Long	Debt	GB	$299K	–	0.05
BPCE SA	Long	Debt	FR	$946K	–	0.15
BPCE SA	Long	Debt	FR	$306K	–	0.05
BRAVO Residential Funding Trust 2024-NQM1	Long	ABS-mortgage backed security	US	$2M	–	0.28
Bristol-Myers Squibb Co	Long	Debt	US	$632K	–	0.10
Bristol-Myers Squibb Co	Long	Debt	US	$303K	–	0.05
Broadcom Inc	Long	Debt	US	$2M	–	0.35
Broadcom Inc	Long	Debt	US	$329K	–	0.05
Broadcom Inc	Long	Debt	US	$304K	–	0.05
Broadcom Inc	Long	Debt	US	$149K	–	0.02
BX Commercial Mortgage Trust 2024-XL5 (BX Trust)	Long	ABS-mortgage backed security	US	$1M	–	0.16
BX Trust 2021-ARIA	Long	ABS-mortgage backed security	US	$442K	–	0.07
BX Trust 2022-PSB	Long	ABS-mortgage backed security	US	$955K	–	0.15
BX Trust 2024-BIO	Long	ABS-mortgage backed security	US	$2M	–	0.32
CaixaBank SA	Long	Debt	ES	$1M	–	0.22
CaixaBank SA	Long	Debt	ES	$715K	–	0.11
CaixaBank SA	Long	Debt	ES	$299K	–	0.05
CaixaBank SA	Long	Debt	ES	$296K	–	0.05
CaixaBank SA	Long	Debt	ES	$227K	–	0.04
Campbell Soup Co	Long	Debt	US	$1M	–	0.16
Campbell Soup Co	Long	Debt	US	$994K	–	0.16
CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal)		Derivative-interest rate	CA	$97K	–	0.02
Capital One Financial Corp	Long	Debt	US	$501K	–	0.08
Capital One Multi-Asset Execution Trust	Long	ABS-other	US	$2M	–	0.31
Cardinal Health Inc	Long	Debt	US	$344K	–	0.05
Carlyle US CLO 2024-2 Ltd (Carlyle Global Market Strategies)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.30
Carrier Global Corp	Long	Debt	US	$339K	–	0.05
Carrier Global Corp	Long	Debt	US	$136K	–	0.02
CBRE Services Inc	Long	Debt	US	$607K	–	0.10
CBRE Services Inc	Long	Debt	US	$259K	–	0.04
Celanese US Holdings LLC	Long	Debt	US	$954K	–	0.15
Celanese US Holdings LLC	Long	Debt	US	$874K	–	0.14
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$777K	–	0.12
Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation)	Long	ABS-mortgage backed security	US	$405K	–	0.06
Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation)	Long	ABS-mortgage backed security	US	$271K	–	0.04
Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation)	Long	ABS-mortgage backed security	US	$197K	–	0.03
Chile Government International Bonds	Long	Debt	CL	$315K	–	0.05
Choice Hotels International Inc (CHOICE HOTELS INTL INC)	Long	Debt	US	$345K	–	0.05
Cigna Group/The	Long	Debt	US	$716K	–	0.11
Cigna Group/The	Long	Debt	US	$291K	–	0.05
Citibank Credit Card Issuance Trust	Long	ABS-other	US	$1M	–	0.20
Citigroup Commercial Mortgage Trust 2017-P8	Long	ABS-mortgage backed security	US	$286K	–	0.04
Citigroup Inc	Long	Debt	US	$2M	–	0.27
Citigroup Inc	Long	Debt	US	$2M	–	0.26
Citigroup Inc	Long	Debt	US	$286K	–	0.04
CK Hutchison International 20 Ltd (CK HUTCHISON INTL 20 LTD)	Long	Debt	KY	$173K	–	0.03
CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23)	Long	Debt	KY	$345K	–	0.05
Coca-Cola Consolidated Inc	Long	Debt	US	$328K	–	0.05
Colombian TES (TITULOS DE TESORERIA)	Long	Debt	CO	$246K	–	0.04
Colombian TES (TITULOS DE TESORERIA)	Long	Debt	CO	$177K	–	0.03
Comcast Corp	Long	Debt	US	$291K	–	0.05
COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.30
Commerzbank AG	Long	Debt	DE	$460K	–	0.07
Constellation Brands Inc	Long	Debt	US	$1M	–	0.23
Constellation Brands Inc	Long	Debt	US	$24K	–	0.00
Constellation Software Inc/Canada	Long	Debt	CA	$438K	–	0.07
Corebridge Global Funding (COREBRIDGE GLOB FUNDING)	Long	Debt	US	$922K	–	0.14
Credit Agricole SA	Long	Debt	FR	$1M	–	0.16
Credit Agricole SA/London (CREDIT AGRICOLE LONDON)	Long	Debt	FR	$289K	–	0.05
CVS Health Corp	Long	Debt	US	$290K	–	0.05
Danske Bank A/S	Long	Debt	DK	$1M	–	0.19
Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP)	Long	Debt	US	$902K	–	0.14
Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP)	Long	Debt	US	$880K	–	0.14
Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP)	Long	Debt	US	$79K	–	0.01
Deutsche Bank AG	Long	Debt	DE	$2M	–	0.36
Deutsche Bank AG	Long	Debt	DE	$376K	–	0.06
Deutsche Bank AG/New York NY (DEUTSCHE BANK NY)	Long	Debt	DE	$261K	–	0.04
Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN)	Long	Debt	NL	$291K	–	0.05
Diamondback Energy Inc	Long	Debt	US	$514K	–	0.08
Diamondback Energy Inc	Long	Debt	US	$496K	–	0.08
Dollar Tree Inc	Long	Debt	US	$640K	–	0.10
DOLP Trust 2021-NYC	Long	ABS-mortgage backed security	US	$1M	–	0.20
DP World Crescent Ltd	Long	Debt	KY	$196K	–	0.03
DP World Ltd/United Arab Emirates (DP WORLD LTD UAE)	Long	Debt	AE	$371K	–	0.06
DuPont de Nemours Inc	Long	Debt	US	$592K	–	0.09
E.ON International Finance BV (E.ON INTL FINANCE BV)	Long	Debt	NL	$564K	–	0.09
ECMC Group Student Loan Trust	Long	ABS-other	US	$2M	–	0.33
Electricite de France SA	Long	Debt	FR	$1M	–	0.22
Elmwood CLO IV Ltd	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.83
Enbridge Inc	Long	Debt	CA	$706K	–	0.11
Enbridge Inc	Long	Debt	CA	$360K	–	0.06
Enel Finance America LLC	Long	Debt	US	$441K	–	0.07
Enel SpA	Long	Debt	IT	$503K	–	0.08
Enel SpA	Long	Debt	IT	$244K	–	0.04
Energy Transfer LP	Long	Debt	US	$772K	–	0.12
Energy Transfer LP	Long	Debt	US	$525K	–	0.08
Energy Transfer LP	Long	Debt	US	$250K	–	0.04
Eni SpA	Long	Debt	IT	$390K	–	0.06
EURO-BOBL FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$126K	–	0.02
EURO-BTP FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$-25K	–	-0.00
EURO-BUND FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$108K	–	0.02
EURO-BUXL 30Y BND SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$50K	–	0.01
EURO-OAT FUTURE SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$-26K	–	-0.00
EURO-SCHATZ FUT SEP24 (Eurex Deutschland)		Derivative-interest rate	DE	$20K	–	0.00
European Financial Stability Facility (EFSF)	Long	Debt	LU	$996K	–	0.16
European Investment Bank	Long	Debt	XX	$5M	–	0.71
European Investment Bank	Long	Debt	XX	$4M	–	0.59
European Investment Bank	Long	Debt	XX	$1M	–	0.19
European Union	Long	Debt	XX	$622K	–	0.10
Exelon Corp	Long	Debt	US	$598K	–	0.09
Expedia Group Inc	Long	Debt	US	$1M	–	0.16
Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA)	Long	Debt	KR	$392K	–	0.06
Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA)	Long	Debt	KR	$332K	–	0.05
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$1M	–	0.22
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$572K	–	0.09
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$503K	–	0.08
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$490K	–	0.08
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$455K	–	0.07
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$451K	–	0.07
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$302K	–	0.05
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$287K	–	0.04
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$243K	–	0.04
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$235K	–	0.04
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$229K	–	0.04
Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS)	Long	ABS-mortgage backed security	US	$160K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.37
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.28
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.27
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.23
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.23
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.21
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.20
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$944K	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$884K	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$847K	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$816K	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$796K	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$756K	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$717K	–	0.11
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$619K	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$593K	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$363K	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$351K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$338K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$337K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$302K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$273K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$234K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$212K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$189K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$168K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$160K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$150K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$130K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$120K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$74K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$54K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$52K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$47K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$41K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$41K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$41K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$38K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$36K	–	0.01
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	$21K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	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	$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	$13K	–	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	$11K	–	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	$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	$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	$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	$4K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	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 REMICS	Long	ABS-mortgage backed security	US	$145K	–	0.02
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$129K	–	0.02
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$78K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$33K	–	0.01
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$19K	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$12K	–	0.00
Fidelity National Information Services Inc (FIDELITY NATL INFO SERV)	Long	Debt	US	$564K	–	0.09
Finland Government Bonds	Long	Debt	FI	$1M	–	0.18
Fiserv Inc	Long	Debt	US	$219K	–	0.03
FMS Wertmanagement	Long	Debt	DE	$1M	–	0.21
Ford Credit Auto Lease Trust 2024-A	Long	ABS-other	US	$4M	–	0.55
Ford Credit Auto Owner Trust 2023-C	Long	ABS-other	US	$2M	–	0.32
Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/Ford Credit)	Long	ABS-other	US	$2M	–	0.25
Ford Motor Credit Co LLC	Long	Debt	US	$1M	–	0.17
Ford Motor Credit Co LLC	Long	Debt	US	$975K	–	0.15
Fortive Corp (FORTIVE CORPORATION)	Long	Debt	US	$730K	–	0.11
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$22K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$22K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$11K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$8K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$6K	–	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	$3K	–	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	$2K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2K	–	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	$944.98	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$709.52	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$666.43	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$605.99	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$539.57	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$438.46	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$426.13	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$394.84	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$383.5	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$350.1	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$339.55	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$254.15	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$181.63	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$144.84	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1.89	–	0.00
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$737K	–	0.12
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$5M	–	0.84
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$5M	–	0.72
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.32
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.22
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.22
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.21
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$912K	–	0.14
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$880K	–	0.14
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$766K	–	0.12
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$760K	–	0.12
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$710K	–	0.11
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$710K	–	0.11
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$655K	–	0.10
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$549K	–	0.09
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$439K	–	0.07
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$376K	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$82K	–	0.01
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$171K	–	0.03
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$139K	–	0.02
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$94K	–	0.01
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$37K	–	0.01
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$9K	–	0.00
Freddie Mac STACR Debt Notes 2016-DNA4 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$286K	–	0.04
Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$123K	–	0.02
Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$425K	–	0.07
Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$1M	–	0.19
Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$2M	–	0.31
Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$2M	–	0.31
Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$1M	–	0.21
Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR)	Long	ABS-mortgage backed security	US	$527K	–	0.08
French Republic Government Bonds OAT	Long	Debt	FR	$8M	–	1.26
French Republic Government Bonds OAT	Long	Debt	FR	$2M	–	0.25
French Republic Government Bonds OAT	Long	Debt	FR	$1M	–	0.19
French Republic Government Bonds OAT	Long	Debt	FR	$527K	–	0.08
French Republic Government Bonds OAT	Long	Debt	FR	$315K	–	0.05
French Republic Government Bonds OAT	Long	Debt	FR	$167K	–	0.03
Galaxy Pipeline Assets Bidco Ltd	Long	Debt	JE	$457K	–	0.07
Galaxy Pipeline Assets Bidco Ltd	Long	Debt	JE	$163K	–	0.03
GE Capital Funding LLC	Long	Debt	US	$1M	–	0.22
GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC)	Long	Debt	US	$331K	–	0.05
General Electric Co	Long	Debt	US	$47K	–	0.01
General Mills Inc	Long	Debt	US	$521K	–	0.08
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$2M	–	0.25
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$643K	–	0.10
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$200K	–	0.03
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$105K	–	0.02
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$26M	–	4.09
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$4M	–	0.63
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.55
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.48
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.28
Ginnie Mae (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$992K	–	0.16
Ginnie Mae (Government National Mortgage Association)	Short	ABS-mortgage backed security	US	$-872K	–	-0.14
Ginnie Mae (Government National Mortgage Association)	Short	ABS-mortgage backed security	US	$-2M	–	-0.29
Ginnie Mae (Government National Mortgage Association)	Short	ABS-mortgage backed security	US	$-2M	–	-0.30
Ginnie Mae (Government National Mortgage Association)	Short	ABS-mortgage backed security	US	$-4M	–	-0.68
Ginnie Mae (Government National Mortgage Association)	Short	ABS-mortgage backed security	US	$-15M	–	-2.38
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$12M	–	1.89
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.47
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.27
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.21
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.16
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$812K	–	0.13
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$801K	–	0.13
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$771K	–	0.12
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$723K	–	0.11
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$719K	–	0.11
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$696K	–	0.11
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$638K	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$549K	–	0.09
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$530K	–	0.08
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$447K	–	0.07
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$441K	–	0.07
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$411K	–	0.06
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$320K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$316K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$313K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$301K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$287K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$280K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$256K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$220K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$206K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$198K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$196K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$193K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$170K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$167K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$148K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$92K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$78K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$26K	–	0.00
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$14K	–	0.00
Glencore Finance Europe Ltd	Long	Debt	JE	$152K	–	0.02
Glencore Funding LLC	Long	Debt	US	$1M	–	0.18
Glencore Funding LLC	Long	Debt	US	$764K	–	0.12
Glencore Funding LLC	Long	Debt	US	$425K	–	0.07
GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term Auto Receivables Tr)	Long	ABS-other	US	$1M	–	0.19
GMF Floorplan Owner Revolving Trust (General Motors)	Long	ABS-other	US	$2M	–	0.24
Golub Capital Partners CLO 74 B Ltd (Golub Capital Partners CLO, LTD)	Long	ABS-collateralized bond/debt obligation	JE	$1M	–	0.22
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$245K	–	0.04
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$166K	–	0.03
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$114K	–	0.02
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$48K	–	0.01
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$29K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$25K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$21K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$17K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$14K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$14K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$13K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$10K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$9K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$8K	–	0.00
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$5K	–	0.00
GS Mortgage Securities Trust 2017-GS7	Long	ABS-mortgage backed security	US	$887K	–	0.14
HarborView Mortgage Loan Trust 2006-6	Long	ABS-mortgage backed security	US	$118K	–	0.02
HCA Inc	Long	Debt	US	$1M	–	0.22
HCA Inc	Long	Debt	US	$230K	–	0.04
HSBC Holdings PLC	Long	Debt	GB	$196K	–	0.03
Humana Inc	Long	Debt	US	$544K	–	0.09
Hungary Government International Bonds	Long	Debt	HU	$2M	–	0.33
Huntington Bancshares Inc/OH	Long	Debt	US	$510K	–	0.08
Hyatt Hotels Corp	Long	Debt	US	$730K	–	0.11
Hyundai Auto Lease Securitization Trust 2024-A	Long	ABS-other	US	$3M	–	0.40
Hyundai Capital America	Long	Debt	US	$2M	–	0.35
Hyundai Capital America	Long	Debt	US	$177K	–	0.03
Indonesia Government International Bond (Republic of Indonesia)	Long	Debt	ID	$256K	–	0.04
Indonesia Treasury Bond (INDONESIA GOVERNMENT)	Long	Debt	ID	$434K	–	0.07
Indonesia Treasury Bond (INDONESIA GOVERNMENT)	Long	Debt	ID	$137K	–	0.02
ING Groep NV	Long	Debt	NL	$386K	–	0.06
International Consolidated Airlines Group SA (INTL CONSOLIDATED AIRLIN)	Long	Debt	ES	$841K	–	0.13
International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES)	Long	Debt	US	$500K	–	0.08
International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES)	Long	Debt	US	$426K	–	0.07
International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES)	Long	Debt	US	$179K	–	0.03
Ireland Government Bonds	Long	Debt	IE	$806K	–	0.13
Ireland Government Bonds	Long	Debt	IE	$392K	–	0.06
Israel Government Bonds - Fixed	Long	Debt	IL	$603K	–	0.09
Israel Government Bonds - Fixed	Long	Debt	IL	$512K	–	0.08
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$5M	–	0.84
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$3M	–	0.45
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$2M	–	0.32
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$1M	–	0.23
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$1M	–	0.17
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$798K	–	0.13
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$379K	–	0.06
Italy Buoni Poliennali Del Tesoro	Long	Debt	IT	$75K	–	0.01
J M Smucker Co/The (JM SMUCKER CO)	Long	Debt	US	$1M	–	0.20
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mortgage Sec Trust)	Long	ABS-mortgage backed security	US	$952K	–	0.15
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mortgage Sec Trust)	Long	ABS-mortgage backed security	US	$1M	–	0.17
J.P. Morgan Mortgage Trust 2021-LTV2 (JP Morgan Mortgage Trust)	Long	ABS-mortgage backed security	US	$825K	–	0.13
J.P. Morgan Mortgage Trust 2022-DSC1 (JP Morgan Mortgage Trust)	Long	ABS-mortgage backed security	US	$806K	–	0.13
J.P. Morgan Mortgage Trust 2023-DSC1 (JP Morgan Mortgage Trust)	Long	ABS-mortgage backed security	US	$761K	–	0.12
J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.31
Jamestown CLO XII Ltd (Jamestown CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.26
Japan Government Forty Year Bonds	Long	Debt	JP	$3M	–	0.47
Japan Government Ten Year Bonds	Long	Debt	JP	$12M	–	1.94
Japan Government Ten Year Bonds	Long	Debt	JP	$12M	–	1.90
Japan Government Thirty Year Bonds	Long	Debt	JP	$4M	–	0.59
Japan Government Twenty Year Bonds	Long	Debt	JP	$5M	–	0.79
Japan Government Two Year Bond (JAPAN (2 YEAR ISSUE))	Long	Debt	JP	$22M	–	3.48
Japan Government Two Year Bond (JAPAN (2 YEAR ISSUE))	Long	Debt	JP	$5M	–	0.76
Japan Government Two Year Bonds	Long	Debt	JP	$12M	–	1.84
Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL)	Long	Short-term investment vehicle	JP	$14M	–	2.24
JP Morgan Mortgage Trust	Long	ABS-mortgage backed security	US	$289K	–	0.05
JP Morgan Mortgage Trust 2023-HE3	Long	ABS-other	US	$557K	–	0.09
JP Morgan Mortgage Trust Series 2024-3	Long	ABS-mortgage backed security	US	$2M	–	0.27
JP Morgan Mortgage Trust Series 2024-4	Long	ABS-mortgage backed security	US	$687K	–	0.11
JPMorgan Chase & Co	Long	Debt	US	$3M	–	0.48
JPMorgan Chase & Co	Long	Debt	US	$2M	–	0.28
JPMorgan Chase & Co	Long	Debt	US	$891K	–	0.14
Keurig Dr Pepper Inc	Long	Debt	US	$769K	–	0.12
Kilroy Realty LP	Long	Debt	US	$190K	–	0.03
Kingdom of Belgium Government Bonds	Long	Debt	BE	$1M	–	0.23
Kingdom of Belgium Government Bonds	Long	Debt	BE	$193K	–	0.03
Korea Hydro & Nuclear Power Co Ltd	Long	Debt	KR	$613K	–	0.10
Korea Treasury Bond	Long	Debt	KR	$2M	–	0.28
Korea Treasury Bond	Long	Debt	KR	$2M	–	0.27
Kreditanstalt fuer Wiederaufbau (KFW)	Long	Debt	DE	$4M	–	0.67
Kreditanstalt fuer Wiederaufbau (KFW)	Long	Debt	DE	$4M	–	0.59
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$822K	–	0.13
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$74K	–	0.01
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$49K	–	0.01
Logicor Financing Sarl	Long	Debt	LU	$631K	–	0.10
Logicor Financing Sarl	Long	Debt	LU	$558K	–	0.09
Logicor Financing Sarl	Long	Debt	LU	$299K	–	0.05
LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division)		Derivative-interest rate	GB	$24K	–	0.00
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	$618K	–	0.10
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	$1M	–	0.18
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	$1M	–	0.19
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	$842K	–	0.13
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	$161K	–	0.03
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	$116K	–	0.02
Long: BR224168 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR224168 IRS BRL P F 10.28610 2 CCPNDFPREDISWAP (Chicago Mercantile Exchange)		Derivative-interest rate	US	$51K	–	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	$20K	–	0.00
Long: BR224631 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR224631 IRS BRL P F 11.50000 2 CCPNDFPREDISWAP (Chicago Mercantile Exchange)		Derivative-interest rate	US	$18K	–	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	$-190K	–	-0.03
Long: BR226557 IRS BRL R V 00MBRCDI / Short: BR226557 IRS BRL P F 9.75000 (Chicago Mercantile Exchange)		Derivative-interest rate	BR	$17K	–	0.00
Long: BR226558 IRS BRL R V 00MBRCDI CCPNDFPREDISWAP 1 / Short: BR226558 IRS BRL P F 10.25000 CCPNDFPREDISWAP 2 (Chicago Mercantile Exchange)		Derivative-interest rate	BR	$366K	–	0.06
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	$301K	–	0.05
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	$17K	–	0.00
Long: BR226712 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR226712 IRS USD P F 3.75000 2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$161K	–	0.03
Long: BR227025 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BR227025 IRS CLP P F 5.00000 2 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange)		Derivative-interest rate	GB	$7K	–	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	$2K	–	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	$3K	–	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	$-185K	–	-0.03
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	$-27K	–	-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	$-5K	–	-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	$35K	–	0.01
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	$19K	–	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	$512.98	–	0.00
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	$-878K	–	-0.14
Long: BR227824 IRS INR R V 00MMIBOR 1 CCPNDFOIS / Short: BR227824 IRS INR P F 6.50000 2 CCPNDFOIS (LCH Limited)		Derivative-interest rate	US	$-8K	–	-0.00
Long: BR227831 IRS INR R V 00MMIBOR 1 CCPNDFOIS / Short: BR227831 IRS INR P F 6.50000 2 CCPNDFOIS (LCH Limited)		Derivative-interest rate	US	$613.94	–	0.00
Long: BR227840 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BR227840 IRS PLN P F 5.50000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$-17K	–	-0.00
Long: BR227878 IRS MXN R V 01MTIIE 1 CCPVANILLA / Short: BR227878 IRS MXN P F 10.00000 2 CCPVANILLA (Chicago Mercantile Exchange)		Derivative-interest rate	US	$695.94	–	0.00
Long: BR227882 IRS MXN R V 01MTIIE 1 CCPVANILLA / Short: BR227882 IRS MXN P F 9.25000 2 CCPVANILLA (Chicago Mercantile Exchange)		Derivative-interest rate	US	$2K	–	0.00
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	$533K	–	0.08
Long: BR227903 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227903 IRS USD P F 3.50000 2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$39K	–	0.01
Long: BR227914 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227914 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$22K	–	0.00
Long: BR227915 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227915 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$53K	–	0.01
Long: BR227916 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227916 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	GB	$19K	–	0.00
Long: BR227921 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227921 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	GB	$15K	–	0.00
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	$26K	–	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	$170K	–	0.03
Long: BR227927 IRS EUR R V 00MESTR 1 CCPOIS / Short: BR227927 IRS EUR P F 2.25000 2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$306K	–	0.05
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	$32K	–	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	$711K	–	0.11
Long: BR227966 IRS AUD R V 06MBBSW 1 CCPVANILLA / Short: BR227966 IRS AUD P F 4.25000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	GB	$5K	–	0.00
Long: BR227969 IRS AUD R V 06MBBSW 1 CCPVANILLA / Short: BR227969 IRS AUD P F 4.50000 2 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$793.91	–	0.00
Long: BR227976 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR227976 IRS JPY P F .50000 2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$896K	–	0.14
Long: BR227985 IRS CHF R V 00MSARON 1 CCPOIS / Short: BR227985 IRS CHF P F 1.25000 2 CCPOIS (LCH Limited)		Derivative-interest rate	US	$-254K	–	-0.04
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	$2K	–	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	$12K	–	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	$38K	–	0.01
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	$18K	–	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	$8K	–	0.00
Long: BS006368 CDS EUR R V 03MEVENT 1 CCPCORPORATE / Short: BS006368 CDS EUR P F 1.00000 2 CCPCORPORATE (Intercontinental Exchange, Inc.)		Derivative-credit	US	$4K	–	0.00
Long: BS006369 CDS EUR R V 03MEVENT 1 CCPCORPORATE / Short: BS006369 CDS EUR P F 1.00000 2 CCPCORPORATE (Intercontinental Exchange, Inc.)		Derivative-credit	US	$-20K	–	-0.00
Long: BS006370 CDS EUR R V 03MEVENT 1 CCPCORPORATE / Short: BS006370 CDS EUR P F 1.00000 2 CCPCORPORATE (Intercontinental Exchange, Inc.)		Derivative-credit	US	$-32K	–	-0.01
Long: BX003152 CDS EUR R V 03MEVENT 1 CCPCDX / Short: BX003152 CDS EUR P F 1.00000 2 CCPCDX (Intercontinental Exchange, Inc.)		Derivative-credit	US	$-70K	–	-0.01
Long: BX003158 CDS EUR R V 03MEVENT 1 CCPCDX / Short: BX003158 CDS EUR P F 1.00000 2 CCPCDX (Intercontinental Exchange, Inc.)		Derivative-credit	US	$-77K	–	-0.01
Long: CX003142 CDS USD R F 3.00000 2 CMBX / Short: CX003142 CDS USD P V 01MEVENT 1 CMBX (JPMorgan Securities LLC)		Derivative-credit	US	$-475K	–	-0.07
Long: IR217240 IRS MYR R F 3.27100 2 NDF / Short: IR217240 IRS MYR P V 03MKLIBO 1 NDF (Bank of America NA)		Derivative-interest rate	US	$-11K	–	-0.00
Long: IR218405 IRS MYR R F 3.68000 2 NDF / Short: IR218405 IRS MYR P V 03MKLIBO 1 NDF (Morgan Stanley & Co. International PLC)		Derivative-interest rate	GB	$-3K	–	-0.00
Long: IR218410 IRS MYR R F 3.73500 2 NDF / Short: IR218410 IRS MYR P V 03MKLIBO 1 NDF (Citibank NA)		Derivative-interest rate	US	$-1K	–	-0.00
Long: IR219081 IRS MYR R F 3.75000 NDF / Short: IR219081 IRS MYR P V 03MKLIB NDF (Citibank NA)		Derivative-interest rate	MY	$-3K	–	-0.00
Long: SR217655 IRS BRL R F 12.06000 CCPNDFPREDISWAP / Short: SR217655 IRS BRL P V 00MBRCDI CCPNDFPREDISWAP (Chicago Mercantile Exchange)		Derivative-interest rate	BR	$-9K	–	-0.00
Long: SR218258 IRS EUR R F 1.75000 2 CCPVANILLA / Short: SR218258 IRS EUR P V 03MEURIB 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	GB	$-15K	–	-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	$-1M	–	-0.20
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	$-333K	–	-0.05
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	$-542K	–	-0.08
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	$-746K	–	-0.12
Long: SR221745 IRS BRL R F 12.06375 2 CCPNDFPREDISWAP / Short: SR221745 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP (Chicago Mercantile Exchange)		Derivative-interest rate	US	$9K	–	0.00
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	$-118K	–	-0.02
Long: SR223072 IRS BRL R F 10.85000 CCPNDFPREDISWAP / Short: SR223072 IRS BRL P V 00MBRCDI CCPNDFPREDISWAP (Chicago Mercantile Exchange)		Derivative-interest rate	BR	$-119K	–	-0.02
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	$8K	–	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	$116K	–	0.02
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	$-357K	–	-0.06
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	$37K	–	0.01
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	$-10K	–	-0.00
Long: SR226713 IRS EUR R F 2.25000 2 CCPOIS / Short: SR226713 IRS EUR P V 00MESTR 1 CCPOIS (LCH Limited)		Derivative-interest rate	US	$-198K	–	-0.03
Long: SR227023 IRS CLP R F 4.50000 2 CCPNDFCAMARAPROMEDIO / Short: SR227023 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange)		Derivative-interest rate	GB	$-12K	–	-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	$29K	–	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	$233K	–	0.04
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	$-11K	–	-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	$-102K	–	-0.02
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	$-12K	–	-0.00
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	$198K	–	0.03
Long: SR227825 IRS THB R F 2.50000 2 CCPNDFOIS / Short: SR227825 IRS THB P V 00MTHOR 1 CCPNDFOIS (LCH Limited)		Derivative-interest rate	US	$10K	–	0.00
Long: SR227832 IRS CNY R F 1.75000 CCPNDF / Short: SR227832 IRS CNY P V 03MCNRR CCPNDF (LCH Limited)		Derivative-interest rate	CN	$-10K	–	-0.00
Long: SR227833 IRS CNY R F 2.00000 CCPNDF / Short: SR227833 IRS CNY P V 03MCNRR CCPNDF (LCH Limited)		Derivative-interest rate	CN	$194K	–	0.03
Long: SR227834 IRS ZAR R F 10.00000 2 CCPVANILLA / Short: SR227834 IRS ZAR P V 03MJIBAR 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$21K	–	0.00
Long: SR227837 IRS CZK R F 4.00000 2 CCPVANILLA / Short: SR227837 IRS CZK P V 06MPRIBO 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$8K	–	0.00
Long: SR227838 IRS PLN R F 5.50000 2 CCPVANILLA / Short: SR227838 IRS PLN P V 06MWIBOR 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$10K	–	0.00
Long: SR227844 IRS CZK R F 4.25000 2 CCPVANILLA / Short: SR227844 IRS CZK P V 06MPRIBO 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$22K	–	0.00
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	$-48K	–	-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	$-222K	–	-0.03
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	$-457K	–	-0.07
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	$-69K	–	-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	$-230K	–	-0.04
Long: SR227951 IRS CAD R F 3.00000 2 CCPOIS / Short: SR227951 IRS CAD P V 00MCORRA 1 CCPOIS (LCH Limited)		Derivative-interest rate	US	$-56K	–	-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	$-13K	–	-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	$94K	–	0.01
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	$269K	–	0.04
Long: SR228000 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR228000 IRS SEK P V 03MSTIBO 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$77K	–	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	$54K	–	0.01
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	$-63K	–	-0.01
Long: SR228012 IRS NOK R F 4.00000 2 CCPVANILLA / Short: SR228012 IRS NOK P V 06MNIBOR 1 CCPVANILLA (LCH Limited)		Derivative-interest rate	US	$56K	–	0.01
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	$43K	–	0.01
Long: SR228045 IRS KRW R F 3.25000 2 CCPNDF / Short: SR228045 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Limited)		Derivative-interest rate	US	$77K	–	0.01
Long: SS006339 CDS EUR R F 5.00000 2 CCPCORPORATE / Short: SS006339 CDS EUR P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.)		Derivative-credit	US	$158K	–	0.02
Long: SS006343 CDS EUR R F 1.00000 2 CCPCORPORATE / Short: SS006343 CDS EUR P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.)		Derivative-credit	US	$-11K	–	-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	$23K	–	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	$12K	–	0.00
Long: SS006378 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006378 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.)		Derivative-credit	US	$17K	–	0.00
Long: SX003092 CDS USD R F 1.00000 2 CCPCDX / Short: SX003092 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.)		Derivative-credit	US	$671K	–	0.11
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	$171K	–	0.03
Long: SX003128 CDS USD R F 1.00000 2 CCPCDX / Short: SX003128 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.)		Derivative-credit	US	$95K	–	0.01
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	$863K	–	0.14
Lowe's Cos Inc	Long	Debt	US	$622K	–	0.10
Lowe's Cos Inc	Long	Debt	US	$372K	–	0.06
Macquarie Group Ltd	Long	Debt	AU	$374K	–	0.06
Macquarie Group Ltd	Long	Debt	AU	$358K	–	0.06
Marriott International Inc/MD	Long	Debt	US	$1M	–	0.23
Marriott International Inc/MD	Long	Debt	US	$514K	–	0.08
Marriott International Inc/MD	Long	Debt	US	$371K	–	0.06
Marriott International Inc/MD	Long	Debt	US	$133K	–	0.02
McKesson Corp	Long	Debt	US	$130K	–	0.02
Mercedes-Benz Auto Receivables Trust 2023-2	Long	ABS-other	US	$170K	–	0.03
Mexico City Airport Trust (MEXICO CITY ARPT TRUST)	Long	Debt	MX	$507K	–	0.08
Mexico City Airport Trust (MEXICO CITY ARPT TRUST)	Long	Debt	MX	$166K	–	0.03
Mexico City Airport Trust (MEXICO CITY ARPT TRUST)	Long	Debt	MX	$166K	–	0.03
Mexico Government International Bonds	Long	Debt	MX	$935K	–	0.15
Mexico Government International Bonds	Long	Debt	MX	$216K	–	0.03
Micron Technology Inc	Long	Debt	US	$133K	–	0.02
Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust)	Long	ABS-mortgage backed security	US	$139K	–	0.02
Morgan Stanley	Long	Debt	US	$3M	–	0.52
Morgan Stanley	Long	Debt	US	$1M	–	0.18
Mountain View CLO 2016-1 LLC	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.28
Mountain View Clo XV Ltd	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.19
Navient Student Loan Trust 2017-2	Long	ABS-other	US	$3M	–	0.50
Netflix, Inc.	Long	Debt	US	$2M	–	0.32
Netherlands Government Bond	Long	Debt	NL	$738K	–	0.12
Netherlands Government Bonds	Long	Debt	NL	$995K	–	0.16
Netherlands Government Bonds	Long	Debt	NL	$605K	–	0.09
Netherlands Government Bonds	Long	Debt	NL	$487K	–	0.08
Neuberger Berman Loan Advisers CLO 45 Ltd (Neuberger Berman CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$741K	–	0.12
New Mountain CLO 1 Ltd	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.18
NiSource Inc	Long	Debt	US	$598K	–	0.09
Nissan Auto Lease Trust 2024-A	Long	ABS-other	US	$3M	–	0.53
Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner Trust)	Long	ABS-other	US	$429K	–	0.07
NNN REIT Inc	Long	Debt	US	$398K	–	0.06
Oaktree CLO 2021-1 Ltd (Oaktree CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.78
OBX 2024-NQM1 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$2M	–	0.29
OBX 2024-NQM1 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$92K	–	0.01
OBX 2024-NQM2 Trust (Onslow Bay Financial LLC)	Long	ABS-mortgage backed security	US	$3M	–	0.48
Occidental Petroleum Corp	Long	Debt	US	$803K	–	0.13
OPS07300A SWAPTION EUR OTC (Citibank NA)		Derivative-interest rate	DE	$-39K	–	-0.01
OPS07301A SWAPTION EUR OTC (Citibank NA)		Derivative-interest rate	DE	$43K	–	0.01
OPS07306A SWAPTION EUR OTC (BNP Paribas SA)		Derivative-interest rate	DE	$60K	–	0.01
OPS07307A SWAPTION EUR OTC (BNP Paribas SA)		Derivative-interest rate	DE	$-56K	–	-0.01
OPS07361A SWAPTION USD OTC (Deutsche Bank AG)		Derivative-interest rate	US	$-89K	–	-0.01
OPS07362A SWAPTION USD OTC (Deutsche Bank AG)		Derivative-interest rate	US	$-0.39	–	-0.00
OPS07375A SWAPTION EUR OTC (Capital Securities Corp.)		Derivative-interest rate	DE	$73K	–	0.01
OPS07376A SWAPTION EUR OTC (Capital Securities Corp.)		Derivative-interest rate	DE	$-64K	–	-0.01
OPS07384A SWAPTION EUR OTC (Capital Securities Corp.)		Derivative-interest rate	DE	$47K	–	0.01
OPS07385A SWAPTION EUR OTC (Capital Securities Corp.)		Derivative-interest rate	DE	$-39K	–	-0.01
OPS07412A SWAPTION EUR OTC (UBS AG)		Derivative-interest rate	DE	$-29K	–	-0.00
OPS07413A SWAPTION EUR OTC (UBS AG)		Derivative-interest rate	DE	$-4K	–	-0.00
OPS07421A SWAPTION USD OTC (Morgan Stanley & Co. LLC)		Derivative-interest rate	US	$-46K	–	-0.01
OPS07422A SWAPTION USD OTC (Morgan Stanley & Co. LLC)		Derivative-interest rate	US	$-10K	–	-0.00
OPS07429A SWAPTION EUR OTC (Citibank NA)		Derivative-interest rate	DE	$-15K	–	-0.00
OPS07430A SWAPTION EUR OTC (Citibank NA)		Derivative-interest rate	DE	$-28K	–	-0.00
OPS07438A SWAPTION USD OTC (Deutsche Bank AG)		Derivative-interest rate	US	$-46K	–	-0.01
OPS07439A SWAPTION USD OTC (Deutsche Bank AG)		Derivative-interest rate	US	$-18K	–	-0.00
OPS07446A SWAPTION EUR OTC (Citibank NA)		Derivative-interest rate	DE	$-13K	–	-0.00
OPS07447A SWAPTION EUR OTC (Citibank NA)		Derivative-interest rate	DE	$-46K	–	-0.01
OPS07459A SWAPTION USD OTC (Morgan Stanley & Co. LLC)		Derivative-interest rate	US	$-55K	–	-0.01
OPS07460A SWAPTION USD OTC (Morgan Stanley & Co. LLC)		Derivative-interest rate	US	$-19K	–	-0.00
OPS07467A SWAPTION EUR OTC (Bank of America NA)		Derivative-interest rate	DE	$-41K	–	-0.01
OPS07468A SWAPTION EUR OTC (Bank of America NA)		Derivative-interest rate	DE	$-22K	–	-0.00
Oracle Corp	Long	Debt	US	$1M	–	0.21
Oracle Corp	Long	Debt	US	$1M	–	0.16
Oracle Corp	Long	Debt	US	$628K	–	0.10
Oracle Corp	Long	Debt	US	$496K	–	0.08
Oracle Corp	Long	Debt	US	$485K	–	0.08
Oracle Corp	Long	Debt	US	$476K	–	0.07
Otis Worldwide Corp	Long	Debt	US	$226K	–	0.04
OZLM XIV Ltd (OZLM Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.27
Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.24
Panama Government International Bonds	Long	Debt	PA	$196K	–	0.03
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$496K	–	0.08
Permanent TSB Group Holdings PLC	Long	Debt	IE	$299K	–	0.05
Pertamina Persero PT (PT PERTAMINA (PERSERO))	Long	Debt	ID	$213K	–	0.03
Peru Government Bond (BONOS DE TESORERIA)	Long	Debt	PE	$404K	–	0.06
Peru Government International Bonds	Long	Debt	PE	$56K	–	0.01
Peru Government International Bonds	Long	Debt	PE	$6K	–	0.00
Pfizer Investment Enterprises Pte Ltd	Long	Debt	SG	$183K	–	0.03
PHEAA Student Loan Trust 2016-1 (Pennsylvania Higher Education Assistance Agency)	Long	ABS-other	US	$810K	–	0.13
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$536K	–	0.08
Philippines Government International Bonds	Long	Debt	PH	$381K	–	0.06
Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO)	Long	Debt	PT	$1M	–	0.19
Prosus NV	Long	Debt	NL	$327K	–	0.05
Prosus NV	Long	Debt	NL	$186K	–	0.03
Prosus NV	Long	Debt	NL	$137K	–	0.02
Prosus NV	Long	Debt	NL	$132K	–	0.02
Province of British Columbia Canada (BRITISH COLUMBIA PROV OF)	Long	Debt	CA	$2M	–	0.29
Province of British Columbia Canada (BRITISH COLUMBIA PROV OF)	Long	Debt	CA	$2M	–	0.24
Province of Ontario Canada (ONTARIO (PROVINCE OF))	Long	Debt	CA	$2M	–	0.27
Province of Ontario Canada (ONTARIO (PROVINCE OF))	Long	Debt	CA	$1M	–	0.19
Province of Quebec Canada	Long	Debt	CA	$3M	–	0.45
PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	AU	$23K	–	0.00
PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	AU	$18K	–	0.00
PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	AU	$5K	–	0.00
PURCHASED CAD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CA	$19K	–	0.00
PURCHASED CAD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CA	$1K	–	0.00
PURCHASED CAD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CA	$50.8	–	0.00
PURCHASED CHF / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CH	$5K	–	0.00
PURCHASED CHF / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CH	$-125.11	–	-0.00
PURCHASED CHF / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CH	$-11K	–	-0.00
PURCHASED CHF / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CH	$-15K	–	-0.00
PURCHASED CHF / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CH	$-31K	–	-0.00
PURCHASED CHF / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CH	$-3K	–	-0.00
PURCHASED CLP / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	CL	$-70.21	–	-0.00
PURCHASED EUR / SOLD CHF (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$41K	–	0.01
PURCHASED EUR / SOLD PLN (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$-4K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$331.46	–	0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$-6K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$-8K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$-15K	–	-0.00
PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	XX	$-30K	–	-0.00
PURCHASED GBP / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	GB	$-8K	–	-0.00
PURCHASED GBP / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	GB	$-15K	–	-0.00
PURCHASED IDR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	ID	$7K	–	0.00
PURCHASED IDR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	ID	$114.49	–	0.00
PURCHASED IDR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	ID	$62.88	–	0.00
PURCHASED INR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	IN	$369.82	–	0.00
PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	JP	$-21K	–	-0.00
PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	JP	$-34K	–	-0.01
PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	JP	$-35K	–	-0.01
PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	JP	$-46K	–	-0.01
PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	JP	$-83K	–	-0.01
PURCHASED NOK / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	NO	$-1K	–	-0.00
PURCHASED NOK / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	NO	$-2K	–	-0.00
PURCHASED NZD / SOLD AUD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	NZ	$-15K	–	-0.00
PURCHASED PLN / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	PL	$-7K	–	-0.00
PURCHASED SGD / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	SG	$-3K	–	-0.00
PURCHASED USD / SOLD AUD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$10K	–	0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-1K	–	-0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-4K	–	-0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-7K	–	-0.00
PURCHASED USD / SOLD CAD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-25K	–	-0.00
PURCHASED USD / SOLD CHF (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$12K	–	0.00
PURCHASED USD / SOLD CHF (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$10K	–	0.00
PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$15K	–	0.00
PURCHASED USD / SOLD COP (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$22K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$636K	–	0.10
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$7K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$5K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$4K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$2K	–	0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-5K	–	-0.00
PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-12K	–	-0.00
PURCHASED USD / SOLD GBP (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$9K	–	0.00
PURCHASED USD / SOLD GBP (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$1K	–	0.00
PURCHASED USD / SOLD GBP (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-13K	–	-0.00
PURCHASED USD / SOLD IDR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$15K	–	0.00
PURCHASED USD / SOLD ILS (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$25K	–	0.00
PURCHASED USD / SOLD INR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-2K	–	-0.00
PURCHASED USD / SOLD INR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-4K	–	-0.00
PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$2M	–	0.35
PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$708K	–	0.11
PURCHASED USD / SOLD KRW (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$14K	–	0.00
PURCHASED USD / SOLD MXN (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-5K	–	-0.00
PURCHASED USD / SOLD MXN (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-21K	–	-0.00
PURCHASED USD / SOLD NZD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$19K	–	0.00
PURCHASED USD / SOLD PEN (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$11K	–	0.00
PURCHASED USD / SOLD SEK (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$53K	–	0.01
PURCHASED USD / SOLD SGD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$10K	–	0.00
PURCHASED USD / SOLD THB (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$703.15	–	0.00
PURCHASED USD / SOLD ZAR (JPMorgan Chase Bank NA)		Derivative-foreign exchange	US	$-17K	–	-0.00
PURCHASED ZAR / SOLD USD (JPMorgan Chase Bank NA)		Derivative-foreign exchange	ZA	$1K	–	0.00
QatarEnergy (QATAR ENERGY)	Long	Debt	QA	$573K	–	0.09
Quest Diagnostics Inc	Long	Debt	US	$367K	–	0.06
Realty Income Corp	Long	Debt	US	$889K	–	0.14
Realty Income Corp	Long	Debt	US	$269K	–	0.04
Regatta XI Funding Ltd (Regatta Funding)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.23
Region Wallonne Belgium	Long	Debt	BE	$1M	–	0.20
Republic of Austria Government Bonds	Long	Debt	AT	$1M	–	0.19
Republic of Austria Government Bonds	Long	Debt	AT	$217K	–	0.03
Republic of Austria Government Bonds	Long	Debt	AT	$127K	–	0.02
Republic of Poland Government International Bond	Long	Debt	PL	$631K	–	0.10
Republic of Poland Government International Bond	Long	Debt	PL	$590K	–	0.09
Residential Mortgage Loan Trust 2019-2	Long	ABS-mortgage backed security	US	$575K	–	0.09
Rogers Communications Inc	Long	Debt	CA	$1M	–	0.17
Romania Government Bond	Long	Debt	RO	$293K	–	0.05
Romanian Government International Bond	Long	Debt	RO	$543K	–	0.09
Romanian Government International Bond	Long	Debt	RO	$284K	–	0.04
Romanian Government International Bond	Long	Debt	RO	$223K	–	0.03
Romanian Government International Bond	Long	Debt	RO	$70K	–	0.01
Royalty Pharma PLC	Long	Debt	GB	$633K	–	0.10
RTX Corp	Long	Debt	US	$770K	–	0.12
Sabine Pass Liquefaction LLC	Long	Debt	US	$599K	–	0.09
Santander Drive Auto Receivables Trust 2023-6	Long	ABS-other	US	$1M	–	0.17
Santander Drive Auto Receivables Trust 2024-1	Long	ABS-other	US	$1M	–	0.17
Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS)	Long	Debt	GB	$952K	–	0.15
Saudi Government International Bonds	Long	Debt	SA	$810K	–	0.13
Sempra	Long	Debt	US	$658K	–	0.10
Sequoia Mortgage Trust 2004-10	Long	ABS-mortgage backed security	US	$25K	–	0.00
Shinhan Bank Co Ltd	Long	Debt	KR	$236K	–	0.04
Silver Point Clo 4 Ltd (Silver Point CLO, Ltd)	Long	ABS-collateralized bond/debt obligation	JE	$5M	–	0.71
Singapore Government Bonds	Long	Debt	SG	$987K	–	0.15
Smurfit Kappa Treasury ULC	Long	Debt	IE	$199K	–	0.03
Societe Generale SA	Long	Debt	FR	$1M	–	0.22
Societe Generale SA	Long	Debt	FR	$646K	–	0.10
Solventum Corp	Long	Debt	US	$972K	–	0.15
Spain Government Bonds	Long	Debt	ES	$3M	–	0.55
Spain Government Bonds	Long	Debt	ES	$1M	–	0.16
Spain Government Bonds	Long	Debt	ES	$834K	–	0.13
Spain Government Bonds	Long	Debt	ES	$644K	–	0.10
Spain Government Bonds	Long	Debt	ES	$499K	–	0.08
Standard Chartered PLC	Long	Debt	GB	$1M	–	0.23
State of North Rhine-Westphalia Germany (LAND NORDRHEIN-WESTFALEN)	Long	Debt	DE	$492K	–	0.08
Steel Dynamics Inc	Long	Debt	US	$1M	–	0.18
Stryker Corp	Long	Debt	US	$346K	–	0.05
Sunnova Hestia I Issuer LLC (Sunnova Hestia I Issuer, LLC)	Long	ABS-other	US	$168K	–	0.03
Swedbank AB	Long	Debt	SE	$958K	–	0.15
Syngenta Finance NV	Long	Debt	NL	$396K	–	0.06
T-Mobile USA Inc	Long	Debt	US	$2M	–	0.24
T-Mobile USA Inc	Long	Debt	US	$1M	–	0.22
T-Mobile USA Inc	Long	Debt	US	$1M	–	0.18
T-Mobile USA Inc	Long	Debt	US	$631K	–	0.10
T-Mobile USA Inc	Long	Debt	US	$492K	–	0.08
T-Mobile USA Inc	Long	Debt	US	$314K	–	0.05
T-Mobile USA Inc	Long	Debt	US	$295K	–	0.05
Take-Two Interactive Software Inc	Long	Debt	US	$302K	–	0.05
Telefonica Emisiones SA (Telefonica Emisiones SAU)	Long	Debt	ES	$576K	–	0.09
Thailand Government Bond	Long	Debt	TH	$210K	–	0.03
Thailand Government Bond	Long	Debt	TH	$186K	–	0.03
Thailand Government Bond	Long	Debt	TH	$174K	–	0.03
Thailand Government Bond	Long	Debt	TH	$93K	–	0.01
Thailand Government Bond	Long	Debt	TH	$2K	–	0.00
Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN)	Long	Debt	GB	$171K	–	0.03
TotalEnergies SE	Long	Debt	FR	$314K	–	0.05
Towd Point Mortgage Trust 2020-1	Long	ABS-mortgage backed security	US	$461K	–	0.07
Truist Financial Corp	Long	Debt	US	$227K	–	0.04
U.K. Gilts	Long	Debt	GB	$2M	–	0.34
U.K. Gilts	Long	Debt	GB	$2M	–	0.34
U.K. Gilts	Long	Debt	GB	$536K	–	0.08
U.K. Gilts	Long	Debt	GB	$146K	–	0.02
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.40
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.37
U.S. Treasury Inflation-Indexed Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.27
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$1M	–	0.20
UBS AG/Stamford CT (UBS AG STAMFORD CT)	Long	Debt	CH	$980K	–	0.15
UBS Group AG	Long	Debt	CH	$3M	–	0.41
UBS Group AG	Long	Debt	CH	$2M	–	0.31
UBS Group AG	Long	Debt	CH	$1M	–	0.17
UBS Group AG	Long	Debt	CH	$760K	–	0.12
UBS Group AG	Long	Debt	CH	$559K	–	0.09
UBS Group AG	Long	Debt	CH	$504K	–	0.08
UBS Group AG	Long	Debt	CH	$248K	–	0.04
UBS Group AG	Long	Debt	CH	$246K	–	0.04
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$17M	–	2.67
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$11M	–	1.73
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$10M	–	1.54
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$6M	–	0.90
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$2M	–	0.28
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Short	ABS-mortgage backed security	US	$-4M	–	-0.57
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Short	ABS-mortgage backed security	US	$-7M	–	-1.03
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Short	ABS-mortgage backed security	US	$-11M	–	-1.71
UnitedHealth Group Inc	Long	Debt	US	$2M	–	0.27
UnitedHealth Group Inc	Long	Debt	US	$36K	–	0.01
Uruguay Government International Bonds	Long	Debt	UY	$88K	–	0.01
US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-118K	–	-0.02
US 10YR ULTRA FUT SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-111K	–	-0.02
US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-178K	–	-0.03
US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$477K	–	0.07
US Bancorp	Long	Debt	US	$727K	–	0.11
US Bancorp	Long	Debt	US	$711K	–	0.11
US LONG BOND(CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$17K	–	0.00
US ULTRA BOND CBT SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-73K	–	-0.01
Vale Overseas Ltd (VALE OVERSEAS LIMITED)	Long	Debt	KY	$344K	–	0.05
Vanguard Intermediate-Term Corporate Bond ETF	Long	Equity-common	US	$300K	4K	0.05
Venture 36 Clo Ltd (Venture CDO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$894K	–	0.14
Veolia Environnement SA	Long	Debt	FR	$1M	–	0.20
Veralto Corp	Long	Debt	US	$1M	–	0.17
Verizon Communications Inc	Long	Debt	US	$307K	–	0.05
Verizon Communications Inc	Long	Debt	US	$292K	–	0.05
Verizon Communications Inc	Long	Debt	US	$286K	–	0.04
Verus Securitization Trust 2021-8	Long	ABS-mortgage backed security	US	$104K	–	0.02
Verus Securitization Trust 2022-INV1	Long	ABS-mortgage backed security	US	$81K	–	0.01
Volkswagen International Finance NV (VOLKSWAGEN INTL FIN NV)	Long	Debt	NL	$1M	–	0.20
Voya CLO 2019-1 Ltd (Voya CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.23
Voya CLO 2019-2 Ltd (Voya CLO Ltd)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.41
Warnermedia Holdings Inc	Long	Debt	US	$2M	–	0.27
Warnermedia Holdings Inc	Long	Debt	US	$851K	–	0.13
Waste Management Inc	Long	Debt	US	$212K	–	0.03
WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL)	Long	Debt	US	$397K	–	0.06
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$288K	–	0.05
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$174K	–	0.03
Wells Fargo Commercial Mortgage Trust 2021-C59	Long	ABS-mortgage backed security	US	$923K	–	0.14
Wells Fargo Commercial Mortgage Trust 2022-C62	Long	ABS-mortgage backed security	US	$639K	–	0.10
Wells Fargo Commercial Mortgage Trust 2024-1CHI	Long	ABS-mortgage backed security	US	$2M	–	0.25
Wells Fargo Commercial Mortgage Trust 2024-1CHI	Long	ABS-mortgage backed security	US	$985K	–	0.15
Westpac Banking Corp	Long	Debt	AU	$1M	–	0.18
Williams Cos Inc/The (WILLIAMS COMPANIES INC)	Long	Debt	US	$296K	–	0.05
Wintershall Dea Finance BV	Long	Debt	NL	$1M	–	0.20
Workday Inc	Long	Debt	US	$117K	–	0.02
WP Carey Inc	Long	Debt	US	$168K	–	0.03

Address

GOLDMAN SACHS TRUST

71 SOUTH WACKER DRIVE

C/O GOLDMAN SACHS & CO

CHICAGO

Illinois

60606

United States of America

Websites

www.gsamfunds.com

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