FRANKLIN TEMPLETON > Legg Mason Partners Variable Income Trust
Western Asset Core Plus VIT Portfolio
$330.45M
Avg Monthly Net Assets
$359.58M
Total Assets
$24.45M
Total Liabilities
$335.13M
Net Assets
Western Asset Core Plus VIT Portfolio is an Underlying fund in Legg Mason Partners Variable Income Trust
from FRANKLIN TEMPLETON,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $330.45M.
On August 20th, 2024 it reported 1,599 holdings, the largest
being US TREASURY N/B (3.5%), US TREASURY N/B (1.4%) and US TREASURY N/B (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000047111 | QLMHIX | |
| Class II | C000154792 | LVITX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $41K | – | 0.01 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $26K | – | 0.01 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $15K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $15K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-24K | – | -0.01 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $238K | – | 0.07 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-37K | – | -0.01 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $28K | – | 0.01 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $27K | – | 0.01 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $365K | – | 0.11 |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $18K | – | 0.01 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $16K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $390.65 | – | 0.00 | |
| AB BSL CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $192K | – | 0.06 |
| Abbott Laboratories | Long | Debt | US | $165K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $670K | – | 0.20 |
| AbbVie Inc | Long | Debt | US | $472K | – | 0.14 |
| AbbVie Inc | Long | Debt | US | $199K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $120K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $83K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $80K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $67K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $30K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $20K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $9K | – | 0.00 |
| ACRES Commercial Realty 2021-FL1 Ltd (Acres PLC) | Long | ABS-collateralized bond/debt obligation | KY | $284K | – | 0.08 |
| Acrisure LLC | Long | Loan | US | $109K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.31 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $842K | – | 0.25 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.07 |
| Air Lease Corp | Long | Debt | US | $166K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $100K | – | 0.03 |
| Allied Universal Holdco LLC | Long | Loan | US | $422K | – | 0.13 |
| Alphabet Inc | Long | Debt | US | $33K | – | 0.01 |
| ALTERRA MOUNTAIN CO (Alterra Mountain Company) | Long | Loan | US | $166K | – | 0.05 |
| Altria Group Inc | Long | Debt | US | $372K | – | 0.11 |
| Altria Group Inc | Long | Debt | US | $357K | – | 0.11 |
| Altria Group Inc | Long | Debt | US | $334K | – | 0.10 |
| Altria Group Inc | Long | Debt | US | $29K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $19K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $13K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $322K | – | 0.10 |
| Amazon.com Inc | Long | Debt | US | $271K | – | 0.08 |
| Amazon.com Inc | Long | Debt | US | $245K | – | 0.07 |
| Amazon.com Inc | Long | Debt | US | $131K | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $123K | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $71K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $66K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $50K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $48K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $29K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $17K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $250K | – | 0.07 |
| American Express Co | Long | Debt | US | $183K | – | 0.05 |
| American Transmission Systems Inc | Long | Debt | US | $125K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $25K | – | 0.01 |
| AmWINS Group Inc | Long | Loan | US | $69K | – | 0.02 |
| Angel Oak Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $481K | – | 0.14 |
| Anglo American Capital PLC | Long | Debt | GB | $299K | – | 0.09 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $351K | – | 0.10 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $279K | – | 0.08 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $242K | – | 0.07 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $93K | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $88K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $408K | – | 0.12 |
| Apache Corp | Long | Debt | US | $137K | – | 0.04 |
| Apache Corp | Long | Debt | US | $103K | – | 0.03 |
| Apache Corp | Long | Debt | US | $67K | – | 0.02 |
| Apache Corp | Long | Debt | US | $44K | – | 0.01 |
| Apache Corp | Long | Debt | US | $34K | – | 0.01 |
| Apache Corp | Long | Debt | US | $9K | – | 0.00 |
| Apache Corp | Long | Debt | US | $8K | – | 0.00 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $694K | – | 0.21 |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $524K | – | 0.16 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $207K | – | 0.06 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $149K | – | 0.04 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $22K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $155K | – | 0.05 |
| Asurion LLC | Long | Loan | US | $113K | – | 0.03 |
| Asurion LLC | Long | Loan | US | $67K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $207K | – | 0.06 |
| AT&T Inc | Long | Debt | US | $138K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $130K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $65K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $56K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $20K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $19K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $10K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $7K | – | 0.00 |
| AthenaHealth Group Inc | Long | Loan | US | $267K | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $249K | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $248K | – | 0.07 |
| Banco Santander SA | Long | Debt | ES | $390K | – | 0.12 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $604K | – | 0.18 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $339K | – | 0.10 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $547K | – | 0.16 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $168K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.30 |
| Bank of America Corp | Long | Debt | US | $732K | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $683K | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $452K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $423K | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $344K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $251K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $199K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $145K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $141K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $134K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $129K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $124K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $104K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $39K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $39K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $155K | – | 0.05 |
| Bank of Montreal | Long | Debt | CA | $28K | – | 0.01 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $48K | – | 0.01 |
| Bank of Nova Scotia/The | Long | Debt | CA | $180K | – | 0.05 |
| Bank of Nova Scotia/The | Long | Debt | CA | $77K | – | 0.02 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $675K | – | 0.20 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $178K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $408K | – | 0.12 |
| BAT Capital Corp | Long | Debt | US | $38K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $46K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $10K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $9K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $9K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $7K | – | 0.00 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $206K | – | 0.06 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $374K | – | 0.11 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $102K | – | 0.03 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $205K | – | 0.06 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $233K | – | 0.07 |
| Birch Grove CLO 4 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.08 |
| Birch Grove CLO 5 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.07 |
| Birch Grove CLO 7 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $292K | – | 0.09 |
| BLP Commercial Mortgage Trust 2023-IND | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $82K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $615K | – | 0.18 |
| BNP Paribas SA | Long | Debt | FR | $580K | – | 0.17 |
| BNP Paribas SA | Long | Debt | FR | $486K | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $241K | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $205K | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $195K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $376K | – | 0.11 |
| Boeing Co/The | Long | Debt | US | $158K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $144K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $98K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $46K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $37K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $20K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $19K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $14K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $163K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $158K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $117K | – | 0.03 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $169K | – | 0.05 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $220K | – | 0.07 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| BRAVO Residential Funding Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $237K | – | 0.07 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $690K | – | 0.21 |
| Bristol-Myers Squibb Co | Long | Debt | US | $300K | – | 0.09 |
| Bristol-Myers Squibb Co | Long | Debt | US | $147K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $110K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $71K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $59K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $49K | – | 0.01 |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BRL/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-19K | – | -0.01 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-31K | – | -0.01 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-32K | – | -0.01 | |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-43K | – | -0.01 | |
| Broadcom Inc | Long | Debt | US | $353K | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $19K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $9K | – | 0.00 |
| Brown Group Holding LLC | Long | Loan | US | $265K | – | 0.08 |
| Builders FirstSource Inc | Long | Debt | US | $18K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $63K | – | 0.02 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $311K | – | 0.09 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $529K | – | 0.16 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $248K | – | 0.07 |
| BX Trust 2022-CLS | Long | ABS-mortgage backed security | US | $446K | – | 0.13 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $247K | – | 0.07 |
| CAESARS ENTERTAIN INC (Caesars Entertainment, Inc.) | Long | Loan | US | $381K | – | 0.11 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $41K | – | 0.01 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $30K | – | 0.01 |
| Caesars Entertainment Inc (Caesars Entertainment, Inc.) | Long | Loan | US | $28K | – | 0.01 |
| Cameron LNG LLC | Long | Debt | US | $362K | – | 0.11 |
| Cameron LNG LLC | Long | Debt | US | $17K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $133K | – | 0.04 |
| Carrier Global Corp | Long | Debt | US | $7K | – | 0.00 |
| CASTLELAKE AVIATION ONE (Castlelake Aviation One Designated Activity Company) | Long | Loan | IE | $143K | – | 0.04 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.08 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.35 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $158K | – | 0.05 |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $12K | – | 0.00 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-380K | – | -0.11 | |
| Centene Corp | Long | Debt | US | $218K | – | 0.06 |
| Centene Corp | Long | Debt | US | $48K | – | 0.01 |
| Centene Corp | Long | Debt | US | $9K | – | 0.00 |
| Centene Corp | Long | Debt | US | $9K | – | 0.00 |
| Charles Schwab Corp/The | Long | Debt | US | $425K | – | 0.13 |
| Charles Schwab Corp/The | Long | Debt | US | $83K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $503K | – | 0.15 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $359K | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $317K | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $279K | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $266K | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $125K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $80K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $54K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $33K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $31K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $28K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $25K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $10K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8K | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $991K | – | 0.30 |
| Cheniere Energy Partners LP | Long | Debt | US | $290K | – | 0.09 |
| Cheniere Energy Partners LP | Long | Debt | US | $18K | – | 0.01 |
| Chevron Corp | Long | Debt | US | $7K | – | 0.00 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $189K | – | 0.06 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| CHF/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| Cigna Group/The | Long | Debt | US | $395K | – | 0.12 |
| Cigna Group/The | Long | Debt | US | $301K | – | 0.09 |
| Cigna Group/The | Long | Debt | US | $68K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $62K | – | 0.02 |
| Cintas Corp No 2 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $154K | – | 0.05 |
| CITADEL SECURITIES LP | Long | Loan | US | $69K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $562K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $556K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $543K | – | 0.16 |
| Citigroup Inc | Long | Debt | US | $369K | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $240K | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $202K | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $163K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $118K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $105K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $78K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $69K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $60K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $46K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $20K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $12K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $10K | – | 0.00 |
| CLARIOS GLOBAL LP | Long | Loan | CA | $250K | – | 0.07 |
| Cloudera Inc | Long | Loan | US | $36K | – | 0.01 |
| COHERENT CORP (Coherent Corp (f/k/a II-VI Incorporated)) | Long | Loan | US | $238K | – | 0.07 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $262K | – | 0.08 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $185K | – | 0.06 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $409K | – | 0.12 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $63K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $476K | – | 0.14 |
| Comcast Corp | Long | Debt | US | $341K | – | 0.10 |
| Comcast Corp | Long | Debt | US | $307K | – | 0.09 |
| Comcast Corp | Long | Debt | US | $261K | – | 0.08 |
| Comcast Corp | Long | Debt | US | $175K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $155K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $145K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $46K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $38K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $37K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $35K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $33K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $18K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $16K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $16K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $8K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $8K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $7K | – | 0.00 |
| Connecticut Avenue Securities Trust 2019-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $296K | – | 0.09 |
| Connecticut Avenue Securities Trust 2019-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $221K | – | 0.07 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $258K | – | 0.08 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $524K | – | 0.16 |
| Connecticut Avenue Securities Trust 2023-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $254K | – | 0.08 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $251K | – | 0.07 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $254K | – | 0.08 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $101K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $70K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $74K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $68K | – | 0.02 |
| Continental Resources Inc/OK | Long | Debt | US | $364K | – | 0.11 |
| Continental Resources Inc/OK | Long | Debt | US | $164K | – | 0.05 |
| Continental Resources Inc/OK | Long | Debt | US | $149K | – | 0.04 |
| Continental Resources Inc/OK | Long | Debt | US | $144K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $452K | – | 0.13 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $240K | – | 0.07 |
| Costco Wholesale Corp | Long | Debt | US | $76K | – | 0.02 |
| Coterra Energy Inc | Long | Debt | US | $423K | – | 0.13 |
| Coterra Energy Inc | Long | Debt | US | $105K | – | 0.03 |
| COTIVITI INC | Long | Loan | US | $549K | – | 0.16 |
| Credit Agricole SA | Long | Debt | FR | $232K | – | 0.07 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $241K | – | 0.07 |
| CREDIT SUISSE ESCROW CL | Long | Debt | US | $18K | – | 0.01 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $431K | – | 0.13 |
| CSC Holdings LLC | Long | Debt | US | $969K | – | 0.29 |
| CSMC 2019-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| CSMC 2021-NQM3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $497K | – | 0.15 |
| CSMC Trust 2017-CHOP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $660K | – | 0.20 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $218K | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $474K | – | 0.14 |
| CVS Health Corp | Long | Debt | US | $368K | – | 0.11 |
| CVS Health Corp | Long | Debt | US | $194K | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $136K | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $131K | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $64K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $29K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $16K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $16K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $10K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $484K | – | 0.14 |
| Danske Bank A/S | Long | Debt | DK | $197K | – | 0.06 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $473K | – | 0.14 |
| Dcert Buyer Inc | Long | Loan | US | $407K | – | 0.12 |
| DCP Midstream Operating LP | Long | Debt | US | $21K | – | 0.01 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $31K | – | 0.01 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $210K | – | 0.06 |
| Delta Air Lines Inc | Long | Debt | US | $245K | – | 0.07 |
| Delta Air Lines Inc | Long | Debt | US | $59K | – | 0.02 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $205K | – | 0.06 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $43K | – | 0.01 | |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $554K | – | 0.17 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $149K | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $39K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $25K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $249K | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $112K | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $57K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $24K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $24K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $19K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $7K | – | 0.00 |
| Dominion Energy Inc | Long | Debt | US | $66K | – | 0.02 |
| Dryden 55 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $245K | – | 0.07 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $321K | – | 0.10 |
| Duke Energy Carolinas LLC | Long | Debt | US | $107K | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $94K | – | 0.03 |
| Eaton Corp | Long | Debt | US | $60K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $366K | – | 0.11 |
| Edsouth Indenture No 9 LLC (Educational Services of Americ) | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $210K | – | 0.06 |
| Elevance Health Inc | Long | Debt | US | $167K | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $59K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $50K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $275K | – | 0.08 |
| Eli Lilly & Co | Long | Debt | US | $249K | – | 0.07 |
| Eli Lilly & Co | Long | Debt | US | $29K | – | 0.01 |
| Ellington Financial Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $740K | – | 0.22 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Elmwood CLO 29 Ltd (Logan CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $261K | – | 0.08 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $119K | – | 0.04 |
| Empower CLO 2023-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $393K | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $478K | – | 0.14 |
| Energy Transfer LP | Long | Debt | US | $340K | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $208K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $136K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $100K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $68K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $60K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $49K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $39K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $30K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $9K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $9K | – | 0.00 |
| Entain Holdings Gibraltar Ltd (Entain Holdings (Gibraltar) Limited) | Long | Loan | GI | $29K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $377K | – | 0.11 |
| Enterprise Products Operating LLC | Long | Debt | US | $375K | – | 0.11 |
| Enterprise Products Operating LLC | Long | Debt | US | $311K | – | 0.09 |
| Enterprise Products Operating LLC | Long | Debt | US | $229K | – | 0.07 |
| Enterprise Products Operating LLC | Long | Debt | US | $88K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $29K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $28K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $27K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $24K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $9K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $197K | – | 0.06 |
| EOG Resources Inc | Long | Debt | US | $193K | – | 0.06 |
| EOG Resources Inc | Long | Debt | US | $10K | – | 0.00 |
| EQT Corp | Long | Debt | US | $392K | – | 0.12 |
| EQT Corp | Long | Debt | US | $196K | – | 0.06 |
| EQT Corp | Long | Debt | US | $132K | – | 0.04 |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| Exelon Corp | Long | Debt | US | $90K | – | 0.03 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $224K | – | 0.07 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $75K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $33K | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $238K | – | 0.07 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.91 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.56 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-82K | – | -0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-197K | – | -0.06 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-566K | – | -0.17 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-814K | – | -0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.67 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $976K | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $655K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $624K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $571K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $565K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $528K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $520K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $499K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $396K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $350K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $267K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 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 | $41K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 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 | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $457K | – | 0.14 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $219K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $218K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $200K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $186K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| FIRST EAGLE HOLDINGS INC | Long | Loan | US | $46K | – | 0.01 |
| First Quantum Minerals Ltd | Long | Debt | CA | $411K | – | 0.12 |
| First Quantum Minerals Ltd | Long | Debt | CA | $209K | – | 0.06 |
| FirstEnergy Corp | Long | Debt | US | $259K | – | 0.08 |
| FirstEnergy Corp | Long | Debt | US | $155K | – | 0.05 |
| FirstEnergy Corp | Long | Debt | US | $28K | – | 0.01 |
| Five Guys Holdings Inc (Five Guys Funding, LLC) | Long | ABS-other | US | $260K | – | 0.08 |
| FLUTTER FINANCING BV (Flutter Entertainment Public Limited Company) | Long | Loan | NL | $359K | – | 0.11 |
| FOCUS FINANCIAL PARTNERS LLC | Long | Loan | US | $261K | – | 0.08 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $437K | – | 0.13 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $269K | – | 0.08 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $992K | – | 0.30 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $110K | – | 0.03 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $24K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $375K | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $300K | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $195K | – | 0.06 |
| FOUR SEASONS HOTELS LTD (Four Seasons Hotels Limited) | Long | Loan | CA | $140K | – | 0.04 |
| Fox Corp | Long | Debt | US | $147K | – | 0.04 |
| Fox Corp | Long | Debt | US | $38K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $555K | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.05 |
| Freddie Mac Multiclass Certificates Series 2020-RR07 | Long | ABS-mortgage backed security | US | $254K | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $249K | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $232K | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $215K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.08 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.06 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.06 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $981K | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $680K | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $590K | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $569K | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $559K | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $491K | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $481K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $461K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $450K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $295K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $250K | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $233K | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $215K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $203K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $89K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $363K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $496K | – | 0.15 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $123K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $384K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $590K | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2024-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $344K | – | 0.10 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $913.35 | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $399K | – | 0.12 |
| Freeport-McMoRan Inc | Long | Debt | US | $39K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $29K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $10K | – | 0.00 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2) | Long | ABS-mortgage backed security | US | $156K | – | 0.05 |
| Gainwell Acquisition Corp | Long | Loan | US | $462K | – | 0.14 |
| Galaxy 33 CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $417K | – | 0.12 |
| Garda World Security Corp (Garda World Security Corporation) | Long | Loan | CA | $48K | – | 0.01 |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-25K | – | -0.01 | |
| General Dynamics Corp | Long | Debt | US | $118K | – | 0.04 |
| General Dynamics Corp | Long | Debt | US | $9K | – | 0.00 |
| General Motors Co | Long | Debt | US | $171K | – | 0.05 |
| General Motors Co | Long | Debt | US | $100K | – | 0.03 |
| General Motors Co | Long | Debt | US | $10K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $19K | – | 0.01 |
| GENESEE & WYOMING INC | Long | Loan | US | $230K | – | 0.07 |
| GFL Environmental Inc | Long | Debt | CA | $143K | – | 0.04 |
| GFL ENVIRONMENTAL INC | Long | Loan | CA | $86K | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $49K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $45K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $812K | – | 0.24 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $739K | – | 0.22 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $718K | – | 0.21 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $475K | – | 0.14 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-195K | – | -0.06 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-697K | – | -0.21 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.52 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $923K | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $911K | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $599K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $580K | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $565K | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $528K | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $455K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $447K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $400K | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $392K | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $359K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $350K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $349K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $335K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $313K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $293K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $293K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $278K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $270K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $257K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $252K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $244K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $234K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $219K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $197K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $194K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $191K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $187K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $159K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $153K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $149K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $145K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $139K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $130K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $130K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $122K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $405K | – | 0.12 |
| Glencore Funding LLC | Long | Debt | US | $67K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.34 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $266K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $260K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $259K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $250K | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $205K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $188K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $144K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $131K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $114K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $106K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $79K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $40K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $38K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $18K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $462K | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $343K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $343K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $313K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $266K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $248K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $246K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $243K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $227K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $226K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $223K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $211K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $164K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $151K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $138K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $130K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $120K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $108K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 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 | $10K | – | 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 | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $193K | – | 0.06 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $383K | – | 0.11 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $270K | – | 0.08 |
| GTCR W MERGER SUB (Boost Newco Borrower LLC) | Long | Loan | US | $491K | – | 0.15 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $29K | – | 0.01 |
| Haleon US Capital LLC | Long | Debt | US | $241K | – | 0.07 |
| Halliburton Co | Long | Debt | US | $27K | – | 0.01 |
| Halliburton Co | Long | Debt | US | $19K | – | 0.01 |
| HARBOR FREIGHT TOOLS USA INC | Long | Loan | US | $290K | – | 0.09 |
| HCA Inc | Long | Debt | US | $153K | – | 0.05 |
| HCA Inc | Long | Debt | US | $111K | – | 0.03 |
| HCA Inc | Long | Debt | US | $101K | – | 0.03 |
| HCA Inc | Long | Debt | US | $60K | – | 0.02 |
| HCA Inc | Long | Debt | US | $39K | – | 0.01 |
| HCA Inc | Long | Debt | US | $30K | – | 0.01 |
| HCA Inc | Long | Debt | US | $30K | – | 0.01 |
| HCA Inc | Long | Debt | US | $20K | – | 0.01 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $164K | – | 0.05 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.07 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $90K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $284K | – | 0.08 |
| Home Depot Inc/The | Long | Debt | US | $179K | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $169K | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $56K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $10K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $8K | – | 0.00 |
| HOMES 2023-NQM1 Trust (HOMES Trust) | Long | ABS-mortgage backed security | US | $306K | – | 0.09 |
| Honeywell International Inc | Long | Debt | US | $268K | – | 0.08 |
| HPS Loan Management 15-2019 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $609K | – | 0.18 |
| HSBC Holdings PLC | Long | Debt | GB | $232K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $197K | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $173K | – | 0.05 |
| Humana Inc | Long | Debt | US | $397K | – | 0.12 |
| Humana Inc | Long | Debt | US | $24K | – | 0.01 |
| Humana Inc | Long | Debt | US | $20K | – | 0.01 |
| ILPT Commercial Mortgage Trust 2022-LPF2 | Long | ABS-mortgage backed security | US | $806K | – | 0.24 |
| InStar Leasing III LLC (Instar Leasing III, LLC) | Long | ABS-other | US | $83K | – | 0.02 |
| Intel Corp | Long | Debt | US | $193K | – | 0.06 |
| Intel Corp | Long | Debt | US | $121K | – | 0.04 |
| Intel Corp | Long | Debt | US | $60K | – | 0.02 |
| Intel Corp | Long | Debt | US | $13K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $1M | – | 0.39 | |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-302K | – | -0.09 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-131K | – | -0.04 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-223K | – | -0.07 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $484K | – | 0.14 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $468K | – | 0.14 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $328K | – | 0.10 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $84K | – | 0.03 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-36K | – | -0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-275K | – | -0.08 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $338K | – | 0.10 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $119K | – | 0.04 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $229K | – | 0.07 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $113K | – | 0.03 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $12K | – | 0.00 | |
| JAZZ FINANCING LUX SARL | Long | Loan | LU | $99K | – | 0.03 |
| Johnson & Johnson | Long | Debt | US | $307K | – | 0.09 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7 | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $189K | – | 0.06 |
| JP MORGAN MORTGAGE TRUST 2018-5 | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $612K | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $496K | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $317K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $303K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $284K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $135K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $60K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $58K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $49K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $30K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $28K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $27K | – | 0.01 |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $55K | – | 0.02 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| JPY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $934.79 | – | 0.00 | |
| KazMunayGas National Co JSC | Long | Debt | KZ | $195K | – | 0.06 |
| Kenvue Inc | Long | Debt | US | $208K | – | 0.06 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $10K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $9K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $59K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $45K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $29K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $9K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $73K | – | 0.02 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $670K | – | 0.20 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $55K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $48K | – | 0.01 |
| LAQ 2023-LAQ Mortgage Trust (La Quinta Mortgage Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $350K | – | 0.10 |
| Las Vegas Sands Corp | Long | Debt | US | $161K | – | 0.05 |
| Las Vegas Sands Corp | Long | Debt | US | $46K | – | 0.01 |
| Legacy Mortgage Asset Trust 2021-GS5 | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| LifePoint Health Inc | Long | Debt | US | $21K | – | 0.01 |
| LIGHT & WONDER INTERNATIONAL INC (Scientific Games International, Inc.) | Long | Loan | US | $296K | – | 0.09 |
| Lloyds Banking Group PLC | Long | Debt | GB | $376K | – | 0.11 |
| Lockheed Martin Corp | Long | Debt | US | $428K | – | 0.13 |
| Lockheed Martin Corp | Long | Debt | US | $149K | – | 0.04 |
| Lockheed Martin Corp | Long | Debt | US | $123K | – | 0.04 |
| Lockheed Martin Corp | Long | Debt | US | $28K | – | 0.01 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $27K | – | 0.01 | |
| Lowe's Cos Inc | Long | Debt | US | $87K | – | 0.03 |
| Lowe's Cos Inc | Long | Debt | US | $39K | – | 0.01 |
| Mastercard Inc | Long | Debt | US | $63K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $293K | – | 0.09 |
| McDonald's Corp | Long | Debt | US | $247K | – | 0.07 |
| McDonald's Corp | Long | Debt | US | $232K | – | 0.07 |
| McDonald's Corp | Long | Debt | US | $86K | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $19K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $10K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $7K | – | 0.00 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $499K | – | 0.15 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $132K | – | 0.04 |
| MEG Energy Corp | Long | Debt | CA | $19K | – | 0.01 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $209K | – | 0.06 |
| Merck & Co Inc | Long | Debt | US | $200K | – | 0.06 |
| Merck & Co Inc | Long | Debt | US | $41K | – | 0.01 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $251K | – | 0.07 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.69 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.61 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $1M | – | 0.35 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $109K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $788K | – | 0.24 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $481K | – | 0.14 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $671K | – | 0.20 |
| MHC Trust 2021-MHC2 (MHC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Micron Technology Inc | Long | Debt | US | $130K | – | 0.04 |
| Micron Technology Inc | Long | Debt | US | $123K | – | 0.04 |
| Microsoft Corp | Long | Debt | US | $112K | – | 0.03 |
| Microsoft Corp | Long | Debt | US | $4K | – | 0.00 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $54K | – | 0.02 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $197K | – | 0.06 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $194K | – | 0.06 |
| Mondelez International Inc | Long | Debt | US | $155K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $563K | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $438K | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $395K | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $339K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $47K | – | 0.01 |
| Morgan Stanley Capital I Trust 2017-ASHF | Long | ABS-mortgage backed security | US | $259K | – | 0.08 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $635K | – | 0.19 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 | Long | ABS-mortgage backed security | US | $605K | – | 0.18 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $410K | – | 0.12 |
| MPLX LP | Long | Debt | US | $105K | – | 0.03 |
| MPLX LP | Long | Debt | US | $95K | – | 0.03 |
| MPLX LP | Long | Debt | US | $58K | – | 0.02 |
| MPLX LP | Long | Debt | US | $55K | – | 0.02 |
| MPLX LP | Long | Debt | US | $10K | – | 0.00 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $379K | – | 0.11 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $237K | – | 0.07 |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| Navient Private Education Refi Loan Trust 2019-A (Navient Student Loan Trust) | Long | ABS-other | US | $65K | – | 0.02 |
| Navient Student Loan Trust 2016-3 | Long | ABS-other | US | $193K | – | 0.06 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $147K | – | 0.04 |
| New Residential Mortgage Loan Trust 2017-6 | Long | ABS-mortgage backed security | US | $158K | – | 0.05 |
| New Residential Mortgage Loan Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $198K | – | 0.06 |
| New Residential Mortgage Loan Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $57K | – | 0.02 |
| Nexstar Media Inc | Long | Loan | US | $115K | – | 0.03 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $185K | – | 0.06 |
| NIKE Inc | Long | Debt | US | $144K | – | 0.04 |
| NIKE Inc | Long | Debt | US | $66K | – | 0.02 |
| NIKE Inc | Long | Debt | US | $36K | – | 0.01 |
| NIKE Inc | Long | Debt | US | $31K | – | 0.01 |
| Nissan Motor Co Ltd | Long | Debt | JP | $777K | – | 0.23 |
| Nissan Motor Co Ltd | Long | Debt | JP | $573K | – | 0.17 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $289K | – | 0.09 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $36K | – | 0.01 | |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-305.8 | – | -0.00 | |
| NOK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| Northrop Grumman Corp | Long | Debt | US | $415K | – | 0.12 |
| Northrop Grumman Corp | Long | Debt | US | $304K | – | 0.09 |
| Northrop Grumman Corp | Long | Debt | US | $10K | – | 0.00 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $380K | – | 0.11 |
| NVIDIA Corp | Long | Debt | US | $159K | – | 0.05 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $20K | – | 0.01 | |
| Oak Street Investment Grade Net Lease Fund Series 2020-1 | Long | ABS-other | US | $191K | – | 0.06 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $370K | – | 0.11 |
| OBX 2023-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $543K | – | 0.16 |
| OBX 2023-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $231K | – | 0.07 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $231K | – | 0.07 |
| Occidental Petroleum Corp | Long | Debt | US | $511K | – | 0.15 |
| Occidental Petroleum Corp | Long | Debt | US | $374K | – | 0.11 |
| Occidental Petroleum Corp | Long | Debt | US | $209K | – | 0.06 |
| Occidental Petroleum Corp | Long | Debt | US | $87K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $79K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $70K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $56K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $55K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $53K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $47K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $46K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $38K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $10K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $633K | – | 0.19 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $173K | – | 0.05 |
| Octagon 66 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $353K | – | 0.11 |
| ONEOK Inc | Long | Debt | US | $342K | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $175K | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $133K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $80K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $415K | – | 0.12 |
| Oracle Corp | Long | Debt | US | $197K | – | 0.06 |
| Oracle Corp | Long | Debt | US | $118K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $14K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $9K | – | 0.00 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $248K | – | 0.07 |
| Otis Worldwide Corp | Long | Debt | US | $10K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $115K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $99K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $46K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $21K | – | 0.01 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.07 |
| PayPal Holdings Inc | Long | Debt | US | $104K | – | 0.03 |
| PCI Gaming Authority | Long | Loan | US | $52K | – | 0.02 |
| PepsiCo Inc | Long | Debt | US | $9K | – | 0.00 |
| Peraton Corp | Long | Loan | US | $173K | – | 0.05 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $117K | – | 0.03 |
| Petrobras Global Finance BV | Long | Debt | NL | $791K | – | 0.24 |
| Petrobras Global Finance BV | Long | Debt | NL | $176K | – | 0.05 |
| Petrobras Global Finance BV | Long | Debt | NL | $89K | – | 0.03 |
| Petrobras Global Finance BV | Long | Debt | NL | $28K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $147K | – | 0.04 |
| Pfizer Inc | Long | Debt | US | $408K | – | 0.12 |
| Pfizer Inc | Long | Debt | US | $59K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $169K | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $119K | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $89K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $59K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $9K | – | 0.00 |
| PHOENIX GUARANTOR INC | Long | Loan | US | $427K | – | 0.13 |
| Pioneer Natural Resources Co | Long | Debt | US | $227K | – | 0.07 |
| Pioneer Natural Resources Co | Long | Debt | US | $25K | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $19K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $283K | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $90K | – | 0.03 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $29K | – | 0.01 |
| PRKCM 2021-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $314K | – | 0.09 |
| PRKCM 2022-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $511K | – | 0.15 |
| PRKCM 2022-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $715K | – | 0.21 |
| PRKCM 2023-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $496K | – | 0.15 |
| PRKCM 2024-HOME1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $228K | – | 0.07 |
| Prosus NV | Long | Debt | NL | $497K | – | 0.15 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $196K | – | 0.06 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $127K | – | 0.04 |
| QUIKRETE HOLDINGS INC | Long | Loan | US | $98K | – | 0.03 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $595K | – | 0.18 |
| Range Resources Corp | Long | Debt | US | $38K | – | 0.01 |
| RCKT Mortgage Trust 2024-INV1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $907K | – | 0.27 |
| Reliance Industries Ltd | Long | Debt | IN | $182K | – | 0.05 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $538K | – | 0.16 |
| Reynolds American Inc | Long | Debt | US | $74K | – | 0.02 |
| Roche Holdings Inc | Long | Debt | US | $122K | – | 0.04 |
| Rogers Communications Inc | Long | Debt | CA | $177K | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $165K | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $163K | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $139K | – | 0.04 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $101K | – | 0.03 |
| RTX Corp | Long | Debt | US | $286K | – | 0.09 |
| RTX Corp | Long | Debt | US | $219K | – | 0.07 |
| RTX Corp | Long | Debt | US | $173K | – | 0.05 |
| RTX Corp | Long | Debt | US | $128K | – | 0.04 |
| RTX Corp | Long | Debt | US | $102K | – | 0.03 |
| RTX Corp | Long | Debt | US | $40K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $625K | – | 0.19 |
| Sands China Ltd | Long | Debt | KY | $196K | – | 0.06 |
| Sands China Ltd | Long | Debt | KY | $182K | – | 0.05 |
| Sands China Ltd | Long | Debt | KY | $176K | – | 0.05 |
| Santander Holdings USA Inc | Long | Debt | US | $69K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $118K | – | 0.04 |
| SETANTA AIRCRAFT LEASING (Setanta Aircraft Leasing DAC) | Long | Loan | IE | $247K | – | 0.07 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $474K | – | 0.14 |
| Shell International Finance BV | Long | Debt | NL | $250K | – | 0.07 |
| Shell International Finance BV | Long | Debt | NL | $145K | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $71K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $32K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $9K | – | 0.00 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $276K | – | 0.08 |
| SLM Private Credit Student Loan Trust 2006-A (SLM Student Loan Trust) | Long | ABS-other | US | $233K | – | 0.07 |
| SLM Student Loan Trust 2003-10 | Long | ABS-other | US | $73K | – | 0.02 |
| SMB Private Education Loan Trust 2015-C | Long | ABS-other | US | $309K | – | 0.09 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $98K | – | 0.03 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $249K | – | 0.07 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $179K | – | 0.05 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $160K | – | 0.05 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $148K | – | 0.04 |
| SMB Private Education Loan Trust 2021-E | Long | ABS-other | US | $90K | – | 0.03 |
| SMB Private Education Loan Trust 2023-B | Long | ABS-other | US | $597K | – | 0.18 |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $25K | – | 0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $24K | – | 0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-22K | – | -0.01 | |
| Solventum Corp | Long | Debt | US | $285K | – | 0.09 |
| Solventum Corp | Long | Debt | US | $249K | – | 0.07 |
| Solventum Corp | Long | Debt | US | $219K | – | 0.07 |
| Solventum Corp | Long | Debt | US | $207K | – | 0.06 |
| SOTERA HEALTH HOLDINGS LLC | Long | Loan | US | $280K | – | 0.08 |
| Southern Copper Corp | Long | Debt | US | $327K | – | 0.10 |
| Southern Natural Gas Co LLC | Long | Debt | US | $57K | – | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $1M | – | 0.42 |
| Southwestern Energy Co | Long | Debt | US | $599K | – | 0.18 |
| Southwestern Energy Co | Long | Debt | US | $46K | – | 0.01 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $44K | – | 0.01 |
| Sprint Capital Corp | Long | Debt | US | $72K | – | 0.02 |
| Sprint LLC | Long | Debt | US | $40K | – | 0.01 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $119K | – | 0.04 |
| Storm King Park CLO LTD (Storm King Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.07 |
| Structured Asset Investment Loan Trust | Long | ABS-other | US | $787K | – | 0.23 |
| Structured Asset Investment Loan Trust 2004-7 | Long | ABS-other | US | $83K | – | 0.02 |
| Structured Asset Investment Loan Trust 2005-HE1 | Long | ABS-other | US | $129K | – | 0.04 |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1 | Long | ABS-other | US | $178K | – | 0.05 |
| Suzano Austria GmbH | Long | Debt | AT | $344K | – | 0.10 |
| Suzano Austria GmbH | Long | Debt | AT | $17K | – | 0.01 |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $32K | – | 0.01 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-28K | – | -0.01 | |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $561K | – | 0.17 |
| T-Mobile USA Inc | Long | Debt | US | $767K | – | 0.23 |
| T-Mobile USA Inc | Long | Debt | US | $410K | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $187K | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $117K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $109K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $61K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $55K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $54K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $43K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $42K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $30K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $19K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $19K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $14K | – | 0.00 |
| Targa Resources Corp | Long | Debt | US | $72K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $60K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $143K | – | 0.04 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $78K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $20K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $9K | – | 0.00 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $319K | – | 0.10 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $9K | – | 0.00 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $10K | – | 0.00 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $133K | – | 0.04 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $315K | – | 0.09 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $1M | – | 0.41 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $443K | – | 0.13 |
| Texas Instruments Inc | Long | Debt | US | $42K | – | 0.01 |
| THE VANGUARD GROUP INC | Long | Debt | US | $73K | – | 0.02 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $41K | – | 0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $3K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-43.75 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-22K | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-65K | – | -0.02 | |
| Time Warner Cable LLC | Long | Debt | US | $152K | – | 0.05 |
| Time Warner Cable LLC | Long | Debt | US | $78K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $10K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $179K | – | 0.05 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $77K | – | 0.02 |
| Towd Point Mortgage Trust 2016-3 | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $204K | – | 0.06 |
| Towd Point Mortgage Trust 2019-HY2 | Long | ABS-mortgage backed security | US | $366K | – | 0.11 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $216K | – | 0.06 |
| TransDigm Inc | Long | Debt | US | $155K | – | 0.05 |
| TransDigm Inc | Long | Debt | US | $61K | – | 0.02 |
| TransDigm Inc | Long | Debt | US | $50K | – | 0.02 |
| Triton Water Holdings Inc | Long | Loan | US | $56K | – | 0.02 |
| Triumph Rail Holdings LLC (Triumph Rail LLC) | Long | ABS-other | US | $86K | – | 0.03 |
| TRS JPEIFNTR INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-40K | – | -0.01 | |
| Truist Financial Corp | Long | Debt | US | $191K | – | 0.06 |
| U.S. TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $13K | – | 0.00 | |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $176K | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $514K | – | 0.15 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $414K | – | 0.12 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $265K | – | 0.08 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $216K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $675K | – | 0.20 |
| UBS Group AG | Long | Debt | CH | $496K | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $492K | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $491K | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $479K | – | 0.14 |
| UBS Group AG | Long | Debt | CH | $233K | – | 0.07 |
| UFC Holdings LLC | Long | Loan | US | $169K | – | 0.05 |
| Union Pacific Corp | Long | Debt | US | $272K | – | 0.08 |
| Union Pacific Corp | Long | Debt | US | $194K | – | 0.06 |
| Union Pacific Corp | Long | Debt | US | $42K | – | 0.01 |
| United Airlines Inc | Long | Debt | US | $447K | – | 0.13 |
| United Airlines Inc | Long | Debt | US | $19K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $973K | – | 0.29 |
| United Rentals North America Inc | Long | Debt | US | $97K | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $52K | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $19K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $19K | – | 0.01 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $789K | – | 0.24 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 3.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 1.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.99 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.82 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.58 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.49 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $979K | – | 0.29 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $943K | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $865K | – | 0.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $781K | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $760K | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $529K | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $439K | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $332K | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $249K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $214K | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $175K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $152K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $131K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $130K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $122K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $118K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $107K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $100K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $88K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $84K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $81K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $70K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $50K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $40K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $30K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $19K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.00 |
| United States Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $304K | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $268K | – | 0.08 |
| UnitedHealth Group Inc | Long | Debt | US | $135K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $125K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $124K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $99K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $85K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $37K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $26K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $17K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $17K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $17K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $6K | – | 0.00 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $197K | – | 0.06 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $963.94 | – | 0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $21K | – | 0.01 | |
| US Bancorp | Long | Debt | US | $203K | – | 0.06 |
| US Bancorp | Long | Debt | US | $71K | – | 0.02 |
| US Bancorp | Long | Debt | US | $28K | – | 0.01 |
| US Bancorp | Long | Debt | US | $10K | – | 0.00 |
| US Bank NA (U.S. Bank National Association) | Long | ABS-other | US | $460K | – | 0.14 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $87K | – | 0.03 | |
| USAA Capital Corp | Long | Debt | US | $128K | – | 0.04 |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $30K | – | 0.01 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $44K | – | 0.01 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-291K | – | -0.09 | |
| USD/CAD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/CAD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $813.18 | – | 0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/CNH FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $32K | – | 0.01 | |
| USD/GBP FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/INR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $872.3 | – | 0.00 | |
| USD/INR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $498.85 | – | 0.00 | |
| USD/JPY FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-295K | – | -0.09 | |
| USD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-23K | – | -0.01 | |
| USD/MXN FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-42K | – | -0.01 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $160K | – | 0.05 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $51K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $286K | – | 0.09 |
| Verizon Communications Inc | Long | Debt | US | $240K | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $218K | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $191K | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $99K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $78K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $72K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $66K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $65K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $55K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $54K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $48K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $40K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $19K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $19K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $10K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $9K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $8K | – | 0.00 |
| Verus Securitization Trust 2023-4 | Long | ABS-mortgage backed security | US | $431K | – | 0.13 |
| Virgin Media Bristol LLC | Long | Loan | US | $172K | – | 0.05 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $192K | – | 0.06 |
| Visa Inc | Long | Debt | US | $165K | – | 0.05 |
| Visa Inc | Long | Debt | US | $103K | – | 0.03 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $168K | – | 0.05 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $169K | – | 0.05 |
| VOC Escrow Ltd | Long | Debt | BM | $78K | – | 0.02 |
| Walmart Inc | Long | Debt | US | $44K | – | 0.01 |
| Walmart Inc | Long | Debt | US | $16K | – | 0.00 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $56K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $271K | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $83K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $66K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $24K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $20K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $8K | – | 0.00 |
| Waste Connections Inc | Long | Debt | CA | $166K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $710K | – | 0.21 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $700K | – | 0.21 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $574K | – | 0.17 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $504K | – | 0.15 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $249K | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $235K | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $220K | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $202K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $161K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $146K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $127K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $121K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $58K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $49K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $43K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $32K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $292K | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2017-RB1 | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Western Asset Premier Institutional Government Reserves | Long | Short-term investment vehicle | US | $3M | 3M | 0.79 |
| Western Midstream Operating LP | Long | Debt | US | $568K | – | 0.17 |
| Western Midstream Operating LP | Long | Debt | US | $78K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $69K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $44K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $19K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $9K | – | 0.00 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.13 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $244K | – | 0.07 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $192K | – | 0.06 |
| Williams Cos Inc/The | Long | Debt | US | $177K | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $165K | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $36K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $33K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $24K | – | 0.01 |
| Wyeth LLC | Long | Debt | US | $11K | – | 0.00 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $217K | – | 0.06 |
Address
Legg Mason Partners Variable Income Trust
620 Eighth Avenue
47th Floor
New York
New York
10018
United States of America
Websites
Directors
Peter J. Taylor
Jane Trust
Michael Larson
Susan B. Kerley
Robert Abeles, Jr.
Avedick B. Poladian
William E. B. Siart
Ronald L. Olson
Jane F. Dasher
Jaynie Miller Studenmund
Anita L. DeFrantz
Transfer Agents
Franklin Templeton Investor Services, LLC
Pricing Services
PricingDirect Inc.
LSEG US FIN CORP.
THE CLEARING HOUSE PAYMENTS COMPANY L.L.C.
S&P Global Inc.
ICE Data Pricing & Reference Data, LLC
Bloomberg L.P.
Bank of America Merill Lynch PriceServe
Virtu Financial, Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
GOLDMAN SACHS & CO. LLC
MORGAN STANLEY & CO. LLC
RBC CAPITAL MARKETS, LLC
WELLS FARGO SECURITIES, LLC
JEFFERIES LLC
R.J. O'BRIEN SECURITIES, LLC
CITIGROUP GLOBAL MARKETS INC.
UBS Securities LLC
BOFA SECURITIES, INC.
J.P. MORGAN SECURITIES LLC