Fidelity Group of Funds > Fidelity Rutland Square Trust II
Strategic Advisers Core Income Fund
$48.53B
Avg Monthly Net Assets
$49.46B
Total Assets
$5.34B
Total Liabilities
$44.11B
Net Assets
Strategic Advisers Core Income Fund is a Fund of Funds in Fidelity Rutland Square Trust II
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $48.53B.
On July 26th, 2024 it reported 8,305 holdings, the largest
being PIMCO FDS PAC INVT MGMT SER (9.9%), Fidelity Salem Street Trust (9.2%) and WESTERN ASSET FDS INC (7.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Strategic Advisers Core Income Fund | C000089632 | FPCIX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $262K | – | 0.00 |
| 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $5M | – | 0.01 |
| 1011778 BC ULC/NEW RED FIN INC 5.75% 04/15/2025 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $90K | – | 0.00 |
| 1375209 BC LTD 9% 01/30/2028 144A | Long | Debt | CA | $773K | – | 0.00 |
| 180 MEDICAL INC 3.875% 10/15/2029 144A | Long | Debt | US | $450K | – | 0.00 |
| 20 TIMES SQUARE TR 2018 CSTR 05/15/2035 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| 280 PK AVE 2017-280P E MTG TR STEP 09/15/2034 144A (280 PK AVE 2017-280P MTG TR) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| 30YR 0% 10/25/2034# (HOME RE 2022-1 LTD) | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| 3650R 2021-PF1 A4 COMMERCIAL MORTGAGE TRUST 2.253% 11/15/2054 (3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 2.522% 11/15/2054 | Long | ABS-mortgage backed security | US | $810K | – | 0.00 |
| 522 FUNDING CLO 2019-5 LTD TSFR3M+ 04/15/2035 144A (522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.00 |
| 7 ELEVEN INC 0.95% 02/10/2026 144A | Long | Debt | US | $65K | – | 0.00 |
| 7 ELEVEN INC 1.8% 02/10/2031 144A | Long | Debt | US | $205K | – | 0.00 |
| 7 ELEVEN INC 2.5% 02/10/2041 144A | Long | Debt | US | $67K | – | 0.00 |
| 7 ELEVEN INC 2.8% 02/10/2051 144A | Long | Debt | US | $74K | – | 0.00 |
| AASET 2018-1A A 3.844% 1/38 144A (AASET 2018-1 TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| AASET 2019-1 TRUST 3.844% 05/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $653K | – | 0.00 |
| AASET 2019-2 B TR 4.458% 10/16/2039 144A (AASET 2019-2 TR) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.00 |
| AASET 2019-2 TR 3.376% 10/16/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| AASET 2021-1 TR 2.95% 11/16/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| ABBOTT LABORATORIES 4.75% 11/30/2036 | Long | Debt | US | $232K | – | 0.00 |
| ABBVIE INC 2.95% 11/21/2026 | Long | Debt | US | $33K | – | 0.00 |
| ABBVIE INC 4.05% 11/21/2039 | Long | Debt | US | $10M | – | 0.02 |
| ABBVIE INC 4.55% 03/15/2035 | Long | Debt | US | $1M | – | 0.00 |
| ABBVIE INC 4.7% 05/14/2045 | Long | Debt | US | $4M | – | 0.01 |
| ABBVIE INC 4.875% 11/14/2048 | Long | Debt | US | $308K | – | 0.00 |
| ABBVIE INC 5.05% 03/15/2034 | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC 5.35% 03/15/2044 | Long | Debt | US | $684K | – | 0.00 |
| ABBVIE INC 5.4% 03/15/2054 | Long | Debt | US | $138K | – | 0.00 |
| ABERTIS INFRAESTRUCTURAS SA 3.375% 11/27/2026 REGS | Long | Debt | ES | $605K | – | 0.00 |
| ABN AMRO BANK NV 2.47%/VAR 12/13/2029 144A | Long | Debt | NL | $526K | – | 0.00 |
| ABN AMRO BANK NV 3.875% 01/15/2032 REGS | Long | Debt | NL | $649K | – | 0.00 |
| ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A | Long | Debt | NL | $3M | – | 0.01 |
| ABN AMRO BANK NV 6.575%/VAR 10/13/2026 144A | Long | Debt | NL | $5M | – | 0.01 |
| ACADIA HEALTHCARE CO INC 5.5% 07/01/2028 144A | Long | Debt | US | $115K | – | 0.00 |
| ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A | Long | Debt | US | $257K | – | 0.00 |
| ACC TRUST 2022-1 3.24% 10/20/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.00 |
| ACCELERATED 2021-1H D LLC 3.58% 10/20/2040 144A (ACCELERATED 2021-1H LLC) | Long | ABS-collateralized bond/debt obligation | US | $97K | – | 0.00 |
| ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS | Long | Debt | DE | $307K | – | 0.00 |
| ACCO BRANDS CORP 4.25% 03/15/2029 144A | Long | Debt | US | $410K | – | 0.00 |
| ACCREDITED MORTGAGE LOAN TRUST TSFR1M+44.448 04/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 STEP 02/25/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $638K | – | 0.00 |
| ACHV ABS TRUST 2023-3PL C 7.35% 08/19/2030 144A (ACHV ABS TR 2023-3PL) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ACRE COML MTG 2021-FL4 LTD / ACRE COML MTG 2021-FL4 LLC TSFR1M+186.448 12/18/2037 144A | Long | ABS-mortgage backed security | KY | $254K | – | 0.00 |
| ACRISURE TERM B 1LN 02/13/2027 (ACRISURE LLC) | Long | Loan | US | $625K | – | 0.00 |
| ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A | Long | Debt | US | $182K | – | 0.00 |
| ACUSHNET CO 7.375% 10/15/2028 144A | Long | Debt | US | $170K | – | 0.00 |
| ADAPTHEALTH LLC 4.625% 08/01/2029 144A | Long | Debt | US | $110K | – | 0.00 |
| ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026 144A | Long | Debt | JE | $2M | – | 0.00 |
| ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A | Long | Debt | JE | $299K | – | 0.00 |
| ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS | Long | Debt | GB | $563K | – | 0.00 |
| ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $378K | – | 0.00 |
| ADT SECURITY CORP/THE 4.125% 08/01/2029 144A | Long | Debt | US | $316K | – | 0.00 |
| ADT SECURITY CORP/THE 4.875% 07/15/2032 144A | Long | Debt | US | $770K | – | 0.00 |
| ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A | Long | Debt | US | $728K | – | 0.00 |
| ADTALEM GLOBAL EDUCATION TERM B 1LN 08/14/2028 (ADTALEM GLOBAL EDUCATION INC) | Long | Loan | US | $474K | – | 0.00 |
| ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A | Long | Debt | US | $484K | – | 0.00 |
| ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A | Long | Debt | US | $220K | – | 0.00 |
| ADVOCATE HEALTH and HOSPITALS CORP 3.387% 10/15/2049 | Long | Debt | US | $369K | – | 0.00 |
| AECOM 5.125% 03/15/2027 | Long | Debt | US | $1M | – | 0.00 |
| AECOM TERM B 1LN 01/23/27 (AMENTUM GOVERNMENT SERVICES HOLDINGS LLC) | Long | Loan | US | $273K | – | 0.00 |
| AEP TEXAS INC 2.1% 07/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| AEP TEXAS INC 3.45% 05/15/2051 | Long | Debt | US | $539K | – | 0.00 |
| AEP TEXAS INC 3.8% 10/01/2047 | Long | Debt | US | $757K | – | 0.00 |
| AEP TEXAS INC 5.4% 06/01/2033 | Long | Debt | US | $820K | – | 0.00 |
| AEP TRANSMISSION CO LLC 2.75% 08/15/2051 | Long | Debt | US | $191K | – | 0.00 |
| AEP TRANSMISSION CO LLC 3.15% 09/15/2049 | Long | Debt | US | $421K | – | 0.00 |
| AEP TRANSMISSION CO LLC 3.65% 04/01/2050 | Long | Debt | US | $126K | – | 0.00 |
| AEP TRANSMISSION CO LLC 3.75% 12/01/2047 | Long | Debt | US | $634K | – | 0.00 |
| AEP TRANSMISSION CO LLC 3.8% 06/15/2049 | Long | Debt | US | $406K | – | 0.00 |
| AEP TRANSMISSION CO LLC 4% 12/01/2046 | Long | Debt | US | $298K | – | 0.00 |
| AEP TRANSMISSION CO LLC 5.15% 04/01/2034 | Long | Debt | US | $2M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $4M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 | Long | Debt | IE | $4M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $11M | – | 0.03 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026 | Long | Debt | IE | $4M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028 | Long | Debt | IE | $192K | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 | Long | Debt | IE | $4M | – | 0.01 |
| AERCAP TERM B 1LN 11/05/2028 (SETANTA AIRCRAFT LEASING DAC) | Long | Loan | IE | $243K | – | 0.00 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $10M | – | 0.02 |
| AES CORP 3.95% 07/15/2030 144A | Long | Debt | US | $8M | – | 0.02 |
| AES CORP CP 0% 06/04/2024 | Long | Debt | US | $300K | – | 0.00 |
| AES CORP CP 0% 06/05/2024 | Long | Debt | US | $2M | – | 0.00 |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 8.25% 02/15/2026 144A | Long | Debt | US | $126K | – | 0.00 |
| AETNA INC 3.875% 08/15/2047 | Long | Debt | US | $312K | – | 0.00 |
| AETNA INC 4.125% 11/15/2042 | Long | Debt | US | $40K | – | 0.00 |
| AETNA INC 4.5% 05/15/2042 | Long | Debt | US | $5K | – | 0.00 |
| AETNA INC 4.75% 03/15/2044 | Long | Debt | US | $81K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TR 2023-X1 7.11% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $327K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.00 |
| AFLAC INC 3.6% 04/01/2030 | Long | Debt | US | $67K | – | 0.00 |
| AGILENT TECHNOLOGIES INC 2.1% 06/04/2030 | Long | Debt | US | $72K | – | 0.00 |
| AGILENT TECHNOLOGIES INC 2.3% 03/12/2031 | Long | Debt | US | $1M | – | 0.00 |
| AGL CLO 14A B1 LTD TSFR3M+ 12/02/2034 144A (AGL CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| AGPS BONDCO PLC 4.625%/VAR 01/14/2026 REGS | Long | Debt | GB | $112K | – | 0.00 |
| AGPS BONDCO PLC 5% 04/27/2027 REGS | Long | Debt | GB | $1M | – | 0.00 |
| AH4R 2014-SFR3 E 6.418% 12/36 (AMERICAN HOMES 4 RENT 2014-SFR3 TR) | Long | ABS-collateralized bond/debt obligation | US | $517K | – | 0.00 |
| AHS HOSPITAL CORP 2.78% 07/01/2051 | Long | Debt | US | $197K | – | 0.00 |
| AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS | Long | Debt | HK | $369K | – | 0.00 |
| AIB GROUP PLC 2.25%/VAR 04/04/2028 REGS | Long | Debt | IE | $2M | – | 0.00 |
| AIB GROUP PLC 4.625%/VAR 07/23/2029 REGS | Long | Debt | IE | $111K | – | 0.00 |
| AIB GROUP PLC 5.25/VAR 10/23/2031 REGS | Long | Debt | IE | $427K | – | 0.00 |
| AIB GROUP PLC 6.25%/VAR PERP REGS | Long | Equity-preferred | IE | $749K | – | 0.00 |
| AIB GROUP PLC 6.608%/VAR 09/13/2029 144A | Long | Debt | IE | $514K | – | 0.00 |
| AIMCO 2019 TSFR3M+141 07/22/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| AIMCO CLO 11 LTD TSFR3M+139.161 10/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| AIMCO CLO 20 LTD TSFR3M+220 10/16/2036 144A | Long | ABS-collateralized bond/debt obligation | JE | $502K | – | 0.00 |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC TSFR3M+0 04/18/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.01 |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.00 |
| AIMCO CLO SERIE 2015-AA AR2 TSFR3M+140.161 10/17/2034 144A (AIMCO CLO SERIES 2015-A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| AIR CANADA 2013-1 PASS THROUGH TRUST 4.125% 11/15/2026 144A | Long | Debt | CA | $87K | – | 0.00 |
| AIR CANADA 2015-1 PASS THROUGH TRUST 3.6% 09/15/2028 144A | Long | Debt | CA | $68K | – | 0.00 |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST 3.75% 06/15/2029 144A | Long | Debt | CA | $19K | – | 0.00 |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | Long | Debt | CA | $380K | – | 0.00 |
| AIR CDA PASS THRU TR 2017-1 3.55% 07/15/2031 144A | Long | Debt | CA | $22K | – | 0.00 |
| AIR CDA PASS THRU TR 2017-1 3.7% 07/15/2027 144A | Long | Debt | CA | $51K | – | 0.00 |
| AIR LEASE CORP 3.375% 07/01/2025 | Long | Debt | US | $7M | – | 0.02 |
| AIR LEASE CORP 5.85% 12/15/2027 | Long | Debt | US | $981K | – | 0.00 |
| AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| AKER BP ASA 3.1% 07/15/2031 144A | Long | Debt | NO | $2M | – | 0.00 |
| AKER BP ASA 6% 06/13/2033 144A | Long | Debt | NO | $252K | – | 0.00 |
| ALABAMA POWER CO 3.05% 03/15/2032 (ALABAMA POWER and LIGHT) | Long | Debt | US | $82K | – | 0.00 |
| ALABAMA POWER CO 3.75% 03/01/2045 (ALABAMA POWER and LIGHT) | Long | Debt | US | $1M | – | 0.00 |
| ALABAMA POWER CO 3.85% 12/01/2042 (ALABAMA POWER and LIGHT) | Long | Debt | US | $559K | – | 0.00 |
| ALABAMA POWER CO 4.1% 01/15/2042 (ALABAMA POWER and LIGHT) | Long | Debt | US | $182K | – | 0.00 |
| ALABAMA POWER CO 4.3% 07/15/2048 (ALABAMA POWER and LIGHT) | Long | Debt | US | $8K | – | 0.00 |
| ALABAMA POWER CO 5.5% 03/15/2041 (ALABAMA POWER and LIGHT) | Long | Debt | US | $35K | – | 0.00 |
| ALABAMA POWER CO 5.85% 11/15/2033 (ALABAMA POWER and LIGHT) | Long | Debt | US | $130K | – | 0.00 |
| ALABAMA POWER CO 6.125% 05/15/2038 (ALABAMA POWER and LIGHT) | Long | Debt | US | $896K | – | 0.00 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A | Long | Debt | US | $851K | – | 0.00 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A | Long | Debt | US | $1M | – | 0.00 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A | Long | Debt | US | $602K | – | 0.00 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.875% 02/15/2028 144A | Long | Debt | US | $31K | – | 0.00 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A | Long | Debt | US | $1M | – | 0.00 |
| ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A | Long | Debt | NL | $101K | – | 0.00 |
| ALCOA NEDERLAND HOLDING BV 5.5% 12/15/2027 144A | Long | Debt | NL | $198K | – | 0.00 |
| ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A | Long | Debt | NL | $200K | – | 0.00 |
| ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A | Long | Debt | NL | $266K | – | 0.00 |
| ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $25K | – | 0.00 |
| ALEXANDRIA REAL EST EQUITS INC 2.95% 03/15/2034 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $890K | – | 0.00 |
| ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $5M | – | 0.01 |
| ALEXANDRIA REAL EST EQUITS INC 5.15% 04/15/2053 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $27K | – | 0.00 |
| ALGONQUIN PWR and UTILS CORP STEP 06/15/2026 | Long | Debt | CA | $4M | – | 0.01 |
| ALIMENTATION COUCHE-TARD INC 3.439% 05/13/2041 144A | Long | Debt | CA | $10K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC 3.625% 05/13/2051 144A | Long | Debt | CA | $10K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC 5.267% 02/12/2034 144A | Long | Debt | CA | $4M | – | 0.01 |
| ALIMENTATION COUCHE-TARD INC 5.617% 02/12/2054 144A | Long | Debt | CA | $98K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC CP 0% 06/03/2024 | Long | Debt | CA | $1000K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC CP 0% 06/04/2024 | Long | Debt | CA | $800K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC CP 0% 06/07/2024 | Long | Debt | CA | $2M | – | 0.01 |
| ALIMENTATION COUCHE-TARD INC CP 0% 06/11/2024 | Long | Debt | CA | $299K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC CP 0% 06/13/2024 | Long | Debt | CA | $299K | – | 0.00 |
| ALIMENTATION COUCHE-TARD INC CP 0% 06/26/2024 | Long | Debt | CA | $797K | – | 0.00 |
| ALLEGHANY CORP DEL 3.25% 08/15/2051 | Long | Debt | US | $17K | – | 0.00 |
| ALLEGRO CLO LTD TSFR3M+140.161 07/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| ALLEGRO CLO X LTD / ALLEGRO CLO X LLC TSFR3M+141.161 07/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.04 |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A | Long | ABS-collateralized bond/debt obligation | XX | $5M | – | 0.01 |
| ALLIANT ENERGY FINANCE LLC 1.4% 03/15/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A | Long | Debt | US | $318K | – | 0.00 |
| ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A | Long | Debt | US | $169K | – | 0.00 |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.625% 07/15/2026 144A (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) | Long | Debt | US | $50K | – | 0.00 |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) | Long | Debt | US | $1M | – | 0.00 |
| ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A | Long | Debt | US | $75K | – | 0.00 |
| ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A | Long | Debt | US | $7K | – | 0.00 |
| ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A | Long | Debt | US | $321K | – | 0.00 |
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| ALLY FINANCIAL 4.7/VAR INC PERP (ALLY FINANCIAL INC) | Long | Equity-preferred | US | $467K | – | 0.00 |
| ALLY FINL INC 4.7%/VAR PERP (ALLY FINANCIAL INC) | Long | Equity-preferred | US | $36K | – | 0.00 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $280K | – | 0.00 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $7M | – | 0.02 |
| ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $6M | – | 0.01 |
| ALM 2020-1A A2 LTD TSFR3M+211.161 10/15/2029 144A (ALM 2020 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.00 |
| ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS | Long | Debt | LU | $994K | – | 0.00 |
| ALTA EQUIPMENT GROUP INC 9% 06/01/2029 144A | Long | Debt | US | $769K | – | 0.00 |
| ALTERNATIVE LN TR 2007-OH3 STEP 09/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2006-28CB 6.25% 10/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2007-OA10 STEP TSFR1M+61.448 09/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $774K | – | 0.00 |
| ALTICE FING SA 5.75% 08/15/2029 144A | Long | Debt | LU | $2M | – | 0.00 |
| ALTICE FRANCE SA 5.125% 07/15/2029 144A | Long | Debt | FR | $178K | – | 0.00 |
| ALTICE FRANCE SA 5.5% 10/15/2029 144A | Long | Debt | FR | $213K | – | 0.00 |
| ALTICE USA TERM B6 1LN 01/18/2028 (CSC HOLDINGS LLC) | Long | Loan | US | $95K | – | 0.00 |
| ALTRIA GROUP INC 2.45% 02/04/2032 | Long | Debt | US | $126K | – | 0.00 |
| ALTRIA GROUP INC 3.4% 02/04/2041 | Long | Debt | US | $5M | – | 0.01 |
| ALTRIA GROUP INC 3.7% 02/04/2051 | Long | Debt | US | $509K | – | 0.00 |
| ALTRIA GROUP INC 4.25% 08/09/2042 | Long | Debt | US | $697K | – | 0.00 |
| ALTRIA GROUP INC 4.5% 05/02/2043 | Long | Debt | US | $253K | – | 0.00 |
| ALTRIA GROUP INC 6.875% 11/01/2033 | Long | Debt | US | $805K | – | 0.00 |
| AMAZON.COM INC 2.5% 06/03/2050 | Long | Debt | US | $152K | – | 0.00 |
| AMAZON.COM INC 3.6% 04/13/2032 | Long | Debt | US | $306K | – | 0.00 |
| AMAZON.COM INC 3.95% 04/13/2052 | Long | Debt | US | $226K | – | 0.00 |
| AMCOR FINANCE USA INC 5.625% 05/26/2033 | Long | Debt | US | $76K | – | 0.00 |
| AMER SPORTS CO 6.75% 02/16/2031 144A | Long | Debt | US | $294K | – | 0.00 |
| AMER WATER CAP CORP 3.45% 06/01/2029 (AMERICAN WATER CAP CORP) | Long | Debt | US | $17K | – | 0.00 |
| AMEREN CORP 1.95% 03/15/2027 | Long | Debt | US | $9K | – | 0.00 |
| AMEREN CORP 3.5% 01/15/2031 | Long | Debt | US | $107K | – | 0.00 |
| AMEREN ILL CO 3.25% 03/15/2050 | Long | Debt | US | $78K | – | 0.00 |
| AMEREN ILL CO 3.7% 12/01/2047 | Long | Debt | US | $85K | – | 0.00 |
| AMEREN ILL CO 4.15% 03/15/2046 | Long | Debt | US | $930K | – | 0.00 |
| AMEREN ILL CO 4.95% 06/01/2033 | Long | Debt | US | $724K | – | 0.00 |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST 3.35% 04/15/2031 | Long | Debt | US | $309K | – | 0.00 |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | Long | Debt | US | $358K | – | 0.00 |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN AIRLINES INC 3% 04/15/2030 | Long | Debt | US | $23K | – | 0.00 |
| AMERICAN AIRLINES INC 7.25% 02/15/2028 144A | Long | Debt | US | $80K | – | 0.00 |
| AMERICAN AIRLINES INC 8.5% 05/15/2029 144A | Long | Debt | US | $191K | – | 0.00 |
| AMERICAN AIRLS 2015-2 PASS THRU TRS 4% 03/22/2029 | Long | Debt | US | $51K | – | 0.00 |
| AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS 3.2% 12/15/2029 | Long | Debt | US | $18K | – | 0.00 |
| AMERICAN ASSETS TRUST LP 3.375% 02/01/2031 | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN AXLE and MFG INC 5% 10/01/2029 (AMERICAN AXLE and MANUFACTURING INC) | Long | Debt | US | $146K | – | 0.00 |
| AMERICAN AXLE and MFG INC 6.5% 04/01/2027 (AMERICAN AXLE and MANUFACTURING INC) | Long | Debt | US | $59K | – | 0.00 |
| AMERICAN AXLE and MFG INC 6.875% 07/01/2028 (AMERICAN AXLE and MANUFACTURING INC) | Long | Debt | US | $343K | – | 0.00 |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 3.875% 11/15/2029 144A | Long | Debt | US | $62K | – | 0.00 |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 4% 01/15/2028 144A | Long | Debt | US | $244K | – | 0.00 |
| AMERICAN CR ACCEP RECEIVABLES TR 2023-3 6.82% 10/12/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2 D 6.47% 08/13/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| AMERICAN ELECTRIC POWER INC CP 0% 06/11/2024 (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $250K | – | 0.00 |
| AMERICAN EXPRESS CO 1.65% 11/04/2026 | Long | Debt | US | $55K | – | 0.00 |
| AMERICAN EXPRESS CO 2.55% 03/04/2027 | Long | Debt | US | $348K | – | 0.00 |
| AMERICAN EXPRESS CO 3.55%/VAR PERP | Long | Equity-preferred | US | $702K | – | 0.00 |
| AMERICAN EXPRESS CO 5.282%/VAR 07/27/2029 | Long | Debt | US | $546K | – | 0.00 |
| AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027 | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| American Funds Bond Fund of Amer F2 (BOND FUND AMERICA INC) | Long | Equity-common | US | $1B | 108M | 2.72 |
| AMERICAN HM MTG INVT TR 2007-1 STEP 08/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $700K | – | 0.00 |
| AMERICAN HOMES 4 RENT 2015-SFR2 TR 6.07% 10/17/2052 144A (AMR HMS 15-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $542K | – | 0.00 |
| AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031 | Long | Debt | US | $569K | – | 0.00 |
| AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051 | Long | Debt | US | $704K | – | 0.00 |
| AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $150K | – | 0.00 |
| AMERICAN MUN OH 8.084% 2/15/50 (AMERICAN MUN PWR REV) | Long | Debt | US | $116K | – | 0.00 |
| AMERICAN ROCK SALT TERM 1LN 06/11/2028 (AMERICAN ROCK SALT CO LLC) | Long | Loan | US | $122K | – | 0.00 |
| AMERICAN TOWER CORP 1.45% 09/15/2026 | Long | Debt | US | $75K | – | 0.00 |
| AMERICAN TOWER CORP 1.875% 10/15/2030 | Long | Debt | US | $674K | – | 0.00 |
| AMERICAN TOWER CORP 2.1% 06/15/2030 | Long | Debt | US | $429K | – | 0.00 |
| AMERICAN TOWER CORP 2.7% 04/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN TOWER CORP 2.9% 01/15/2030 | Long | Debt | US | $208K | – | 0.00 |
| AMERICAN TOWER CORP 2.95% 01/15/2051 | Long | Debt | US | $16K | – | 0.00 |
| AMERICAN TOWER CORP 3.1% 06/15/2050 | Long | Debt | US | $2K | – | 0.00 |
| AMERICAN TOWER CORP 3.8% 08/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN TOWER CORP 5.2% 02/15/2029 | Long | Debt | US | $345K | – | 0.00 |
| AMERICAN TOWER CORP 5.25% 07/15/2028 | Long | Debt | US | $77K | – | 0.00 |
| AMERICAN TOWER CORP 5.45% 02/15/2034 | Long | Debt | US | $114K | – | 0.00 |
| AMERICAN TOWER CORP 5.5% 03/15/2028 | Long | Debt | US | $218K | – | 0.00 |
| AMERICOLD REALTY TRUST 2020-ICE5 F TSFR1M+360.696 11/15/2037 144A | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027 (AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP) | Long | Debt | US | $456K | – | 0.00 |
| AMERIGAS PARTN LP/AMERIGAS FIN 5.875% 08/20/2026 (AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP) | Long | Debt | US | $4M | – | 0.01 |
| AMERIQUEST MTG SECS INC TSFR1M+131.448 11/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AMGEN INC 2.6% 08/19/2026 | Long | Debt | US | $4M | – | 0.01 |
| AMGEN INC 2.8% 08/15/2041 | Long | Debt | US | $349K | – | 0.00 |
| AMGEN INC 3.15% 02/21/2040 | Long | Debt | US | $116K | – | 0.00 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $5M | – | 0.01 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $4M | – | 0.01 |
| AMGEN INC 5.6% 03/02/2043 | Long | Debt | US | $8M | – | 0.02 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $3M | – | 0.01 |
| AMGEN INC 5.75% 03/02/2063 | Long | Debt | US | $6M | – | 0.01 |
| AMKOR TECHNOLOGY INC 6.625% 09/15/2027 144A | Long | Debt | US | $346K | – | 0.00 |
| AMPRION GMBH 3.625% 05/21/2031 REGS | Long | Debt | DE | $215K | – | 0.00 |
| AMS-OSRAM AG 12.25% 03/30/2029 144A | Long | Debt | AT | $207K | – | 0.00 |
| AMSR 2019-SFR1 G TRUST 4.857% 01/19/2039 144A (AMSR 2019-SFR1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.00 |
| AMSR 2019-SFR1 H TRUST 6.04% 01/19/2039 144A (AMSR 2019-SFR1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $315K | – | 0.00 |
| AMSR 2019-SFR1 TRUST 3.867% 01/19/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $536K | – | 0.00 |
| AMSR 2020-SFR1 E 3.218% 04/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $850K | – | 0.00 |
| AMSR 2020-SFR1 H 5.302% 04/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $171K | – | 0.00 |
| AMSR 2020-SFR2 E2 TR 4.277% 07/17/2037 144A (AMSR 2020-SFR2 TR) | Long | ABS-collateralized bond/debt obligation | US | $454K | – | 0.00 |
| AMSR 2020-SFR2 G TR 4% 07/17/2037 144A (AMSR 2020-SFR2 TR) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.00 |
| AMSR 2020-SFR2 TR 4.028% 07/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $967K | – | 0.00 |
| AMSR 2020-SFR2 TR 5.25% 07/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $555K | – | 0.00 |
| AMSR 2020-SFR3 F TRUST 3.553% 09/17/2037 144A (AMSR 2020-SFR3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $341K | – | 0.00 |
| AMSR 2020-SFR4 E2 TR 2.456% 11/17/2037 144A (AMSR 2020-SFR4 TR) | Long | ABS-collateralized bond/debt obligation | US | $633K | – | 0.00 |
| AMSR 2020-SFR4 F TR 2.856% 11/17/2037 144A (AMSR 2020-SFR4 TR) | Long | ABS-collateralized bond/debt obligation | US | $995K | – | 0.00 |
| AMSR 2021-SFR1 TRUST 2.153% 06/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AMSR 2021-SFR2 F1 TR 3.275% 08/17/2038 144A (AMSR 2021-SFR2 TR) | Long | ABS-collateralized bond/debt obligation | US | $346K | – | 0.00 |
| AMSR 2021-SFR2 TR 2.278% 08/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| AMSR 2021-SFR3 E2 TRUST 2.427% 10/17/2038 144A (AMSR 2021-SFR3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| AMSR 2022-SFR1 TRUST 6.021% 03/17/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.00 |
| AMSR 2022-SFR3 D TRUST 4% 10/17/2039 144A (AMSR 2022-SFR3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| AMSR 2023-SFR1 TR 4% 04/17/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| AMSR 2023-SFR2 E1 TRUST 3.95% 06/17/2040 REGS 144A (AMSR 2023-SFR2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| AMSR 2023-SFR2 TRUST 3.95% 06/17/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| ANCESTRY.COM TERM B 1LN 12/04/2027 (ARCHES BUYER INC) | Long | Loan | US | $251K | – | 0.00 |
| ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC TSFR3M+ 04/28/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.00 |
| ANCHORAGE CAPITAL CLO 17 LTD TSFR3M+143.161 07/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| ANCHORAGE CAPITAL CLO 6 LTD TSFR3M+144 04/22/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2023-7 4.8% 11/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $469K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2024-1 5.21% 08/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2024-4 6.197% 01/25/2069 144A | Long | ABS-collateralized bond/debt obligation | US | $477K | – | 0.00 |
| ANGEL OAK MTG TR 2021-6 1.458% 09/25/2066 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS | Long | Debt | GB | $405K | – | 0.00 |
| ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS | Long | Debt | GB | $723K | – | 0.00 |
| ANGLO AMERICAN CAPITAL PLC 5.625% 04/01/2030 144A | Long | Debt | GB | $429K | – | 0.00 |
| ANGLO AMERICAN CAPITAL PLC 5.75% 04/05/2034 144A | Long | Debt | GB | $199K | – | 0.00 |
| ANGOLA REPUBLIC 8.25% 05/09/2028 144A | Long | Debt | AO | $189K | – | 0.00 |
| ANGOLA REPUBLIC 8.75% 04/14/2032 REGS | Long | Debt | AO | $179K | – | 0.00 |
| ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $185K | – | 0.00 |
| ANHEUSER BUSCH INBEV WORLD INC 4.375% 04/15/2038 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $579K | – | 0.00 |
| ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $7M | – | 0.02 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036 | Long | Debt | US | $4M | – | 0.01 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046 | Long | Debt | US | $7M | – | 0.02 |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $177K | – | 0.00 |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $426K | – | 0.00 |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $1M | – | 0.00 |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 6.625% 02/01/2032 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $616K | – | 0.00 |
| ANTERO RESOURCES CORP 5.375% 03/01/2030 144A (ANTERO RESOURCES CORPORATION) | Long | Debt | US | $438K | – | 0.00 |
| ANTERO RESOURCES CORP 7.625% 02/01/2029 144A (ANTERO RESOURCES CORPORATION) | Long | Debt | US | $4M | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031 | Long | Debt | US | $393K | – | 0.00 |
| AON CORP / AON GLOBAL HOLDINGS PLC 5.35% 02/28/2033 | Long | Debt | US | $243K | – | 0.00 |
| AON CORP 6.25% 09/30/2040 (AON CORP2) | Long | Debt | US | $7K | – | 0.00 |
| APA INFRASTRUCTURE LTD 4.25% 07/15/2027 144A | Long | Debt | AU | $16K | – | 0.00 |
| APACHE CORP 4.25% 01/15/2030 | Long | Debt | US | $532K | – | 0.00 |
| APACHE CORP 4.75% 04/15/2043 | Long | Debt | US | $85K | – | 0.00 |
| APACHE CORP 5.1% 09/01/2040 | Long | Debt | US | $86K | – | 0.00 |
| APACHE CORP 5.25% 02/01/2042 | Long | Debt | US | $531K | – | 0.00 |
| APIDOS CLO 37A D TSFR3M+331.161 10/22/2034 144A (APIDOS CLO XXXVII) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| APIDOS CLO TSFR3M+ 10/22/2034 144A (APIDOS CLO XXXVII) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| APIDOS CLO XXIV TSFR3M+121.161 10/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $464K | – | 0.00 |
| APIDOS CLO XXXIII TSFR3M+186.161 10/24/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $207K | – | 0.00 |
| APPLE INC 2.65% 02/08/2051 | Long | Debt | US | $313K | – | 0.00 |
| APPLE INC 2.7% 08/05/2051 | Long | Debt | US | $489K | – | 0.00 |
| APPLE INC 3.25% 02/23/2026 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 3.45% 02/09/2045 | Long | Debt | US | $64K | – | 0.00 |
| APPLE INC 3.75% 11/13/2047 | Long | Debt | US | $23K | – | 0.00 |
| APPLE INC 3.85% 08/04/2046 | Long | Debt | US | $1M | – | 0.00 |
| APPLIED SYSTEMS TERM 2LN 02/23/2032 (APPLIED SYS INC) | Long | Loan | US | $5K | – | 0.00 |
| APTIV PLC / APTIV CORP 3.25% 03/01/2032 | Long | Debt | JE | $962K | – | 0.00 |
| AQUA FIN TR 2017-A A 3.72% 11/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $826.36 | – | 0.00 |
| AQUA FIN TR 2020-A 3.97% 07/17/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $112K | – | 0.00 |
| AQUA FINANCE TRUST 2019-A 3.47% 07/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $349K | – | 0.00 |
| AQUA FINANCE TRUST 2020-A 2.79% 07/17/2046 144A (AQUA FIN TR 2020-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ARAMARK SERVICES INC 5% 02/01/2028 144A | Long | Debt | US | $2M | – | 0.00 |
| ARAMARK SERVICES INC 5% 04/01/2025 144A | Long | Debt | US | $32K | – | 0.00 |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.2515% 06/15/2054 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.5747% 10/15/2054 144A | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL1 LTD TSFR1M+108.448 12/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $746K | – | 0.00 |
| ARBOR REALTY TRUST INC 4.5% 03/15/2027 144A | Long | Debt | US | $776K | – | 0.00 |
| ARBOR REALTY TRUST INC 4.5% 09/01/2026 144A | Long | Debt | US | $520K | – | 0.00 |
| ARBOR REALTY TRUST INC 5% 04/30/2026 | Long | Debt | US | $136K | – | 0.00 |
| ARBOUR CLO DAC 3MEUR+133 05/15/2038 144A | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.00 |
| ARCH CAP FIN LLC 4.011% 12/15/2026 (ARCH CAPITAL FINANCE LLC) | Long | Debt | US | $5M | – | 0.01 |
| ARCHER DANIELS MIDLAND CO 4.5% 03/15/2049 | Long | Debt | US | $30K | – | 0.00 |
| ARCHES BUYER INC 4.25% 06/01/2028 144A | Long | Debt | US | $282K | – | 0.00 |
| ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A (ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP) | Long | Debt | US | $176K | – | 0.00 |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $993K | – | 0.00 |
| ARCOSA INC 4.375% 04/15/2029 144A | Long | Debt | US | $60K | – | 0.00 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A | Long | Debt | US | $246K | – | 0.00 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A | Long | Debt | US | $83K | – | 0.00 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A | Long | Debt | IE | $879K | – | 0.00 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A | Long | Debt | IE | $485K | – | 0.00 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A | Long | Debt | IE | $426K | – | 0.00 |
| AREIT 2021-CRE5 TRUST TSFR1M+236.448 11/17/2038 144A | Long | ABS-mortgage backed security | KY | $141K | – | 0.00 |
| AREIT 2021-CRE5 TRUST TSFR1M+276.448 11/17/2038 144A | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.00 |
| AREIT 2024-CRE9 A LTD/LLC TSFR1M+168.645 05/17/2041 144A (AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| ARES CAPITAL CORP 3.875% 01/15/2026 | Long | Debt | US | $13M | – | 0.03 |
| ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| ARES LN FDG V LTD TSFR3M+0 07/25/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.01 |
| ARES LV CLO LTD 2020-55A A1R TSFR3M+139.161 07/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A (ARES LVIII CLO LTD / ARES LVIII CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| ARGENT SECS INC STEP 05/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $375K | – | 0.00 |
| ARGENT SECS TR 2006 M1 STEP 07/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.00 |
| ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS | Long | Debt | NL | $3M | – | 0.01 |
| ARIZONA PUBLIC SERVICE CO 2.2% 12/15/2031 | Long | Debt | US | $2M | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 2.6% 08/15/2029 | Long | Debt | US | $299K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 3.5% 12/01/2049 | Long | Debt | US | $746K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 3.75% 05/15/2046 | Long | Debt | US | $607K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 4.25% 03/01/2049 | Long | Debt | US | $23K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 4.7% 01/15/2044 | Long | Debt | US | $3K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 5.55% 08/01/2033 | Long | Debt | US | $988K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 6.35% 12/15/2032 | Long | Debt | US | $4M | – | 0.01 |
| AROUNDTOWN FINANCE SARL 7.875%/VAR PERP | Long | Debt | LU | $2M | – | 0.00 |
| AROUNDTOWN SA 3.375%/VAR PERP REGS | Long | Equity-preferred | LU | $1M | – | 0.00 |
| ARROW ELECTRONIC INC 4% 04/01/2025 (ARROW ELECTRONICS INC) | Long | Debt | US | $19K | – | 0.00 |
| ARROW ELECTRONIC INC CP 0% 06/11/2024 (ARROW ELECTRONICS INC) | Long | Debt | US | $2M | – | 0.00 |
| ARROWMARK COLORADO HOLDINGS 18-3A A1R TSFR3M+147.161 01/25/2035 144A (ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| ARSENAL AIC PARENT LLC 11.5% 10/01/2031 144A | Long | Debt | US | $725K | – | 0.00 |
| ARSENAL AIC PARENT LLC 8% 10/01/2030 144A | Long | Debt | US | $68K | – | 0.00 |
| ARSI TSFR1M+75.448 01/25/2036 (ARGENT SECS INC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ARTERA SERVICES LLC 8.5% 02/15/2031 144A | Long | Debt | US | $230K | – | 0.00 |
| ARTERA SERVICES TERM 1LN 02/10/2031 (ARTERA SERVICES LLC) | Long | Loan | US | $164K | – | 0.00 |
| ASB BANK LIMITED 2.375% 10/22/2031 144A | Long | Debt | NZ | $162K | – | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028 | Long | Debt | US | $102K | – | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A | Long | Debt | US | $262K | – | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030 | Long | Debt | US | $33K | – | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A | Long | Debt | US | $72K | – | 0.00 |
| ASCENSION HEALTH 2.532% 11/15/2029 | Long | Debt | US | $260K | – | 0.00 |
| ASCENSION HEALTH 3.106% 11/15/2039 | Long | Debt | US | $468K | – | 0.00 |
| ASCENSION HEALTH 3.945% 11/15/2046 | Long | Debt | US | $16K | – | 0.00 |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP 7% 11/01/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP 8.25% 12/31/2028 144A | Long | Debt | US | $302K | – | 0.00 |
| ASGN INC 4.625% 05/15/2028 144A | Long | Debt | US | $103K | – | 0.00 |
| ASHFORD HOSPITALITY TRUST 2018-ASHF TSFR1M+107.2 04/15/2035 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| ASSET BKD SEC CORP HM EQ LN TR STEP 12/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.00 |
| ASTRAZENECA FINANCE LLC 4.875% 03/03/2033 | Long | Debt | US | $424K | – | 0.00 |
| ASURION TERM B8 1LN 12/23/2026 (ASURION LLC) | Long | Loan | US | $731K | – | 0.00 |
| AT and T INC 1.65% 02/01/2028 | Long | Debt | US | $498K | – | 0.00 |
| AT and T INC 2.55% 12/01/2033 | Long | Debt | US | $6M | – | 0.01 |
| AT and T INC 3.5% 06/01/2041 | Long | Debt | US | $4M | – | 0.01 |
| AT and T INC 3.5% 09/15/2053 | Long | Debt | US | $1M | – | 0.00 |
| AT and T INC 3.55% 09/15/2055 | Long | Debt | US | $1M | – | 0.00 |
| AT and T INC 3.65% 06/01/2051 | Long | Debt | US | $35K | – | 0.00 |
| AT and T INC 3.65% 09/15/2059 | Long | Debt | US | $7M | – | 0.02 |
| AT and T INC 3.8% 12/01/2057 | Long | Debt | US | $20M | – | 0.04 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $4M | – | 0.01 |
| AT and T INC 4.5% 03/09/2048 | Long | Debt | US | $126K | – | 0.00 |
| AT and T INC 4.5% 05/15/2035 | Long | Debt | US | $2M | – | 0.00 |
| AT and T INC 4.75% 05/15/2046 | Long | Debt | US | $4M | – | 0.01 |
| AT and T INC 5.4% 02/15/2034 | Long | Debt | US | $293K | – | 0.00 |
| AT and T INC CP 0% 06/25/2024 | Long | Debt | US | $398K | – | 0.00 |
| AT and T INC CP 0% 06/26/2024 | Long | Debt | US | $398K | – | 0.00 |
| AT and T INC CP 0% 06/27/2024 | Long | Debt | US | $896K | – | 0.00 |
| AT and T INC CP 0% 07/15/2024 | Long | Debt | US | $993K | – | 0.00 |
| ATHENAHEALTH TERM B 1LN 02/15/2029 (ATHENAHEALTH GROUP INC) | Long | Loan | US | $187K | – | 0.00 |
| ATHENE GLOBAL FUNDING 1.45% 01/08/2026 144A | Long | Debt | US | $57K | – | 0.00 |
| ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| ATHENE GLOBAL FUNDING 2.717% 01/07/2029 144A | Long | Debt | US | $4M | – | 0.01 |
| ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A | Long | Debt | US | $123K | – | 0.00 |
| ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A | Long | Debt | US | $8M | – | 0.02 |
| ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A | Long | Debt | US | $5M | – | 0.01 |
| ATI INC 4.875% 10/01/2029 | Long | Debt | US | $65K | – | 0.00 |
| ATI INC 5.875% 12/01/2027 | Long | Debt | US | $342K | – | 0.00 |
| ATLANTIC CITY ELECTRIC CO 2.3% 03/15/2031 | Long | Debt | US | $353K | – | 0.00 |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | Long | Debt | LU | $930K | – | 0.00 |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | Long | Debt | LU | $468K | – | 0.00 |
| ATLAS SR LN FD XVI LTD / ATLAS SR LN FD XVI LLC A TSFR3M+153.161 01/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| ATMOS ENERGY CORP 2.85% 02/15/2052 | Long | Debt | US | $17K | – | 0.00 |
| ATMOS ENERGY CORP 3.375% 09/15/2049 | Long | Debt | US | $178K | – | 0.00 |
| ATMOS ENERGY CORP 4.15% 01/15/2043 | Long | Debt | US | $14K | – | 0.00 |
| ATMOS ENERGY CORP 5.5% 06/15/2041 | Long | Debt | US | $57K | – | 0.00 |
| ATMOS ENERGY CORP 5.75% 10/15/2052 | Long | Debt | US | $79K | – | 0.00 |
| AURIUM CLO II DAC 2A A1RR 3MEUR+93 06/22/2034 144A | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.00 |
| AUST 10Y BOND FUT JUN24 XMM4 (SYDNEY FUTURES EXCHANGE LTD) | Derivative-interest rate | AU | $-72K | – | -0.00 | |
| AUTODESK INC 3.5% 06/15/2027 | Long | Debt | US | $117K | – | 0.00 |
| AUTONATION INC DEL 4.75% 06/01/2030 | Long | Debt | US | $907K | – | 0.00 |
| AUTONATION INC DEL CP 0% 06/25/2024 | Long | Debt | US | $996K | – | 0.00 |
| AUTOZONE INC 1.65% 01/15/2031 | Long | Debt | US | $402K | – | 0.00 |
| AUTOZONE INC 3.75% 04/18/2029 | Long | Debt | US | $1M | – | 0.00 |
| AUTOZONE INC 4% 04/15/2030 | Long | Debt | US | $7M | – | 0.01 |
| AUTOZONE INC 6.25% 11/01/2028 | Long | Debt | US | $457K | – | 0.00 |
| AVALONBAY COMMUNITIES INC 3.35% 05/15/2027 | Long | Debt | US | $14K | – | 0.00 |
| AVANTOR FUNDING INC 3.875% 07/15/2028 REGS | Long | Debt | US | $3M | – | 0.01 |
| AVANTOR FUNDING INC 4.625% 07/15/2028 144A | Long | Debt | US | $539K | – | 0.00 |
| AVIATION CAPITAL GROUP LLC 4.125% 08/01/2025 144A | Long | Debt | US | $105K | – | 0.00 |
| AVIATION CAPITAL GROUP LLC 4.875% 10/01/2025 144A | Long | Debt | US | $120K | – | 0.00 |
| AVIATION CAPITAL GROUP LLC 5.5% 12/15/2024 144A | Long | Debt | US | $16K | – | 0.00 |
| AVIENT CORP 7.125% 08/01/2030 144A | Long | Debt | US | $312K | – | 0.00 |
| AVIS BUDG CAR RENT LLC/FIN INC 5.375% 03/01/2029 144A (AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $53K | – | 0.00 |
| AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A (AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $364K | – | 0.00 |
| AVIS BUDG CAR RENT LLC/FIN INC 8% 02/15/2031 144A (AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $118K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | Long | Debt | KY | $613K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A | Long | Debt | KY | $6M | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A | Long | Debt | KY | $3M | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | Long | Debt | KY | $304K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | Long | Debt | KY | $4M | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A | Long | Debt | KY | $92K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A | Long | Debt | KY | $842K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A | Long | Debt | KY | $2M | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $7M | – | 0.01 |
| AVOLON TERM B6 1LN 06/22/2028 (AVOLON TLB BORROWER 1 US LLC) | Long | Loan | US | $265K | – | 0.00 |
| AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A (AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV) | Long | Debt | US | $524K | – | 0.00 |
| B and G FOODS INC 5.25% 09/15/2027 | Long | Debt | US | $2M | – | 0.00 |
| BA CR CARD TR 4.79% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR TSFR3M+141.161 10/15/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| BACARDI LTD 4.45% 05/15/2025 144A | Long | Debt | BM | $6M | – | 0.01 |
| BACARDI MARTINI BV YCP 0% 06/13/2024 | Long | Debt | NL | $1M | – | 0.00 |
| BACARDI MARTINI BV YCP 0% 07/10/2024 | Long | Debt | NL | $2M | – | 0.00 |
| BACARDI MARTINI BV YCP 0% 07/18/2024 | Long | Debt | NL | $2M | – | 0.00 |
| BAE SYSTEMS PLC 3.4% 04/15/2030 144A | Long | Debt | GB | $3M | – | 0.01 |
| BAE SYSTEMS PLC 5.25% 03/26/2031 144A | Long | Debt | GB | $222K | – | 0.00 |
| BAFC 2005-7 30PO 0% 11/35 (BANC OF AMERICA FUNDING CORP) | Long | ABS-collateralized bond/debt obligation | US | $529.05 | – | 0.00 |
| BAHRAIN KINGDOM 5.45% 09/16/2032 144A | Long | Debt | BH | $184K | – | 0.00 |
| BAIN CAPITAL CREDIT CLO 2019-2 TSFR3M+136.161 10/17/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| Baird Aggregate Bond Inst (BAIRD FDS INC) | Long | Equity-common | US | $1B | 106M | 2.31 |
| Baird Core Plus Bond Inst (BAIRD FDS INC) | Long | Equity-common | US | $911M | 92M | 2.07 |
| BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026 (BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC) | Long | Debt | US | $32K | – | 0.00 |
| BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047 (BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC) | Long | Debt | US | $45K | – | 0.00 |
| BAKER HUGHES A GE CO LLC 5.125% 09/15/2040 | Long | Debt | US | $25K | – | 0.00 |
| BALL CORP 2.875% 08/15/2030 | Long | Debt | US | $46K | – | 0.00 |
| BALL CORP 3.125% 09/15/2031 | Long | Debt | US | $332K | – | 0.00 |
| BALL CORP 6% 06/15/2029 | Long | Debt | US | $2M | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050 | Long | Debt | US | $31K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049 | Long | Debt | US | $209K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047 | Long | Debt | US | $372K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 4.25% 09/15/2048 | Long | Debt | US | $297K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 4.55% 06/01/2052 | Long | Debt | US | $169K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053 | Long | Debt | US | $281K | – | 0.00 |
| BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BAMLL COML MTG SECS TR 2019 3.287% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A | Long | ABS-mortgage backed security | US | $780K | – | 0.00 |
| BAMLL RE-REMIC TR 2014-FRR8 C VAR 11/26/2047 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BAMLL RE-REMIC TRUST 2014-FRR8 A CSTR 11/26/2047 144A (BAMLL RE-REMIC TR 2014-FRR8) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| BANC AMER ALTERNATIVE LN TR 5% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $229.74 | – | 0.00 |
| BANC AMER FDG 2007-3 TA8 TSFR1M+29.448 04/25/2037 (BANC AMER FDG 2007-3 TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BANC AMER MTG SECS INC 5.5% 10/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.00 |
| BANC OF AMERICA FUNDING CORP 5.5% 08/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| BANCO BILBAO VIZ ARGENTARIA SA 5.381% 03/13/2029 (BANCO BILBAO VIZCAYA ARGENTARIA S.A) | Long | Debt | ES | $200K | – | 0.00 |
| BANCO BILBAO VIZ ARGENTARIA SA 6.1%/VAR 03/13/2035 (BANCO BILBAO VIZCAYA ARGENTARIA S.A) | Long | Debt | ES | $800K | – | 0.00 |
| BANCO BILBAO VIZ ARGENTARIA SA 9.375%/VAR PERP (BANCO BILBAO VIZCAYA ARGENTARIA S.A) | Long | Equity-preferred | ES | $1M | – | 0.00 |
| BANCO SANTANDER SA 0%/VAR 03/14/2028 | Long | Debt | ES | $8M | – | 0.02 |
| BANCO SANTANDER SA 2.746% 05/28/2025 | Long | Debt | ES | $194K | – | 0.00 |
| BANCO SANTANDER SA 3.49% 05/28/2030 | Long | Debt | ES | $892K | – | 0.00 |
| BANCO SANTANDER SA 5.538%/VAR 03/14/2030 | Long | Debt | ES | $2M | – | 0.00 |
| BANCO SANTANDER SA 5.588% 08/08/2028 | Long | Debt | ES | $1M | – | 0.00 |
| BANCO SANTANDER SA 9.625%/VAR PERP | Long | Equity-preferred | ES | $1M | – | 0.00 |
| BANK 20-BNK25 XB CSTR 01/15/2063 (BANK 2020-BNK25) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| BANK 2018-BNK14 4.231% 09/15/2060 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BANK 2019 2.846% 12/15/2052 | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| BANK 2019-BN21 A5 2.851% 10/17/2052 (BANK 2019-BNK21) | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| BANK 2019-BNK19 A3 3.183% 08/15/2061 | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| BANK 2019-BNK20 2.6% 10/17/2052 (BANK 2019-BNK21) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 2020-BN28 1.584% 03/15/2063 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BANK 2021-BN35 2.067% 06/15/2064 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANK 2021-BNK31 02/2054 | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| BANK 2021-BNK31 1.771% 02/15/2054 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANK 2021-BNK32 2.349% 04/15/2054 | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| BANK 2021-BNK33 2.27% 05/15/2064 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BANK 2021-BNK33 VAR 05/15/2064 | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| BANK 2021-BNK34 CSTR 06/15/2063 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $1M | – | 0.00 |
| BANK IRELAND GROUP PLC 7.5%/VAR PERP REGS (BANK OF IRELAND GROUP PLC) | Long | Equity-preferred | IE | $772K | – | 0.00 |
| BANK NEW YORK MELLON CORP 1.6% 04/24/2025 | Long | Debt | US | $507K | – | 0.00 |
| BANK NEW YORK MELLON CORP 4.289%/VAR 06/13/2033 | Long | Debt | US | $80K | – | 0.00 |
| BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030 | Long | Debt | US | $198K | – | 0.00 |
| BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029 | Long | Debt | US | $182K | – | 0.00 |
| BANK NEW YORK MELLON CORP 6.474%/VAR 10/25/2034 | Long | Debt | US | $657K | – | 0.00 |
| BANK NOVA SCOTIA BC 6.567140%/VAR PERP (THE BANK OF NOVA SCOTIA) | Long | Equity-preferred | CA | $13M | – | 0.03 |
| BANK OF AMERICA CORP 1.734%/VAR 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $143K | – | 0.00 |
| BANK OF AMERICA CORP 2.687%/VAR 04/22/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.01 |
| BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 1.898/VAR 07/23/2031 | Long | Debt | US | $947K | – | 0.00 |
| BANK OF AMERICA CORPORATION 1.922%/VAR 10/24/2031 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORPORATION 2.087%/VAR 0 06/14/2029 | Long | Debt | US | $7M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.496/VAR 02/13/2031 | Long | Debt | US | $15M | – | 0.03 |
| BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032 | Long | Debt | US | $1M | – | 0.00 |
| BANK OF AMERICA CORPORATION 2.592/VAR 04/29/2031 | Long | Debt | US | $1M | – | 0.00 |
| BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032 | Long | Debt | US | $14M | – | 0.03 |
| BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041 | Long | Debt | US | $546K | – | 0.00 |
| BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028 | Long | Debt | US | $239K | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.559/VAR 04/23/2027 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028 | Long | Debt | US | $683K | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028 | Long | Debt | US | $28K | – | 0.00 |
| BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.078/VAR 04/23/2040 | Long | Debt | US | $7M | – | 0.02 |
| BANK OF AMERICA CORPORATION 4.25% 10/22/2026 | Long | Debt | US | $10M | – | 0.02 |
| BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029 | Long | Debt | US | $4M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 | Long | Debt | US | $973K | – | 0.00 |
| BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029 | Long | Debt | US | $609K | – | 0.00 |
| BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034 | Long | Debt | US | $5M | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035 | Long | Debt | US | $5M | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029 | Long | Debt | US | $12M | – | 0.03 |
| BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034 | Long | Debt | US | $603K | – | 0.00 |
| BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028 | Long | Debt | US | $100K | – | 0.00 |
| BANK OF AMERICA CORPORATION 6.975% 03/07/2037 | Long | Debt | US | $46K | – | 0.00 |
| BANK OF AMERICA CORPORATION VAR/3.824 01/20/2028 | Long | Debt | US | $505K | – | 0.00 |
| BANK OF IRELAND (UNGTD) 6.253%/VAR 09/16/2026 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $286K | – | 0.00 |
| BANK OF MONTREAL QUE 5.511% 06/04/2031 | Long | Debt | CA | $502K | – | 0.00 |
| BANK5 2023-5YR2 6.656% 07/15/2056 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| BANK5 2023-5YR4 6.5% 12/15/2056 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK5 TRUST 2024-5YR6 6.225% 05/15/2057 | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| BANNER HEALTH 1.897% 01/01/2031 | Long | Debt | US | $58K | – | 0.00 |
| BANQUE FED CRED MUTUEL PARIS 5.79% 07/13/2028 144A | Long | Debt | FR | $204K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 2.645/VAR 06/24/2031 | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC (UNGTD) 2.667%/VAR 03/10/2032 | Long | Debt | GB | $7M | – | 0.02 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $10M | – | 0.02 |
| BARCLAYS PLC (UNGTD) 4.972%/VAR 05/16/2029 | Long | Debt | GB | $15M | – | 0.03 |
| BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 | Long | Debt | GB | $13M | – | 0.03 |
| BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS | Long | Debt | GB | $1M | – | 0.00 |
| BARCLAYS PLC (UNGTD) 5.501%/VAR 08/09/2028 | Long | Debt | GB | $444K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 5.875% PERP REGS | Long | Equity-preferred | GB | $822K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 7.385%/VAR 11/02/2028 | Long | Debt | GB | $653K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 7.437%/VAR 11/02/2033 | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS | Long | Debt | GB | $538K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 8.875%/VAR PERP REGS | Long | Equity-preferred | GB | $389K | – | 0.00 |
| BARCLAYS PLC 4.836% 05/09/2028 | Long | Debt | GB | $6M | – | 0.01 |
| BARCLAYS PLC 5.2% 05/12/2026 | Long | Debt | GB | $2M | – | 0.00 |
| BARCLAYS PLC 5.69%/VAR 03/12/2030 | Long | Debt | GB | $583K | – | 0.00 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $3M | – | 0.01 |
| BARCLAYS PLC 6.39% 09/13/2027 | Long | Debt | GB | $610K | – | 0.00 |
| BARCLAYS PLC 6.41% 09/13/2029 | Long | Debt | GB | $1M | – | 0.00 |
| BARINGS CLO LTD 2018-IV TSFR3M+115 10/15/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041 (BARRICK NORTH AMERICA FINANCE LLC) | Long | Debt | US | $3M | – | 0.01 |
| BARRICK NORTH AMER FIN LLC 5.75% 05/01/2043 (BARRICK NORTH AMERICA FINANCE LLC) | Long | Debt | US | $478K | – | 0.00 |
| BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039 (BARRICK PD AUSTRALIA FIN PTY LTD) | Long | Debt | AU | $1M | – | 0.00 |
| BASTION FUNDING I LLC 7.119% 04/25/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BAT CAPITAL CORP 2.125% 08/15/2025 REGS | Long | Debt | US | $152K | – | 0.00 |
| BAT CAPITAL CORP 2.259% 03/25/2028 | Long | Debt | US | $899K | – | 0.00 |
| BAT CAPITAL CORP 3.557% 08/15/2027 | Long | Debt | US | $825K | – | 0.00 |
| BAT CAPITAL CORP 4.39% 08/15/2037 | Long | Debt | US | $1M | – | 0.00 |
| BAT CAPITAL CORP 4.54% 08/15/2047 | Long | Debt | US | $2M | – | 0.00 |
| BAT CAPITAL CORP 4.7% 04/02/2027 | Long | Debt | US | $418K | – | 0.00 |
| BAT CAPITAL CORP 4.758% 09/06/2049 | Long | Debt | US | $666K | – | 0.00 |
| BAT CAPITAL CORP 5.282% 04/02/2050 | Long | Debt | US | $165K | – | 0.00 |
| BAT CAPITAL CORP 5.834% 02/20/2031 | Long | Debt | US | $2M | – | 0.00 |
| BAT CAPITAL CORP 6.343% 08/02/2030 | Long | Debt | US | $1M | – | 0.00 |
| BAT CAPITAL CORP 6% 02/20/2034 | Long | Debt | US | $4M | – | 0.01 |
| BAT CAPITAL CORP 7.081% 08/02/2053 | Long | Debt | US | $1M | – | 0.00 |
| BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $899K | – | 0.00 |
| BAT INTL FINANCE PLC 4.448% 03/16/2028 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $8M | – | 0.02 |
| BAT INTL FINANCE PLC 5.931% 02/02/2029 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $403K | – | 0.00 |
| BATH and BODY WORKS INC 5.25% 02/01/2028 | Long | Debt | US | $21K | – | 0.00 |
| BATH and BODY WORKS INC 6.625% 10/01/2030 144A | Long | Debt | US | $911K | – | 0.00 |
| BATH and BODY WORKS INC 6.75% 07/01/2036 | Long | Debt | US | $199K | – | 0.00 |
| BATH and BODY WORKS INC 6.875% 11/01/2035 | Long | Debt | US | $52K | – | 0.00 |
| BATH and BODY WORKS INC 7.5% 06/15/2029 | Long | Debt | US | $700K | – | 0.00 |
| BATTALION CLO X LTD / BATTALION CLO X LLC TSFR3M+143.161 01/25/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| BATTALION CLO XI LTD / BATTALION CLO XI LLC TSFR3M+141.161 04/24/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| BAUSCH and LOMB TERM B 1LN 05/10/2027 (BAUSCH + LOMB CORP) | Long | Loan | CA | $265K | – | 0.00 |
| BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A | Long | Debt | US | $187K | – | 0.00 |
| BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A | Long | Debt | US | $127K | – | 0.00 |
| BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A | Long | Debt | CA | $425K | – | 0.00 |
| BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A | Long | Debt | CA | $419K | – | 0.00 |
| BAUSCH HEALTH COS INC 5.25% 02/15/2031 144A | Long | Debt | CA | $2M | – | 0.01 |
| BAUSCH HEALTH COS INC 5.5% 11/01/2025 144A | Long | Debt | CA | $562K | – | 0.00 |
| BAUSCH HEALTH COS INC 5.75% 08/15/2027 144A | Long | Debt | CA | $141K | – | 0.00 |
| BAUSCH HEALTH COS INC 5% 02/15/2029 144A | Long | Debt | CA | $206K | – | 0.00 |
| BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A | Long | Debt | CA | $803K | – | 0.00 |
| BAUSCH HEALTH COS INC 7% 01/15/2028 144A | Long | Debt | CA | $216K | – | 0.00 |
| BAXTER INTERNATIONAL INC 3.132% 12/01/2051 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $125K | – | 0.00 |
| BAY AREA TA CA 6.263% 4/1/49 (BAY AREA TOLL AU CA BRIDGE REV) | Long | Debt | US | $4M | – | 0.01 |
| BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1 (BAY AREA TOLL AU CA BRIDGE REV) | Long | Debt | US | $469K | – | 0.00 |
| BAYCARE HEALTH SYSTEM INC 3.831% 11/15/2050 | Long | Debt | US | $2M | – | 0.00 |
| BAYER AG 4.625% 05/26/2033 REGS | Long | Debt | DE | $498K | – | 0.00 |
| BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $44M | – | 0.10 |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $756K | – | 0.00 |
| BAYER US FIN II LLC 4.4% 07/15/2044 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $2M | – | 0.01 |
| BAYER US FIN II LLC 4.625% 06/25/2038 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $474K | – | 0.00 |
| BAYER US FIN II LLC 4.875% 06/25/2048 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $753K | – | 0.00 |
| BAYER US FIN LLC 6.125% 11/21/2026 144A | Long | Debt | US | $202K | – | 0.00 |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | Long | Debt | US | $2M | – | 0.00 |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | Long | Debt | US | $4M | – | 0.01 |
| BAYLOR SCOTT and WHITE HLDGS 1.777% 11/15/2030 | Long | Debt | US | $707K | – | 0.00 |
| BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050 | Long | Debt | US | $79K | – | 0.00 |
| BAYTEX ENERGY CORP 7.375% 03/15/2032 144A | Long | Debt | CA | $152K | – | 0.00 |
| BAYTEX ENERGY CORP 8.5% 04/30/2030 144A | Long | Debt | CA | $291K | – | 0.00 |
| BAYVIEW COML ASSET TR 06 4 TSFR1M+51.948 12/25/2036 144A | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 1 TSFR1M+51.948 03/25/2037 144A | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 3 TSFR1M+101.448 07/25/2037 144A | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 3 TSFR1M+54.948 07/25/2037 144A | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 3 TSFR1M+57.948 07/25/2037 144A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 3 TSFR1M+62.448 07/25/2037 144A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 3 TSFR1M+66.948 07/25/2037 144A | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BAYVIEW COML ASSET TR 2007 3 TSFR1M+86.448 07/25/2037 144A | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BAYVIEW COML ASSET TR TSFR1M+69.948 01/25/2036 144A | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BAYVIEW COML ASSET TR TSFR1M+71.448 11/25/2035 144A | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| BAYVIEW COML ASSET TR TSFR1M+78.948 01/25/2036 144A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BAYVIEW COML ASST TR 2007 2 TSFR1M+38.448 07/25/2037 144A | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| BAYVIEW COML ASST TR 2007 2 TSFR1M+43.448 07/25/2037 144A | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BAYVIEW COML ASST TR 2007 2 TSFR1M+48.448 07/25/2037 144A | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BB-UBS TR 2012-SHOW VAR 11/05/2036 144A | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| BBCCRE TRUST 2015-GTP A 3.966% 08/10/2033 144A | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| BBCMS 2016-ETC E CSTR 08/14/36 (BBCMS 2016-ETC MTG TR) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BBCMS 2018-TALL MORTGAGE TRUST TSFR1M+87.2 2 03/15/2037 144A (BBCMS 2018-TALL MTG TR) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BBCMS MTG TR 2019-C4 2.661% 08/15/2052 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BBCMS MTG TR 2021-C9 A4 2.021% 02/15/2054 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BBCMS MTG TR 2024-5C25 5.946% 03/15/2057 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BBUBS 2012-SHOW A 3.4302 11/36 (BB-UBS TR 2012-SHOW) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| BCAP LLC 2010-RR4-II TR CSTR 01/26/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| BEACON ROOFING SUPPLY INC 6.5% 08/01/2030 144A | Long | Debt | US | $350K | – | 0.00 |
| BEAR STEARNS ALT-A TR 2007-1 21A1 CSTR 01/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECS I LLC 05-2 M5 STEP 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $596K | – | 0.00 |
| BEAR STEARNS STR PR TR 07 EMX1 M1 STEP 03/25/2037 144A (BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1) | Long | ABS-collateralized bond/debt obligation | US | $283K | – | 0.00 |
| BEAR STRNS ASSET BCKD SEC I TR STEP 04/25/2036 (BEAR STRNS ASSET BACKED SECS I TR) | Long | ABS-collateralized bond/debt obligation | US | $532K | – | 0.00 |
| BEAR STRNS ASSET BCKD SEC I TR TSFR1M+46.448 03/25/2036 (BEAR STRNS ASSET BACKED SECS I TR) | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| BEAST MORTGAGE TRUST TSFR1M+86.448 04/15/2036 144A (BSST 2021-SSCP MTG TR) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BECTON DICKINSON and CO 3.7% 06/06/2027 | Long | Debt | US | $161K | – | 0.00 |
| BECTON DICKINSON and CO 3.794% 05/20/2050 | Long | Debt | US | $121K | – | 0.00 |
| BECTON DICKINSON and CO 4.874% 02/08/2029 | Long | Debt | US | $592K | – | 0.00 |
| BECTON DICKINSON and CO 5.11% 02/08/2034 | Long | Debt | US | $89K | – | 0.00 |
| BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS | Long | Debt | BE | $4M | – | 0.01 |
| BELLIS ACQUISITION CO PLC 8.125% 05/14/2030 144A | Long | Debt | GB | $241K | – | 0.00 |
| BELLIS FINCO PLC 4% 02/16/2027 144A | Long | Debt | GB | $10M | – | 0.02 |
| BELLRING BRANDS INC 7% 03/15/2030 144A | Long | Debt | US | $112K | – | 0.00 |
| BENCHMARK 2018-B2 MTG TR 3.6147% 02/15/2051 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK 2018-B3 COML MTG TR 3.746% 04/10/2051 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062 (BENCHMARK 2019-B10 MTG TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BENCHMARK 2019-B13 A4 2.952% 08/15/2057 (BENCHMARK 2019-B13 MTG TR) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| BENCHMARK 2020 MORTGAGE TRUST 1.685% 01/15/2054 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK 2020-B16 MORTGAGE TRUST 2.483% 02/15/2053 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK 2020-B18 MORTGAGE TRUST 1.672% 07/15/2053 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BENCHMARK 2020-B19 A5 1.546% 09/15/2053 (BENCHMARK 2020-B19 MTG TR) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BENCHMARK 2020-B19 A5 1.787% 09/15/2053 (BENCHMARK 2020-B19 MTG TR) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BENCHMARK 2021-B23 MTG TR 1.823% 02/15/2054 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BENCHMARK 2021-B24 MTG TR 2.2638% 03/15/2054 | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| BENCHMARK 2021-B26 A4 2.295% 06/15/2054 (BENCHMARK 2021-B26 MTG TR) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BENCHMARK 2023-V2 MORTGAGE TRUST 5.8118% 05/15/2055 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| BENCHMARK 2024-V6 MTG TR 5.92554% 03/15/2029 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051 (BENCHMARK 2018-B4 MTG TR) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| BENEFIT STR PARTNERS CLO VIII LTD / BENEFIT STR PARTNERS CLO VIII LLC TSFR3M+ 01/20/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $421K | – | 0.00 |
| BENEFIT STREET PARTNERS CLO XXX LTD TSFR3M+ 04/25/2036 144A | Long | ABS-collateralized bond/debt obligation | JE | $427K | – | 0.00 |
| BERKLEY WR CORP 3.55% 03/30/2052 | Long | Debt | US | $64K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051 | Long | Debt | US | $49K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043 | Long | Debt | US | $85K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036 | Long | Debt | US | $1M | – | 0.00 |
| BERKSHIRE HATHAWAY FIN CORP 2.5% 01/15/2051 | Long | Debt | US | $215K | – | 0.00 |
| BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052 | Long | Debt | US | $287K | – | 0.00 |
| BERRY GLOBAL INC 1.57% 01/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| BERRY GLOBAL INC 4.875% 07/15/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| BERRY GLOBAL INC 5.5% 04/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| BERRY GLOBAL INC 5.8% 06/15/2031 144A | Long | Debt | US | $1M | – | 0.00 |
| BERRY GLOBAL TERM AA 1LN 07/01/2029 (BERRY GLOBAL INC) | Long | Loan | US | $1M | – | 0.00 |
| BETHP 2021 TSFR3M+139.161 01/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| BHMS 2018-ATLS A TSFR1M+129.7 07/15/2035 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BHP BILLITON FIN USA LTD 4.9% 02/28/2033 | Long | Debt | AU | $101K | – | 0.00 |
| BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A | Long | Debt | US | $161K | – | 0.00 |
| BINOM SECURITIZATION TRUST 2022-INV1 A1 4.441% 08/25/2057 144A | Long | ABS-collateralized bond/debt obligation | US | $839K | – | 0.00 |
| BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A (BINOM SECURITIZATION TRUST 2021) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| BIOCEANICO SOVEREIGN CTF LTD 0% 06/05/2034 144A | Long | Debt | KY | $97K | – | 0.00 |
| BIOGEN INC 2.25% 05/01/2030 | Long | Debt | US | $665K | – | 0.00 |
| BIRCH GROVE CLO LTD/LLC 2024-19A A1RR TSFR3M+159 07/17/2037 144A (BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.00 |
| BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A | Long | Debt | US | $280K | – | 0.00 |
| BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A (BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| BLACKROCK CDS OTC SWAP 1.00 06/20/2029 (BANK OF AMERICA, N.A.) | Derivative-credit | US | $-12K | – | -0.00 | |
| BLACKROCK CDS SWAP 1% 06/20/2029 (BANK OF AMERICA, N.A.) | Derivative-credit | US | $-10K | – | -0.00 | |
| BLACKROCK CDS SWAP 1% 06/20/2029 (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-17K | – | -0.00 | |
| BLACKROCK CDS SWAP 1% 06/20/2029 (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-19K | – | -0.00 | |
| BLACKROCK CDS SWAP 1% 06/20/2029 (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-19K | – | -0.00 | |
| BLACKROCK RAINIER CLO VI LTD / BLACKROCK RAINIER CLO VI LLC TSFR3M+196.161 04/20/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| BLACKSTONE HLDGS FIN LLC 4.45% 07/15/2045 144A | Long | Debt | US | $3K | – | 0.00 |
| BLACKSTONE MTG TR TERM B 04/23/2026 (BLACKSTONE MTG TR INC) | Long | Loan | US | $476K | – | 0.00 |
| BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS | Long | Debt | US | $794K | – | 0.00 |
| BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 | Long | Debt | US | $8M | – | 0.02 |
| BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) | Long | Debt | LU | $2M | – | 0.01 |
| BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) | Long | Debt | LU | $386K | – | 0.00 |
| BLOCK INC 2.75% 06/01/2026 | Long | Debt | US | $104K | – | 0.00 |
| BLOCK INC 3.5% 06/01/2031 | Long | Debt | US | $200K | – | 0.00 |
| BLOCK INC 6.5% 05/15/2032 144A | Long | Debt | US | $232K | – | 0.00 |
| BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BLP COMMERCIAL MORTGAGE TRUST 2023-IND TSFR1M+169.2 03/15/2040 144A | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| BLUE RACER MS LLC / BR FIN CORP 6.625% 07/15/2026 144A (BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP) | Long | Debt | US | $215K | – | 0.00 |
| BLUEMOUNTAIN CLO 2016-3 LTD TSFR3M+120 11/15/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $928K | – | 0.00 |
| BLUEMOUNTAIN CLO 2018-2 LTD TSFR3M+196.161 08/15/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.00 |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC TSFR3M+185 10/25/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $411K | – | 0.00 |
| BLUEMOUNTAIN CLO XXVIII LTD / BLUEMOUNTAIN CLO XXVIII LLC TSFR3M+152.161 04/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| BLUEMOUNTAIN FUJI EUR CLO V DAC 2019-5A A 3MEUR+91 01/15/2033 144A | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.00 |
| BMD2 RE-REMIC TR 2019-FRR1 1A1 SOFR30A+261.448 05/25/2052 144A | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| BMD2 RE-REMIC TR 2019-FRR1 2.202046% 05/25/2052 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BMD2 RE-REMIC TR 2019-FRR1 SOFR30A+431.448 05/25/2052 144A | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| BMO 2022-C1 MORTGAGE TRUST 3.119% 02/17/2055 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BMO 2023-5C1 MTG TR 6.534% 08/15/2056 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| BMO 2023-C5 MTG TR 6.5176% 06/15/2056 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BNP PARIBAS 1.904%/VAR 09/30/2028 144A | Long | Debt | FR | $357K | – | 0.00 |
| BNP PARIBAS 2.159/VAR 09/15/2029 144A | Long | Debt | FR | $7M | – | 0.01 |
| BNP PARIBAS 2.219%/VAR 06/09/2026 144A | Long | Debt | FR | $9M | – | 0.02 |
| BNP PARIBAS 2.50%/VAR 03/31/2032 REGS | Long | Debt | FR | $927K | – | 0.00 |
| BNP PARIBAS 5.176%/VAR 01/09/2030 144A | Long | Debt | FR | $674K | – | 0.00 |
| BNP PARIBAS 5.58%/VAR 05/20/2030 144A | Long | Debt | FR | $642K | – | 0.00 |
| BNP PARIBAS 5.82%/VAR 02/20/2035 144A | Long | Debt | FR | $528K | – | 0.00 |
| BNP PARIBAS SOFR 3.132%/VAR 01/20/2033 144A | Long | Debt | FR | $3M | – | 0.01 |
| BNPI SWAP CDS 06/20/29 ASSGEN B (BNP PARIBAS) | Derivative-credit | FR | $467.37 | – | 0.00 | |
| BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) | Derivative-credit | FR | $-10K | – | -0.00 | |
| BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) | Derivative-credit | FR | $-16K | – | -0.00 | |
| BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) | Derivative-credit | FR | $-17K | – | -0.00 | |
| BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) | Derivative-credit | FR | $-22K | – | -0.00 | |
| BNPI SWAP CDS 06/20/29 HEIGR B (BNP PARIBAS) | Derivative-credit | FR | $-56K | – | -0.00 | |
| BNPI SWAP CDS 06/20/29 HEIGR B (BNP PARIBAS) | Derivative-credit | FR | $-178K | – | -0.00 | |
| BOAA 2006-7 A4 VAR 10/25/2036 (BANC OF AMERICA ALTERNATIVE LOAN TRUST 2006-7) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| BOAM SWAP PAY 3.7375 02/26/2025 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $267K | – | 0.00 | |
| BOAM SWAP PAY 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $327K | – | 0.00 | |
| BOAM SWAP REC 3.7375 02/26/2025 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $126K | – | 0.00 | |
| BOAM SWAP REC 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $326K | – | 0.00 | |
| BOAMS 2004-F 1A1 CSTR 7/34 (BANC AMER MTG SECS INC) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| BOEING CO 2.196% 02/04/2026 | Long | Debt | US | $6M | – | 0.01 |
| BOEING CO 2.25% 06/15/2026 | Long | Debt | US | $752K | – | 0.00 |
| BOEING CO 2.7% 02/01/2027 | Long | Debt | US | $226K | – | 0.00 |
| BOEING CO 2.75% 02/01/2026 | Long | Debt | US | $47K | – | 0.00 |
| BOEING CO 3.1% 05/01/2026 | Long | Debt | US | $50K | – | 0.00 |
| BOEING CO 3.25% 02/01/2035 | Long | Debt | US | $1M | – | 0.00 |
| BOEING CO 3.6% 05/01/2034 | Long | Debt | US | $2M | – | 0.00 |
| BOEING CO 3.9% 05/01/2049 | Long | Debt | US | $660K | – | 0.00 |
| BOEING CO 5.04% 05/01/2027 | Long | Debt | US | $684K | – | 0.00 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $4M | – | 0.01 |
| BOEING CO 5.805% 05/01/2050 | Long | Debt | US | $7M | – | 0.02 |
| BOEING CO 5.93% 05/01/2060 | Long | Debt | US | $7M | – | 0.01 |
| BOEING CO 6.259% 05/01/2027 144A | Long | Debt | US | $527K | – | 0.00 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $4M | – | 0.01 |
| BOEING CO 6.388% 05/01/2031 144A | Long | Debt | US | $7M | – | 0.02 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $7M | – | 0.02 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $3M | – | 0.01 |
| BOEING CO 7.008% 05/01/2064 144A | Long | Debt | US | $3M | – | 0.01 |
| BOEING CO-THE SNR S* ICE (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-3K | – | -0.00 | |
| BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BOMBARDIER INC 6% 02/15/2028 144A | Long | Debt | CA | $4M | – | 0.01 |
| BOMBARDIER INC 7.125% 06/15/2026 144A | Long | Debt | CA | $2M | – | 0.00 |
| BOMBARDIER INC 7.875% 04/15/2027 144A | Long | Debt | CA | $3M | – | 0.01 |
| BOMBARDIER INC 8.75% 11/15/2030 144A | Long | Debt | CA | $215K | – | 0.00 |
| BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A | Long | Debt | US | $653K | – | 0.00 |
| BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A | Long | Debt | US | $300K | – | 0.00 |
| BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A | Long | Debt | US | $42K | – | 0.00 |
| BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS | Long | Debt | DE | $329K | – | 0.00 |
| BOSTON GAS CO 3.001% 08/01/2029 144A | Long | Debt | US | $13K | – | 0.00 |
| BOSTON GAS CO 3.757% 03/16/2032 144A | Long | Debt | US | $278K | – | 0.00 |
| BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $5M | – | 0.01 |
| BOSTON SCIENTIFIC CORP 2.65% 06/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| BOYD GAMING CORP 4.75% 12/01/2027 | Long | Debt | US | $422K | – | 0.00 |
| BOYNE USA INC 4.75% 05/15/2029 144A | Long | Debt | US | $300K | – | 0.00 |
| BP CAP MARKETS AMERICA INC 2.721% 01/12/2032 | Long | Debt | US | $611K | – | 0.00 |
| BP CAP MARKETS AMERICA INC 2.772% 11/10/2050 | Long | Debt | US | $73K | – | 0.00 |
| BP CAP MARKETS AMERICA INC 2.939% 06/04/2051 | Long | Debt | US | $118K | – | 0.00 |
| BP CAP MARKETS AMERICA INC 3.001% 03/17/2052 | Long | Debt | US | $241K | – | 0.00 |
| BP CAP MARKETS AMERICA INC 3% 02/24/2050 | Long | Debt | US | $181K | – | 0.00 |
| BP CAP MARKETS AMERICA INC 4.812% 02/13/2033 | Long | Debt | US | $3M | – | 0.01 |
| BP CAP MARKETS AMERICA INC 4.893% 09/11/2033 | Long | Debt | US | $2M | – | 0.00 |
| BP CAP MARKETS AMERICA INC 4.989% 04/10/2034 | Long | Debt | US | $130K | – | 0.00 |
| BP CAPITAL MARKETS PLC T5Y 4.375%/VAR PERP | Long | Equity-preferred | GB | $1M | – | 0.00 |
| BP CAPITAL MARKETS PLC T5Y 4.875%/VAR PERP | Long | Equity-preferred | GB | $382K | – | 0.00 |
| BPCE SA 1.5%/VAR 01/13/2042 REGS | Long | Debt | FR | $797K | – | 0.00 |
| BPCE SA 3.116/VAR 10/19/2032 144A | Long | Debt | FR | $411K | – | 0.00 |
| BPCE SA 4.75% 07/19/2027 144A | Long | Debt | FR | $246K | – | 0.00 |
| BPCE SA 5.125% 01/18/2028 144A | Long | Debt | FR | $536K | – | 0.00 |
| BPCE SA 5.281% 05/30/2029 144A | Long | Debt | FR | $2M | – | 0.00 |
| BPCE SA 5.716%/VAR 01/18/2030 144A | Long | Debt | FR | $400K | – | 0.00 |
| BPCE SA 5.936%/VAR 05/30/2035 144A | Long | Debt | FR | $405K | – | 0.00 |
| BPCE SA 6.612%/VAR 10/19/2027 144A | Long | Debt | FR | $1M | – | 0.00 |
| BPCE SA 6.714%/VAR 10/19/2029 144A | Long | Debt | FR | $561K | – | 0.00 |
| BPCE SA 7.003%/VAR 10/19/2034 144A | Long | Debt | FR | $1M | – | 0.00 |
| BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A | Long | Debt | US | $172K | – | 0.00 |
| BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027 | Long | Debt | US | $5M | – | 0.01 |
| BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 | Long | Debt | US | $7M | – | 0.02 |
| BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 | Long | Debt | US | $5M | – | 0.01 |
| BRASKEM IDESA SAPI 6.99% 02/20/2032 144A | Long | Debt | MX | $148K | – | 0.00 |
| BRASKEM NETHERLANDS FIN BV 4.5% 01/10/2028 144A (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $218K | – | 0.00 |
| BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $2M | – | 0.00 |
| BRASS NO 10 PLC VAR 04/16/2069 144A | Long | ABS-collateralized bond/debt obligation | GB | $752K | – | 0.00 |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6 A2 6.956% 09/25/2063 144A (BRAVO RESIDENTIAL FDG TR 2023-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $926K | – | 0.00 |
| BRAZIL FEDERATIVE REPUBLIC OF 4.75% 01/14/2050 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $288K | – | 0.00 |
| BRAZIL FEDERATIVE REPUBLIC OF 6.125% 03/15/2034 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $2M | – | 0.00 |
| BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $483K | – | 0.00 |
| BRAZIL FEDERATIVE REPUBLIC OF 7.125% 05/13/2054 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $477K | – | 0.00 |
| BRAZIL MINAS SPE 5.333% 02/15/2028 REGS | Long | Debt | KY | $2M | – | 0.00 |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST 6.05% 07/15/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.00 |
| BRIDGE 2022-SFR1 TRUST 3.4% 11/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| BRINKER INTERNATIONAL INC 8.25% 07/15/2030 144A | Long | Debt | US | $2M | – | 0.00 |
| BRISTOL PARK CLO LTD 2016 TSFR3M+125.161 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040 | Long | Debt | US | $269K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052 | Long | Debt | US | $492K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062 | Long | Debt | US | $187K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039 | Long | Debt | US | $259K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031 | Long | Debt | US | $124K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054 | Long | Debt | US | $1M | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064 | Long | Debt | US | $381K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063 | Long | Debt | US | $55K | – | 0.00 |
| BRITISH AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST 4.625% 12/20/2025 144A | Long | Debt | US | $8K | – | 0.00 |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST 4.125% 03/20/2033 144A | Long | Debt | US | $39K | – | 0.00 |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 3.3% 06/15/2034 144A | Long | Debt | US | $12K | – | 0.00 |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 3.35% 12/15/2030 144A | Long | Debt | US | $25K | – | 0.00 |
| BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS | Long | Equity-preferred | GB | $2M | – | 0.00 |
| BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 03/20/2033 144A | Long | Debt | US | $13K | – | 0.00 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.5% 08/16/2031 | Long | Debt | US | $3M | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $11M | – | 0.03 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $6M | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 | Long | Debt | US | $6M | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035 | Long | Debt | US | $307K | – | 0.00 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $1M | – | 0.00 |
| BROADCOM INC 2.45% 02/15/2031 144A | Long | Debt | US | $10M | – | 0.02 |
| BROADCOM INC 2.6% 02/15/2033 144A | Long | Debt | US | $10M | – | 0.02 |
| BROADCOM INC 3.137% 11/15/2035 144A | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 3.187% 11/15/2036 144A | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 3.419% 04/15/2033 144A | Long | Debt | US | $4M | – | 0.01 |
| BROADCOM INC 3.469% 04/15/2034 144A | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 3.5% 02/15/2041 144A | Long | Debt | US | $15M | – | 0.03 |
| BROADCOM INC 4.3% 11/15/2032 | Long | Debt | US | $94K | – | 0.00 |
| BROADCOM INC 4% 04/15/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BROOKFIELD 24-MF23 E TSFR1M+338.905 06/15/2041 144A | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| BROOKFIELD FIN INC 3.9% 01/25/2028 | Long | Debt | CA | $35K | – | 0.00 |
| BROOKFIELD FIN INC 4.7% 09/20/2047 | Long | Debt | CA | $3K | – | 0.00 |
| BROOKFIELD FIN INC 4.85% 03/29/2029 | Long | Debt | CA | $8K | – | 0.00 |
| BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A (BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP) | Long | Debt | CA | $440K | – | 0.00 |
| BROOKLYN UNION GAS CO 3.865% 03/04/2029 144A | Long | Debt | US | $28K | – | 0.00 |
| BROOKLYN UNION GAS CO 4.273% 03/15/2048 144A | Long | Debt | US | $22K | – | 0.00 |
| BSABS 2003-SD2 2A CSTR 6/43 (BEAR STEARNS ASSET BCKD SEC TR) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| BSARM 03-7 3A CSTR 10/33 (BEAR STEARNS ARM TR) | Long | ABS-collateralized bond/debt obligation | US | $277.24 | – | 0.00 |
| BSST 2021-SSCP MTG TR TSFR1M+221.448 04/15/2036 144A | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| BTNY2 CLO 2018-1A A1 TSFR3M+134.161 04/30/2031 144A (BETONY CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BUCKEYE PARTNERS MLP 4.125% 12/01/2027 | Long | Debt | US | $495K | – | 0.00 |
| BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A | Long | Debt | US | $126K | – | 0.00 |
| BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A | Long | Debt | US | $799K | – | 0.00 |
| BUNGE LTD FIN CORP 2.75% 05/14/2031 | Long | Debt | US | $264K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 2.875% 06/15/2052 | Long | Debt | US | $290K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051 | Long | Debt | US | $199K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 3.55% 02/15/2050 | Long | Debt | US | $121K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.375% 09/01/2042 | Long | Debt | US | $63K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054 | Long | Debt | US | $1M | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 5.4% 06/01/2041 | Long | Debt | US | $149K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037 | Long | Debt | US | $23K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 7.082% 05/13/2029 | Long | Debt | US | $2K | – | 0.00 |
| BUSINESS JET SECS 2021-1 LLC 2.162% 04/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $116K | – | 0.00 |
| BUSINESS JET SECS 2024-1 LLC 9.132% 05/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| BUSINESS JET SECURITIES 2022-1 LLC 6.413% 06/15/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $385K | – | 0.00 |
| BWAY 2013-1515 MTG TR VAR 03/10/2033 144A | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A | Long | Debt | US | $551K | – | 0.00 |
| BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A | Long | Debt | US | $203K | – | 0.00 |
| BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX 2021-LBA TSFR1M+91.45 02/15/2036 144A | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX 2021-MFM1 E TSFR1M+236.448 01/15/2034 144A | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BX 2021-SOAR 2.45% 06/15/2023 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BX 2024-CNYN TSFR1M+269.009 04/15/2029 144A | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| BX COML MTG TR 2019-XCALM AL TSFR1M+99.048 72 11/25/2286 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX COML MTG TR 2021-CIP TSFR1M+293.448 12/15/2028 144A | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BX COML MTG TR 2022-CSMO TSFR1M+314.07 06/15/2027 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| BX COML MTG TR 2024-KING TSFR1M+ 05/15/2039 144A | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BX COML MTG TR 2024-MF TSFR1M+144.161 02/15/2039 144A | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BX COML MTG TR 2024-XL4 D TSFR1M+353.903 02/15/2039 144A | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A | Long | ABS-mortgage backed security | US | $844K | – | 0.00 |
| BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A (BX COML MTG TR 2024-XL4) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A (BX COML MTG TR 2024-XL4) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2020-VKNG TSFR1M+104.448 10/15/2037 144A | Long | ABS-mortgage backed security | US | $962K | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BX TR 2021-ARIA TSFR1M+101.358 91 10/15/2036 144A | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BX TR 2024-PAT A TSFR1M+209 03/15/2026 144A | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| BX TR 2024-PAT C TSFR1M+443.9 03/15/2026 144A | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| BX TR 2024-PAT D TSFR1M+538.9 03/15/2026 144A | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| BX TRUST 2021-VIEW TSFR1M+404.448 06/15/2036 144A | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| BX TRUST 2022-GPA B TSFR1M+266.4 10/15/2039 144A | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| BX TRUST 2023-DELC TSFR1M+269 06/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BX TRUST TSFR1M+ 11/15/2028 144A (BX COML MTG TR 2023-VLT3) | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| BXG RECEIVABLES NOTE TRUST 2020-A B 2.49% 02/28/2036 144A (BXG RECEIVABLES NT TR 2020-A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| BXG RECEIVABLES NT TR 2018-A C 4.44% 02/02/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| BXG RECEIVABLES NT TR 2022-A A 4.12% 09/28/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| BXG RECEIVABLES NT TR 2023-A 7.38% 11/15/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $733K | – | 0.00 |
| BXMT 2020-FL3 LTD STEP 03/15/2037 144A | Long | ABS-mortgage backed security | KY | $3M | – | 0.01 |
| BXSC 2022-WSS D TSFR1M+ 03/15/2035 144A (BXSC 2022-WSS F) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A | Long | Debt | US | $525K | – | 0.00 |
| C and W SENIOR FINANCE LTD 6.875% 09/15/2027 144A | Long | Debt | KY | $291K | – | 0.00 |
| C-BASS 2006-MH1 B2 TR STEP 10/25/2036 144A (C-BASS 2006-MH1 TR) | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.00 |
| CA ST 4.6% 4/1/2038 (CALIFORNIA ST) | Long | Debt | US | $495K | – | 0.00 |
| CABLE ONE INC 4% 11/15/2030 144A | Long | Debt | US | $522K | – | 0.00 |
| CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A | Long | Debt | US | $9K | – | 0.00 |
| CACLN 2021-2 E 2.28% 12/26/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.00 |
| CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A | Long | Debt | US | $2M | – | 0.00 |
| CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A | Long | Debt | US | $3M | – | 0.01 |
| CAIXABANK SA 02/23/2033 REGS | Long | Debt | ES | $571K | – | 0.00 |
| CAIXABANK SA 5.875/VAR PERP REGS | Long | Equity-preferred | ES | $640K | – | 0.00 |
| CAIXABANK SA 6.684%/VAR 09/13/2027 144A | Long | Debt | ES | $270K | – | 0.00 |
| CALIFORNIA INST TECHNOLOGY 3.65% 09/01/2119 (CALIFORNIA INSTITUTE OF TECHNOLOGY) | Long | Debt | US | $353K | – | 0.00 |
| CALIFORNIA RES CORP 7.125% 02/01/2026 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $229K | – | 0.00 |
| CALIFORNIA RES CORP 8.25% 06/15/2029 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $346K | – | 0.00 |
| CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA | Long | Debt | US | $346K | – | 0.00 |
| CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA | Long | Debt | US | $236K | – | 0.00 |
| CALPINE CORPORATION 3.75% 03/01/2031 144A | Long | Debt | US | $1M | – | 0.00 |
| CALPINE CORPORATION 4.5% 02/15/2028 144A | Long | Debt | US | $298K | – | 0.00 |
| CALPINE CORPORATION 5.125% 03/15/2028 144A | Long | Debt | US | $3M | – | 0.01 |
| CALPINE CORPORATION 5.25% 06/01/2026 144A | Long | Debt | US | $94K | – | 0.00 |
| CALPINE CORPORATION 5% 02/01/2031 144A | Long | Debt | US | $3M | – | 0.01 |
| CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 2.7% 11/10/2046 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CAMDEN PROPERTY TRUST 3.15% 07/01/2029 | Long | Debt | US | $132K | – | 0.00 |
| CAMERON LNG LLC 3.302% 01/15/2035 144A | Long | Debt | US | $993K | – | 0.00 |
| CAMERON LNG LLC 3.402% 01/15/2038 144A | Long | Debt | US | $87K | – | 0.00 |
| CAMERON LNG LLC 3.701% 01/15/2039 144A | Long | Debt | US | $23K | – | 0.00 |
| CAMPBELL SOUP CO 4.15% 03/15/2028 | Long | Debt | US | $124K | – | 0.00 |
| CAMPBELL SOUP CO 5.3% 03/20/2026 | Long | Debt | US | $200K | – | 0.00 |
| CAMPBELL SOUP CO CP 0% 06/03/2024 | Long | Debt | US | $1M | – | 0.00 |
| CAMPBELL SOUP CO CP 0% 07/01/2024 | Long | Debt | US | $1M | – | 0.00 |
| CAN 10YR BOND FUT SEP24 CNU4 (MONTREAL EXCHANGE (THE)) | Derivative-interest rate | CA | $-9K | – | -0.00 | |
| CANADIAN PAC RY CO 2.875% 11/15/2029 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $236K | – | 0.00 |
| CANADIAN PAC RY CO 3.1% 12/02/2051 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $76K | – | 0.00 |
| CANO HEALTH TERM B 1LN 11/23/2027 (CANO HEALTH LLC) | Long | Loan | US | $50K | – | 0.00 |
| CANO HEALTH TERM DIP 1LN SUPER PRIORITY 10/07/2024 (CANO HEALTH LLC) | Long | Loan | US | $21K | – | 0.00 |
| CANO HEALTH TERM DIP DD 1LN SUPER PRIORITY 10/07/2024 (CANO HEALTH LLC) | Long | Loan | US | $32K | – | 0.00 |
| CANTOR FITZGERALD LP 7.2% 12/12/2028 144A | Long | Debt | US | $2M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027 | Long | Debt | US | $58K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP 2.618%/VAR 11/02/2032 | Long | Debt | US | $36K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 | Long | Debt | US | $15M | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 | Long | Debt | US | $7M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 | Long | Debt | US | $7M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 | Long | Debt | US | $4M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 | Long | Debt | US | $6M | – | 0.01 |
| CAPITAL ONE MULTI-ASST EXEC TR 4.42% 05/15/2028 (CAPTIAL ONE MULTI-ASSET EXECUT) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CAPSTONE BORROWER INC 8% 06/15/2030 144A | Long | Debt | US | $66K | – | 0.00 |
| CARESTREAM DENTAL EQUIPMENT INC TERM 1LN 08/07/2024 | Long | Loan | US | $189K | – | 0.00 |
| CARESTREAM DENTAL TERM 1LN 11/23/2028 (CARESTREAM DENTAL INC) | Long | Loan | US | $58K | – | 0.00 |
| CARGILL INC 4.375% 04/22/2052 144A | Long | Debt | US | $185K | – | 0.00 |
| CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A | Long | Debt | US | $146K | – | 0.00 |
| CARLISLE COS INC 2.2% 03/01/2032 | Long | Debt | US | $2M | – | 0.00 |
| CARLYLE C17 CLO LTD / CARLYLE C17 CLO CORP TSFR3M+129.161 04/30/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $199K | – | 0.00 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD TSFR3M+131.161 05/15/2031 144A (CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD / CARLYLE GLOBAL MKT STRATEGIES CLO (2014-2-R LLC)) | Long | ABS-collateralized bond/debt obligation | KY | $975K | – | 0.00 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD TSFR3M+ 07/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| CARLYLE US CLO 2017-3 LTD TSFR3M+ 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.00 |
| CARLYLE US CLO 2020-1A A2R TSFR3M+191.161 07/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CARMAX AUTO OWNER TR 2021-1 1.28% 07/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.00 |
| CARMAX AUTO OWNER TR 2023-2 5.5% 06/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CARNIVAL CORP 4% 08/01/2028 144A | Long | Debt | PA | $489K | – | 0.00 |
| CARNIVAL CORP 5.75% 03/01/2027 144A | Long | Debt | PA | $1M | – | 0.00 |
| CARNIVAL CORP 6% 05/01/2029 144A | Long | Debt | PA | $1M | – | 0.00 |
| CARNIVAL CORP 7.625% 03/01/2026 144A | Long | Debt | PA | $1M | – | 0.00 |
| CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A | Long | Debt | US | $775K | – | 0.00 |
| CARNOW AUTO RECEIVABLES TRUST 2022-1 8.29% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $336K | – | 0.00 |
| CARPENTER TECHNOLOGY CORP 6.375% 07/15/2028 | Long | Debt | US | $209K | – | 0.00 |
| CARRIER GLOBAL CORP 4.5% 11/29/2032 | Long | Debt | US | $337K | – | 0.00 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $3M | – | 0.01 |
| CARRIER GLOBAL CORP 6.2% 03/15/2054 | Long | Debt | US | $849K | – | 0.00 |
| CARRINGTON MTG LN TR STEP 12/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) 3.1% 12/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.00 |
| CARS-DB4 LP 3.81% 02/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| CARS-DB4 LP 4.52% 02/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $240K | – | 0.00 |
| CARS-DB4 LP 4.95% 02/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.00 |
| CARVANA AUTO RECEIVABLES TR 2023-P3 A4 5.71% 07/10/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST 2022-P1 3.52% 02/10/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2023-N1 A 6.36% 04/12/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $402K | – | 0.00 |
| CASCADE MH ASSET TRUST 2019-MH1 5% 11/25/2044 144A | Long | ABS-collateralized bond/debt obligation | US | $441K | – | 0.00 |
| CASCADE MH ASSET TRUST 2022-MH1 STEP 08/25/2054 144A (CASCADE MH ASSET TR 2022-MH1) | Long | ABS-collateralized bond/debt obligation | US | $346K | – | 0.00 |
| CASSA DEPOSITI E PRESTITI SPA 5.75% 05/05/2026 144A | Long | Debt | IT | $1M | – | 0.00 |
| CASSA DEPOSITI E PRESTITI SPA 5.875% 04/30/2029 144A | Long | Debt | IT | $4M | – | 0.01 |
| CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A | Long | Debt | US | $936K | – | 0.00 |
| CBRE SERVICES INC 4.875% 03/01/2026 | Long | Debt | US | $13M | – | 0.03 |
| CCM MERGER INC 6.375% 05/01/2026 144A | Long | Debt | US | $417K | – | 0.00 |
| CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $991K | – | 0.00 |
| CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032 (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $3M | – | 0.01 |
| CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $1M | – | 0.00 |
| CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $514K | – | 0.00 |
| CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $560K | – | 0.00 |
| CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $2M | – | 0.01 |
| CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $233K | – | 0.00 |
| CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $293K | – | 0.00 |
| CCUBS COML MTG TR 2017-C1 A3 3.283% 11/15/2050 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CD 2017-CD5 MTG TR 3.171% 08/15/2050 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CD 2017-CD5 MTG TR A4 3.431% 08/15/2050 | Long | ABS-mortgage backed security | US | $930K | – | 0.00 |
| CD and R SMOKEY BUYER INC 6.75% 07/15/2025 144A | Long | Debt | US | $234K | – | 0.00 |
| CD MTG TR 2017-CD6 A3 3.104% 11/13/2050 (CD 2017-CD6 MTG TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CDK GLOBAL TERM B 1LN 07/06/2029 (CENTRAL PARENT INC) | Long | Loan | US | $166K | – | 0.00 |
| CDX HY42 5Y ICE 06/20/29 (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $-111K | – | -0.00 | |
| CDX IG41 5Y ICE SWAP 12/20/2028 (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $4K | – | 0.00 | |
| CDX IG42 5Y ICE (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $148K | – | 0.00 | |
| CDX.O P 0.60 IG42 5Y V1 I 09/18/24 GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $605.62 | – | 0.00 | |
| CDX.O P 0.80 IG42 5Y V1 I 09/18/24 GST (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $-432.73 | – | -0.00 | |
| CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 6.5% 10/01/2028 | Long | Debt | US | $160K | – | 0.00 |
| CEDAR FAIR LP 5.25% 07/15/2029 | Long | Debt | US | $255K | – | 0.00 |
| CEDAR FDG VII CLO LTD / CEDAR FDG VII CLO LLC TSFR3M+126.161 01/20/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $484K | – | 0.00 |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC TSFR3M+139.161 10/25/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A (CEDAR FDG XVII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| CEDAR FUNDING VIII CLO LTD TSFR3M+191.161 10/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CELANESE US HLDGS LLC 6.35% 11/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| CELANESE US HLDGS LLC 6.379% 07/15/2032 | Long | Debt | US | $154K | – | 0.00 |
| CELANESE US HLDGS LLC 6.55% 11/15/2030 | Long | Debt | US | $4M | – | 0.01 |
| CELANESE US HLDGS LLC 6.7% 11/15/2033 | Long | Debt | US | $2M | – | 0.00 |
| CELLNEX TELECOM SAU 1.75% 10/23/2030 REGS | Long | Debt | ES | $5M | – | 0.01 |
| CELULOSA ARAUCO Y CONSTITUCION SA 4.5% 08/01/2024 | Long | Debt | CL | $2M | – | 0.00 |
| CENCORA INC 2.7% 03/15/2031 | Long | Debt | US | $5M | – | 0.01 |
| CENOVUS ENERGY INC 3.75% 02/15/2052 | Long | Debt | CA | $3M | – | 0.01 |
| CENOVUS ENERGY INC 5.25% 06/15/2037 | Long | Debt | CA | $1M | – | 0.00 |
| CENT CLO 20 LTD / CENT CLO 20-29A AR TSFR3M+143.161 10/20/2034 144A (COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| CENT TRUST 2023-CITY A TSFR1M+ 09/15/2028 144A | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) | Long | Debt | US | $6M | – | 0.01 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $2M | – | 0.01 |
| CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $5M | – | 0.01 |
| CENTENE CORP 3% 10/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $1M | – | 0.00 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $6M | – | 0.01 |
| CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) | Long | Debt | US | $7M | – | 0.02 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.35% 04/01/2031 | Long | Debt | US | $91K | – | 0.00 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050 | Long | Debt | US | $111K | – | 0.00 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.95% 03/01/2048 | Long | Debt | US | $946K | – | 0.00 |
| CENTERPOINT ENERGY RES CORP 4% 04/01/2028 | Long | Debt | US | $77K | – | 0.00 |
| CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| CENTEX HOME EQUITY LN TR 6.36% 07/25/2032 | Long | ABS-collateralized bond/debt obligation | US | $367.63 | – | 0.00 |
| CENTRAL GARDEN and PET CO 4.125% 04/30/2031 144A | Long | Debt | US | $543K | – | 0.00 |
| CENTRAL GARDEN and PET CO 4.125% 10/15/2030 | Long | Debt | US | $227K | – | 0.00 |
| CENTRAL GARDEN and PET CO 5.125% 02/01/2028 | Long | Debt | US | $14K | – | 0.00 |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A | Long | Debt | US | $136K | – | 0.00 |
| CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A (CENTURY CMNTYS INC) | Long | Debt | US | $120K | – | 0.00 |
| CENTURY COMMUNITIES INC 6.75% 06/01/2027 (CENTURY CMNTYS INC) | Long | Debt | US | $251K | – | 0.00 |
| CF 2019-CF2 2.6236% 11/15/2052 | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| CF HIPPOLYTA ISSUER LLC 1.99% 07/15/2060 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| CF INDUSTRIES INC 4.95% 06/01/2043 | Long | Debt | US | $550K | – | 0.00 |
| CF INDUSTRIES INC 5.15% 03/15/2034 | Long | Debt | US | $78K | – | 0.00 |
| CFCRE 2016-C6 MTG TR 2.95% 11/10/2049 | Long | ABS-mortgage backed security | US | $874K | – | 0.00 |
| CFCRE COML MTG TR 2011-C2 VAR 12/15/2047 144A | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CFIN 2022-RTL1 ISSUER LLC 3.25% 02/16/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $219K | – | 0.00 |
| CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $739K | – | 0.00 |
| CFMT 2021-FRR1 BK54 TR 0% 02/28/2026 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| CFMT 2021-FRR1 BK58 TR CSTR 09/29/2029 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| CFMT 2021-FRR1 BK98 TR 0% 08/29/2029 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| CFMT 2021-FRR1 BK99 TR 0% 09/29/2029 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| CFMT 2021-FRR1 CK45 TR CSTR 02/28/2025 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| CFMT 2021-FRR1 CK54 TR 0% 02/28/2026 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| CFMT 2021-FRR1 CKW1 TR 0% 01/29/2026 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| CFMT 2021-FRR1 DK45 TR 0% 02/28/2025 144A (CFMT 2021-FRR1 TR) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| CFMT 2021-FRR1 TR 0% 09/29/2029 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CFMT 2022-HB10 3.5% 11/25/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CGCMT 2014-GC25 AS 4.017% 10/10/2047 (CITIGROUP COML MTG TR 2014-GC25) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CGCMT 2015-GC33 XA CSTR 09/58 (CITIGROUP COML MTG TR 2015-GC33) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| CGCMT 2016-GC36 A4 3.349% 02/10/2049 (CITIGROUP COML MTG TR 2016-GC36) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CGI INC 1.45% 09/14/2026 | Long | Debt | CA | $100K | – | 0.00 |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050 | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $314K | – | 0.00 |
| CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $310K | – | 0.00 |
| CHART INDUSTRIES INC 7.5% 01/01/2030 144A | Long | Debt | US | $823K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029 | Long | Debt | US | $5M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032 | Long | Debt | US | $767K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031 | Long | Debt | US | $102K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042 | Long | Debt | US | $271K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041 | Long | Debt | US | $97K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | Long | Debt | US | $298K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052 | Long | Debt | US | $6M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062 | Long | Debt | US | $787K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050 | Long | Debt | US | $785K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029 | Long | Debt | US | $1M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | Long | Debt | US | $21M | – | 0.05 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 | Long | Debt | US | $5M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035 | Long | Debt | US | $3M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 | Long | Debt | US | $3M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034 | Long | Debt | US | $517K | – | 0.00 |
| CHASE 2007-A1 3A1 CSTR 2/37 (CHASE MTG FIN TR SER 2007 A1) | Long | ABS-collateralized bond/debt obligation | US | $325K | – | 0.00 |
| CHASE 2007-A2 2A1 CSTR 7/37 (CHASE MTG FIN TR SER 2007 A2) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| CHASE AUTO CREDIT LINKED NOTES SERIES 2020-1 2.102% 02/26/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $121K | – | 0.00 |
| CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CHASE HOME LENDING MTG TR 2024-RPL2 A1A VAR 08/25/2064 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CHASE ISSUANCE TR 24-A2 A 4.63% 01/15/2031 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CHASE ISSUANCE TR 5.08% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CHEMOURS CO 4.625% 11/15/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| CHEMOURS CO 5.75% 11/15/2028 144A | Long | Debt | US | $364K | – | 0.00 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039 | Long | Debt | US | $763K | – | 0.00 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.125% 06/30/2027 | Long | Debt | US | $1M | – | 0.00 |
| CHENIERE ENERGY INC 5.65% 04/15/2034 144A | Long | Debt | US | $2M | – | 0.00 |
| CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032 | Long | Debt | US | $875K | – | 0.00 |
| CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 4% 03/01/2031 | Long | Debt | US | $448K | – | 0.00 |
| CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034 144A | Long | Debt | US | $2M | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 5.95% 06/30/2033 | Long | Debt | US | $457K | – | 0.00 |
| CHESAPEAKE ENERGY CORP 5.5% 02/01/2026 144A | Long | Debt | US | $326K | – | 0.00 |
| CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A | Long | Debt | US | $693K | – | 0.00 |
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CHILDREN'S HEALTH SYS OF TX 2.511% 08/15/2050 (CHILDREN'S HEALTH SYSTEM OF TEXAS) | Long | Debt | US | $216K | – | 0.00 |
| CHILDREN'S HOSPITAL/DC 2.928% 07/15/2050 | Long | Debt | US | $14K | – | 0.00 |
| CHILDRENS HOSP CORP 4.115% 01/01/2047 | Long | Debt | US | $222K | – | 0.00 |
| CHL MTG PASS THRU TR 2007-4 1A47 6% 05/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $319K | – | 0.00 |
| CHL MTG PASS THRU TR 2007-9 5.75% 07/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| CHL MTG PASS-THROUGH TR 2007-3 A17 6% 04/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $457K | – | 0.00 |
| CHL MTG PASS-THROUGH TR 2007-8 1A12 5.875% 01/25/2038 | Long | ABS-collateralized bond/debt obligation | US | $358K | – | 0.00 |
| CHL MTG PASS-THROUGH TR 2007-8 6% 01/25/2038 | Long | ABS-collateralized bond/debt obligation | US | $113K | – | 0.00 |
| CHOBANI LLC/FINANCE CORP INC 7.625% 07/01/2029 144A | Long | Debt | US | $132K | – | 0.00 |
| CHORD ENERGY CORP 6.375% 06/01/2026 144A | Long | Debt | US | $280K | – | 0.00 |
| CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A | Long | Debt | US | $587K | – | 0.00 |
| CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A | Long | Debt | US | $534K | – | 0.00 |
| CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A | Long | Debt | US | $110K | – | 0.00 |
| CHUBB CORP 6% 05/11/2037 | Long | Debt | US | $137K | – | 0.00 |
| CHUBB INA HOLDINGS INC 3.15% 03/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| CHURCHILL DOWNS INC 4.75% 01/15/2028 144A | Long | Debt | US | $161K | – | 0.00 |
| CHURCHILL DOWNS INC 6.75% 05/01/2031 144A | Long | Debt | US | $55K | – | 0.00 |
| CI FINL CORP 7.5% 05/30/2029 144A (CI FINANCIAL CORP) | Long | Debt | CA | $2M | – | 0.00 |
| CIENA CORP 4% 01/31/2030 144A | Long | Debt | US | $90K | – | 0.00 |
| CIFC 2021-7A B TSFR3M+186.161 01/23/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| CIFC FDG 14 LTD/FDG 14 LLC TSFR3M+166.161 01/18/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| CIFC FDG 2014-V LTD / CIFC FDG 2014-V LLC TSFR3M+206.161 10/17/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC TSFR3M+141.161 10/17/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| CIFC FUNDING 2019-II LTD TSFR3M+326.161 04/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $551K | – | 0.00 |
| CIFC FUNDING 2021-1A B LTD TSFR3M+181.161 04/25/2033 144A (CIFC FUNDING 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| CIFC FUNDING 2021-IA A1 TSFR3M+137.161 04/25/2033 144A (CIFC FUNDING 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.00 |
| CIGNA GROUP (THE) 2.375% 03/15/2031 | Long | Debt | US | $54K | – | 0.00 |
| CIGNA GROUP (THE) 2.4% 03/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| CIGNA GROUP (THE) 3.2% 03/15/2040 | Long | Debt | US | $2M | – | 0.00 |
| CIGNA GROUP (THE) 3.25% 04/15/2025 | Long | Debt | US | $348K | – | 0.00 |
| CIGNA GROUP (THE) 4.375% 10/15/2028 | Long | Debt | US | $7M | – | 0.01 |
| CIGNA GROUP (THE) 4.5% 02/25/2026 | Long | Debt | US | $3M | – | 0.01 |
| CIM TR 2021-R4 A1A 2% 05/01/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CIM TRUST 2021-R1 A2 2.4% 08/25/2056 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CIM TRUST 2021-R5 2%/VAR 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CIM TRUST 5% 07/25/2062 144A (CIM TR 2022-NR1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CINCINNATI FINANCIAL CORP 6.125% 11/01/2034 | Long | Debt | US | $33K | – | 0.00 |
| CINEMARK USA INC 5.25% 07/15/2028 144A | Long | Debt | US | $162K | – | 0.00 |
| CINEMARK USA INC 5.875% 03/15/2026 144A | Long | Debt | US | $171K | – | 0.00 |
| CISCO SYSTEMS INC 4.95% 02/26/2031 | Long | Debt | US | $791K | – | 0.00 |
| CIT MTG LN TR 2007-1 STEP 10/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CIT MTG LN TR 2007-1 STEP 10/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $642K | – | 0.00 |
| CITGO PETROLEUM CORP 7% 06/15/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| CITI SWAP PAY 3.755 03/19/2029 (CITIBANK, N.A.) | Derivative-interest rate | US | $386K | – | 0.00 | |
| CITI SWAP PAY 3.778 02/24/2025 (CITIBANK, N.A.) | Derivative-interest rate | US | $702K | – | 0.00 | |
| CITI SWAP REC 3.755 03/19/2029 (CITIBANK, N.A.) | Derivative-interest rate | US | $325K | – | 0.00 | |
| CITI SWAP REC 3.778 02/24/2025 (CITIBANK, N.A.) | Derivative-interest rate | US | $370K | – | 0.00 | |
| CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CITIBANK NA 5.57% 04/30/2034 (CITIBANK, N.A.) | Long | Debt | US | $253K | – | 0.00 |
| CITIBANK NA 5.803% 09/29/2028 (CITIBANK, N.A.) | Long | Debt | US | $513K | – | 0.00 |
| CITIBANK NA FRN SFRIX+59 04/30/2026 (CITIBANK, N.A.) | Long | Debt | US | $300K | – | 0.00 |
| CITIGROUP COML MTG TR 2015-GC27 A5 3.137% 02/10/2048 | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| CITIGROUP COML MTG TR 2015-GC29 XA CSTR 04/10/2048 | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| CITIGROUP COML MTG TR 2015-GC33 3.515% 09/10/2058 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP COML MTG TR 2015-GC33 AAB 3.522% 09/10/58 | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.575% 09/10/2049 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.05% 04/10/2049 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049 | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| CITIGROUP INC 1.462%/VAR 06/09/2027 | Long | Debt | US | $332K | – | 0.00 |
| CITIGROUP INC 2.52%/VAR 11/03/2032 | Long | Debt | US | $967K | – | 0.00 |
| CITIGROUP INC 2.561%/VAR 05/01/2032 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 2.572%/VAR 06/03/2031 | Long | Debt | US | $5M | – | 0.01 |
| CITIGROUP INC 2.666%/VAR 01/29/2031 | Long | Debt | US | $14M | – | 0.03 |
| CITIGROUP INC 2.904%/VAR 11/03/2042 | Long | Debt | US | $348K | – | 0.00 |
| CITIGROUP INC 3.070%/VAR 02/24/28 | Long | Debt | US | $1M | – | 0.00 |
| CITIGROUP INC 3.106%/VAR 04/08/2026 | Long | Debt | US | $71K | – | 0.00 |
| CITIGROUP INC 3.52%/VAR 10/27/2028 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 3.668% VAR 07/24/2028 | Long | Debt | US | $1M | – | 0.00 |
| CITIGROUP INC 3.98%/VAR 03/20/2030 | Long | Debt | US | $18M | – | 0.04 |
| CITIGROUP INC 4.075/VAR 04/23/2029 | Long | Debt | US | $10M | – | 0.02 |
| CITIGROUP INC 4.3% 11/20/2026 | Long | Debt | US | $2M | – | 0.00 |
| CITIGROUP INC 4.412%/VAR 03/31/2031 | Long | Debt | US | $15M | – | 0.03 |
| CITIGROUP INC 4.45% 09/29/2027 | Long | Debt | US | $5M | – | 0.01 |
| CITIGROUP INC 4.6% 03/09/2026 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 4.75% 05/18/2046 | Long | Debt | US | $9M | – | 0.02 |
| CITIGROUP INC 4.91%/VAR 05/24/2033 | Long | Debt | US | $526K | – | 0.00 |
| CITIGROUP INC 4%/VAR PERP | Long | Equity-preferred | US | $989K | – | 0.00 |
| CITIGROUP INC 5.174%/VAR 02/13/2030 | Long | Debt | US | $6M | – | 0.01 |
| CITIGROUP INC 5.316%/VAR 03/26/2041 | Long | Debt | US | $236K | – | 0.00 |
| CITIGROUP INC 5.875% 07/01/2024 REGS | Long | Debt | US | $783K | – | 0.00 |
| CITIGROUP INC 6.27/VAR 11/17/2033 | Long | Debt | US | $646K | – | 0.00 |
| CITIGROUP INC 6.625% 01/15/2028 | Long | Debt | US | $25K | – | 0.00 |
| CITIGROUP INC 6.875% 06/01/2025 | Long | Debt | US | $18K | – | 0.00 |
| CITIGROUP INC 7% 12/01/2025 | Long | Debt | US | $33K | – | 0.00 |
| CITIGROUP INC T5Y 3.875%/VAR PERP | Long | Equity-preferred | US | $4M | – | 0.01 |
| CITIGROUP INC VAR 12/29/2049 | Long | Debt | US | $858K | – | 0.00 |
| CITIGROUP INC VAR/3.887 01/10/2028 | Long | Debt | US | $145K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST 2007-6 TSFR1M+61.448 05/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 SA VAR 02/25/2063 144A (CITIGROUP MTG LN TR 2024-RP2) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A (CITIGROUP MTG LN TR 2024-RP2) | Long | ABS-collateralized bond/debt obligation | US | $318K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A (CITIGROUP MTG LN TR 2024-RP2) | Long | ABS-collateralized bond/debt obligation | US | $124K | – | 0.00 |
| CITIGROUP MTG LN TR 2009-12 5A2 4.46691% 07/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $168K | – | 0.00 |
| CITIGROUP MTG LN TR 2024-RP2 4.1% 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| CITIGROUP MTG LN TR 2024-RP2 4.17631% 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $496K | – | 0.00 |
| CITIGROUP MTG LN TR 2024-RP2 M2 CSTR 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.00 |
| CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.00 |
| CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| CITIGROUP MTG LN TR 2024-RP2 X VAR 02/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| CITIGROUP MTG LN TR 6% 11/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $891K | – | 0.00 |
| CITIGROUP MTG LN TR TSFR1M+44.448 12/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $490.31 | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 | Long | Debt | US | $7M | – | 0.02 |
| CITY BREWING TERM 1LN 04/05/2028 (CITY BREWING COMPANY LLC) | Long | Loan | US | $164K | – | 0.00 |
| CITY BREWING TERM 1LN 04/05/2028 (CITY BREWING COMPANY LLC) | Long | Loan | US | $125K | – | 0.00 |
| CITY BREWING TERM 1LN 04/05/2028 (CITY BREWING COMPANY LLC) | Long | Loan | US | $57K | – | 0.00 |
| CITYCON OYJ 4.496%/VAR PERP REGS | Long | Equity-preferred | FI | $408K | – | 0.00 |
| CIVITAS RESOURCES INC 8.375% 07/01/2028 144A | Long | Debt | US | $943K | – | 0.00 |
| CIVITAS RESOURCES INC 8.625% 11/01/2030 144A | Long | Debt | US | $455K | – | 0.00 |
| CIVITAS RESOURCES INC 8.75% 07/01/2031 144A | Long | Debt | US | $420K | – | 0.00 |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.25% 05/15/2026 144A | Long | Debt | US | $382K | – | 0.00 |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A | Long | Debt | US | $106K | – | 0.00 |
| CLARIOS GLOBAL LP 6.75% 05/15/2025 144A | Long | Debt | CA | $87K | – | 0.00 |
| CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A | Long | Debt | US | $258K | – | 0.00 |
| CLEAN HARBORS INC 6.375% 02/01/2031 144A | Long | Debt | US | $45K | – | 0.00 |
| CLEAN HARBORS TERM B 1LN 10/08/2028 (CLEAN HARBORS INC) | Long | Loan | US | $278K | – | 0.00 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A | Long | Debt | US | $666K | – | 0.00 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A | Long | Debt | US | $51K | – | 0.00 |
| CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $196K | – | 0.00 |
| CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $57K | – | 0.00 |
| CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029 | Long | Debt | US | $4M | – | 0.01 |
| CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A | Long | Debt | US | $182K | – | 0.00 |
| CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A | Long | Debt | US | $96K | – | 0.00 |
| CLEVELAND-CLIFFS INC 5.875% 06/01/2027 | Long | Debt | US | $315K | – | 0.00 |
| CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A | Long | Debt | US | $302K | – | 0.00 |
| CLOVER CLO 2018-1 LLC TSFR3M+153 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $351K | – | 0.00 |
| CMALT CITIMORTGAGE SER 2007 A6 1A21 5.5% 06/25/2037 (CMALT CITIMORTGAGE ALTERNATIVE LN TR SER 2007 A6) | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.00 |
| CMLTI 2004-UST1 A3 CSTR 8/34 (CITIGROUP MTG LN TR) | Long | ABS-collateralized bond/debt obligation | US | $745.89 | – | 0.00 |
| CNA FINANCIAL CORP 3.9% 05/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| CNA FINANCIAL CORP 5.125% 02/15/2034 | Long | Debt | US | $110K | – | 0.00 |
| CNH EQUIP TR 2023-A 5.34% 09/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CNO GLOBAL FUNDING 5.875% 06/04/2027 144A | Long | Debt | US | $451K | – | 0.00 |
| CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A (CENTRAL PARENT LLC / CDK GLO) | Long | Debt | US | $216K | – | 0.00 |
| CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A | Long | Debt | VG | $62K | – | 0.00 |
| CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A | Long | Debt | US | $40K | – | 0.00 |
| COCA COLA CO 5.3% 05/13/2054 | Long | Debt | US | $296K | – | 0.00 |
| COGENT COMMUNICATIONS GROUP INC 3.5% 05/01/2026 144A | Long | Debt | US | $156K | – | 0.00 |
| COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A | Long | Debt | US | $254K | – | 0.00 |
| COHERENT CORP 5% 12/15/2029 144A | Long | Debt | US | $823K | – | 0.00 |
| COLLEGE AVE STUDENT LNS 2021-C LLC 2.72% 07/26/2055 144A | Long | ABS-collateralized bond/debt obligation | US | $327K | – | 0.00 |
| COLLEGE AVE STUDENT LNS 6.5% 06/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $338K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS TRUST 2024-A SOFR30A+175 06/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $385K | – | 0.00 |
| COLOMBIA REPUBLIC OF 10.375% 01/28/2033 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.00 |
| COLOMBIA REPUBLIC OF 3.125% 04/15/2031 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $164K | – | 0.00 |
| COLOMBIA REPUBLIC OF 8.75% 11/14/2053 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $3M | – | 0.01 |
| COLOMBIA REPUBLIC OF 8% 04/20/2033 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $206K | – | 0.00 |
| COLOMBIA REPUBLIC OF 8% 11/14/2035 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.00 |
| COLT 2024-3 MORTGAGE LOAN TRUST 6.393% 06/25/2069 144A (COLT 2024-3 MTG LN TR) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| COLT 2024-INV2 MORTGAGE LOAN TRUST 6.421% 05/25/2069 144A (COLT 2024-INV2 MTG LN TR) | Long | ABS-collateralized bond/debt obligation | US | $1000K | – | 0.00 |
| Columbia Mortgage Opportunities A (COLUMBIA FDS TR II) | Long | Equity-common | US | $282M | 36M | 0.64 |
| COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A | Long | Debt | US | $971K | – | 0.00 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A | Long | Debt | US | $5M | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A | Long | Debt | US | $1M | – | 0.00 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A | Long | Debt | US | $1M | – | 0.00 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A | Long | Debt | US | $882K | – | 0.00 |
| COMCAST CORP 1.5% 02/15/2031 | Long | Debt | US | $617K | – | 0.00 |
| COMCAST CORP 1.95% 01/15/2031 | Long | Debt | US | $98K | – | 0.00 |
| COMCAST CORP 2.887% 11/01/2051 | Long | Debt | US | $376K | – | 0.00 |
| COMCAST CORP 2.937% 11/01/2056 | Long | Debt | US | $2M | – | 0.00 |
| COMCAST CORP 2.987% 11/01/2063 | Long | Debt | US | $457K | – | 0.00 |
| COMCAST CORP 3.45% 02/01/2050 | Long | Debt | US | $87K | – | 0.00 |
| COMCAST CORP 3.75% 04/01/2040 | Long | Debt | US | $3M | – | 0.01 |
| COMCAST CORP 3.9% 03/01/2038 | Long | Debt | US | $367K | – | 0.00 |
| COMCAST CORP 3.969% 11/01/2047 | Long | Debt | US | $25K | – | 0.00 |
| COMCAST CORP 3.999% 11/01/2049 | Long | Debt | US | $2K | – | 0.00 |
| COMCAST CORP 4.25% 10/15/2030 | Long | Debt | US | $414K | – | 0.00 |
| COMCAST CORP 4.4% 08/15/2035 | Long | Debt | US | $267K | – | 0.00 |
| COMCAST CORP 4.65% 02/15/2033 | Long | Debt | US | $78K | – | 0.00 |
| COMCAST CORP 4% 03/01/2048 | Long | Debt | US | $118K | – | 0.00 |
| COMCAST CORP 5.3% 06/01/2034 | Long | Debt | US | $240K | – | 0.00 |
| COMCAST CORP 5.35% 05/15/2053 | Long | Debt | US | $3M | – | 0.01 |
| COMCAST CORP 5.5% 05/15/2064 | Long | Debt | US | $2M | – | 0.00 |
| COMERICA INC 5.982%/VAR 01/30/2030 | Long | Debt | US | $3M | – | 0.01 |
| COMISION FEDERAL DE ELECTRICID 3.348% 02/09/2031 144A (COMISION FEDERAL DE ELECTRICIDAD) | Long | Debt | MX | $453K | – | 0.00 |
| COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A (COMISION FEDERAL DE ELECTRICIDAD) | Long | Debt | MX | $2M | – | 0.00 |
| COMM 14-CCRE18 MTG TR 3.828% 07/15/2047 | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| COMM 2013-300P MTG TR | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| COMM 2014-CCRE17 XA CSTR 05/10/2047 (COMM 2014-CCRE17 MTG TR) | Long | ABS-mortgage backed security | US | $40.2 | – | 0.00 |
| COMM 2014-CR20 XA CSTR 11/10/2047 (COMM 2006 FL12) | Long | ABS-mortgage backed security | US | $721.59 | – | 0.00 |
| COMM 2014-LC17 XA CSTR 10/47 (COMM 2014-LC17 MTG TR) | Long | ABS-mortgage backed security | US | $266.11 | – | 0.00 |
| COMM 2014-UBS6 MTG TR 3.644% 12/10/2047 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COMM 2014-UBS6 XA CSTR 12/47 (COMM 2014-UBS6 MTG TR) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COMM 2015-CCRE22 MTG TR 3.048% 03/10/2048 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| COMM 2015-CCRE24 A4 3.432% 08/10/2055 (COMM 2015-CCRE24 MTG TR) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| COMM 2015-CCRE24 MTG TR 3.696% 08/10/2055 | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| COMM 2015-CCRE25 A4 MTG TR 3.759% 08/10/2048 (COMM 2015-CCRE25 MTG TR) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| COMM 2015-LC19 MTG TR 2.922% 02/10/2048 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| COMM 2015-PC1 MTG TR 3.62% 07/10/2050 | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| COMM 2016-COR1 MTG TR 2.826% 10/10/2049 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| COMM 2017-COR2 3.317% 09/10/2050 | Long | ABS-mortgage backed security | US | $761K | – | 0.00 |
| COMM 2017-COR2 A3 3.51% 09/01/2050 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| COMM 2018-HOME MORTGAGE TRUST 3.815% 04/10/2033 144A | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| COMM 2020-CBM MORTGAGE TRUST 3.632% 02/10/2037 144A | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| COMMERCIAL METALS CO 3.875% 02/15/2031 | Long | Debt | US | $206K | – | 0.00 |
| COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS | Long | Debt | DE | $540K | – | 0.00 |
| COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS | Long | Debt | DE | $135K | – | 0.00 |
| COMMONSPIRIT HEALTH 1.547% 10/01/2025 | Long | Debt | US | $35K | – | 0.00 |
| COMMONSPIRIT HEALTH 2.782% 10/01/2030 | Long | Debt | US | $32K | – | 0.00 |
| COMMONSPIRIT HEALTH 3.91% 10/01/2050 | Long | Debt | US | $27K | – | 0.00 |
| COMMONSPIRIT HEALTH 5.205% 12/01/2031 | Long | Debt | US | $10M | – | 0.02 |
| COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A | Long | Debt | AU | $3M | – | 0.01 |
| COMMONWEALTH EDISON CO 3.7% 03/01/2045 | Long | Debt | US | $910K | – | 0.00 |
| COMMONWEALTH EDISON CO 3.7% 08/15/2028 | Long | Debt | US | $236K | – | 0.00 |
| COMMONWEALTH EDISON CO 4.35% 11/15/2045 | Long | Debt | US | $347K | – | 0.00 |
| COMMONWEALTH EDISON CO 4.9% 02/01/2033 | Long | Debt | US | $920K | – | 0.00 |
| COMMONWEALTH EDISON CO 4% 03/01/2048 | Long | Debt | US | $6K | – | 0.00 |
| COMMONWEALTH EDISON CO 5.3% 02/01/2053 | Long | Debt | US | $90K | – | 0.00 |
| COMMSCOPE INC 4.75% 09/01/2029 144A | Long | Debt | US | $60K | – | 0.00 |
| COMMSCOPE INC 6% 03/01/2026 144A | Long | Debt | US | $431K | – | 0.00 |
| COMMSCOPE TECHNOLOGIES LLC 5% 03/15/2027 144A | Long | Debt | US | $18K | – | 0.00 |
| COMMSCOPE TERM B 1LN 04/04/2026 (COMMSCOPE INC) | Long | Loan | US | $809K | – | 0.00 |
| COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A | Long | Debt | US | $115K | – | 0.00 |
| COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A | Long | Debt | US | $29K | – | 0.00 |
| COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A | Long | Debt | US | $572K | – | 0.00 |
| CONAGRA BRANDS INC CP 0% 06/04/2024 | Long | Debt | US | $999K | – | 0.00 |
| CONNECTICUT AVE SECS TR 2019-R07 1B1 SOFR30A+351.448 10/25/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CONNECTICUT AVE SECS TR 2022-R08 1B1 SOFR30A+560 07/25/2042 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CONNECTICUT AVE SECS TR 2023-R06 1M2 SOFR30A+270 07/25/2043 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SOFR30A+190 12/25/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 SOFR30A+625 03/25/2042 144A | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.00 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 SOFR30A+240 12/25/2042 144A | Long | ABS-collateralized bond/debt obligation | US | $842K | – | 0.00 |
| CONNECTICUT LT and PWR CO 4% 04/01/2048 (CONNECTICUT LIGHT AND POWER CO(THE)) | Long | Debt | US | $55K | – | 0.00 |
| CONOCOPHILLIPS CO 3.758% 03/15/2042 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $418K | – | 0.00 |
| CONOCOPHILLIPS CO 3.8% 03/15/2052 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $291K | – | 0.00 |
| CONOCOPHILLIPS CO 5.05% 09/15/2033 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $2M | – | 0.00 |
| CONOCOPHILLIPS CO 5.55% 03/15/2054 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $29K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 4.125% 05/15/2049 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $16K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 4.2% 03/15/2042 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $92K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $19K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $118K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 5.7% 12/01/2036 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $11K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.00 |
| CONSTELLATION BRANDS INC 2.25% 08/01/2031 | Long | Debt | US | $1M | – | 0.00 |
| CONSTELLATION BRANDS INC 3.7% 12/06/2026 | Long | Debt | US | $1M | – | 0.00 |
| CONSTELLATION BRANDS INC 4.4% 11/15/2025 | Long | Debt | US | $793K | – | 0.00 |
| CONSTELLATION BRANDS INC 4.5% 05/09/2047 | Long | Debt | US | $46K | – | 0.00 |
| CONSTELLATION BRANDS INC 4.65% 11/15/2028 | Long | Debt | US | $286K | – | 0.00 |
| CONSTELLATION BRANDS INC CP 0% 06/21/2024 | Long | Debt | US | $797K | – | 0.00 |
| CONSTELLATION BRANDS INC CP 0% 06/25/2024 | Long | Debt | US | $697K | – | 0.00 |
| CONSTELLATION BRANDS INC CP 0% 07/08/2024 | Long | Debt | US | $994K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025 | Long | Debt | US | $31K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042 | Long | Debt | US | $259K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 5.75% 03/15/2054 | Long | Debt | US | $259K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 5.75% 10/01/2041 | Long | Debt | US | $564K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 5.8% 03/01/2033 | Long | Debt | US | $139K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 6.25% 10/01/2039 | Long | Debt | US | $47K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 6.5% 10/01/2053 | Long | Debt | US | $704K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC CP 0% 06/11/2024 | Long | Debt | US | $998K | – | 0.00 |
| CONSUMER CELLULAR TERM B 1LN 12/17/2027 (CCI BUYER INC) | Long | Loan | US | $131K | – | 0.00 |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.21% 09/01/2031 | Long | Debt | US | $473K | – | 0.00 |
| CONSUMERS ENERGY CO 3.25% 08/15/2046 | Long | Debt | US | $237K | – | 0.00 |
| CONSUMERS ENERGY CO 3.75% 02/15/2050 | Long | Debt | US | $260K | – | 0.00 |
| CONSUMERS ENERGY CO 4.35% 04/15/2049 | Long | Debt | US | $12K | – | 0.00 |
| CONSUMERS ENERGY CO 4.35% 08/31/2064 | Long | Debt | US | $11K | – | 0.00 |
| CONSUMERS ENERGY CO 4.625% 05/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| CONTINENTAL RESOURCES INC OKLA 5.75% 01/15/2031 144A | Long | Debt | US | $759K | – | 0.00 |
| COOF SECURITIZATION TRUST 2014-1 LTD VAR 06/25/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| COOPER STANDARD AUTO INC PIK VAR 03/31/2027 144A | Long | Debt | US | $216K | – | 0.00 |
| COOPER STANDARD AUTO INC PIK VAR 05/15/2027 144A | Long | Debt | US | $109K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 3.822% 07/26/2034 REGS | Long | Debt | NL | $217K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 4.375% 08/04/2025 | Long | Debt | NL | $8M | – | 0.02 |
| COOPERATIEVE RABOBANK UA 4% 01/10/2030 REGS | Long | Debt | NL | $551K | – | 0.00 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $6M | – | 0.01 |
| COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 | Long | Debt | US | $578K | – | 0.00 |
| COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 | Long | Debt | US | $2M | – | 0.00 |
| CORECIVIC INC 8.25% 04/15/2029 | Long | Debt | US | $120K | – | 0.00 |
| COREVEST AMERICAN FINANCE 2018-1 E TRUST VAR 06/15/2051 144A (COREVEST AMERN FIN) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| COREVEST AMERICAN FINANCE 2020-2 TRUST 4.244% 05/15/2052 144A (COREVEST AMERN FIN 2020-2 TR) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| COREVEST AMERN FIN 2020-2 TR 3.376% 05/15/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| CORNING INC 3.9% 11/15/2049 | Long | Debt | US | $26K | – | 0.00 |
| CORNING INC 5.35% 11/15/2048 | Long | Debt | US | $136K | – | 0.00 |
| CORP ANDINA DE FOMENTO 5% 01/24/2029 | Long | Debt | VE | $737K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 REGS | Long | Debt | CL | $329K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A | Long | Debt | CL | $196K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A | Long | Debt | CL | $204K | – | 0.00 |
| CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $2M | – | 0.00 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $5M | – | 0.01 |
| CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $383K | – | 0.00 |
| CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $508K | – | 0.00 |
| COSTA RICA REPUBLIC OF 6.55% 04/03/2034 REGS | Long | Debt | CR | $205K | – | 0.00 |
| COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A | Long | Debt | CR | $298K | – | 0.00 |
| COTERRA ENERGY INC 3.9% 05/15/2027 | Long | Debt | US | $96K | – | 0.00 |
| COTTAGE HEALTH OBLIGATED GROUP 3.304% 11/01/2049 | Long | Debt | US | $10K | – | 0.00 |
| COUNTRYWIDE HOME LOANS TSFR1M+47.448 03/25/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| COX COMMUNICATIONS INC 2.95% 10/01/2050 144A | Long | Debt | US | $48K | – | 0.00 |
| COX COMMUNICATIONS INC 5.45% 09/15/2028 144A | Long | Debt | US | $9M | – | 0.02 |
| COX ENTERPRISES INC 7.375% 07/15/2027 144A | Long | Debt | US | $2M | – | 0.00 |
| CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS | Long | Equity-preferred | LU | $737K | – | 0.00 |
| CPI PROPERTY GROUP SA 7% 05/07/2029 REGS | Long | Debt | LU | $207K | – | 0.00 |
| CPS AUTO RECEIVABLES TRUST 2023-D 7.17% 01/15/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CREDIT ACCEPTANCE AUTO LOAN TR 23-1A 7.71% 07/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 1.63% 09/16/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $246K | – | 0.00 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3A A 6.57% 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3A D 9% 04/18/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $296K | – | 0.00 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2A C 7.15% 09/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $670K | – | 0.00 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3A C 7.62% 12/15/2033 144A (CREDIT ACCEP AUTO LN TR 2023-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 7.3% 04/17/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CREDIT AGRICOLE SA 4%/VAR 01/10/2033 144A | Long | Debt | FR | $243K | – | 0.00 |
| CREDIT AGRICOLE SA 5.301% 07/12/2028 144A | Long | Debt | FR | $729K | – | 0.00 |
| CREDIT AGRICOLE SA 5.33500%/VAR 01/10/2030 144A | Long | Debt | FR | $248K | – | 0.00 |
| CREDIT AGRICOLE SA 6.316%/VAR 10/03/2029 144A | Long | Debt | FR | $675K | – | 0.00 |
| CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A | Long | Debt | FR | $251K | – | 0.00 |
| CREDIT SUISS FB MTG SECS CORP 5.5% 11/25/2035 (CREDIT SUISSE FIRST BOSTON MTG SECS CORP) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| CREDIT SUISS FB MTG SECS CORP 6.5% 01/25/2036 (CREDIT SUISSE FIRST BOSTON MTG SECS CORP) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CREDIT SUISS FB MTG SECS CORP 6% 11/25/2035 (CREDIT SUISSE FIRST BOSTON MTG SECS CORP) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| CREDIT SUISSE AG 7.5%/VAR PERP REGS (CREDIT SUISSE GRP AG) | Long | Equity-preferred | CH | $303K | – | 0.00 |
| CREDIT SUISSE AG NY BRNCH 2.95% 04/09/2025 | Long | Debt | US | $974K | – | 0.00 |
| CREDIT SUISSE AG NY BRNCH 3.7% 02/21/2025 | Long | Debt | US | $643K | – | 0.00 |
| CREDIT SUISSE AG NY BRNCH 4.75% 08/09/2024 | Long | Debt | US | $327K | – | 0.00 |
| CREDIT SUISSE AG NY BRNCH 5% 07/09/2027 | Long | Debt | US | $540K | – | 0.00 |
| CREDIT SUISSE AG NY BRNCH 7.5% 02/15/2028 | Long | Debt | US | $637K | – | 0.00 |
| CREDIT SUISSE AG NY BRNCH 7.95% 01/09/2025 | Long | Debt | US | $506K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST 2021-RPL11 PT 3.77782% 10/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST 2022-NWPT TSFR1M+ 09/09/2024 144A | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| CREDIT SUISSE USA INC 7.125% 07/15/2032 | Long | Debt | US | $28K | – | 0.00 |
| CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A | Long | Debt | US | $729K | – | 0.00 |
| CRESCENT ENERGY FINANCE LLC 9.25% 02/15/2028 144A | Long | Debt | US | $2M | – | 0.00 |
| CROCS INC 4.125% 08/15/2031 144A | Long | Debt | US | $104K | – | 0.00 |
| CROSS 2023-H2 MORTGAGE TRUST STEP 11/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $122K | – | 0.00 |
| CROSS 2024-H2 MORTGAGE TRUST 6.093% 04/25/2069 144A | Long | ABS-collateralized bond/debt obligation | US | $979K | – | 0.00 |
| CROSS 2024-H3 MORTGAGE TRUST 6.272% 06/25/2069 144A (CROSS 2024-H3 MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CROWDSTRIKE HOLDINGS INC 3% 02/15/2029 | Long | Debt | US | $111K | – | 0.00 |
| CROWN AMERS LLC / CROWN AMERS CAP CORP VI 4.75% 02/01/2026 | Long | Debt | US | $53K | – | 0.00 |
| CROWN CASTLE INC 2.1% 04/01/2031 | Long | Debt | US | $190K | – | 0.00 |
| CROWN CASTLE INC 2.25% 01/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| CROWN CASTLE INC 2.9% 03/15/2027 | Long | Debt | US | $117K | – | 0.00 |
| CROWN CASTLE INC 3.1% 11/15/2029 | Long | Debt | US | $207K | – | 0.00 |
| CROWN CASTLE TOWERS LLC 3.663% 05/15/2045 144A | Long | Debt | US | $80K | – | 0.00 |
| CROWN POINT CLO 7 LTD TSFR3M+123 10/20/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| CROWN PT CLO 11 LTD / CROWN PT CLO 11 LLC TSFR3M+138.161 01/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A (CROWNROCK L P / CROWNROCK FIN INC) | Long | Debt | US | $39K | – | 0.00 |
| CSAIL 2015-C3 A4 3.7182% 08/15/2048 (CSAIL 2015-C3 COML MTG TR) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| CSAIL 2016-C7 A4 3.21% 11/15/49 (CSAIL 2016-C7 COML MTG TR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSAIL 2021-C20 2.4862% 03/15/2054 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| CSC HOLDINGS LLC 11.75% 01/31/2029 144A | Long | Debt | US | $47K | – | 0.00 |
| CSC HOLDINGS LLC 4.5% 11/15/2031 144A | Long | Debt | US | $135K | – | 0.00 |
| CSC HOLDINGS LLC 5.375% 02/01/2028 144A | Long | Debt | US | $438K | – | 0.00 |
| CSC HOLDINGS LLC 5.75% 01/15/2030 144A | Long | Debt | US | $83K | – | 0.00 |
| CSC HOLDINGS LLC 6.5% 02/01/2029 144A | Long | Debt | US | $2M | – | 0.01 |
| CSC HOLDINGS LLC 7.5% 04/01/2028 144A | Long | Debt | US | $190K | – | 0.00 |
| CSC HOLDINGS LLC TERM B-5 04/15/2027 | Long | Loan | US | $845K | – | 0.00 |
| CSC SERVICEWORKS TERM B 1LN 03/04/2028 (SPIN HOLDCO INC) | Long | Loan | US | $825K | – | 0.00 |
| CSL FINANCE PLC 5.106% 04/03/2034 144A | Long | Debt | GB | $627K | – | 0.00 |
| CSMC 2016-NXSR COML MTG TR 3.7948% 12/15/2049 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CSMC 2020-NET 2.2569% 08/15/2037 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CSMC 2020-NET 2.8159% 08/15/2037 144A | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| CSMC 2020-RPL2 TR VAR 02/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $417K | – | 0.00 |
| CSMC 2020-RPL3 TRUST CSTR 03/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CSMC 2021-ADV A TSFR1M+151.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| CSMC 2021-BHAR TSFR1M+126.448 11/15/2038 144A | Long | ABS-mortgage backed security | US | $996K | – | 0.00 |
| CSMC 2021-JR1 A1 TR VAR 09/27/2066 144A (CSMC 2021-JR1 TR) | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.00 |
| CSMC 2022-JR1 TR VAR 10/25/2066 144A | Long | ABS-collateralized bond/debt obligation | US | $409K | – | 0.00 |
| CSMC 2022-NQM3 TRUST 4.265% 03/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.00 |
| CSMC 2022-NQM6 TRUST VAR 12/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $544K | – | 0.00 |
| CSMC 2022-RPL1 TR 3.77782% 04/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| CSMC 2022-RPL1 TR VAR 04/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4 7% 05/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| CSMC MTG BACKED TR 2006-6 6% 07/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $926K | – | 0.00 |
| CSMC SER 2015-1R TSFR1M+39.448 05/27/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.00 |
| CSMC SER 2015-6R TSFR1M+29.448 03/27/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.00 |
| CSMC TR 2014-USA 3.953% 09/15/2037 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CSMC TR 2014-USA 4.3733% 09/15/2037 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMCM TRUST CERTIFICATES 3.77782% 10/27/2061 144A (CSMC 2022-RPL1 TR) | Long | ABS-collateralized bond/debt obligation | US | $246K | – | 0.00 |
| CSX CORP 4.5% 11/15/2052 | Long | Debt | US | $38K | – | 0.00 |
| CSX CORP 6.15% 05/01/2037 | Long | Debt | US | $2M | – | 0.00 |
| CUBESMART LP 2.25% 12/15/2028 | Long | Debt | US | $758K | – | 0.00 |
| CULLIGAN TERM B 1LN 07/30/2028 (AI AQUA MERGER SUB INC) | Long | Loan | US | $383K | – | 0.00 |
| CVR ENERGY INC 5.75% 02/15/2028 144A | Long | Debt | US | $37K | – | 0.00 |
| CVR ENERGY INC 8.5% 01/15/2029 144A | Long | Debt | US | $221K | – | 0.00 |
| CVS HEALTH CORP 1.3% 08/21/2027 | Long | Debt | US | $353K | – | 0.00 |
| CVS HEALTH CORP 2.7% 08/21/2040 | Long | Debt | US | $6M | – | 0.01 |
| CVS HEALTH CORP 4.25% 04/01/2050 | Long | Debt | US | $575K | – | 0.00 |
| CVS HEALTH CORP 4.3% 03/25/2028 | Long | Debt | US | $146K | – | 0.00 |
| CVS HEALTH CORP 4.78% 03/25/2038 | Long | Debt | US | $1M | – | 0.00 |
| CVS HEALTH CORP 5.125% 02/21/2030 | Long | Debt | US | $1M | – | 0.00 |
| CVS HEALTH CORP 5.125% 07/20/2045 | Long | Debt | US | $2M | – | 0.00 |
| CVS HEALTH CORP 5.25% 02/21/2033 | Long | Debt | US | $68K | – | 0.00 |
| CVS HEALTH CORP 5.4% 06/01/2029 | Long | Debt | US | $999K | – | 0.00 |
| CVS HEALTH CORP 5.773% 01/10/2033 144A | Long | Debt | US | $8K | – | 0.00 |
| CVS HEALTH CORP 5.875% 06/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| CVS LEASE BCKD PASSTHRU CTF09A 8.353% 07/10/2031 144A (CVS LEASE BACKED PASS THRU CTF SER 2009-A TR) | Long | Debt | US | $6K | – | 0.00 |
| CWALT 03-J3 2A1 6.25 12/33 (CWMBS INC PASS THRU CTFS) | Long | ABS-collateralized bond/debt obligation | US | $273.5 | – | 0.00 |
| CWALT 06-OA2 A5 TSFR1M+57.448 5/46 (CWMBS INC) | Long | ABS-collateralized bond/debt obligation | US | $492K | – | 0.00 |
| CWALT 2005-11CB 2A6 5.5 6/35 (CWALT INC) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| CWALT 2005-54CB 1A11 5.5 11/35 (CWALT INC) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| CWALT 2005-59 1A1 TSFR1M+66 11/35 (CWALT INC) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| CWALT ALTERNATIVE LN TR 2006-0C7 2A3 STEP 07/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $569K | – | 0.00 |
| CWALT ALTERNATVE LN TR 06 OC10 TSFR1M+46 11/25/2036 (CWALT ALTERNATVE LN TR 2006 OC10) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CWALT ALTRNTV LN TR SR 06 OA17 STEP 12/20/2046 (CWALT ALTERNATIVE LN TR SER 2006 OA17) | Long | ABS-collateralized bond/debt obligation | US | $825K | – | 0.00 |
| CWALT INC 05-42CB A1 TSFR1M+79.448 10/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $681K | – | 0.00 |
| CWALT INC 05-42CB A2 TSFR1M+76.448 10/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.00 |
| CWALT INC 5.5% 02/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| CWALT INC 5.5% 07/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| CWALT INC 6% 10/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| CWALT INC STEP 06-OC1 1A1 03/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.00 |
| CWALT INC STEP 08/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CWALT TR 2006-J4 6% 07/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $129K | – | 0.00 |
| CWHL 05-22 2A1 CSTR 11/35 (CWMBS INC) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| CWHL 05-R2 1AF1 TSFR1M+34 6/35 (COUNTRYWIDE HOME LOANS) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.00 |
| CWHL 2007-16 A1 6.5% 10/37 (CHL MTG PASS THRU TR 2007 16) | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.00 |
| CWHL 2007-9 A11 5.75% 7/37 (CHL MTG PASS THRU TR 2007-9) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| CWHL TR 2007-11 6% 8/37 | Long | ABS-collateralized bond/debt obligation | US | $602K | – | 0.00 |
| CWL 2004-1 3A TSFR1M+67.448 4/34 (CWABS INC) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| CWL 2004-6 M1 TSFR1M+101.448 10/34 (CWABS INC) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| CWL 2006-11 1AF4 CSTR 9/46 (COUNTRYWIDE ASSET BD CTF 06-11 TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| CWMBS INC PASS THRU CTFS 5.25% 05/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| CWMBS INC PASS THRU CTFS 5.75% 04/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| DANA FING LUXEMBOURG SARL 5.75% 04/15/2025 144A | Long | Debt | LU | $60K | – | 0.00 |
| DANA INC 4.5% 02/15/2032 | Long | Debt | US | $98K | – | 0.00 |
| DANA INC 5.625% 06/15/2028 | Long | Debt | US | $616K | – | 0.00 |
| DANSKE BANK AS (UNGTD) 2.25%/VAR 01/14/2028 REGS (DANSKE BANK A/S) | Long | Debt | DK | $1M | – | 0.00 |
| DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS (DANSKE BANK A/S) | Long | Debt | DK | $945K | – | 0.00 |
| DANSKE BANK AS (UNGTD) 5.8%/VAR 03/01/2030 144A (DANSKE BANK A/S) | Long | Debt | DK | $400K | – | 0.00 |
| DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A (DANSKE BANK A/S) | Long | Debt | DK | $3M | – | 0.01 |
| DANSKE BK AS MTN 3.244/VAR 12/20/2025 144A (DANSKE BANK A/S) | Long | Debt | DK | $197K | – | 0.00 |
| DARLING INGREDIENTS INC 5.25% 04/15/2027 144A | Long | Debt | US | $430K | – | 0.00 |
| DARLING INGREDIENTS INC 6% 06/15/2030 144A | Long | Debt | US | $249K | – | 0.00 |
| DATABANK ISSUER LLC 2021-1A A2 2.06% 02/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $520K | – | 0.00 |
| DAVITA INC 3.75% 02/15/2031 144A | Long | Debt | US | $2M | – | 0.00 |
| DAVITA INC 4.625% 06/01/2030 144A | Long | Debt | US | $660K | – | 0.00 |
| DBJPM 2017-C6 MTG TR 3.269% 06/10/2050 | Long | ABS-mortgage backed security | US | $963K | – | 0.00 |
| DBSG 2024-ALTA A MTG TR VAR 06/10/2037 144A (DBSG 2024-ALTA MTG TR) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| DBWF 2016-85T MORTGAGE TRUST 3.791% 12/10/2036 144A | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| DC TRUST 2024-HLTN VAR 04/13/2028 144A | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| DC TRUST 2024-HLTN VAR 04/13/2028 144A | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| DCP MIDSTREAM OPER LP 5.125% 05/15/2029 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $349K | – | 0.00 |
| DCP MIDSTREAM OPER LP 5.375% 07/15/2025 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $219K | – | 0.00 |
| DCP MIDSTREAM OPER LP 5.6% 04/01/2044 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $4M | – | 0.01 |
| DCP MIDSTREAM OPER LP 5.625% 07/15/2027 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $262K | – | 0.00 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2 4.33529% 03/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.00 |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-3 CSTR 07/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $187K | – | 0.00 |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A | Long | Debt | US | $230K | – | 0.00 |
| DELL INTL/EMC CORP 5.25% 02/01/2028 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $781K | – | 0.00 |
| DELTA AIR LINES PASS THRU TR 2015-1AA 3.625% 01/30/2029 | Long | Debt | US | $71K | – | 0.00 |
| DELTA AIRLINES INC 2% 12/10/2029 | Long | Debt | US | $218K | – | 0.00 |
| DEN17 2018-1A TSFR3M+132.161 10/15/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS | Long | Debt | DE | $638K | – | 0.00 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $14M | – | 0.03 |
| DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS | Long | Debt | DE | $1M | – | 0.00 |
| DEUTSCHE BANK AG 6.125%/VAR 12/12/30 RGS | Long | Debt | DE | $1M | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032 | Long | Debt | US | $337K | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 5.371% 09/09/2027 | Long | Debt | US | $1M | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029 | Long | Debt | US | $374K | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029 | Long | Debt | US | $310K | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 7.079%/VAR 02/10/2034 | Long | Debt | US | $2M | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027 | Long | Debt | US | $969K | – | 0.00 |
| DEUTSCHE MTG SECS INC MTG6-PR1 CWA1 VAR 06/25/2035 144A (DEUTSCHE MTG SECS INC MTG LN TR SER 2006-PR1) | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| DEVON ENERGY CORP NEW 5.25% 10/15/2027 | Long | Debt | US | $237K | – | 0.00 |
| DEVON ENERGY CORP NEW 5.6% 07/15/2041 | Long | Debt | US | $846K | – | 0.00 |
| DEVON ENERGY CORP NEW 5.875% 06/15/2028 | Long | Debt | US | $331K | – | 0.00 |
| DFW ARPT 4.087% 11/1/2051 (DALLAS FORT WORTH TX INTL ARPT) | Long | Debt | US | $832K | – | 0.00 |
| DH EUROPE FINANCE II SARL 3.25% 11/15/2039 | Long | Debt | LU | $240K | – | 0.00 |
| DIAGEO CAPITAL PLC 3.875% 04/29/2043 | Long | Debt | GB | $164K | – | 0.00 |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A | Long | Debt | KY | $115K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A | Long | Debt | US | $94K | – | 0.00 |
| DIAMOND SPORTS GROUP TERM 2LN 08/24/2026 (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $62K | – | 0.00 |
| DIAMOND SPORTS TERM DIP 08/02/2027 (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $696K | – | 0.00 |
| DIAMONDBACK ENERGY INC 3.125% 03/24/2031 | Long | Debt | US | $4M | – | 0.01 |
| DIAMONDBACK ENERGY INC 3.25% 12/01/2026 | Long | Debt | US | $3M | – | 0.01 |
| DIAMONDBACK ENERGY INC 3.5% 12/01/2029 | Long | Debt | US | $5M | – | 0.01 |
| DIAMONDBACK ENERGY INC 4.25% 03/15/2052 | Long | Debt | US | $426K | – | 0.00 |
| DIAMONDBACK ENERGY INC 5.4% 04/18/2034 | Long | Debt | US | $900K | – | 0.00 |
| DIAMONDBACK ENERGY INC 5.75% 04/18/2054 | Long | Debt | US | $860K | – | 0.00 |
| DIAMONDBACK ENERGY INC 5.9% 04/18/2064 | Long | Debt | US | $76K | – | 0.00 |
| DIAMONDBACK ENERGY INC 6.25% 03/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| DIAMONDBACK ENERGY INC 6.25% 03/15/2053 | Long | Debt | US | $67K | – | 0.00 |
| DIGICEL GROUP HOLDINGS LTD 0% 12/31/2030 144A | Long | Debt | BM | $43K | – | 0.00 |
| DIGICEL GROUP HOLDINGS LTD 0% 12/31/2030 144A | Long | Debt | BM | $17.32 | – | 0.00 |
| DIGICEL INTERMEDIATE HOLDINGS LTD / DIGICEL INTERNATIONAL FINANCE LTD / DIFL US PIK VAR 05/25/2027 | Long | Debt | JM | $701K | – | 0.00 |
| DIGICEL INTL FIN LTD PIK TERM B 05/29/2027 (DIGICEL INTERNATIONAL FIN LTD) | Long | Loan | LC | $818K | – | 0.00 |
| DIGICEL LTD | Long | Equity-common | BM | $253K | 104K | 0.00 |
| DIGICEL LTD PFD PERP | Long | Equity-preferred | BM | $190K | 19K | 0.00 |
| DIGICEL MIDCO LTD / DIFL US II LLC PIK VAR 11/25/2028 | Long | Debt | LC | $2M | – | 0.00 |
| DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $291K | – | 0.00 |
| DISCOVER BANK 3.45% 07/27/2026 | Long | Debt | US | $415K | – | 0.00 |
| DISCOVER BANK 4.65% 09/13/2028 | Long | Debt | US | $479K | – | 0.00 |
| DISCOVER BANK 4.682%/VAR 08/09/2028 | Long | Debt | US | $3M | – | 0.01 |
| DISCOVER CARD EXECUTION NT TR 4.31% 03/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| DISCOVER FINANCIAL SVS 3.95% 11/06/2024 | Long | Debt | US | $3M | – | 0.01 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $6M | – | 0.01 |
| DISCOVER FINANCIAL SVS 6.7% 11/29/2032 | Long | Debt | US | $2M | – | 0.00 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $4M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 | Long | Debt | US | $5M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 4% 09/15/2055 | Long | Debt | US | $57K | – | 0.00 |
| DISCOVERY COMMUNICATIONS LLC 5.3% 05/15/2049 | Long | Debt | US | $6M | – | 0.01 |
| DISH DBS CORP 5.125% 06/01/2029 | Long | Debt | US | $438K | – | 0.00 |
| DISH DBS CORP 5.25% 12/01/2026 144A | Long | Debt | US | $419K | – | 0.00 |
| DISH DBS CORP 5.75% 12/01/2028 144A | Long | Debt | US | $37K | – | 0.00 |
| DISH DBS CORP 5.875% 11/15/2024 | Long | Debt | US | $308K | – | 0.00 |
| DISH DBS CORP 7.375% 07/01/2028 | Long | Debt | US | $211K | – | 0.00 |
| DISH DBS CORP 7.75% 07/01/2026 | Long | Debt | US | $350K | – | 0.00 |
| DISH NETWORK CORP 11.75% 11/15/2027 144A | Long | Debt | US | $5M | – | 0.01 |
| DISTRICT COLUMBIA INCOME TAX R BUILD AMERICA BONDS (DISTRICT COLUMBIA INCOME TAX REV) | Long | Debt | US | $76K | – | 0.00 |
| DIVERSIFIED ABS PHASE III LLC 4.875% 04/28/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $849K | – | 0.00 |
| DIVERSIFIED HEALTHCARE TR 4.375% 03/01/2031 | Long | Debt | US | $253K | – | 0.00 |
| DIVERSIFIED HEALTHCARE TR 4.75% 02/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| DIVERSIFIED HEALTHCARE TR 9.75% 06/15/2025 | Long | Debt | US | $100K | – | 0.00 |
| DK TR 2024-SPBX TSFR1M+150 03/15/2034 144A | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| DLLAA 2023-1A 5.64% 02/22/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| DLLAA 2023-1A 5.93% 07/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $875K | – | 0.00 |
| DLLAD 2023-1A 4.79% 01/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $978K | – | 0.00 |
| DNB BANK ASA 0.25%/VAR 02/23/2029 REGS | Long | Debt | NO | $286K | – | 0.00 |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A (DB MASTER FIN LLC) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| DOC DR LLC 3.95% 01/15/2028 | Long | Debt | US | $130K | – | 0.00 |
| DOLP TR 2021-NYC 2.956% 05/10/2041 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| DOMINICAN REPUBLIC 4.5% 01/30/2030 144A | Long | Debt | DO | $544K | – | 0.00 |
| DOMINICAN REPUBLIC 5.5% 02/22/2029 144A | Long | Debt | DO | $2M | – | 0.01 |
| DOMINICAN REPUBLIC 5.5% 02/22/2029 REGS | Long | Debt | DO | $155K | – | 0.00 |
| DOMINICAN REPUBLIC 5.95% 01/25/2027 144A | Long | Debt | DO | $1M | – | 0.00 |
| DOMINICAN REPUBLIC 6.4% 06/05/2049 REGS | Long | Debt | DO | $420K | – | 0.00 |
| DOMINICAN REPUBLIC 6% 02/22/2033 REGS | Long | Debt | DO | $152K | – | 0.00 |
| DOMINICAN REPUBLIC 6% 07/19/2028 144A | Long | Debt | DO | $1M | – | 0.00 |
| DOMINICAN REPUBLIC 7.05% 02/03/2031 REGS | Long | Debt | DO | $514K | – | 0.00 |
| DOMINICAN REPUBLIC 7.45% 04/30/2044 REGS | Long | Debt | DO | $104K | – | 0.00 |
| DOMINION ENERGY INC 4.9% 08/01/2041 | Long | Debt | US | $884.64 | – | 0.00 |
| DOMINION ENERGY INC 5.25% 08/01/2033 | Long | Debt | US | $21K | – | 0.00 |
| DOMINION ENERGY INC 6.875%/VAR 02/01/2055 | Long | Debt | US | $284K | – | 0.00 |
| DOMINION ENERGY INC 7.125%/VAR 06/01/2054 | Long | Debt | US | $186K | – | 0.00 |
| DOMINION ENERGY INC 7% 06/15/2038 | Long | Debt | US | $175K | – | 0.00 |
| DOMINION ENERGY INC CP 0% 06/03/2024 | Long | Debt | US | $1000K | – | 0.00 |
| DOMINION ENERGY INC CP 0% 06/17/2024 | Long | Debt | US | $997K | – | 0.00 |
| DOMINION ENERGY INC CP 0% 06/18/2024 | Long | Debt | US | $598K | – | 0.00 |
| DOMINION ENERGY SOUTH CAROLINA INC 5.45% 02/01/2041 | Long | Debt | US | $277K | – | 0.00 |
| DOMINION ENERGY SOUTH CAROLINA INC 6.25% 10/15/2053 | Long | Debt | US | $119K | – | 0.00 |
| DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| DoubleLine Total Return Bond N (DOUBLELINE FDS TR) | Long | Equity-common | US | $1B | 171M | 3.32 |
| DP WORLD PLC 2.375% 09/25/2026 144A | Long | Debt | AE | $1M | – | 0.00 |
| DPL INC 4.35% 04/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| DRYDEN 104 B1 CLO LTD / DRYDEN 104 CLO LLC TSFR3M+310 08/20/2034 144A (DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $302K | – | 0.00 |
| DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC TSFR3M+115 10/19/2029 144A | Long | ABS-collateralized bond/debt obligation | KY | $239K | – | 0.00 |
| DRYDEN 72 CLO LTD TSFR3M+191.161 05/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| DRYDEN 76 CLO LTD TSFR3M+141.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| DRYDEN 83 CLO LTD 2024-83A AR TSFR3M+153 04/18/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| DRYDEN SENIOR LOAN FUND TSFR3M+113 02/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| DT AUTO OWNER TR 2020-3 1.84% 06/15/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.00 |
| DT AUTO OWNER TR 2023-3 7.12% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| DT MIDSTREAM INC 4.125% 06/15/2029 144A | Long | Debt | US | $299K | – | 0.00 |
| DT MIDSTREAM INC 4.3% 04/15/2032 144A | Long | Debt | US | $36K | – | 0.00 |
| DT MIDSTREAM INC 4.375% 06/15/2031 144A | Long | Debt | US | $133K | – | 0.00 |
| DTE ELEC CO 2.25% 03/01/2030 | Long | Debt | US | $535K | – | 0.00 |
| DTE ELEC CO 3.25% 04/01/2051 | Long | Debt | US | $194K | – | 0.00 |
| DTE ELEC CO 3.75% 08/15/2047 | Long | Debt | US | $796K | – | 0.00 |
| DTE ELEC CO 3.95% 06/15/2042 | Long | Debt | US | $9K | – | 0.00 |
| DTE ELEC CO 4% 04/01/2043 | Long | Debt | US | $116K | – | 0.00 |
| DTE ELEC CO 5.4% 04/01/2053 | Long | Debt | US | $69K | – | 0.00 |
| DTE ELECTRIC SECURITIZATION FUNDING II LLC 6.09% 09/01/2038 | Long | Debt | US | $317K | – | 0.00 |
| DTE ENERGY CO 4.875% 06/01/2028 | Long | Debt | US | $276K | – | 0.00 |
| DTE ENERGY CO 5.1% 03/01/2029 | Long | Debt | US | $296K | – | 0.00 |
| DTE ENERGY CO 5.85% 06/01/2034 | Long | Debt | US | $810K | – | 0.00 |
| DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| DUFF and PHELPS TERM B 1LN 04/09/2027 (DEERFIELD DAKOTA HOLDING LLC) | Long | Loan | US | $555K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026 | Long | Debt | US | $351K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049 | Long | Debt | US | $10K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.45% 04/15/2051 | Long | Debt | US | $212K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.7% 12/01/2047 | Long | Debt | US | $105K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.875% 03/15/2046 | Long | Debt | US | $705K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041 | Long | Debt | US | $2M | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 4% 09/30/2042 | Long | Debt | US | $2M | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 5.35% 01/15/2053 | Long | Debt | US | $953K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 5.4% 01/15/2054 | Long | Debt | US | $106K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 6.1% 06/01/2037 | Long | Debt | US | $801K | – | 0.00 |
| DUKE ENERGY CORP NEW 3.75% 04/01/2031 | Long | Debt | US | $318K | – | 0.00 |
| DUKE ENERGY CORP NEW 3.85% 06/15/2034 | Long | Debt | US | $834K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 1.75% 06/15/2030 | Long | Debt | US | $24K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 2.4% 12/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 3% 12/15/2051 | Long | Debt | US | $502K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048 | Long | Debt | US | $123K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 5.875% 11/15/2033 | Long | Debt | US | $483K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 5.9% 03/01/2033 | Long | Debt | US | $12K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 5.95% 11/15/2052 | Long | Debt | US | $205K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 6.2% 11/15/2053 | Long | Debt | US | $128K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037 | Long | Debt | US | $716K | – | 0.00 |
| DUKE ENERGY IND INC 2.75% 04/01/2050 | Long | Debt | US | $180K | – | 0.00 |
| DUKE ENERGY IND INC 3.25% 10/01/2049 | Long | Debt | US | $84K | – | 0.00 |
| DUKE ENERGY IND INC 3.75% 05/15/2046 | Long | Debt | US | $342K | – | 0.00 |
| DUKE ENERGY IND INC 5.4% 04/01/2053 | Long | Debt | US | $413K | – | 0.00 |
| DUKE ENERGY OHIO INC 4.3% 02/01/2049 | Long | Debt | US | $34K | – | 0.00 |
| DUKE ENERGY OHIO INC 5.25% 04/01/2033 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 2.5% 08/15/2050 | Long | Debt | US | $174K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 3.45% 03/15/2029 | Long | Debt | US | $89K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 3.7% 10/15/2046 | Long | Debt | US | $4K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042 | Long | Debt | US | $7K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 5.1% 03/15/2034 | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 5.35% 03/15/2053 | Long | Debt | US | $737K | – | 0.00 |
| DUPONT (EI) DE NEMOURS and CO 4.8% 05/15/2033 | Long | Debt | US | $247K | – | 0.00 |
| DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A | Long | Debt | US | $59K | – | 0.00 |
| DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A | Long | Debt | US | $3M | – | 0.01 |
| DYCOM INDUSTRIES INC 4.5% 04/15/2029 144A | Long | Debt | US | $457K | – | 0.00 |
| E.ON SE 3.375% 01/15/2031 REGS | Long | Debt | DE | $426K | – | 0.00 |
| E3 2019-1 3.1% 09/20/2055 144A | Long | ABS-collateralized bond/debt obligation | KY | $119K | – | 0.00 |
| EAGLE RE 2021-1 LTD SOFR30A+270 10/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $561K | – | 0.00 |
| EAGLEVIEW TECHNOLOGY TERM B 1LN 08/14/2025 (EAGLEVIEW TECHNOLOGY CORP) | Long | Loan | US | $324K | – | 0.00 |
| EAST OHIO GAS CO/THE 2% 06/15/2030 144A | Long | Debt | US | $2M | – | 0.00 |
| EASTMAN CHEMICAL CO 5.625% 02/20/2034 | Long | Debt | US | $85K | – | 0.00 |
| EASTMAN CHEMICAL CO 5.75% 03/08/2033 | Long | Debt | US | $75K | – | 0.00 |
| EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A (EATON VANCE CLO 2019-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| EATON CORP 4.15% 03/15/2033 | Long | Debt | US | $89K | – | 0.00 |
| EATON CORP 4.15% 11/02/2042 | Long | Debt | US | $62K | – | 0.00 |
| EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC TSFR3M+151.161 01/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| EATON VANCE CLO 2019-1 LTD TSFR3M+151 07/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| ECMC GROUP STUDENT LOAN TRUST 2021-1 SOFR30A+68.448 11/25/2070 144A | Long | ABS-collateralized bond/debt obligation | US | $577K | – | 0.00 |
| ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A | Long | Debt | US | $65K | – | 0.00 |
| ECOLAB INC 2.125% 02/01/2032 | Long | Debt | US | $29K | – | 0.00 |
| ECOPETROL SA 6.875% 04/29/2030 | Long | Debt | CO | $1M | – | 0.00 |
| ECOPETROL SA 8.375% 01/19/2036 | Long | Debt | CO | $136K | – | 0.00 |
| ECOPETROL SA 8.625% 01/19/2029 | Long | Debt | CO | $4M | – | 0.01 |
| ECOPETROL SA 8.875% 01/13/2033 | Long | Debt | CO | $1M | – | 0.00 |
| EDGEWELL PERSONAL CARE CO 4.125% 04/01/2029 144A | Long | Debt | US | $56K | – | 0.00 |
| EDGEWELL PERSONAL CARE CO 5.5% 06/01/2028 144A | Long | Debt | US | $304K | – | 0.00 |
| EDISON INTERNATIONAL 5.25% 11/15/2028 | Long | Debt | US | $427K | – | 0.00 |
| EDISON INTERNATIONAL 5.75% 06/15/2027 | Long | Debt | US | $413K | – | 0.00 |
| EDISON INTERNATIONAL 6.95% 11/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| EG GLOBAL FINANCE PLC 11% 11/30/2028 144A | Long | Debt | GB | $4M | – | 0.01 |
| EG GLOBAL FINANCE PLC 12% 11/30/2028 144A | Long | Debt | GB | $3M | – | 0.01 |
| EGYPT (ARAB) REPUBLIC OF 7.3% 09/30/2033 REGS (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $164K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 REGS (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $279K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 REGS (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $257K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 REGS (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $234K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 8.875% 05/29/2050 REGS (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $242K | – | 0.00 |
| ELANCO ANIMAL HEALTH INC VAR 08/28/2028 | Long | Debt | US | $2M | – | 0.00 |
| ELARA HGV TIMESHARE ISSUER 2019-A LLC 3.45% 01/25/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.00 |
| ELARA HGV TIMESHARE ISSUER 2021-A LLC 3.32% 08/27/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.00 |
| ELASTIC NV 4.125% 07/15/2029 144A | Long | Debt | NL | $286K | – | 0.00 |
| ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS | Long | Debt | FR | $573K | – | 0.00 |
| ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS | Long | Debt | FR | $982K | – | 0.00 |
| ELECTRICITE DE FRANCE 6.9% 05/23/2053 144A | Long | Debt | FR | $418K | – | 0.00 |
| ELEMENT MATERIALS TERM B 1LN 06/24/2029 (ELEMENT MATLS TECHNOLOGY GROUP US HLDGS INC) | Long | Loan | US | $192K | – | 0.00 |
| ELEMENT MATERIALS TERM DD 1LN 06/24/2029 (ELEMENT MATLS TECHNOLOGY GROUP US HLDGS INC) | Long | Loan | US | $89K | – | 0.00 |
| ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A | Long | Debt | US | $283K | – | 0.00 |
| ELEVANCE HEALTH INC 3.6% 03/15/2051 | Long | Debt | US | $179K | – | 0.00 |
| ELEVANCE HEALTH INC 3.65% 12/01/2027 | Long | Debt | US | $1M | – | 0.00 |
| ELEVANCE HEALTH INC 4.101% 03/01/2028 | Long | Debt | US | $2M | – | 0.00 |
| ELEVANCE HEALTH INC 4.375% 12/01/2047 | Long | Debt | US | $74K | – | 0.00 |
| ELEVANCE HEALTH INC 4.55% 03/01/2048 | Long | Debt | US | $73K | – | 0.00 |
| ELEVANCE HEALTH INC 4.625% 05/15/2042 | Long | Debt | US | $2M | – | 0.00 |
| ELEVANCE HEALTH INC 4.85% 08/15/2054 | Long | Debt | US | $73K | – | 0.00 |
| ELEVATION CLO 2021-13A A1 LTD TSFR3M+145.161 07/15/2034 144A (ELEVATION CLO 2021-13 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| ELFI GRADUATE LOAN PROGRAM 2023-A LLC 6.37% 02/04/2048 144A (ELFI GRADUATE LN PROGRAM 2023-A LLC) | Long | ABS-collateralized bond/debt obligation | US | $623K | – | 0.00 |
| ELI LILLY and CO 4.7% 02/09/2034 | Long | Debt | US | $4M | – | 0.01 |
| ELI LILLY and CO 4.95% 02/27/2063 | Long | Debt | US | $295K | – | 0.00 |
| ELM FOR FIRMENICH INTERN 3.75%/VAR PERP REGS | Long | Equity-preferred | NL | $311K | – | 0.00 |
| ELM TRUST 2024-ELM E10 VAR 06/10/2027 144A | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| ELM TRUST 2024-ELM VAR 06/10/2027 144A | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| ELM TRUST 2024-ELM VAR 06/10/2027 144A | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| ELM TRUST 2024-ELM VAR 06/10/2027 144A | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| ELM TRUST 2024-ELM VAR 06/10/2027 144A | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| ELMWOOD CLO II LTD TSFR3M+141.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.07 |
| ELMWOOD CLO III LTD TSFR3M+ 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.00 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A | Long | ABS-mortgage backed security | US | $967K | – | 0.00 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+278.148 7 11/15/2038 144A | Long | ABS-mortgage backed security | US | $993K | – | 0.00 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| EMBARQ CORP 7.995% 06/01/2036 | Long | Debt | US | $37K | – | 0.00 |
| EMERA US FINANCE LP 2.639% 06/15/2031 | Long | Debt | US | $813K | – | 0.00 |
| EMERA US FINANCE LP 4.75% 06/15/2046 | Long | Debt | US | $20K | – | 0.00 |
| EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A | Long | Debt | US | $116K | – | 0.00 |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A | Long | Debt | US | $964K | – | 0.00 |
| ENBRIDGE INC 5.3% 04/05/2029 | Long | Debt | CA | $103K | – | 0.00 |
| ENBRIDGE INC 5.625% 04/05/2034 | Long | Debt | CA | $472K | – | 0.00 |
| ENBRIDGE INC 8.5%/VAR 01/15/2084 | Long | Debt | CA | $4M | – | 0.01 |
| ENBRIDGE US INC CP 0% 06/12/2024 | Long | Debt | US | $2M | – | 0.01 |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC 8.5% 05/01/2028 144A | Long | Debt | US | $126K | – | 0.00 |
| ENCOMPASS HEALTH CORP 4.5% 02/01/2028 | Long | Debt | US | $142K | – | 0.00 |
| ENCOMPASS HEALTH CORP 4.625% 04/01/2031 | Long | Debt | US | $37K | – | 0.00 |
| ENCOMPASS HEALTH CORP 4.75% 02/01/2030 | Long | Debt | US | $450K | – | 0.00 |
| ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A | Long | Debt | US | $1M | – | 0.00 |
| ENEL FINANCE INTL NV 7.5% 10/14/2032 144A | Long | Debt | NL | $241K | – | 0.00 |
| ENEL FINANCE INTL NV STEP 07/12/2031 144A | Long | Debt | NL | $5M | – | 0.01 |
| ENEL SOCIETA PER AZIONI 1.375%/VAR PERP REGS (ENEL SPA) | Long | Equity-preferred | IT | $2M | – | 0.00 |
| ENEL SOCIETA PER AZIONI 3.375%/VAR PERP REGS (ENEL SPA) | Long | Debt | IT | $353K | – | 0.00 |
| ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS | Long | Debt | IL | $1M | – | 0.00 |
| ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS | Long | Debt | IL | $1M | – | 0.00 |
| ENERGIZER HLDGS INC 4.375% 03/31/2029 144A (ENERGIZER HLDGS INC NEW) | Long | Debt | US | $349K | – | 0.00 |
| ENERGIZER HLDGS INC 4.75% 06/15/2028 144A (ENERGIZER HLDGS INC NEW) | Long | Debt | US | $138K | – | 0.00 |
| ENERGY TRANSFER LP 3.75% 05/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 3.9% 07/15/2026 | Long | Debt | US | $924K | – | 0.00 |
| ENERGY TRANSFER LP 4.75% 01/15/2026 | Long | Debt | US | $839K | – | 0.00 |
| ENERGY TRANSFER LP 4.95% 05/15/2028 | Long | Debt | US | $664K | – | 0.00 |
| ENERGY TRANSFER LP 4.95% 06/15/2028 | Long | Debt | US | $5M | – | 0.01 |
| ENERGY TRANSFER LP 5.25% 04/15/2029 | Long | Debt | US | $4M | – | 0.01 |
| ENERGY TRANSFER LP 5.3% 04/15/2047 | Long | Debt | US | $198K | – | 0.00 |
| ENERGY TRANSFER LP 5.35% 05/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 5.4% 10/01/2047 | Long | Debt | US | $6M | – | 0.01 |
| ENERGY TRANSFER LP 5.75% 02/15/2033 | Long | Debt | US | $113K | – | 0.00 |
| ENERGY TRANSFER LP 5.75% 04/01/2025 | Long | Debt | US | $2M | – | 0.00 |
| ENERGY TRANSFER LP 5.8% 06/15/2038 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 5.95% 05/15/2054 | Long | Debt | US | $269K | – | 0.00 |
| ENERGY TRANSFER LP 5% 05/15/2050 | Long | Debt | US | $6M | – | 0.01 |
| ENERGY TRANSFER LP 6.125% 12/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 6.25% 04/15/2049 | Long | Debt | US | $2M | – | 0.00 |
| ENERGY TRANSFER LP 6.4% 12/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| ENERGY TRANSFER LP 6.5/VAR PERP | Long | Equity-preferred | US | $4M | – | 0.01 |
| ENERGY TRANSFER LP 6.55% 12/01/2033 | Long | Debt | US | $1M | – | 0.00 |
| ENERGY TRANSFER LP 6.625% 10/15/2036 | Long | Debt | US | $940K | – | 0.00 |
| ENERGY TRANSFER LP 6% 06/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP 7.125/VAR PERP | Long | Equity-preferred | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP 7.375% 02/01/2031 144A | Long | Debt | US | $613K | – | 0.00 |
| ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP (ENERGY TRANSFER LP) | Long | Equity-preferred | US | $353K | – | 0.00 |
| ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP (ENERGY TRANSFER LP) | Long | Equity-preferred | US | $687K | – | 0.00 |
| ENERSYS 4.375% 12/15/2027 144A | Long | Debt | US | $29K | – | 0.00 |
| ENGIE SA 3.875% 03/06/2036 REGS | Long | Debt | FR | $538K | – | 0.00 |
| ENGIE SA 4.25% 09/06/2034 REGS | Long | Debt | FR | $443K | – | 0.00 |
| ENGIE SA 5.625% 04/10/2034 144A | Long | Debt | FR | $284K | – | 0.00 |
| ENGIE SA 5.875% 04/10/2054 144A | Long | Debt | FR | $199K | – | 0.00 |
| ENI SPA 5.95% 05/15/2054 144A | Long | Debt | IT | $237K | – | 0.00 |
| ENI USA INC 7.3% 11/15/2027 | Long | Debt | US | $15K | – | 0.00 |
| ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A | Long | Debt | US | $588K | – | 0.00 |
| ENLINK MIDSTRM PRTNRS LP 4.15% 06/01/2025 | Long | Debt | US | $22K | – | 0.00 |
| ENLINK MIDSTRM PRTNRS LP 4.85% 07/15/2026 | Long | Debt | US | $47K | – | 0.00 |
| ENLINK MIDSTRM PRTNRS LP 5.05% 04/01/2045 | Long | Debt | US | $256K | – | 0.00 |
| ENLINK MIDSTRM PRTNRS LP 5.45% 06/01/2047 | Long | Debt | US | $167K | – | 0.00 |
| ENLINK MIDSTRM PRTNRS LP 5.6% 04/01/2044 | Long | Debt | US | $49K | – | 0.00 |
| ENTEGRIS INC 3.625% 05/01/2029 144A | Long | Debt | US | $288K | – | 0.00 |
| ENTEGRIS INC 4.375% 04/15/2028 144A | Long | Debt | US | $415K | – | 0.00 |
| ENTEGRIS INC 5.95% 06/15/2030 144A | Long | Debt | US | $633K | – | 0.00 |
| ENTERGY ARKANSAS LLC 2.65% 06/15/2051 | Long | Debt | US | $149K | – | 0.00 |
| ENTERGY ARKANSAS LLC 5.75% 06/01/2054 | Long | Debt | US | $69K | – | 0.00 |
| ENTERGY CORP NEW 7.125%/VAR 12/01/2054 | Long | Debt | US | $478K | – | 0.00 |
| ENTERGY CORP NEW CP 0 07/24/2024 | Long | Debt | US | $496K | – | 0.00 |
| ENTERGY CORP NEW CP 0% 06/18/2024 | Long | Debt | US | $1M | – | 0.00 |
| ENTERGY CORP NEW CP 0% 07/02/2024 | Long | Debt | US | $249K | – | 0.00 |
| ENTERGY CORP NEW CP 0% 07/18/2024 | Long | Debt | US | $397K | – | 0.00 |
| ENTERGY CORP NEW CP 0% 07/25/2024 | Long | Debt | US | $992K | – | 0.00 |
| ENTERGY CORP NEW CP 0% 08/01/2024 | Long | Debt | US | $792K | – | 0.00 |
| ENTERGY LA LLC 1.6% 12/15/2030 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $174K | – | 0.00 |
| ENTERGY LA LLC 2.4% 10/01/2026 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $1M | – | 0.00 |
| ENTERGY LA LLC 2.9% 03/15/2051 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $72K | – | 0.00 |
| ENTERGY LA LLC 3.12% 09/01/2027 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $20K | – | 0.00 |
| ENTERGY LA LLC 4.2% 04/01/2050 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $32K | – | 0.00 |
| ENTERGY LA LLC 5.7% 03/15/2054 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $246K | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 3.5% 06/01/2051 | Long | Debt | US | $67K | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 3.85% 06/01/2049 | Long | Debt | US | $10K | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 5% 09/01/2033 | Long | Debt | US | $312K | – | 0.00 |
| ENTERGY TEX INC 1.75% 03/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| ENTERGY TEX INC 3.55% 09/30/2049 | Long | Debt | US | $16K | – | 0.00 |
| ENTERGY TEXAS RESTORATION FUNDING II LLC 3.697% 12/15/2036 | Long | Debt | US | $75K | – | 0.00 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ENTERPRISE FLEET FINANCING 2024-2 A1 5.613% 05/20/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $790K | – | 0.00 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 3.125% 07/31/2029 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $987K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 4.85% 03/15/2044 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $3M | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 5.25/VAR 08/16/2077 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $41K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 5.75% 03/01/2035 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $23K | – | 0.00 |
| EOG RESOURCES INC 3.9% 04/01/2035 | Long | Debt | US | $183K | – | 0.00 |
| EPH FINANCING INTERNATIONAL AS 6.651% 11/13/2028 REGS | Long | Debt | CZ | $224K | – | 0.00 |
| EPIQ TERM 1LN 04/26/2029 (DTI HOLDCO INC) | Long | Loan | US | $94K | – | 0.00 |
| EQABS 2003-3 M2 5.459 12/33 (EQUITY ONE ABS INC) | Long | ABS-collateralized bond/debt obligation | US | $650K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 4.125% 12/01/2026 | Long | Debt | US | $34K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 4.5% 01/15/2029 144A | Long | Debt | US | $137K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 4.75% 01/15/2031 144A | Long | Debt | US | $274K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 4% 08/01/2024 | Long | Debt | US | $65K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 5.5% 07/15/2028 | Long | Debt | US | $200K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A | Long | Debt | US | $522K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 6.5% 07/15/2048 | Long | Debt | US | $220K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 6% 07/01/2025 144A | Long | Debt | US | $12K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A | Long | Debt | US | $296K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2030 144A | Long | Debt | US | $269K | – | 0.00 |
| EQT CORP 3.125% 05/15/2026 144A | Long | Debt | US | $422K | – | 0.00 |
| EQT CORP 3.625% 05/15/2031 144A | Long | Debt | US | $646K | – | 0.00 |
| EQT CORP 3.9% 10/01/2027 | Long | Debt | US | $720K | – | 0.00 |
| EQT CORP 5% 01/15/2029 | Long | Debt | US | $2M | – | 0.00 |
| EQT CORP STEP 02/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| EQUIFAX INC 2.35% 09/15/2031 | Long | Debt | US | $204K | – | 0.00 |
| EQUIFAX INC 2.6% 12/01/2024 | Long | Debt | US | $2M | – | 0.00 |
| EQUINIX INC 2.15% 07/15/2030 | Long | Debt | US | $340K | – | 0.00 |
| EQUINIX INC 2.5% 05/15/2031 | Long | Debt | US | $792K | – | 0.00 |
| EQUINIX INC 3.2% 11/18/2029 | Long | Debt | US | $984K | – | 0.00 |
| EQUINIX INC 3.9% 04/15/2032 | Long | Debt | US | $980K | – | 0.00 |
| EQUINOR ASA 3.7% 04/06/2050 | Long | Debt | NO | $698K | – | 0.00 |
| EQUINOR ASA 3.95% 05/15/2043 | Long | Debt | NO | $249K | – | 0.00 |
| EQUINOR ASA 7.15% 11/15/2025 | Long | Debt | NO | $17K | – | 0.00 |
| EQUIPMENTSHARE.COM INC 8.625% 05/15/2032 144A | Long | Debt | US | $295K | – | 0.00 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A | Long | Debt | US | $9K | – | 0.00 |
| ERAC USA FIN LLC 3.3% 12/01/2026 144A | Long | Debt | US | $8M | – | 0.02 |
| ERAC USA FIN LLC 7% 10/15/2037 144A | Long | Debt | US | $9K | – | 0.00 |
| ERO COPPER CORP 6.5% 02/15/2030 144A | Long | Debt | CA | $356K | – | 0.00 |
| ERP OPERATING LP 2.85% 11/01/2026 | Long | Debt | US | $82K | – | 0.00 |
| ERP OPERATING LP 3.25% 08/01/2027 | Long | Debt | US | $14K | – | 0.00 |
| ESAB CORP 6.25% 04/15/2029 144A | Long | Debt | US | $444K | – | 0.00 |
| ESKOM HLDGS LTD 6.35% 08/10/2028 144A | Long | Debt | ZA | $1M | – | 0.00 |
| ESKOM HLDGS LTD 8.45% 08/10/2028 144A | Long | Debt | ZA | $668K | – | 0.00 |
| ESKOM HLDGS LTD 8.45% 08/10/2028 REGS | Long | Debt | ZA | $3M | – | 0.01 |
| ESSEX PORTFOLIO LP 1.7% 03/01/2028 | Long | Debt | US | $449K | – | 0.00 |
| ESSEX PORTFOLIO LP 2.65% 03/15/2032 | Long | Debt | US | $94K | – | 0.00 |
| EURO-BUXL 30Y BND FUT SEP24 UBU4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $-6K | – | -0.00 | |
| EUROPEAN INVESTMENT BANK 0.625% 01/22/2029 REGS | Long | Debt | LU | $4M | – | 0.01 |
| EUROPEAN INVESTMENT BANK 3% 11/15/2028 REGS | Long | Debt | LU | $2M | – | 0.00 |
| EUROPEAN UNION 0% 10/04/2028 REGS | Long | Debt | BE | $640K | – | 0.00 |
| EUROPEAN UNION 0% 10/04/2030 REGS | Long | Debt | BE | $630K | – | 0.00 |
| EUROPEAN UNION 2.5% 10/04/2052 REGS | Long | Debt | BE | $454K | – | 0.00 |
| EUROPEAN UNION 3% 03/04/2053 REGS | Long | Debt | BE | $2M | – | 0.00 |
| EVEREST REINSURANCE HOLDINGS INC 3.5% 10/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| EVERGY KANSAS CENTRAL 4.125% 03/01/2042 | Long | Debt | US | $538K | – | 0.00 |
| EVERGY KANSAS METRO 4.2% 06/15/2047 | Long | Debt | US | $17K | – | 0.00 |
| EVERGY MO WEST STORM FDG I LLC 5.104% 12/01/2040 | Long | Debt | US | $209K | – | 0.00 |
| EVERSOURCE ENERGY 3.375% 03/01/2032 | Long | Debt | US | $145K | – | 0.00 |
| EVERSOURCE ENERGY 4.25% 04/01/2029 | Long | Debt | US | $155K | – | 0.00 |
| EVERSOURCE ENERGY 4.6% 07/01/2027 | Long | Debt | US | $15K | – | 0.00 |
| EVERSOURCE ENERGY 5.45% 03/01/2028 | Long | Debt | US | $442K | – | 0.00 |
| EVERSOURCE ENERGY 5.95% 02/01/2029 | Long | Debt | US | $2M | – | 0.00 |
| EXELON CORP 4.95% 06/15/2035 | Long | Debt | US | $3K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES TR 2020-3 1.73% 07/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-2A A3 5.63% 10/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2 4.73% 04/15/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 6.95% 12/17/2029 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 9.57% 02/18/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 7.13% 02/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| EXPORT IMPORT BANK KOREA 5.125% 01/11/2033 | Long | Debt | KR | $514K | – | 0.00 |
| EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| EXTENDED STAY AMER TR 2021-ESH TSFR1M+ 07/15/2038 144A | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| EXTRA SPACE STORAGE LP 2.2% 10/15/2030 | Long | Debt | US | $2M | – | 0.00 |
| EXTRA SPACE STORAGE LP 2.35% 03/15/2032 | Long | Debt | US | $78K | – | 0.00 |
| EXTRA SPACE STORAGE LP 3.9% 04/01/2029 | Long | Debt | US | $572K | – | 0.00 |
| EXTRA SPACE STORAGE LP 5.5% 07/01/2030 | Long | Debt | US | $76K | – | 0.00 |
| EXXON MOBIL CORP 3.095% 08/16/2049 | Long | Debt | US | $85K | – | 0.00 |
| EXXON MOBIL CORP 4.114% 03/01/2046 | Long | Debt | US | $671K | – | 0.00 |
| EXXON MOBIL CORP 4.227% 03/19/2040 | Long | Debt | US | $433K | – | 0.00 |
| F and G ANNUITIES and LIFE INC-WI 6.5% 06/04/2029 | Long | Debt | US | $379K | – | 0.00 |
| F and G GLOBAL FUNDING 1.75% 06/30/2026 144A | Long | Debt | US | $21K | – | 0.00 |
| FACTSET RESEARCH SYSTEMS INC 3.45% 03/01/2032 | Long | Debt | US | $78K | – | 0.00 |
| FAIR ISAAC CORPORATION 4% 06/15/2028 144A | Long | Debt | US | $463K | – | 0.00 |
| FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $4M | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $6M | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033 144A (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $3M | – | 0.01 |
| FANNIE MAE 0.5% 06/17/2025 | Long | Debt | US | $2M | – | 0.00 |
| FANNIE MAE 0.875% 08/05/2030 | Long | Debt | US | $100K | – | 0.00 |
| FANNIE MAE 2010-95 ZC 5% 09/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FANNIE MAE 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.00 |
| FANNIE MAE 4.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FANNIE MAE 6.625% 11/15/2030 | Long | Debt | US | $1M | – | 0.00 |
| FANNIE MAE 6% 02/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $519.08 | – | 0.00 |
| FANNIE MAE CSTR 01/25/2032 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FANNIE MAE SOFR30A+633.552 12/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FANNIEMAE 20YR 3.5% 05/01/2036#BM3697 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FANNIEMAE 20YR 3.5% 12/01/2036#BM3680 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FANNIEMAE 20YR 3% 11/01/2036#AS8249 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FANNIEMAE 30YR 2.5% 03/01/2050#BP1381 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FANNIEMAE 30YR 3.5% 07/47#BM3041 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FARMERS EXCH CAP II 6.151 11/53 144A (FARMERS EXCHANGE CAP II) | Long | Debt | US | $438K | – | 0.00 |
| FARMERS EXCHANGE CAP III 5.454/VAR 10/15/2054 144A | Long | Debt | US | $3M | – | 0.01 |
| FED HOME LN MTG CORP 1.22% 08/19/2030 (FED HOME LN MTG CORP MTN) | Long | Debt | US | $1M | – | 0.00 |
| FED HOME LOAN MTG CORP - GOLD 0% 08/01/2027 | Long | ABS-collateralized bond/debt obligation | US | $893.01 | – | 0.00 |
| FED HOME LOAN MTG CORP - GOLD 3.5% 07/15/2042 | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.00 |
| FED HOME LOAN MTG CORP - GOLD 3.5% 09/15/2042 | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FED HOME LOAN MTG CORP - GOLD 3% 01/15/2044 | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| FED HOME LOAN MTG CORP - GOLD 3% 08/15/2044 | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.00 |
| FEDERAL FARM CREDIT BANKS 1.48% 11/26/2032 | Long | Debt | US | $736K | – | 0.00 |
| FEDERAL FARM CREDIT BANKS 1.77% 02/04/2031 | Long | Debt | US | $671K | – | 0.00 |
| FEDERAL FARM CREDIT BANKS 2.35% 03/10/2036 | Long | Debt | US | $1M | – | 0.00 |
| FEDERAL FARM CREDIT BANKS 2.46% 02/05/2035 | Long | Debt | US | $601K | – | 0.00 |
| FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $74.71 | – | 0.00 |
| FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.00 |
| FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $709K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $695K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.00 |
| FEDERAL HOME LN MTG K-1520 X3 MLT CTF GT VAR 04/25/2039 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 0% 03/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 0% 06/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $611.79 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.94% 02/25/2035 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $790K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $701K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $608K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $510K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/15/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $705K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $510K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $571K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $701K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $533K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.606% 07/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.654% 06/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.72% 07/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.745% 01/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.92% 06/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.92% 06/25/2054 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.08% 01/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/15/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $89.54 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 05/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $84.75 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.82% 12/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $376K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $369K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $628K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 12/15/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4.5% 03/15/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.5% 05/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/15/2039 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 05/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $301K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $366K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.028% 10/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.3% 01/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.482% 01/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 5.5% 06/15/2037 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.5% 11/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 06/15/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $181.48 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 07/15/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $504.36 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 07/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 08/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $552.52 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2039 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $987K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $739K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6.25% 02/15/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6.5% 03/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $636.99 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6.5% 05/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $504.76 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6.5% 06/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6.5% 11/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6% 01/15/2038 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $810.48 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $171.74 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $126.4 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 6% 08/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 7% 03/15/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $155.15 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT CSTR 01/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT CSTR 06/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+1346.38 07/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $348.2 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+2076.235 02/15/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $509.26 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+36.448 05/15/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $997.06 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+4475.588 03/15/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $175.68 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+613.552 08/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $143.04 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+622.552 12/15/2039 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $301.19 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+633.552 04/15/2037 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $321.77 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+798.552 06/15/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $195.48 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT VAR 01/25/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT VAR 06/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT VAR 10/25/2055 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT VAR 11/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FEDERAL HOME LOAN BANKS 1.5% 09/30/2033 | Long | Debt | US | $1M | – | 0.00 |
| FEDERAL HOME LOAN BANKS 1.75% 06/20/2031 | Long | Debt | US | $660K | – | 0.00 |
| FEDERAL HOME LOAN BANKS 2.09% 02/22/2036 | Long | Debt | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 0% 04/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 0% 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $307.24 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.2% 10/25/2030 | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 03/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.85% 05/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 19-51 AF 5.83688% 09/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $839K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.49935% 09/25/2026 | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 03/25/2028 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $656K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.59% 12/25/2024 | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.898% 06/25/2027 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.9% PERP | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 01/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $978K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $282K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.021% 08/25/2024 | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.061% 05/25/2027 | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.092% 04/25/2027 | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.143% 04/25/2029 | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.303% 04/25/2029 | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $310.41 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $819K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $55K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051 | Long | ABS-collateralized bond/debt obligation | US | $330K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $655K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4.5% 11/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 06/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $955K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.356% 06/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $181.44 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.398% 10/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.5% 03/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5% 02/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6.5% 01/25/2032 | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6.5% 07/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 01/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 02/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 03/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 05/25/2031 | Long | ABS-collateralized bond/debt obligation | US | $989.33 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $68K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 12/25/2032 | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 7.5% 02/20/2030 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 7% 11/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 7% 12/25/2041 | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 7787 FA SOFR30A+80 01/01/2051 | Long | ABS-mortgage backed security | US | $991K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 8% 09/18/2029 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 9.5% 12/25/2041 | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA CSTR | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA CSTR 08/25/2032 | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+1397.466 03/17/2032 | Long | ABS-collateralized bond/debt obligation | US | $223.4 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+588.552 03/25/2038 | Long | ABS-collateralized bond/debt obligation | US | $172.91 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+608.552 07/25/2038 | Long | ABS-collateralized bond/debt obligation | US | $733.58 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+61.448 09/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $958.45 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+613.552 01/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $310.75 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+629.552 06/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+647.552 04/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $242.58 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+658.552 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $209.61 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+663.552 08/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $95.2 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+738.552 12/25/2031 | Long | ABS-collateralized bond/debt obligation | US | $282.5 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+838.552 11/25/2030 | Long | ABS-collateralized bond/debt obligation | US | $134.34 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 02/01/2050 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+9122.171 04/25/2038 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 01/25/2028 | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 02/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $567.93 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 05/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 06/25/2029 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2028 | Long | ABS-mortgage backed security | US | $954K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2041 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $520.54 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 10/25/2030 | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR 12/25/2041 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA VAR/2.885 05/25/2029 | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $34.95 | – | 0.00 |
| FEDERAL NATL MTG AS GTD RE PTT 3.1935% 02/25/2030 | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| FEDERAL NATL MTG AS GTD RE PTT 6.10374% 12/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL NATL MTG AS GTD RE PTT VAR 03/25/2028 | Long | ABS-mortgage backed security | US | $751K | – | 0.00 |
| FEDERAL NATL MTG ASSN MTN 0% 03/17/2031 | Long | Debt | US | $372K | – | 0.00 |
| FEDERAL NATL MTG ASSN STRIPPED 437 C11 3% 07/25/2052 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.00 |
| FEDERAL NATL MTG ASSN STRIPPED 6.5% 09/25/2037 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $264.02 | – | 0.00 |
| FEDERAL NATL MTG ASSN STRIPPED SOFR30A+778.552 07/25/2037 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $271.36 | – | 0.00 |
| FEDERAL NATL MTG ASSN STRIPPED VAR 10/25/2037 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $372.56 | – | 0.00 |
| FEL Energy VI Sarl 5.75% 12/01/2040 144A | Long | Debt | LU | $160K | – | 0.00 |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | Long | Debt | US | $469K | – | 0.00 |
| FERRELLGAS L P /FERRELLGAS FIN 5.875% 04/01/2029 144A | Long | Debt | US | $401K | – | 0.00 |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| FGLMC 30YR 3.5% 09/46#Q43176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHAMS 2004-AA3 A1 CSTR 9/34 (FIRST HORIZON MTG PASSTHRU TR) | Long | ABS-collateralized bond/debt obligation | US | $963.7 | – | 0.00 |
| FHF ISSUER TR 2023-2 7.97% 12/17/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 1.5% 01/01/2037#SB8136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $987K | – | 0.00 |
| FHLG 15YR 1.5% 03/01/2036#RC1880 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FHLG 15YR 1.5% 03/01/2036#SB8092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 1.5% 08/01/2036#SB8114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 15YR 1.5% 09/01/2036#SB8118 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 1.5% 12/01/2036#SB8131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FHLG 15YR 2.5% 01/01/2030#SB0800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 15YR 2.5% 02/01/2031#J33761 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2035#QN1578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2032#SB0878 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 2.5% 03/01/30#V60745 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FHLG 15YR 2.5% 04/01/2037#SB0814 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2035#SB8045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2031#J34501 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2030#V60869 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#J34888 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#V61246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2032#G18651 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 2.5% 08/01/2031#V61273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2032#G18654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2031#G15963 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2031#ZS8629 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FHLG 15YR 2.5% 11/32#ZA3931 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 2.5% 3/1/28 #J22814 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLG 15YR 2.5% 8/31#J35097 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLG 15YR 2% 01/01/2032#G16177 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| FHLG 15YR 2% 01/01/2037#SB8137 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#BR1356 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#QN5328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#SB8510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 2% 03/01/2036#QN5653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 2% 03/01/2036#QN5744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FHLG 15YR 2% 03/01/2036#RC1891 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 2% 03/01/2037#RC2467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FHLG 15YR 2% 04/01/2036#BR0968 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 15YR 2% 04/01/2036#RC1932 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 15YR 2% 05/01/2036#RC1953 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FHLG 15YR 2% 05/01/2036#SB8512 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FHLG 15YR 2% 06/01/2035#QN2586 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FHLG 15YR 2% 06/01/2036#QN6605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $905K | – | 0.00 |
| FHLG 15YR 2% 06/01/2036#SB8107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FHLG 15YR 2% 07/01/2035#QN2877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2% 08/01/2035#RC1535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FHLG 15YR 2% 08/01/2036#RC2195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 2% 11/01/2036#SB8128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| FHLG 15YR 2% 12/01/2035#BQ9287 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLG 15YR 2% 12/01/2035#QN4696 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FHLG 15YR 2% 12/01/2036#SB8132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $447K | – | 0.00 |
| FHLG 15YR 3.0% 04/01/2029#J27984 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FHLG 15YR 3.0% 06/01/2029#J28440 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FHLG 15YR 3.0% 10/01/2028#V60298 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FHLG 15YR 3.0% 8/29#J29007 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLG 15YR 3.5% 02/01/2029#J27464 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FHLG 15YR 3.5% 02/01/2034#G16752 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FHLG 15YR 3.5% 07/01/2032#G16459 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FHLG 15YR 3.5% 11/01/2033#G16677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FHLG 15YR 3% 01/01/2033#J38387 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FHLG 15YR 3% 01/01/2036#SB0475 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#SB0621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLG 15YR 3% 03/01/2032#G18636 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FHLG 15YR 3% 03/01/2033#G18681 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FHLG 15YR 3% 04/01/2032#J36710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 15YR 3% 04/01/2032#J36729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| FHLG 15YR 3% 04/01/2037#QO0016 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FHLG 15YR 3% 04/01/2037#QO0091 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| FHLG 15YR 3% 05/01/2035#SB0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34571 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34584 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34598 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34623 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 15YR 3% 07/01/2032#J37270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 15YR 3% 07/01/2037#SB0855 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#J37406 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#J37452 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 15YR 3% 12/01/2030#ZS8591 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#J38057 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#SB0030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FHLG 15YR 4.50% 7/25 #G13844 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 15YR 4% 02/01/2026#J14494 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 15YR 4% 04/01/2038#SB8227 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 15YR 4% 11/01/2037#SB8189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 15YR 5.5% 12/01/2037#SB8207 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FHLG 20YR 2.5% 01/01/2041#SC0119 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 2.5% 04/01/2041#SC0158 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| FHLG 20YR 2.5% 04/01/2042#SC0270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FHLG 20YR 2.5% 05/01/2041#SC0167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FHLG 20YR 2.5% 06/01/2041#BR1090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FHLG 20YR 2.5% 06/41#RB5115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| FHLG 20YR 2.5% 07/01/2041#SC0157 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| FHLG 20YR 2.5% 08/01/2041#QK0985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLG 20YR 2.5% 09/01/2041#SC0185 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#QK1167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#QK1203 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| FHLG 20YR 2% 02/01/2042#RB5145 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| FHLG 20YR 2% 03/01/2041#SC0136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FHLG 20YR 2% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 2% 05/01/2041#RB5111 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 20YR 2% 07/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 20YR 2% 07/01/2041#SC0162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 20YR 2% 10/01/2041#RB5131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 20YR 2% 11/01/2041#QK1180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| FHLG 20YR 2% 11/01/2041#RB5135 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 3.5% 01/01/2032#C91417 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FHLG 20YR 3.5% 02/34#G30703 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 3.5% 05/01/2033#K90513 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| FHLG 20YR 3.5% 05/01/2034#C91764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLG 20YR 3.5% 05/01/2038#ZA2505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 20YR 3.5% 05/34#C91760 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FHLG 20YR 3.5% 06/01/2032#C91456 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 3.5% 07/01/2032#C91467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 3.5% 07/01/2032#G31067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| FHLG 20YR 3.5% 08/01/2034#C91778 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 20YR 3.5% 08/01/2034#C91782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 20YR 3.5% 10/01/2034#C91793 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 20YR 3.5% 12/01/2033#C91737 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 20YR 3% 01/01/2037#C91908 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 4.5% 10/01/2042#RB5189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 20YR 4.5% 12/01/2042#RB5198 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FHLG 20YR 4% 01/01/2032#D98914 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 20YR 4% 01/01/2036#G30933 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 4% 01/01/2038#G31099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLG 20YR 4% 05/01/2037#C91938 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 4% 05/01/2038#C91994 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 6% 02/01/2028#G30591 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 25YRS 7.50% 12/36 #G20028 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 3.0% 2/01/43 #Q15926 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FHLG 3.0% 4/45#Q32729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| FHLG 3.5% 01/43 #Q16224 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 3.5% 02/43 #Q15871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 3% 2/1/43 #Q15788 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 3% 2/43 #Q15438 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2051#SD8120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 1.5% 03/01/2051#QC0031 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FHLG 30YR 1.5% 05/01/2051#SD8145 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $982K | – | 0.00 |
| FHLG 30YR 1.5% 06/01/2051#QC3131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLG 30YR 1.5% 11/01/2050#QB6612 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FHLG 30YR 1.5% 11/01/2050#SD8104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 1.5% 12/01/2050#BQ9522 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 1.5% 12/01/2050#QB7301 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FHLG 30YR 2.5% 01/01/2051#SD8122 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2.5% 01/01/2052#QD5254 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FHLG 30YR 2.5% 01/01/2052#RA6620 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2.5% 01/01/2052#SD8189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2.5% 01/52#SD7552 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 2.5% 02/01/2043#C09031 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 02/01/2051#RA4575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 02/01/2052#QD7596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2.5% 03/01/2051#RA4749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FHLG 30YR 2.5% 03/01/2051#SD8135 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLG 30YR 2.5% 04/01/2047#SD0978 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2.5% 04/01/2051#QC0204 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 04/01/2051#SD8141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FHLG 30YR 2.5% 04/01/2052#QE0521 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 2.5% 04/01/2052#SD5251 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FHLG 30YR 2.5% 05/01/2050#BP7685 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 05/01/2051#SD8147 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 2.5% 05/01/2052#SD8212 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 2.5% 06/01/2051#QC2540 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FHLG 30YR 2.5% 06/01/2051#SD8151 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FHLG 30YR 2.5% 07/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $902K | – | 0.00 |
| FHLG 30YR 2.5% 07/01/2050#RA2976 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 07/01/2050#SD7521 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2.5% 07/01/2051#RA5574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2.5% 07/01/2051#SD8156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2.5% 08/01/2051#SD3092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 09/01/2051#QC7086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FHLG 30YR 2.5% 1/1/43 #Q14326 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FHLG 30YR 2.5% 10/01/2050#SD7525 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 10/01/2051#QC7968 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 10/01/2051#QC9556 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FHLG 30YR 2.5% 11/01/2046#G08731 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 11/01/2050#SD8107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| FHLG 30YR 2.5% 11/01/2051#QC9944 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FHLG 30YR 2.5% 12/01/2050#RA4142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $950K | – | 0.00 |
| FHLG 30YR 2.5% 12/01/2051#RA6434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 12/01/2051#RA6459 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FHLG 30YR 2.5% 12/01/2051#SD8183 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| FHLG 30YR 2% 01/01/2051#SD8121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FHLG 30YR 2% 01/52#SD8188 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 02/01/2052#RA6823 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2% 02/01/2052#SD1836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 02/52#RA6824 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2% 03/01/2051#QB9275 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 03/01/2051#SD8134 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 03/01/2052#SD3490 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 04/01/2051#SD8140 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 04/01/2052#QE0312 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 2% 05/01/2051#RA5287 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FHLG 30YR 2% 05/01/2051#RA5288 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FHLG 30YR 2% 05/01/2051#SD8146 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLG 30YR 2% 05/51#QC1514 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| FHLG 30YR 2% 06/01/2050#RA2677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 07/51#QC4163 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FHLG 30YR 2% 08/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 09/01/2050#SD8090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLG 30YR 2% 09/01/2050#SI2072 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 09/01/2051#SD8166 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2% 10/01/2050#SD8098 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#QC9114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#QD0109 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#RA6025 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#RA6076 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2% 11/01/2050#SD7527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#QD0399 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6239 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6302 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6308 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6332 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $959K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#SD8177 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 12/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3168 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 12/01/2051#SD8182 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.0% 01/01/2043#C09022 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15767 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15786 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2043#Q16470 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2043#Q16673 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2045#Q31980 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2043#Q16915 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2042#G07032 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#Q33871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#Q34156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FHLG 30YR 3.0% 07/45#Q34946 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#G08540 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2042#C04268 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2042#C04272 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FHLG 30YR 3.0% 12/01/2042#C04422 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| FHLG 30YR 3.05% 10/01/2032#WN2305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 3.19% 07/01/2033#WN3233 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 01/01/2044#G07922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2044#G60271 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $722K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2046#G08687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2047#ZM2486 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2052#SD8191 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 02/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 02/01/2052#RA6700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2052#RA6799 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2053#SD3099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2032#C91403 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2042#Q06998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2046#G60440 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2046#Q39412 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2046#ZS9618 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2047#ZM2868 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54740 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2052#RA6986 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2052#RA6987 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2052#SD2301 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2042#C03792 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2042#C03901 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q16893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q16935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q17605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q17612 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2045#G08636 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2046#Q40046 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2047#RA7212 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $924K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#RA7192 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#SD0958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#SD8207 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2043#G07388 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#Q33547 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#G60553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 3.5% 05/01/2046#G60603 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#Q40647 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#Q40797 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#U93155 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2047#RA7313 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2052#QE2363 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2052#RA7311 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.5% 05/01/2052#RA7312 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2052#SD8214 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2042#C04038 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2042#U90690 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q33724 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q33791 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q34164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#U92996 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2046#Q40922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2046#U93158 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2052#SD2634 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2052#SD3097 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2043#Q20534 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2044#G08597 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2045#U93026 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#Q41602 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#Q42079 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#Q43088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#U93167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#U93172 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 07/01/2052#RA7659 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FHLG 30YR 3.5% 07/01/2052#SD1074 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/45#G08654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2042#Q10047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2046#Q42657 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2046#Q43328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2051#RA5746 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 08/01/2052#SD2382 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/45#G08659 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2032#U89009 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2042#Q11218 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2042#Q11285 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2046#Q43241 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2047#G08784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2048#Q58491 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 30YR 3.5% 09/46#Q43257 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2032#U80074 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2042#Q12174 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2045#G08671 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 10/01/2051#RA6010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 10/01/42 #Q12052 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 3.5% 10/45#Q36614 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 10/45#Q36893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2042#Q13237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2044#Q29975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2045#Q37467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2046#Q44628 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $939K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2047#Q51803 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2042#Q13796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2045#Q37784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#G08738 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#G08742 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#Q44963 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#Q45023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#G08792 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $790K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2052#SD2253 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FHLG 30YR 3.5% 12/45#G08681 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FHLG 30YR 3.55% 11/01/2032#WA3237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FHLG 30YR 3.85% 09/01/2032#WN1179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FHLG 30YR 3% 01/01/2043#C04446 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 30YR 3% 01/01/2052#QD4350 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| FHLG 30YR 3% 01/01/2052#SD0803 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| FHLG 30YR 3% 02/01/2050#QA7250 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 02/01/2050#SD0265 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3% 02/01/2050#SD7512 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FHLG 30YR 3% 02/01/2052#SD0861 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FHLG 30YR 3% 02/01/2052#SD1652 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 02/01/2052#SD8195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 3% 03/01/2052#RA6988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 03/01/2052#SD7553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLG 30YR 3% 03/01/2052#SD8201 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 3% 04/01/2046#Q39717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3% 04/01/2046#Q40165 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3% 04/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 3% 04/01/2052#SD1215 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 04/01/2052#SD5278 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 04/45#Q32820 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3% 05/01/2046#V82275 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FHLG 30YR 3% 05/01/2051#RA5267 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| FHLG 30YR 3% 05/01/2052#RA7375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 05/01/2052#SD3015 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 06/01/2048#SD0354 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 3% 06/01/2050#SD7518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 06/01/2052#SD8220 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 07/01/2050#RA3078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 08/01/2046#Q42260 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 3% 08/01/2049#QA1997 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FHLG 30YR 3% 08/01/2050#SD0499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| FHLG 30YR 3% 08/01/2050#SI2064 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 08/01/2052#SD8235 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FHLG 30YR 3% 09/01/2051#QC7496 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 09/01/2051#RA5901 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FHLG 30YR 3% 1/1/43 #Q14696 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 3% 10/01/2046#G08732 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FHLG 30YR 3% 10/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $590K | – | 0.00 |
| FHLG 30YR 3% 10/01/2051#RA5998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 11/01/2046#G08737 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| FHLG 30YR 3% 11/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $694K | – | 0.00 |
| FHLG 30YR 3% 11/01/2049#QA4692 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 3% 11/01/2049#SD7509 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLG 30YR 3% 11/01/2051#QD1240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 11/01/2051#RA6347 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FHLG 30YR 3% 11/01/2051#SD2868 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 11/1/42 #Q13634 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLG 30YR 3% 12/01/2042#G07239 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 3% 12/01/2046#G08741 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3% 12/01/2046#G60989 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 12/01/2051#SD8184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3% 12/01/2052#SD8272 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 5/46#Q40310 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 3% 6/46#V82414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#G08567 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#Q24165 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2042#Q06232 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24546 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24973 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#G07345 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#Q16749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#Q17518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2042#U90975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2044#Q26541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q20358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#Q27808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#Q28059 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2045#Q35722 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2040#C03520 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21524 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2042#Q11868 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2042#Q12215 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.0% 10/45#G08672 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2041#Q04673 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13381 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2045#G08677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2040#A95561 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2043#C09055 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FHLG 30YR 4.17% 10/01/2034#WN1167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| FHLG 30YR 4.5% 01/42#G60517 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2041#A96733 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2042#Q05956 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2044#Q25157 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2044#U99084 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2041#A97673 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#G08578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#Q25069 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#Q25146 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#Q25265 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#Q25336 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2044#Q25598 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2048#G61565 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2048#ZM6138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2053#RA8714 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2041#G06493 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2044#G08587 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2053#SD3567 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4.5% 06/01/2039#A86705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2047#G08768 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2052#SD8230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 4.5% 06/47#Q48876 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#G61047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49494 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2052#SD1293 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2052#SD1303 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| FHLG 30YR 4.5% 07/41#G06620 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLG 30YR 4.5% 07/44#G08596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2052#SD1794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2042#G07816 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2042#U90230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2046#G08729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FHLG 30YR 4.5% 09/39#G05624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 30YR 4.5% 09/44#G07828 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2044#G60319 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $846K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#G67716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#Q58998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLG 30YR 4.5% 10/44#G60153 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FHLG 30YR 4.5% 10/46#G08735 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2043#U99076 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2044#Q30880 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2045#G61242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2045#G61796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2047# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#G61821 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 4.5% 12/44#G60201 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLG 30YR 4% 01/01/2046#Q38296 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| FHLG 30YR 4% 01/01/2046#U99134 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLG 30YR 4% 01/01/2048#Q53334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FHLG 30YR 4% 01/01/2048#V83906 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FHLG 30YR 4% 01/01/2050#RA2008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FHLG 30YR 4% 02/01/2045#G07949 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#G60824 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#Q39092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#Q39899 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#Q54192 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#Q54499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#V83994 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FHLG 30YR 4% 02/01/2051#SD2413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38879 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 03/01/2048#Q54622 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 03/01/2052#QD9467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#Q39975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#V82292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#ZM6127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 04/46#G60551 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FHLG 30YR 4% 05/01/2045#G61807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 30YR 4% 05/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FHLG 30YR 4% 05/46#G08707 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLG 30YR 4% 06/01/2043#G07425 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FHLG 30YR 4% 06/01/2045#Q33869 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLG 30YR 4% 06/01/2047#Q48754 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4% 06/01/2048#G67713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 06/01/2052#SD3290 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FHLG 30YR 4% 06/47#Q48877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 07/01/2042#Q09230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| FHLG 30YR 4% 07/01/2045#G61462 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FHLG 30YR 4% 07/01/2046#Q41906 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#Q59935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#Z40179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FHLG 30YR 4% 07/01/2052#SD8227 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4% 08/01/2045#Q35845 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 4% 08/01/2045#Q35879 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FHLG 30YR 4% 08/01/2046#Q42656 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4% 08/01/2046#Q45458 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FHLG 30YR 4% 08/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 4% 08/01/2052#QE8091 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| FHLG 30YR 4% 08/01/2052#SD8237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLG 30YR 4% 09/01/2043#G60065 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FHLG 30YR 4% 09/01/2046#Q43237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4% 09/01/2047#Q50433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 4% 09/01/2052#SD8244 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $960K | – | 0.00 |
| FHLG 30YR 4% 09/42#G07184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FHLG 30YR 4% 10/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FHLG 30YR 4% 10/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FHLG 30YR 4% 10/01/2041#Q04127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 30YR 4% 10/01/2042#U90281 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 10/01/2045#Q37045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#Q51124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#Q51189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#Q51234 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4% 10/01/2052#SD1772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 10/01/2052#SD8256 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 4% 11/01/2045#Q38812 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 30YR 4% 11/42#G60488 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#G08682 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#G60397 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4% 12/01/2047#G61305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 5.0% 01/01/2041#A96537 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 5.0% 02/01/2041#A96961 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2041#A97520 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2041#A97686 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2041#A97717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 5.0% 04/01/2041#Q00334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 30YR 5.0% 04/01/2041#Q00409 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 5.0% 05/01/2041#Q00557 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 30YR 5.0% 06/01/2041#Q01604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q01871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q01985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02020 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02130 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02345 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 5.0% 08/39#A87886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FHLG 30YR 5.0% 10/1/33 #A14237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2053#SD8289 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5.5% 02/01/2054#RJ0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLG 30YR 5.5% 05/01/2053#SD2891 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 5.5% 06/01/2041#G61864 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 5.5% 08/01/2053#SD3572 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 5.5% 09/01/2052#SD8260 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 5.5% 10/01/2052#RA7615 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5.5% 11/01/2052#SD8268 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FHLG 30YR 5.5% 11/01/2053#SD8372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 5.5% 12/01/2052#QF4661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| FHLG 30YR 5.5% 12/01/2052#SD8277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $885K | – | 0.00 |
| FHLG 30YR 5% 01/01/2053#SD2186 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $935K | – | 0.00 |
| FHLG 30YR 5% 02/01/2034#G60154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLG 30YR 5% 03/01/2053#RA8766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 5% 03/01/2053#SD2666 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 5% 06/01/2052#QE4965 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 5% 06/01/2052#RA7575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 5% 06/01/2052#SD8232 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5% 07/01/2035#G60214 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FHLG 30YR 5% 07/01/2052#SD1300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FHLG 30YR 5% 08/01/2052#SD1465 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FHLG 30YR 5% 09/01/2040#G06576 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 5% 09/01/2043#U92021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#QF0409 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#SD8246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 5% 10/01/2052#QF0895 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 5% 11/01/2052#QF3378 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#QF3433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#SD1863 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| FHLG 30YR 5% 12/01/2047#G61657 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#QF5369 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#RA8291 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#RA8292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#SD2175 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FHLG 30YR 6.0% 02/01/2038#A73397 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 6.0% 11/01/2037#A67449 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 6.5% 01/01/2054#QH8688 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 6.5% 03/01/2032#A27201 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $811.99 | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| FHLG 30YR 6.5% 10/01/2053#QH3955 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 6.5% 11/01/2053#RJ0320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FHLG 30YR 6.5% 12/01/2053#QH7547 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FHLG 30YR 6% 01/01/2053#SD8290 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLG 30YR 6% 04/01/2053#SD8317 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 6% 08/01/2052#SD8253 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 6% 09/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 6% 09/01/2052#SD8261 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 6% 11/01/2053#RJ0189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 6% 11/01/2053#SD4536 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FHLG 30YR 7.5% 01/01/2054#QH8698 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 7.5% 12/01/2053#QH7579 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 7% 01/01/2054#QH8705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLG 4.00% 10/40 #A94605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FHLG 4.00% 2/42 #Q06088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 4.00% 4/42 #Q07441 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLG 4.50% 10/40 #A94662 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 4.50% 10/41 #Q03643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FHLG 4.50% 12/40 #A95831 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $497K | – | 0.00 |
| FHLG 4.50% 2/41 #A96766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 4.50% 2/41 #A96876 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 4.50% 2/41 #A97047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FHLG 4.50% 2/41 #A97152 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 4.50% 3/41 #A97528 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 4.50% 3/41 #A97661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FHLG 4.50% 4/41 #A97942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FHLG 4.50% 4/41 #A97945 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FHLG 4.50% 9/41 #G06719 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $950K | – | 0.00 |
| FHLG 5.00% 1/35 #G06928 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 5.00% 1/40 #A90893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 5.00% 11/35 #A80290 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| FHLG 5.00% 2/38 #G03854 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 5.00% 3/38 #G04668 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 5.00% 4/40 #A91937 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 5.00% 6/40 #A92350 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 5.00% 6/40 #G05898 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 5.00% 6/41 #G06596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FHLG 5.00% 7/40 #A92914 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 5.00% 8/40 #G05969 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 5.00% 8/40 #G08417 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 5.00% 9/38 #G04817 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 5.00% 9/38 #G05188 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 5.50% 12/38 #G06172 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 6.00% 7/37 #G03508 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.00% 8/37 #G06089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 6.50% 9/39 #G06670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FHLG 7.50% 1/32 #B90491 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM 30YR 4.0% 09/01/2040#A93824 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| FHLM 30YR 5.5% 02/01/2054#RJ0928 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $929K | – | 0.00 |
| FHLM 30YR 5.5% 03/01/2054#RJ1003 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLM 30YR 5.5% 03/01/2054#RJ1067 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLM 30YR 5.5% 05/01/2053#RA9058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLM 30YR 5.5% 06/01/2053#RA9161 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLM 30YR 5.5% 08/01/2053#RA9619 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLM 30YR 5% 05/01/2053#RA9045 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLM 30YR 5% 05/01/2053#RA9056 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| FHLM 30YR 5% 08/01/2053#RA9615 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLM 30YR 6% 04/01/2054#RJ1229 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLM 30YR 6% 06/01/2053#RA9276 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| FHLM 30YR 6% 06/01/2053#RA9277 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| FHLM 30YR 6% 06/01/2053#RA9278 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $665K | – | 0.00 |
| FHLM 30YR 6% 07/01/2053#RA9382 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLM 30YR 6% 07/01/2053#RA9383 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLM ARM 3.995% 10/01/2037#1Q0476 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 5.78% 10/35 #1N0063 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC MFD HSG COP GTD (FREDMAC 6.5% 01/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $754.74 | – | 0.00 |
| FHMS 2017-KJ17 A2 2.982% 11/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FHR 2091 PG 6% 11/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2201 C 8 11/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $375.71 | – | 0.00 |
| FHR 2430 WF 6.5 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FHR 2466 DH 6.5 6/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $606.01 | – | 0.00 |
| FHR 2543 YX 6 12/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 2733 SB -0 SOFR30A+790.697 10/33 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 2912 EH 5.5% 1/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| FHR 2933 ZM 5.75% 02/15/2035 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.00 |
| FHR 2980 QB 6.5% 5/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $444.82 | – | 0.00 |
| FHR 2996 ZD 5.5% 06/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.00 |
| FHR 3202 HI IO INVF 8/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $857.82 | – | 0.00 |
| FHR 3274 B 6 2/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 3546 A VAR 2/39 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $940.26 | – | 0.00 |
| FHR 3653 HJ 5% 4/40 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHR 3980 EP 5% 1/42 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FHR 4683 LM 3% 05/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $484K | – | 0.00 |
| FHR BNP-7827 FA SOFR30A+100 11/01/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS (CIA DE SEGUROS FIDELIDADE SA) | Long | Debt | PT | $524K | – | 0.00 |
| FIDELITY and GTY LIFE HLDGS INC 5.5% 05/01/2025 144A | Long | Debt | US | $358K | – | 0.00 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $574M | 574M | 1.30 |
| FIDELITY NATL INFORMN SVCS INC 3.1% 03/01/2041 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $3M | – | 0.01 |
| FIDELITY NATL INFORMN SVCS INC 4.5% 08/15/2046 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $48K | – | 0.00 |
| Fidelity Sai Long-Term Treasury Bond Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $419M | 61M | 0.95 |
| Fidelity Sai Total Bond Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $4B | 460M | 9.21 |
| Fidelity Sai Us Treasury Bond Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $2B | 229M | 4.46 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $336M | 336M | 0.76 |
| Fidelity U.S. Bond Index Fund (Fidelity Salem Street Trust) | Long | Equity-common | US | $32M | 3M | 0.07 |
| FIESTA PURCHASER INC 7.875% 03/01/2031 144A | Long | Debt | US | $108K | – | 0.00 |
| FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033 | Long | Debt | US | $3M | – | 0.01 |
| FIFTH THIRD BANCORP 6.339%VAR 07/27/2029 | Long | Debt | US | $3M | – | 0.01 |
| FILTRATION GROUP TERM 1LN 10/19/2028 (FILTRATION GROUP CORP) | Long | Loan | US | $215K | – | 0.00 |
| FIMM MM Government Portfolio - Instl Cl (Fidelity Colchester Street Trust) | Long | Equity-common | US | $12M | 12M | 0.03 |
| FINANCE DEPT GOVT OF SHARJAH 6.125% 03/06/2036 144A (FINANCE DEPARTMENT GOVERNMENT OF SHARJAH) | Long | Debt | AE | $386K | – | 0.00 |
| FINANCE DEPT GOVT OF SHARJAH 6.5% 11/23/2032 144A (FINANCE DEPARTMENT GOVERNMENT OF SHARJAH) | Long | Debt | AE | $208K | – | 0.00 |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FIRST BRANDS TERM B 1LN 03/24/2027 (FIRST BRANDS GROUP LLC) | Long | Loan | US | $85K | – | 0.00 |
| FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028 (FIRST CITIZENS BANK and TRUST COMPANY) | Long | Debt | US | $5M | – | 0.01 |
| FIRST FRANKLIN MTG LN TRO6FF13 STEP 10/25/2036 (FIRST FRANKLIN MTG LN TR 06 FF13) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| FIRST HORIZON MTG PASSTHRU TR VAR 12/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A | Long | Debt | CA | $808K | – | 0.00 |
| FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A | Long | Debt | CA | $506K | – | 0.00 |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A | Long | Debt | US | $143K | – | 0.00 |
| FIRSTENERGY CORP 2.25% 09/01/2030 | Long | Debt | US | $318K | – | 0.00 |
| FIRSTENERGY CORP 3.4% 03/01/2050 | Long | Debt | US | $280K | – | 0.00 |
| FIRSTENERGY CORP STEP 07/15/2027 | Long | Debt | US | $2M | – | 0.00 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.15% 04/15/2025 144A | Long | Debt | US | $326K | – | 0.00 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.3% 01/15/2029 144A | Long | Debt | US | $3M | – | 0.01 |
| FIRSTENERGY TRANSMISSION LLC 4.55% 04/01/2049 144A | Long | Debt | US | $601K | – | 0.00 |
| FIRSTENERGY TRANSMISSION LLC 5.45% 07/15/2044 144A | Long | Debt | US | $22K | – | 0.00 |
| FIRSTKEY HOMES 2020-SFR1 TR 0% 08/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FIRSTKEY HOMES 2020-SFR1 TR 3.638% 08/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.00 |
| FIRSTKEY HOMES 2020-SFR2 3.017% 10/19/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $605K | – | 0.00 |
| FIRSTKEY HOMES 2020-SFR2 3.117% 10/19/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $539K | – | 0.00 |
| FIRSTKEY HOMES 2021-SFR2 TR 2.358% 09/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FIRSTKEY HOMES 2022-SFR1 TRUST 5% 05/19/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $456K | – | 0.00 |
| FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $212K | – | 0.00 |
| FISERV INC 3.2% 07/01/2026 | Long | Debt | US | $77K | – | 0.00 |
| FISERV INC 3.5% 07/01/2029 | Long | Debt | US | $7M | – | 0.02 |
| FISERV INC 3.85% 06/01/2025 | Long | Debt | US | $2M | – | 0.00 |
| FISERV INC 5.45% 03/02/2028 | Long | Debt | US | $1M | – | 0.00 |
| FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | Long | Debt | US | $11M | – | 0.03 |
| FKH 2021-SFR1 E2 2.489% 08/17/2038 144A (FKH 2021-SFR1 F1) | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.00 |
| FKH 2021-SFR1 F1 1.888% 08/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FKH 2021-SFR1 F1 3.238% 08/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $270K | – | 0.00 |
| FKH 2021-SFR1 F1 3.452% 08/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FL ST DFC 12% MT@ (FLORIDA DEV FIN CORP REV) | Long | Debt | US | $489K | – | 0.00 |
| FLAGSHIP CR AUTO TR 2023-3 D 6.58% 08/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FLAGSHIP CREDIT AUTO TRUST 2019-2 D 3.53% 05/15/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| FLAGSHIP CREDIT AUTO TRUST 2023-2 C 5.81% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $179K | – | 0.00 |
| FLAGSHIP CREDIT AUTO TRUST 2024-1 5.64% 03/15/2028 144A (FLAGSHIP CR AUTO TR 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.00 |
| FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A (FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| FLATIRON CLO LT TSFR3M+137.161 07/19/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| FLATIRON CLO LTD 18-1A A TSFR3M+121.161 04/17/2031 144A (FLATIRON CLO 18 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $221K | – | 0.00 |
| FLATIRON CLO LTD TSFR3M+134.161 11/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| FLATIRON CLO LTD TSFR3M+181.161 11/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.00 |
| FLEX INTERMEDIATE HOLDCO LLC 3.363% 06/30/2031 144A | Long | Debt | US | $90K | – | 0.00 |
| FLEX INTERMEDIATE HOLDCO LLC 4.317% 12/30/2039 144A | Long | Debt | US | $34K | – | 0.00 |
| FLORIDA PWR and LT CO 2.875% 12/04/2051 | Long | Debt | US | $242K | – | 0.00 |
| FLORIDA PWR and LT CO 3.15% 10/01/2049 | Long | Debt | US | $180K | – | 0.00 |
| FLORIDA PWR and LT CO 3.7% 12/01/2047 | Long | Debt | US | $124K | – | 0.00 |
| FLORIDA PWR and LT CO 3.8% 12/15/2042 | Long | Debt | US | $1M | – | 0.00 |
| FLORIDA PWR and LT CO 3.95% 03/01/2048 | Long | Debt | US | $92K | – | 0.00 |
| FLORIDA PWR and LT CO 3.99% 03/01/2049 | Long | Debt | US | $368K | – | 0.00 |
| FLORIDA PWR and LT CO 5.25% 02/01/2041 | Long | Debt | US | $489K | – | 0.00 |
| FLORIDA PWR and LT CO 5.3% 04/01/2053 | Long | Debt | US | $34K | – | 0.00 |
| FLORIDA PWR and LT CO 5.4% 09/01/2035 | Long | Debt | US | $17K | – | 0.00 |
| FLORIDA PWR and LT CO 5.6% 06/15/2054 | Long | Debt | US | $267K | – | 0.00 |
| FLORIDA ST BD 5.526% 7/1/2034 (FLORIDA ST BRD ADMIN FIN CORP REV) | Long | Debt | US | $2M | – | 0.00 |
| FLOWSERVE CORP 2.8% 01/15/2032 | Long | Debt | US | $332K | – | 0.00 |
| FMC CORP 4.5% 10/01/2049 | Long | Debt | US | $1M | – | 0.00 |
| FMC CORP 5.65% 05/18/2033 | Long | Debt | US | $7M | – | 0.02 |
| FMC GMSR ISSUER TR 10.07% 07/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $670K | – | 0.00 |
| FMC GMSR ISSUER TR 2021-GT2 A 3.85% 10/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FMC GMSR ISSUER TR 21-GT1 B 4.36% 07/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| FMC GMSR ISSUER TR 4.44% 10/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $568K | – | 0.00 |
| FMC GMSR ISSUER TR 4.45% 01/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.00 |
| FMC GMSR ISSUER TR 6.19% 04/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FMC GMSR ISSUER TR 7.17% 04/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $637K | – | 0.00 |
| FMC GMSR ISSUER TR 7.9% 07/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $375K | – | 0.00 |
| FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A (FMG RESOURCES AUG'06 PTY LTD) | Long | Debt | AU | $144K | – | 0.00 |
| FNA 2015-M1 A2 2.532% 09/25/2024 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNA 2016-M6 A2 2.488% 05/26 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNA 2017-M1 A2 VAR 10/26 (FEDERAL NATL MTG AS GTD RE PTT) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNA 2017-M3 A2 CSTR 12/26 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FNA 2018-M10 A2 CSTR 07/28 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FNA 2018-M4 A2 3.042% 03/25/28 (FEDERAL NATL MTG AS GTD RE PTT) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNGT 02-T19 A1 6.5% 7/42 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNGT 04-T1 1A1 6 1/44 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FNGT 2002-T16 A2 7 7/42 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNGT 2004-T2 1A4 7.5 11/43 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNMA 10YR 3% 05/01/2027#MA3010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 10YR 4.32% 07/01/2033#BS9007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FNMA 15YR 1.5% 01/01/2036#MA4228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 1.5% 01/01/2037#FS2747 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 1.5% 03/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA 15YR 1.5% 05/01/2036#FM7659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA 15YR 1.5% 05/36#MA4328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2036#MA4441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#BQ5806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 1.5% 11/01/2035#CA7953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2030#FS3868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $678K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2035#FM2502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2035#FM2518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2035#FM6733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2036#CA9152 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2036#FS1999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 2.5% 02/35#BO9279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2036#CA9439 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2.5% 04/01/2030#AS4752 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2031#AS7051 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2036#FM9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2035#MA4013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2037#CB3435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT7761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2036#MA4361 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $802K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2037#FS4409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU1659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU1660 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2036#FM8131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2037#FS2984 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AS0290 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AU2296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AU2696 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#AS8011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#BC2863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2035#FM8618 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2029#AS3743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2029#AS7270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#AS8388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BH5773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BJ2973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#MA3187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2036#FS1970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA 15YR 2.5% 11/01/2036#FS2499 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 2.5% 12/01/2031#AS8511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#BJ3746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2033#FM4036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#BR3300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA 15YR 2% 02/01/2037#FS0785 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNMA 15YR 2% 02/01/2037#MA4536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FNMA 15YR 2% 03/01/2036#CA9437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FNMA 15YR 2% 03/01/2036#CA9438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA 15YR 2% 03/01/2037#BU8868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2% 04/01/2036#BR6332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2% 04/01/2036#FM6957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 2% 05/01/2036#BT0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $751K | – | 0.00 |
| FNMA 15YR 2% 05/01/2036#FM6899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA 15YR 2% 05/01/2036#MA4329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 15YR 2% 06/01/2036#BT0154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA 15YR 2% 06/01/2036#FS2033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FNMA 15YR 2% 06/01/2036#MA4360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 15YR 2% 10/01/2035#BK5705 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 10/01/2036#BU1080 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 12/01/2035#FM5278 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 2% 12/01/2036#BU1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FNMA 15YR 2% 12/01/2036#BU5931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 8/31#AS7693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2028#AS0294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 15YR 3.0% 10/01/2027#AP6647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FNMA 15YR 3.0% 11/01/2028#AU6440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2028#AU9683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2029#MA2149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| FNMA 15YR 3.00% 2/27 #AB4420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 15YR 3.5% 01/31#BA4750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2031#BC4411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA 15YR 3.5% 03/33#BJ0669 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2029#AS2369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 15YR 3.5% 06/01/2037#CB3715 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2034#BO1835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2034#CA3925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2034#CA4087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $722K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2034#CA4723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2029#AL8077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2030#BM4716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2035#FM7459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 3.5% 12/01/2036#FS0566 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 3% 01/01/2032#AS8610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 3% 01/01/2035#CA5039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#BC2462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#FS1234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| FNMA 15YR 3% 02/01/2035# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 15YR 3% 03/01/2033#BM4614 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA 15YR 3% 04/01/2027#AB4924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA 15YR 3% 04/01/2037#FS1697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FNMA 15YR 3% 05/01/2030#AS4956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA 15YR 3% 05/01/2037#BV9862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNMA 15YR 3% 06/01/2030#AS5103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 15YR 3% 07/01/2032#MA3060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| FNMA 15YR 3% 07/01/2033# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 15YR 3% 07/01/2034#FM8940 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BM1884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 15YR 3% 09/01/2034#CA4232 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $965K | – | 0.00 |
| FNMA 15YR 3% 09/01/2035#FS0112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FNMA 15YR 3% 09/32#MA3125 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 15YR 3% 10/01/2034#CA4265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3% 11/01/2032#BJ1634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 15YR 3% 11/01/2034#FS1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FNMA 15YR 3% 11/32#BJ6650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BM5109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BM5345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#CA4890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#FM0046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 3% 12/01/2035#FS1488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA 15YR 3% 12/34#FM0045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA 15YR 4.5% 02/01/2038#MA4914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 15YR 4.50% 6/25 #MA0442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4% 07/01/2037#MA4713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 5.00% 9/25 #AE0552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $974.57 | – | 0.00 |
| FNMA 15YR 5.5% 01/01/2038#MA4903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 2.5% 10/01/2043#AL6851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA 20YR 1.5% 12/01/2041#MA4500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2.5% 02/01/2041#MA4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FNMA 20YR 2.5% 03/01/2040#FM2646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 20YR 2.5% 03/01/2041#CA9362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA 20YR 2.5% 04/01/2037#BM1257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 20YR 2.5% 04/01/2041#MA4312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2040#MA4016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#CB0471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#FM7587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#MA4334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 20YR 2.5% 06/01/2041#MA4366 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2040#CA6462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2041#CB1074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2041#CB2014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA 20YR 2.5% 08/01/2041#CB1343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2.5% 10/01/2037#BM1951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#BT9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 01/01/2041#MA4232 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 02/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 20YR 2% 02/01/2042#MA4540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| FNMA 20YR 2% 03/01/2041#MA4287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 20YR 2% 04/01/2041#CB0116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 20YR 2% 05/01/2042#FS4603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2% 06/01/2040#MA4045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $827K | – | 0.00 |
| FNMA 20YR 2% 06/01/2041#FM7891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 20YR 2% 06/01/2041#MA4364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 20YR 2% 07/01/2040#MA4071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 2% 07/01/2041#FM8066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNMA 20YR 2% 08/01/2040#MA4093 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 08/01/2041#FM8334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| FNMA 20YR 2% 08/01/2041#FM8393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $811K | – | 0.00 |
| FNMA 20YR 2% 08/01/2041#FM8410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 20YR 2% 08/01/2042#FS3487 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA 20YR 2% 08/01/2042#FS3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| FNMA 20YR 2% 09/01/2040#MA4128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA 20YR 2% 09/01/2041#FM8862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| FNMA 20YR 2% 10/01/2040#FM4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#BQ6615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#FM9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 20YR 2% 11/01/2041#BQ6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 11/01/2041#BU6530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FNMA 20YR 2% 12/01/2040#MA4204 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 20YR 2% 12/01/2041#BU7091 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $679K | – | 0.00 |
| FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| FNMA 20YR 2% 12/01/2041#MA4501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 3% 01/01/2041#FM8941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 20YR 3% 01/01/2042#FS0795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA 20YR 4.5% 05/01/2039#FM1194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 4.5% 09/01/2042#MA4766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| FNMA 20YR 4.5% 11/01/2030#AE6799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 4% 01/01/2038#BM3254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA 20YR 4% 02/01/2038#BM3566 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA 20YR 4% 02/01/2038#CA1234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 20YR 4% 02/01/2038#CA1238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 20YR 4% 05/01/2040#FS0198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 5.0% 06/01/2031#MA0777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 20YR 5.00% 2/30 #MA0320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 20YRS 3.50% 12/30 #MA0602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 3 4/43 #AB9025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FNMA 3.5% 8/44#AS3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 3.50% 1/41 #AB2068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 3.50% 10/42 #MA1213 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 3.50% 12/41 #AJ7680 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 3.50% 3/42 #AB4684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| FNMA 3.50% 4/42 #AK6572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 3.50% 6/39 #AE0967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 3.50% 6/42 #AB5423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA 3.50% 7/42 #AO9368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 3% 09/42 #AP8070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA 30YR 1.5% 01/01/2051#MA4236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 1.5% 02/01/2051#MA4254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| FNMA 30YR 1.5% 03/51#MA4280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 1.5% 05/01/2051#MA4343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $622K | – | 0.00 |
| FNMA 30YR 1.5% 06/01/2051#CB0788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNMA 30YR 1.5% 06/01/2051#MA4354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2050#MA4138 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 1.5% 09/01/2051#FS2766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA 30YR 1.5% 10/01/2050#MA4157 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 1.5% 10/01/2051#MA4436 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 1.5% 11/01/2050#MA4181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 1.5% 12/01/2050#MA4209 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 1.56% 10/01/2035#BL8874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 1.73% 11/01/2031#BS3637 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 1.82% 04/01/2032#BL6367 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $835K | – | 0.00 |
| FNMA 30YR 1.93% 01/01/2032#BS4505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 1.96% 09/01/2033#BS3020 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 30YR 2.02% 01/01/2032#BS4650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.07% 05/01/2032#BL6302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FNMA 30YR 2.11% 01/01/2032#BS4375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.14% 08/01/2036#BS2829 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FNMA 30YR 2.2% 10/01/2026#AN2689 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA 30YR 2.25% 04/01/2033#BS1636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.39% 03/01/2032#BS4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 30YR 2.49% 05/01/2026#AN1413 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 01/01/2051#FM5651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA 30YR 2.5% 01/01/2052#CB2637 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052#FS0196 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052#MA4512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $817K | – | 0.00 |
| FNMA 30YR 2.5% 01/52#FS0235 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2034#BS4824 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2043#AB8463 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2043#MA1340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2047#FS0594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $849K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2051#CA8955 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2051#FM6272 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2051#MA4256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2052#CB2869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2052#FS1885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#FS7746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#MA4548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2.5% 03/01/2043#AR6931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2043#AR9126 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2043#AT0162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2047#FS0976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2050#CA5416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2051#FM6564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2051#FM9748 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2052#BU6885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2052#BV4119 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 2.5% 03/01/2052#FS7496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2052#SD3952 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2.5% 03/01/2053#FS4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 03/01/2062#BF0617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| FNMA 30YR 2.5% 03/51#BR6470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AR9512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT2998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT3094 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT3712 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA 30YR 2.5% 04/01/2051#BR0462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2051#BR8460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2051#BR8759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2051#FM6540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 04/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 04/01/2052#CB3356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2.5% 04/01/2052#FS3205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 30YR 2.5% 05/01/2043#AB9432 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2046#CB0573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2050#BP4416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2050#CA5702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2050#MA4019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#BR2948 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 2.5% 05/01/2051#BR9086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#BT0330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#CB0388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#CB0454 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 2.5% 05/01/2051#CB0511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#FM7401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2052#FS1836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2052#FS7241 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2053#FS4919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2053#FS5943 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 05/46#AS7125 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2043#AT5225 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2043#AT5890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 2.5% 06/01/2051#FM7507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2.5% 06/01/2051#FM7916 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 07/01/2046#AS7530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2050#BP6439 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2050#BP9120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 07/01/2050#CA6361 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2050#FM3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 07/01/2051#CB0997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 2.5% 07/01/2051#FM8179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 07/01/2051#MA4379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2050#BP6618 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 2.5% 08/01/2050#MA4096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2051#CB1280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2051#CB1281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2051#CB1331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2051#CB1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2051#FM8205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2051#MA4399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2046#AS7877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $498K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#MA4414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $870K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2031#AN2625 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2043#BM5466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2046#MA2781 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2050#CA7229 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 2.5% 10/01/2050#MA4159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA 30YR 2.5% 10/01/2051#BU3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#CB1901 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#FM9733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 30YR 2.5% 11/01/2050#BF0533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2050#MA4183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2051#BU0986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#CB2048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#FM9505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#FM9517 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#FS5389 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#MA4466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA 30YR 2.5% 11/49#MA3833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2051#CB2289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2051#CB2321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2051#CB2411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA 30YR 2.5% 12/01/2051#MA4493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FNMA 30YR 2.51% 10/01/2030#BS5171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| FNMA 30YR 2.6% 09/01/2027#BL3525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FNMA 30YR 2.6% 09/01/2028#AN2497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA 30YR 2.61% 06/01/2026#AN1497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FNMA 30YR 2.62% 05/01/2026#AN1503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 30YR 2.66% 08/01/2029#BL3509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| FNMA 30YR 2.67% 04/01/2034#BS5184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FNMA 30YR 2.69% 12/01/2028#AN3685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FNMA 30YR 2.73% 07/01/2028#AN2005 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FNMA 30YR 2.78% 04/01/2026#AN1222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA 30YR 2.81% 05/01/2026#AN1221 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 30YR 2.83% 04/01/2030#AM8426 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| FNMA 30YR 2.83% 10/01/2027#AN6905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FNMA 30YR 2.835% 08/01/2029#BL3491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| FNMA 30YR 2.84% 11/01/2031#BL3368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA 30YR 2.86% 12/01/2029#BL5066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA 30YR 2.87% 08/01/2031#AN2308 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 30YR 2.9% 05/01/2029#AN1872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 2.93% 01/01/2025#AN1302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 2.97% 04/01/2028#AN1449 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA 30YR 2% 01/01/2051#MA4237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 2% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 2% 01/01/2052#CB2610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 30YR 2% 01/01/2052#FS0286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 01/01/2052#FS7820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 30YR 2% 02/01/2051#FM6338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 2% 02/01/2051#MA4255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 02/01/2052#CB2763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| FNMA 30YR 2% 02/01/2052#CB2765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 03/01/2051#FM6560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#MA4281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| FNMA 30YR 2% 03/01/2052#CB3036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#CB3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $608K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#CB3038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#FS1402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| FNMA 30YR 2% 04/01/2051#CB0090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 04/01/2051#FM6944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA 30YR 2% 05/01/2051#FM9747 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $937K | – | 0.00 |
| FNMA 30YR 2% 05/01/2051#MA4325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA 30YR 2% 06/01/2050#MA4047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 07/01/2050#CA6275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 07/01/2050#FM3897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 07/01/2050#MA4077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2% 07/01/2051#CB1109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#CB1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 2% 07/51#BQ1010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA 30YR 2% 07/51#BT1461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FNMA 30YR 2% 07/51#MA4378 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 08/01/2050#FP0025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 08/01/2051#MA4398 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2% 09/01/2050#MA4119 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 10/01/2050#CA7323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 10/01/2050#MA4158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 30YR 2% 10/01/2051#CB1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2% 10/01/2051#CB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 10/01/2051#FM9167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $724K | – | 0.00 |
| FNMA 30YR 2% 10/01/2051#FS3201 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 10/01/2051#MA4437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 11/01/2050#BQ6306 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| FNMA 30YR 2% 11/01/2050#CA7616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 11/01/2050#FP0052 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FNMA 30YR 2% 11/01/2050#MA4182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 11/01/2051#BQ6772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#BU5834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#FM9539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 11/01/2051#FM9568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 11/01/2051#MA4465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 12/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2% 12/01/2050#FM4959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2% 12/01/2050#FM5179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#BQ6913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA 30YR 2% 12/01/2051#BT9493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $606K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AQ5065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2044#MA1749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7936 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR6381 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2045#AY2848 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2045#MA2189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AB8897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AR6071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT4017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AR5169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT2724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT5989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AB9749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT9645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2042 #AB5652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AS0038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AS0044 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT9528 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU1628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU3735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU4585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2042#AB6181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2042#AP4786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2042#AP5143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2042#AP6425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AU7317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 3.0% 1/1/43 #AB7568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.0% 1/1/43 #AB7570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AB6390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AB6685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AB6694 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU4405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AB6903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2043#AV0893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7271 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AL2950 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AQ8684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/42 #AB7276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/42 #AB7410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA 30YR 3.09% 05/01/2032#BS5332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 30YR 3.09% 05/01/2032#BS5452 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $608K | – | 0.00 |
| FNMA 30YR 3.09% 10/01/2025#AM9942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FNMA 30YR 3.12% 03/01/2031#AN1208 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.13% 02/01/2026#AN0707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FNMA 30YR 3.13% 03/01/2027#AN4917 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA 30YR 3.13% 05/01/2032#BS5500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FNMA 30YR 3.13% 07/01/2036#AN1812 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA 30YR 3.16% 08/01/2033#BL3453 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| FNMA 30YR 3.17% 01/01/2029#AN4154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| FNMA 30YR 3.19% 11/01/2027#AM9605 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA 30YR 3.25% 06/01/2029#AN5677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FNMA 30YR 3.26% 05/01/2032#BS5440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FNMA 30YR 3.27% 12/01/2028#AN4004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 3.32% 03/01/2029#AN4786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $866K | – | 0.00 |
| FNMA 30YR 3.35% 01/01/2029#AN4349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 3.37% 01/01/2029#AN4344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FNMA 30YR 3.42% 05/01/2030#BS5424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| FNMA 30YR 3.5% #MA1546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ9328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#MA1328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#AS6522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#AL9776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BD2436 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BD2440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BE1526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BE5530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#FM5661 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2050#FS3728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2050#FS5313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2052#BV0811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2052#CB2679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA 30YR 3.5% 01/46#AS6520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2042#AJ1884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AB7964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2047#BE5696 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2052#CB2905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2052#CB2906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FNMA 30YR 3.5% 02/46#BC1354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2033#AR7961 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2042#AB4590 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2042#AI9097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2046#BM4748 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2048#FM0035 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2048#MA3332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#FP0023 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#CB3174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 03/01/2061#BF0538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.5% 04/01/2043#AT2887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2043#MA1404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC0784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2049#BN6567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2052#CB3411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FNMA 30YR 3.5% 04/01/2052#MA4580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 3.5% 04/01/2053#FS5088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| FNMA 30YR 3.5% 04/42#AK8632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2032#AO7654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2042#AO2993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AB9361 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AB9376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#BA1210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2047#BM4754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 05/01/2049#BN6593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2049#MA3663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 05/01/2052#CB3608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 05/01/2052#FS1863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#FS5189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#MA4600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 3.5% 05/01/2056#BF0090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FNMA 30YR 3.5% 05/44#AV8070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2032#AO5230 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2032#AO7057 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2032#AO7746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AB9757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#MA1462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#MA1463 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2045#AS5133 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2045#AS5263 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2045#MA2346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2046#BA7485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2046#BC2969 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2046#BD1371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2046#MA2658 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2048#BM4426 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2049#FM6043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 3.5% 06/01/2052#BW2333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2052#CB3771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 06/01/2062#BF0655 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 3.5% 06/42#AB5369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2032#AO8038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2032#AP0645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2032#AP0682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#AL9515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#BC6149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#BD2956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#MA2690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#BO2428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#FS5372 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2051#CB1157 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.5% 07/01/2052#MA4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 30YR 3.5% 07/42#AB5500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 07/42#AB5501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2032#AP1314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AB6017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AJ9982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AP0495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AS0214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AU3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2045#AS5645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#AS7822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#BD5456 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2056#BF0131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/43#AL7261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNMA 30YR 3.5% 08/43#AS0080 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2042#AO7372 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2046#BC7248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2047#BH5155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2047#BH9317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2048#CA4662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2051#CB1642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2052#MA4731 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $633K | – | 0.00 |
| FNMA 30YR 3.5% 09/42#AP5393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2032#AQ1534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2041#AB3738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2041#AJ1616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2041#AJ1874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2042#AP3667 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ4750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ4775 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2046#BE0280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2047#BJ2421 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3.5% 10/42#AP9654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2032#AQ1607 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AZ3743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $844K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AZ9524 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2047#MA3182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2049#MA3835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/42 #AQ5136 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FNMA 30YR 3.5% 11/42#AB6934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 3.5% 11/42#AQ6804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 11/48#FM1001 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AB7124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#MA1283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#AS6328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#BC3688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AL9489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AS8461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BC9096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BD9690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2047#CA0855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/42#AQ8665 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 12/01/45#MA2495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA 30YR 3.5% 12/46#AS8572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 12/46#AS8573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA 30YR 3.5% 12/46#BC9077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% AL6167 01/45 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 30YR 3.55% 08/01/2028#387807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FNMA 30YR 3.67% 07/01/2033#AN9700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.71% 09/01/2030#AN9293 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| FNMA 30YR 3.75% 07/01/2033#AN9496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.75% 09/01/2034#BS6427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| FNMA 30YR 3.77% 09/01/2032#BS6472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.78% 08/01/2030#387883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FNMA 30YR 3.803% 12/01/2026#AL6937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3.81% 12/01/2028#BL1040 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FNMA 30YR 3.83% 09/01/2032#BS6689 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 3.84% 10/01/2027#BL0497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 3.88% 12/01/2028#BL0907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.895% 02/01/2033#BS7843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| FNMA 30YR 3% 01/01/2043#AB7575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#MA2863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 01/01/2050#MA3905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| FNMA 30YR 3% 01/01/2051#MA4239 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 01/01/2052#CB2662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FNMA 30YR 3% 01/01/2052#CB2670 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| FNMA 30YR 3% 01/01/2052#MA4513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 30YR 3% 02/01/2043#AR6380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3% 02/01/2044#AL5426 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| FNMA 30YR 3% 02/01/2050#CA5122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 02/01/2052#FS0631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3% 02/01/2052#MA4549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 02/01/43#AB8499 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#BU8883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#BV5102 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#FS0957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#FS0977 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA 30YR 3% 03/01/2052#FS1954 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#FS4393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#MA4564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 3% 03/01/2053#FS5329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3% 03/01/2061#BM7075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FNMA 30YR 3% 04/01/2048#FS5721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 04/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 3% 04/01/2052#FS1587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 04/50#CA5539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 3% 05/01/2046#AS7155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FNMA 30YR 3% 05/01/2051#CB0531 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA 30YR 3% 05/01/2052#BV9645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 30YR 3% 05/01/2052#FS1782 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $655K | – | 0.00 |
| FNMA 30YR 3% 05/01/2052#FS6300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3% 05/01/43#AB9339 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 3% 05/50#FM3269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FNMA 30YR 3% 06/01/2043#890564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 30YR 3% 06/01/2051#CB0850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 06/01/2051#MA4357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FNMA 30YR 3% 06/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 3% 06/01/2062#BF0654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FNMA 30YR 3% 07/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 07/01/2050#CA6312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 07/01/2050#CA6416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 07/01/2050#CA6417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 08/01/2048#FS0517 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA 30YR 3% 08/01/2051#CB1411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| FNMA 30YR 3% 08/01/2051#FM9973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 08/01/2051#MA4400 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 09/01/2042#AB6212 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FNMA 30YR 3% 09/01/2046#MA2737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 30YR 3% 09/01/2049#CA4106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA 30YR 3% 09/01/2049#CA4142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3% 09/01/2051#MA4415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 3% 09/01/2052#MA4730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 30YR 3% 10/01/2043#AL7855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FNMA 30YR 3% 10/01/2049#CA4406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 3% 10/01/2051#FM9210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#AS8269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BC8998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#MA2806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| FNMA 30YR 3% 11/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FNMA 30YR 3% 11/01/2049#BO4757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 11/01/2050#MA4184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA 30YR 3% 11/01/2051#CB2166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 11/01/2051#FM9632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3% 11/01/2051#FM9633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 11/01/2051#MA4467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 11/42#AP8469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FNMA 30YR 3% 12/01/2026#AN4000 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3% 12/01/2045#BM5975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#AS8453 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#MA2833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 3% 12/01/2047#FS5415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FNMA 30YR 3% 12/01/2049#MA3871 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FNMA 30YR 3% 12/01/2050#MA4211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 12/01/2051#BT9503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#CB2420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#FS2559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 12/49#FM2050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FNMA 30YR 3% 2/43 #AB8500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA 30YR 3% 8/42#AP4263 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2041#AH1582 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2041#AH3933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2042#AJ5571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2042#AJ5572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2042#AJ9317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2041#AH5574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2042#AK2415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2043#AR4159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/2045#AZ3300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/45#AX9566 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.0% 04/01/2042#MA1028 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.0% 05/01/2042#AO2961 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.0% 05/01/2045#AX9659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2045#AY8494 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2045#AZ4601 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2045#AZ0833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $790K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#AZ2035 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AS3293 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4.0% 09/40#AE4589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2045#AL7413 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2045#BA4574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2040#AB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2040#AE8265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2040#AH0944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2041#AB4058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2041#AJ7688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2041#AJ8343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2045#BA4584 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FNMA 30YR 4.0% 12/42#AB7319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA 30YR 4.11% 04/01/2033#BS7740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.21% 02/01/2033#BS7850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| FNMA 30YR 4.24% 03/01/2033#BS7706 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 4.33% 01/01/2033#BS7496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $703K | – | 0.00 |
| FNMA 30YR 4.37% 05/01/2033#BS8546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| FNMA 30YR 4.37% 10/01/2030#BS8736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.42% 02/01/2033#BS7675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| FNMA 30YR 4.45% 10/01/2033#BS9470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.48% 04/01/2033#BS8141 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AV4104 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AV6341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2047#BE6506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2047#BE7087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#CA1567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2041#AH0064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2042#AJ2880 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2044#AS1626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2044#AS1792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2045#AL7147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BC7535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BE8498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#BK1653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1218 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2051#FS4297 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2041#AH4123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2042#AK4683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AV2400 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2045#AY5719 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2046#BC0289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2046#BM4548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $945K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2047#BE9261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2048#BJ5789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2050#FS4617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 03/46#BM3928 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2042#AK8453 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2045#AY5316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2046#BC5795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#BH1623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2041#AH6648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2042#AO3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AS2319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AW4740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2045#AY9334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2047#BH0967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2048#CA1710 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2049#BK8748 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2039#935275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2041#AI3533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2042#AO5578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2044#AW6505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2045#AZ1709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2046#BD1238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2046#BD2680 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BH4576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2052#MA4684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA 30YR 4.5% 06/01/2053#BV6808 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 06/01/2053#CB6724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2039#AC4562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2041#AI6151 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2041#AI6550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2042#AK7569 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2042#AO3740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2042#AO5544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2042#AO7760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2044#AW5423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2045#AS5393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2047#MA3073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#BK4130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#BK6562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#BK6589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#CA2045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2052#MA4656 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 4.5% 08/01/2041#890362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AB3419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AI8715 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2042#MA1159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2043#AS0255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AL6223 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AS3179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AW5713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AX2369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2048#CA2163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2050#FS5103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2052#CB4345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2052#FS2588 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2052#FS3536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $606K | – | 0.00 |
| FNMA 30YR 4.5% 08/41#AH7932 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2042#AL2782 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2042#AL5881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2043#AU8060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2044 #AL5713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2044#AW5723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2044#AW8329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#CA0346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2052#FS3425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 4.5% 09/01/2052#FS3829 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2041#AJ0998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2041#AJ2399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2041#AL0762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2042#AP8745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2042#AP9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2044#AS3651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2045#BM4643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2046#BE1671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#MA3496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#BW9886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/45#AZ7723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2040#AE9547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2041#AK4260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2042#AL6997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2043#AU8840 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2043#AV2613 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX2179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX6493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX6510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2045#MA2490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2046#AS8335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2046#BE2386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2047#MA3184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2052#CB5124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 4.5% 11/01/2052#FS3457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| FNMA 30YR 4.5% 11/41#AL1431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2040#890310 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2040#AE0675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2040#AE0681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2040#AE0698 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2043#AS1380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2043#AV2959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2043#MA1711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2045#BA4471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2046#BE4488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BM5106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2052#BX0467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 30YR 4.5% 12/01/2052#CB5267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 4.5% 12/01/2061#BF0584 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA 30YR 4.5% 3/41#AH8925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $872K | – | 0.00 |
| FNMA 30YR 4.5% 8/1/41 #AI8194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 4.51% 07/01/2033#BS9089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.51% 10/01/2033#BS9185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.55% 09/01/2033#BS8897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.56% 01/01/2033#BS7484 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.7% 09/01/2033#BS9351 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 4.8% 12/01/2030#BS9296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.81% 09/01/2029#BS7011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.83% 02/01/2034#BZ0104 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.88% 12/01/2032#BS7320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 30YR 4.97% 01/01/2032#BS6881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| FNMA 30YR 4% 01/01/2042#AJ6217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#AS6515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#BC1552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#MA2519 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 30YR 4% 01/01/2047#AS8699 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BH6689 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BJ7311 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BJ8238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BJ8265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BK1008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BM5261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#CA1009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA 30YR 4% 01/47#BE2975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#AS8821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BJ4617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BJ5772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BK1581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 02/01/2049#CA3084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 02/01/2051#FS5154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FNMA 30YR 4% 02/48#CA1199 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AS2011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $895K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AV6581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AW1156 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#AL8321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC3883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BM4980 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 03/01/2048#BJ5803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BK1963 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BK3214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BM3665 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BM3855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA 30YR 4% 03/01/2049#FM3664 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 03/01/2052#BQ7481 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 03/48#BK1867 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 04/01/2042#AB5049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#AY4526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 4% 04/01/2046#MA2593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#BD7160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BE2789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BK3836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BM3700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FNMA 30YR 4% 04/01/2050#FS3189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA 30YR 4% 04/01/2052#FS1255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FNMA 30YR 4% 04/01/2052#FS1647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 04/01/2052#MA4618 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 4% 04/42#AK5551 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA 30YR 4% 04/46#BC3920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 30YR 4% 04/48#BJ8805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 04/48#BK2485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 04/48#BK4838 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 04/48#CA1545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR 4% 05/01/2039#AV6645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA 30YR 4% 05/01/2046#BC2276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 4% 05/01/2046#MA2631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#BM1906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BK2527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BM3877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 30YR 4% 05/01/2050#FM7973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 05/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FNMA 30YR 4% 05/01/2052#CB3509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 4% 05/01/2052#MA4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FNMA 30YR 4% 05/46#AS7248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA 30YR 4% 05/47#BM1277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| FNMA 30YR 4% 06/01/2039#AS2599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| FNMA 30YR 4% 06/01/2039#AW0113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FNMA 30YR 4% 06/01/2042#AL2059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 30YR 4% 06/01/2042#AO6757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4% 06/01/2043#AT5907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 30YR 4% 06/01/2046#BA7492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 06/01/2046#BC9368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 4% 06/01/2046#BD1372 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4% 06/01/2047#BE3671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 06/01/2047#BE3702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 4% 06/01/2052#MA4626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 4% 06/45#AZ3341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 4% 06/47#BH4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 4% 07/01/2039#AW9574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 4% 07/01/2042#AO9129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 30YR 4% 07/01/2043#MA1510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4% 07/01/2045#AS5384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 30YR 4% 07/01/2045#AZ9666 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#AS9968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA 30YR 4% 07/01/2049#BO0592 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4% 07/01/2052#BV6778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 07/01/2053# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 07/45#AY8537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA 30YR 4% 08/01/2039#AW4267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AS9172 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU1687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU2854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 4% 08/01/2047#BH7565 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#BN0133 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#CA2190 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 30YR 4% 08/01/2050#FS5024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FNMA 30YR 4% 08/01/2052#CB4610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 08/01/2059#BM6734 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA 30YR 4% 08/47#MA3088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FNMA 30YR 4% 09/01/2038#AU4761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FNMA 30YR 4% 09/01/2044#AX8524 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#BA2343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 4% 09/01/2046#BM1169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 30YR 4% 09/01/2047#BM3500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BN1312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA 30YR 4% 09/01/2062#BF0677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 09/44#AW7446 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 10/01/2039#AS3482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| FNMA 30YR 4% 10/01/2039#AW8233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4% 10/01/2043#BM1167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR 4% 10/01/2044#AS3638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 10/01/2047#BM2002 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 10/01/2047#MA3149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 10/01/2048#BM4676 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $745K | – | 0.00 |
| FNMA 30YR 4% 10/01/2048#BM4680 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| FNMA 30YR 4% 10/01/2051#FS5456 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 4% 10/45#AL7623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| FNMA 30YR 4% 10/45#AY3962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#BA3565 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#MA2462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 4% 11/01/2047#BH6687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 11/01/2047#BM3044 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 4% 11/01/2048#MA3521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 11/01/2049#CA4628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $806K | – | 0.00 |
| FNMA 30YR 4% 12/01/2038#AV1874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| FNMA 30YR 4% 12/01/2039#AX5330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA 30YR 4% 12/01/2042#AQ9061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 4% 12/01/2044#AX8459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6304 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC0532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#MA2482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BE8347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ4279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ5254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BM2005 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BM3499 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| FNMA 30YR 4% 12/01/2048#BK9556 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 4% 12/01/2051#FS5025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 12/01/2052#FS3428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| FNMA 30YR 4% 12/45#AZ9583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 4% 12/45#BA6404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 4% 12/47#BJ2132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 30YR 5.0% 02/01/2041#AE0972 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 5.0% 02/01/2041#AL0038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2044#AW0779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2044#MA1852 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2044#MA1885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2041#AH9677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2041#AI1360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 5.0% 05/01/2039#AL0524 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 5.0% 05/01/2040#AD4085 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5.0% 05/01/2042#AL5788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2035#310165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2039#AA8725 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2039#AL7550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AH7450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI3724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI4778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI5034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2035#843431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2037#310068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2039#AA9716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2040#AD9114 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2040#AD9214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2041#AC9301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2041#AI5633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/2041#AI5189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/41#890603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2033#AL7521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 5.0% 09/01/2040#AE4424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 5.0% 10/01/2041#AL4242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA 30YR 5.0% 11/01/2044#AL7307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FNMA 30YR 5.1% 06/01/2029#BS9253 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.17% 08/01/2028#BS9255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.264% 08/01/2041#AL6552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2040#AC8577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2040#AC9526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2042#BM1065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2053#CB5600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 03/01/2053#CB5907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2053#BY0439 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2054#CB8330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 5.5% 05/01/2037#969230 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2053#FS4631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5.5% 06/01/2053#CB6527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2053#CB6642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2053#FS4874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2053#BY4736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2053#CB6673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 08/01/2052#MA4738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#BY4792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#BY8580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 08/01/2053#CB6911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#MA5107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5.5% 09/01/2034#AA0918 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2048#FS0559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2053#MA5138 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5.5% 10/01/2052#CB4843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5.5% 10/01/2052#MA4786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 5.5% 11/01/2052#MA4807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA 30YR 5.5% 11/01/2053#SD4396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2052#MA4842 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 01/01/2042#AX5292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FNMA 30YR 5% 01/01/2049#BK1176 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 5% 01/48#CA1576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA 30YR 5% 02/01/2035#AB0067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FNMA 30YR 5% 02/01/2049#BM5577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 02/01/2054#FS7274 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5% 03/01/2033#AB0066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 5% 03/01/2050#FS5079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 05/01/2033#710653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5% 05/01/2044#AS9099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#CB6314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FNMA 30YR 5% 05/48#BM3904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA 30YR 5% 06/01/2039#AL6611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA 30YR 5% 06/01/2044#AL6848 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 5% 06/01/2047#AS9811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5% 06/01/2048#BK5943 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5% 06/01/2052#MA4686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 5% 06/01/2053#BY4714 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 06/01/2053#QG5549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA 30YR 5% 07/01/2033#709252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 5% 07/01/2033#709470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5% 07/01/2033#721575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 5% 07/01/2036#310015 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 5% 07/01/2036#889583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 5% 07/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 5% 07/01/2052#FS2473 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 5% 07/01/2052#MA4709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 5% 07/01/2053#BY3039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5% 07/01/2053#BY4776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 07/52#FS2458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 30YR 5% 08/01/2033#730817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 5% 08/01/2048#BK9292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 5% 08/01/2052#CB4306 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 5% 08/01/2052#MA4737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 08/01/2053#BY7027 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5% 08/01/2053#CB7099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 08/01/2053#MA5106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 5% 08/33#731291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 5% 09/01/2033#AL6168 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 5% 09/01/2048#890863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| FNMA 30YR 5% 09/01/2048#BN0234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#CB4628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#FS2982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FNMA 30YR 5% 09/01/2053#CB7100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 5% 10/01/2039#AC3237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5% 10/01/2048#BN0861 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#BX0098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 5% 10/01/2052#FS3047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 5% 12/01/2034#745318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 6.0% 01/01/2037#932030 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 6.0% 07/37#AD0688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 6.5% 01/01/2054#CB7801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 6.5% 01/01/2054#DA5789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 30YR 6.5% 02/01/2054#CB8018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $999K | – | 0.00 |
| FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 6.5% 05/01/2053#FS4662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 6.5% 06/01/2053#BY4741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 6.5% 08/01/2053#FS5537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| FNMA 30YR 6.5% 09/01/2053#CB7134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 6.5% 09/01/2053#CB7142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA 30YR 6.5% 10/01/2053#CB7349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| FNMA 30YR 6.5% 10/01/2053#DA3490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA 30YR 6.5% 11/01/2053#CB7520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 6.679% 02/01/2039#AL8741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 30YR 6% 01/01/2053#CB5482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 6% 01/01/2054#DA5777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 6% 01/01/2054#DA5778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 6% 01/01/2054#DA5779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 6% 01/01/2054#DA5782 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 6% 03/01/2054#CB8112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 6% 03/01/2054#CB8165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 6% 04/01/2054#CB8339 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FNMA 30YR 6% 05/01/2036#745512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 6% 05/01/2053#FS4679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $966K | – | 0.00 |
| FNMA 30YR 6% 05/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 6% 06/01/2053#CB6489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $940K | – | 0.00 |
| FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 6% 07/01/2053#BY4771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 6% 07/01/2053#BY4772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 6% 0741#AL8558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| FNMA 30YR 6% 09/01/2053#CB7123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 6% 10/01/2053#MA5166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 6% 11/01/2052#CB5049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 6% 11/01/2052#MA4847 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 6% 11/01/2053#FS6498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 6% 12/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 30YR 7.5% 01/01/2054#DA5808 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 7.5% 12/01/2053#DA5764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 7.5% 12/01/2053#DA5765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 7% 01/01/2054#DA5797 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 7% 03/01/2053#MA4964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FNMA 30YR 8% 12/01/2036#AL0379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.0% 08/45#AZ9030 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 4.00% 1/41 #AB2079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FNMA 4.00% 1/41 #AB2086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FNMA 4.00% 1/41 #AH1563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| FNMA 4.00% 1/41 #AH2367 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| FNMA 4.00% 1/41 #AH4404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ4047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA 4.00% 11/41 #AL1193 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNMA 4.00% 12/41 #AB4115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ4198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ8098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 4.00% 2/41 #AE6390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA 4.00% 3/42 #AL1521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 4.00% 7/42 #MA1125 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 4.50% 1/41 #AH1274 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA 4.50% 1/41 #AH2689 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 4.50% 10/40 #AE3832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.50% 10/41 #AJ1224 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 4.50% 10/41 #AJ1242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.50% 11/40 #AE6344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 4.50% 11/40 #AE8956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 4.50% 11/41 #AJ3402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 4.50% 12/39 #AC4467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.50% 12/39 #AC8512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA 4.50% 12/40 #AE8843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 4.50% 2/39 #930610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 4.50% 2/41 #AE6394 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA 4.50% 2/41 #AH0067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| FNMA 4.50% 2/41 #AH5581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FNMA 4.50% 4/39 #930854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 4.50% 4/41 #AH3843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 4.50% 4/41 #AH8029 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 4.50% 4/41 #AH9861 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 4/41 #AI1116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 4.50% 5/39 #AA7165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.50% 6/39 #AA7681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA 4.50% 8/40 #AL0145 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA 4.50% 8/41 #AI7910 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 4.50% 9/40 #AE1526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.50% 9/40 #AE3095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.50% 9/41 #AJ1131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 5.00% 1/30 #MA0295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.00% 10/33 #254903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 5.00% 11/33 #725027 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 5.00% 12/33 #745944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 5.00% 3/35 #735288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| FNMA 5.00% 6/35 #735580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 5.00% 6/40 #AD7859 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 5.00% 7/29 #MA0130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 5.00% 7/35 #735676 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FNMA 5.00% 7/35 #995203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 5.00% 9/33 #739821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 5.50% 11/36 #904131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 12/37 #967254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 5.50% 3/37 #256636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 5.50% 5/37 #190379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 5.50% 6/38 #889705 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 5.50% 8/37 #888817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 5.50% 9/39 #AD0242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA 6.00% 1/38 #889371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 6.00% 1/40 #AD0732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 6.00% 1/42 #AL2128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 10/34 #AL2130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 6.00% 10/37 #995073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 6.00% 12/39 #890385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 6.00% 2/34 #725162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 6.00% 2/40 #AE0061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 6.00% 3/34 #725228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 6.00% 3/34 #725229 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 6.00% 3/36 #888342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 6.00% 3/38 #889219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 6.00% 4/35 #735503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 5/40 #AL2129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 6.00% 6/35 #828385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 6.00% 6/36 #745640 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 6.00% 6/37 #939637 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 7/35 #357843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 6.00% 7/38 #889733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 6.00% 7/38 #AL0095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| FNMA 6.00% 8/35 #357953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 6.00% 8/37 #AE0265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FNMA 6.00% 9/36 #938577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 6.00% 9/37 #942981 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 2/36 #745578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $917.43 | – | 0.00 |
| FNMA 6% 11/35 #AD0687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA 7.00% 6/33 #995656 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 9YR 4.73% 10/01/2032#BS8959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FNMA ARM 2.47% 5/35 #823660 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 4.60% 2/35 #779905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA ARM 5.65% 7/37 #942609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA ARM 6.25% 6/36 #886983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA FHAL 4% 08/01/2048#CA2171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA GTD MTG 2013-51 GI 3% 10/25/2032 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 1.594% 11/25/2028 | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 6.5% 09/18/2027 | Long | ABS-collateralized bond/debt obligation | US | $183.72 | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 6% 04/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 7% 03/17/2027 | Long | ABS-collateralized bond/debt obligation | US | $262.06 | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 7% 03/18/2027 | Long | ABS-collateralized bond/debt obligation | US | $86.12 | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 8% 07/18/2027 | Long | ABS-collateralized bond/debt obligation | US | $458.38 | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF SOFR30A+525 03/25/2042 144A | Long | ABS-collateralized bond/debt obligation | US | $261K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF VAR 06/25/2025 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF VAR 09/25/2028 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF VAR 11/25/2028 | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNR 02-56 PE 6% 9/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNR 03-64 SX INSF 7/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $276.58 | – | 0.00 |
| FNR 2001-14 Z 6% 5/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $749.32 | – | 0.00 |
| FNR 2003-25 KP 5 4/33 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FNR 2003-47 PE 5.75 6/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNR 2005-84 XM 5.75 10/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNR 2006-77 PC 6.5 8/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2007-71 GZ 6 7/47 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNR 2009-112 ST INVF 1/40 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $421.53 | – | 0.00 |
| FNR 2009-52 PI 5 7/39 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $517.21 | – | 0.00 |
| FNR 2010-135 ZA 4.5% 12/40 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $347K | – | 0.00 |
| FNR 2010-150 ZC 4.75% 01/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $516K | – | 0.00 |
| FNR 2010-35 SB SOFR30A+630.552 4/40 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $440.77 | – | 0.00 |
| FNR 2011-126 KB 4% 12/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.00 |
| FNR 2011-4 PZ 5% 2/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $177K | – | 0.00 |
| FNR 2013-133 IB 3% 04/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $525.74 | – | 0.00 |
| FNR 2015-70 JC 3% 10/45 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $331K | – | 0.00 |
| FNR 2017-30 AI 5.5% 05/47 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| FNS 313 1 0% 6/31 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNW 04-W9 1A3 6.05 2/44 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNW 2001-W3 A 7% 9/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNW 2003-W4 2A 5.805% 10/42 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNW 2004-W2 2A2 7% 2/44 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $665.59 | – | 0.00 |
| FNW 2004-W8 3A 7.5% 6/44 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNW 2005-W4 1A1 6 8/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FOOT LOCKER INC 4% 10/01/2029 144A | Long | Debt | US | $50K | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 2.64% 09/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $542K | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.91% 10/17/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FORD FOUNDATION/THE 2.815% 06/01/2070 | Long | Debt | US | $49K | – | 0.00 |
| FORD MOTOR CO 3.25% 02/12/2032 | Long | Debt | US | $2M | – | 0.01 |
| FORD MOTOR CO 4.75% 01/15/2043 | Long | Debt | US | $2M | – | 0.00 |
| FORD MOTOR CO 5.291% 12/08/2046 | Long | Debt | US | $400K | – | 0.00 |
| FORD MOTOR CO 9.625% 04/22/2030 | Long | Debt | US | $557K | – | 0.00 |
| FORD MTR CR CO LLC 2.7% 08/10/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $1M | – | 0.00 |
| FORD MTR CR CO LLC 2.9% 02/16/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $248K | – | 0.00 |
| FORD MTR CR CO LLC 3.625% 06/17/2031 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $6M | – | 0.01 |
| FORD MTR CR CO LLC 4.063% 11/01/2024 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $22M | – | 0.05 |
| FORD MTR CR CO LLC 4.125% 08/17/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $1M | – | 0.00 |
| FORD MTR CR CO LLC 4.271% 01/09/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $82K | – | 0.00 |
| FORD MTR CR CO LLC 4.445% 02/14/2030 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $434K | – | 0.00 |
| FORD MTR CR CO LLC 4.542% 08/01/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $195K | – | 0.00 |
| FORD MTR CR CO LLC 4.687% 06/09/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $178K | – | 0.00 |
| FORD MTR CR CO LLC 4% 11/13/2030 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $235K | – | 0.00 |
| FORD MTR CR CO LLC 5.113% 05/03/2029 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $385K | – | 0.00 |
| FORD MTR CR CO LLC 5.125% 06/16/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $134K | – | 0.00 |
| FORD MTR CR CO LLC 5.8% 03/08/2029 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $199K | – | 0.00 |
| FORD MTR CR CO LLC 5.85% 05/17/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $1M | – | 0.00 |
| FORD MTR CR CO LLC 6.125% 03/08/2034 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $559K | – | 0.00 |
| FORD MTR CR CO LLC 6.798% 11/07/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $6M | – | 0.01 |
| FORD MTR CR CO LLC 6.86% 06/05/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $833K | – | 0.00 |
| FORD MTR CR CO LLC 7.122% 11/07/2033 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $633K | – | 0.00 |
| FORTIS INC 3.055% 10/04/2026 | Long | Debt | CA | $285K | – | 0.00 |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A | Long | Debt | US | $172K | – | 0.00 |
| FOUNDATION FIN TR 2020-1A C 5.75% 07/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.00 |
| FOUNDATION FINANCE TRUST 2023-2 6.97% 06/15/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FOUNDATION FINANCE TRUST 2023-2A A 6.53% 06/15/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $302K | – | 0.00 |
| FOUNDRY JV HOLDCO LLC 6.15% 01/25/2032 144A | Long | Debt | US | $377K | – | 0.00 |
| FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| FOX CORP 5.576% 01/25/2049 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.00 |
| FRANCE REPUBLIC OF 3% 05/25/2054 144A REGS | Long | Debt | FR | $4M | – | 0.01 |
| FREDDIE MAC 6.25% 07/15/2032 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $445K | – | 0.00 |
| FREDDIE MAC 6.5% 01/15/2028 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $105.74 | – | 0.00 |
| FREDDIE MAC 6.75% 03/15/2031 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $3M | – | 0.01 |
| FREDDIE MAC 6% 01/15/2029 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $576.04 | – | 0.00 |
| FREDDIE MAC MSCR TR MN7 M2 SOFR30A+570 09/25/2043 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 21-MN3 M1 SOFR30A+ 11/25/2051 144A (MSCR 2021-MN3 M1) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 22-MN4 M2 SOFR30A+ 05/25/2052 144A (MSCR 2022-MN4 M2) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK SOFR30A+ 01/25/2051 144A | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES CSTR 12/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA1 B1 SOFR30A+241.448 01/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA2 B1 SOFR30A+261.448 02/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SOFR30A+300 12/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M1B SOFR30A+240 02/25/2042 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+150 10/25/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+300 08/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA2 B1 SOFR30A+340 08/25/2033 144A (FREDDIE MAC STACR REMIC TRUST 2021-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| FREED ABS TRUST 2021-3FP D 2.37% 11/20/2028 144A (FREED ABS TR 2021-3FP) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FREEDOM MTG CORP 12% 10/01/2028 144A (FREEDOM MORTGAGE CORP) | Long | Debt | US | $432K | – | 0.00 |
| FREEPORT-MCMORAN INC 4.125% 03/01/2028 | Long | Debt | US | $917K | – | 0.00 |
| FREEPORT-MCMORAN INC 4.375% 08/01/2028 | Long | Debt | US | $6M | – | 0.01 |
| FREEPORT-MCMORAN INC 4.625% 08/01/2030 | Long | Debt | US | $788K | – | 0.00 |
| FREEPORT-MCMORAN INC 5.25% 09/01/2029 | Long | Debt | US | $305K | – | 0.00 |
| FREEPORT-MCMORAN INC 5.4% 11/14/2034 | Long | Debt | US | $616K | – | 0.00 |
| FREMF 17-K68 MORTGAGE TRUST VAR 08/25/2027 144A | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FREMF 2014-K40 C VAR 09/25/2025 144A (FREMF 2014-K40 MTG TR) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FREMF 2015-K45 MTG TR VAR 02/25/2025 144A | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FREMF 2015-K46 MTG TR VAR 04/25/2048 144A | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FREMF 2015-K48 B CSTR 06/25 144A (FREMF 2015-K48 MTG TR) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FREMF 2015-K48 MTG TR VAR 08/25/2048 144A | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| FREMF 2015-K51 B CSTR 10/48 144A (FREMF 2015-K51 MTG TR) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FREMF 2016-K55 MORTGAGE TRUST VAR 04/25/2049 144A | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FREMF 2016-K56 B MORTGAGE TRUST VAR 06/25/2049 144A (FREMF 2016-K56 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FREMF 2016-K58 MORTGAGE TRUST 3.7387% 9/25/49 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREMF 2016-K59 B CSTR 11/49 144A (FREMF 2016-K59 MTG TR) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FREMF 2017-K61 C MORTGAGE TRUST CSTR 12/25/2049 144A (FREMF 2017-K61 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FREMF 2017-K727 MORTGAGE TRUST VAR 07/25/2024 144A | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FREMF 2017-KL1P BP MORTGAGE TRUST VAR 10/25/2025 144A (FREMF 2017-KL1P MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| FREMF 2018-K733 MTG TR B CSTR 09/25/2025 144A | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| FREMF 2018-K74 MORTGAGE TRUST VAR 02/25/2051 144A | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FREMF 2018-K85 MORTGAGE TRUST VAR 11/25/2028 144A | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| FREMF 2018-KBX1 MORTGAGE TRUST CSTR 01/25/2026 144A (FREMF 2018-KBX1 MTG TR) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FREMF 2018-KHG1 C MORTGAGE TRUST CSTR 12/25/2027 144A (FREMF 2018-KHG1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $865K | – | 0.00 |
| FREMF 2018-KL03 MORTGAGE TRUST CSTR 08/25/2025 144A | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| FREMF 2018-KLBI MORTGAGE TRUST CSTR 01/25/2025 144A (FREMF 2018-KL02 MTG TR) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FREMF 2018-KSL1 MORTGAGE TRUST CSTR 11/25/2025 144A (FREMF 2018-KSL1 MTG TR) | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| FREMF 2018-KSW4 MORTGAGE TRUST 2.902% 10/25/2028 (FREMF 2018-KSW4 MTG TR) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FREMF 2018-KW06 C MTG TR 0% 06/25/2028 144A (FREMF 2018-KW06 MTG TR) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FREMF 2018-KW06 X2A MTG TR 0.1% 06/25/2028 144A (FREMF 2018-KW06 MTG TR) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREMF 2018-KW06 X2B MTG TR 0.1% 06/25/2028 144A (FREMF 2018-KW06 MTG TR) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREMF 2018-KW07 C MTG TR 0% 10/25/2031 144A (FREMF 2018-KW07 MTG TR) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FREMF 2018-KW07 X2A MTG TR 0.1% 10/25/2031 144A (FREMF 2018-KW07 MTG TR) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREMF 2018-KW07 X2B MTG TR 0.1% 10/25/2031 144A (FREMF 2018-KW07 MTG TR) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREMF 2019-K736 MTG TR CSTR 07/25/2026 144A | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FREMF 2019-K98 MTG TR CSTR 10/25/2052 144A | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FREMF 2019-KBF3 MORTGAGE TRUST SOFR30A+475 01/25/2029 144A | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| FREMF 2019-KL05 BHG MTG TR VAR 02/25/2029 144A (FREMF 2019-KL05 MTG TR) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FREMF 2019-KL05 CHG MTG TR 4.37% 02/25/2029 144A (FREMF 2019-KL05 MTG TR) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FREMF 2019-KW10 B MORTGAGE TRUST CSTR 10/25/2032 144A (FREMF 2019-KW10 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FREMF MORTGAGE TRUST 2014 K39 C VAR 08/25/2047 144A | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A | Long | Debt | US | $598K | – | 0.00 |
| FRONERI TERM B 1LN 02/01/2027 (FRONERI US INC) | Long | Loan | US | $143K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A | Long | Debt | US | $338K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 8.625% 03/15/2031 144A | Long | Debt | US | $902K | – | 0.00 |
| FRONTIER TERM B 1LN 10/08/2027 (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Loan | US | $234K | – | 0.00 |
| FRR RE-REMIC TR 2018-C1 BK43 CSTR 02/27/2048 144A | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FRR RE-REMIC TR 2018-C1 VAR 02/27/2048 144A | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FRTKL 2021-SFR1 3.171% 09/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.00 |
| FSPC T-76 2A CSTR 10/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FSWP OIS 4.136200 18/10/2034 SOF (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| FSWP: EUR 2.455500 03/22/2054 EUR (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| FSWP: OIS 4.539300 10/03/2025 SOF (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-87K | – | -0.00 | |
| FSWP: OIS 4.835000 10/18/2025 SOF (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| FWD GROUP HOLDINGS LTD 8.4% 04/05/2029 144A | Long | Debt | KY | $381K | – | 0.00 |
| FX Forward: BRL/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-9K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-6K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward: BRL/USD settle 2024-07-02 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $27K | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $22K | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-08-22 (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-foreign exchange | CA | $418.01 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-221.74 | – | -0.00 | |
| FX Forward: GBP/USD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $24K | – | 0.00 | |
| FX Forward: GBP/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $634.32 | – | 0.00 | |
| FX Forward: IDR/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $0 | – | – | |
| FX Forward: IDR/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $0 | – | – | |
| FX Forward: IDR/USD settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-101.42 | – | -0.00 | |
| FX Forward: IDR/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward: IDR/USD settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $620.34 | – | 0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $338.66 | – | 0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $87.79 | – | 0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $-325.08 | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: INR/USD settle 2024-09-24 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-281.81 | – | -0.00 | |
| FX Forward: JPY/USD settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-165K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: MXN/USD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-6K | – | -0.00 | |
| FX Forward: SGD/USD settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: TRY/USD settle 2024-06-07 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $25K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-06-13 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $7K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $28K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-06-24 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-07-12 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-07-23 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-07-29 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: TRY/USD settle 2024-09-03 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $18K | – | 0.00 | |
| FX Forward: USD/AUD settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-740.66 | – | -0.00 | |
| FX Forward: USD/BRL settle 2024-06-04 (MORGAN STANLEY) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $5K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BTIG, LLC) | Derivative-foreign exchange | US | $41K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BTIG, LLC) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BTIG, LLC) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BTIG, LLC) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $20K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (BTIG, LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward: USD/BRL settle 2024-06-20 (SOCIETE GENERALE) | Derivative-foreign exchange | FR | $-2K | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-08-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-27.78 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-72K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-809K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-05 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-38K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $66K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $429.57 | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (SOCIETE GENERALE) | Derivative-foreign exchange | FR | $81.84 | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-534.09 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-591.93 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $-31K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-07-02 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (BNP PARIBAS) | Derivative-foreign exchange | FR | $335.6 | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-551K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-04 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-411K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-209.11 | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-252.48 | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-491.29 | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $-49K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-07-02 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-24K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-08-22 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-528K | – | -0.00 | |
| FX Forward: USD/INR settle 2024-06-20 (MORGAN STANLEY) | Derivative-foreign exchange | US | $295.48 | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-04 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $34.95 | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-20 (DEUTSCHE BANK AG) | Derivative-foreign exchange | DE | $163K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-06-20 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $43K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (BTIG, LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $581.58 | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $0.57 | – | 0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (SOCIETE GENERALE) | Derivative-foreign exchange | FR | $-5K | – | -0.00 | |
| FX Forward: USD/MXN settle 2024-06-20 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-7K | – | -0.00 | |
| FX Forward: USD/SGD settle 2024-06-04 (BNP PARIBAS) | Derivative-foreign exchange | FR | $417.32 | – | 0.00 | |
| FX Forward: USD/SGD settle 2024-06-04 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-336.08 | – | -0.00 | |
| FX Forward: USD/SGD settle 2024-07-02 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward: USD/TRY settle 2024-09-09 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| FX Forward: USD/TRY settle 2024-09-09 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $11K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (STATE STREET BANK AND TRUST COMPANY) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward: USD/TWD settle 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-892.06 | – | -0.00 | |
| GAINWELL TERM B 1LN 10/01/2027 (GAINWELL ACQUISITION CORP) | Long | Loan | US | $711K | – | 0.00 |
| GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 REGS | Long | Debt | JE | $412K | – | 0.00 |
| GALAXY XVIII CLO LTD TSFR3M+136.161 07/15/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $515K | – | 0.00 |
| GALAXY XX CLO LTD TSFR3M+ 04/20/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $991K | – | 0.00 |
| GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC TSFR3M+260 11/22/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.00 |
| GALLAGHER (ARTHUR J.) and CO 5.75% 07/15/2054 | Long | Debt | US | $175K | – | 0.00 |
| GAM RE-REMIC TR 2022-FRR3 BK89 0% 01/27/2052 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GAM RE-REMIC TRUST 2021-FRR1 2B 0% 11/29/2050 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GAM RE-REMIC TRUST FRR1 1B 2021-FRR1 0% 11/29/2050 144A (GAM RE-REMIC TRUST 2021-FRR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GANNETT HOLDINGS LLC 6% 11/01/2026 144A | Long | Debt | US | $99K | – | 0.00 |
| GAP INC 3.625% 10/01/2029 144A | Long | Debt | US | $305K | – | 0.00 |
| GAP INC 3.875% 10/01/2031 144A | Long | Debt | US | $1M | – | 0.00 |
| GARDA WORLD SECURITY CORP 4.625% 02/15/2027 144A | Long | Debt | CA | $51K | – | 0.00 |
| GARDA WORLD SECURITY CORP 9.5% 11/01/2027 144A | Long | Debt | CA | $24K | – | 0.00 |
| GARDEN SPINCO CORP 8.625% 07/20/2030 144A | Long | Debt | US | $48K | – | 0.00 |
| GARTNER INC 3.625% 06/15/2029 144A | Long | Debt | US | $59K | – | 0.00 |
| GARTNER INC 3.75% 10/01/2030 144A | Long | Debt | US | $93K | – | 0.00 |
| GARTNER INC 4.5% 07/01/2028 144A | Long | Debt | US | $157K | – | 0.00 |
| GCAT 2023-NQM4 TRUST 4.25% 05/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $243K | – | 0.00 |
| GCAT 2024-NQM2 A1 TR 6.085% 06/25/2059 144A (GCAT 2024-NQM2 TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GE CAP MTG SVCS INC 6.7% 04/25/2029 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GEN DIGITAL INC 5% 04/15/2025 144A | Long | Debt | US | $367K | – | 0.00 |
| GENERAL DYNAMICS CORP CP 0% 06/21/2024 | Long | Debt | US | $997K | – | 0.00 |
| GENERAL MOTORS CO 5.95% 04/01/2049 | Long | Debt | US | $10K | – | 0.00 |
| GENERAL MOTORS CO 6.25% 10/02/2043 | Long | Debt | US | $5M | – | 0.01 |
| GENERAL MOTORS CO 6.6% 04/01/2036 | Long | Debt | US | $812K | – | 0.00 |
| GENERAL MOTORS CO 6.75% 04/01/2046 | Long | Debt | US | $488K | – | 0.00 |
| GENERAL MTRS FINL CO INC 1.5% 06/10/2026 | Long | Debt | US | $723K | – | 0.00 |
| GENERAL MTRS FINL CO INC 2.4% 04/10/2028 | Long | Debt | US | $2M | – | 0.00 |
| GENERAL MTRS FINL CO INC 2.7% 06/10/2031 | Long | Debt | US | $469K | – | 0.00 |
| GENERAL MTRS FINL CO INC 3.6% 06/21/2030 | Long | Debt | US | $271K | – | 0.00 |
| GENERAL MTRS FINL CO INC 3.8% 04/07/2025 | Long | Debt | US | $15K | – | 0.00 |
| GENERAL MTRS FINL CO INC 4% 01/15/2025 | Long | Debt | US | $6M | – | 0.01 |
| GENERAL MTRS FINL CO INC 5.4% 05/08/2027 | Long | Debt | US | $859K | – | 0.00 |
| GENERAL MTRS FINL CO INC 5.75% 02/08/2031 | Long | Debt | US | $75K | – | 0.00 |
| GENERAL MTRS FINL CO INC 5.85% 04/06/2030 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MTRS FINL CO INC 5.95% 04/04/2034 | Long | Debt | US | $2M | – | 0.00 |
| GENERATE CLO 16 LTD TSFR3M+185 07/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| GENERATE CLO 4A A1R LTD TSFR3M+135.161 04/20/2032 144A (GENERATE CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $433K | – | 0.00 |
| GENERATE CLO 7 LTD TSFR3M+ 04/22/2037 144A (GENERATE CLO 7 LTD / GENERATE CLO 7 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| GENESEE and WYOMING INC 6.25% 04/15/2032 144A | Long | Debt | US | $410K | – | 0.00 |
| GENESIS ENERGY LP/ FIN CORP 7.75% 02/01/2028 | Long | Debt | US | $274K | – | 0.00 |
| GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032 | Long | Debt | US | $55K | – | 0.00 |
| GENESIS ENERGY LP/ FIN CORP 8% 01/15/2027 | Long | Debt | US | $166K | – | 0.00 |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC 1.75% 04/10/2026 | Long | Debt | LU | $896K | – | 0.00 |
| GEO GROUP INC/THE 8.625% 04/15/2029 144A | Long | Debt | US | $252K | – | 0.00 |
| GEORGIA POWER CO 4.3% 03/15/2042 | Long | Debt | US | $449K | – | 0.00 |
| GEORGIA POWER CO 4.7% 05/15/2032 | Long | Debt | US | $285K | – | 0.00 |
| GERMANY FEDERAL REPUBLIC OF 1% 05/15/2038 REGS | Long | Debt | DE | $3M | – | 0.01 |
| GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS | Long | Debt | DE | $4M | – | 0.01 |
| GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS | Long | Debt | DE | $2M | – | 0.00 |
| GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS | Long | Debt | DE | $3M | – | 0.01 |
| GFL ENVIRONMENTAL INC 3.75% 08/01/2025 144A | Long | Debt | CA | $115K | – | 0.00 |
| GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A | Long | Debt | CA | $431K | – | 0.00 |
| GFL ENVIRONMENTAL INC 4% 08/01/2028 144A | Long | Debt | CA | $297K | – | 0.00 |
| GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A | Long | Debt | CA | $668K | – | 0.00 |
| GGAM FINANCE LTD 6.875% 04/15/2029 144A | Long | Debt | KY | $146K | – | 0.00 |
| GGAM FINANCE LTD 7.75% 05/15/2026 144A | Long | Debt | KY | $270K | – | 0.00 |
| GGAM FINANCE LTD 8% 02/15/2027 144A | Long | Debt | KY | $525K | – | 0.00 |
| GILBERT PK CLO LTD / GILBERT PK CLO LLC 17-1A A TSFR3M+ 10/15/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $129K | – | 0.00 |
| GILEAD SCIENCES INC 1.65% 10/01/2030 | Long | Debt | US | $225K | – | 0.00 |
| GILEAD SCIENCES INC 2.6% 10/01/2040 | Long | Debt | US | $2M | – | 0.00 |
| GILEAD SCIENCES INC 4.5% 02/01/2045 | Long | Debt | US | $163K | – | 0.00 |
| GILEAD SCIENCES INC 4.8% 04/01/2044 | Long | Debt | US | $273K | – | 0.00 |
| GINNIE MAE II 6.5% 06/20/2053#CV0174 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GINNIE MAE II 6.5% 07/20/2053#CV0172 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GLENCORE FDG LLC 2.5% 09/01/2030 144A | Long | Debt | US | $34K | – | 0.00 |
| GLENCORE FDG LLC 2.625% 09/23/2031 144A | Long | Debt | US | $214K | – | 0.00 |
| GLENCORE FDG LLC 2.85% 04/27/2031 144A | Long | Debt | US | $900K | – | 0.00 |
| GLENCORE FDG LLC 3.875% 10/27/2027 144A | Long | Debt | US | $130K | – | 0.00 |
| GLENCORE FDG LLC 5.371% 04/04/2029 144A | Long | Debt | US | $672K | – | 0.00 |
| GLENCORE FDG LLC 5.634% 04/04/2034 144A | Long | Debt | US | $2M | – | 0.00 |
| GLENCORE FDG LLC 6.375% 10/06/2030 144A | Long | Debt | US | $1M | – | 0.00 |
| GLENCORE FINANCE CANADA LTD 6.9% 11/15/2037 144A | Long | Debt | CA | $2K | – | 0.00 |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC 5.625% 06/01/2029 144A | Long | Debt | US | $415K | – | 0.00 |
| GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027 | Long | Debt | US | $507K | – | 0.00 |
| GLOBAL PAYMENTS INC 2.9% 05/15/2030 | Long | Debt | US | $320K | – | 0.00 |
| GLOBAL PAYMENTS INC 2.9% 11/15/2031 | Long | Debt | US | $386K | – | 0.00 |
| GLOBAL PAYMENTS INC 3.2% 08/15/2029 | Long | Debt | US | $406K | – | 0.00 |
| GLOBAL PAYMENTS INC 5.3% 08/15/2029 | Long | Debt | US | $83K | – | 0.00 |
| GLP CAP LP / GLP FING II INC 3.25% 01/15/2032 | Long | Debt | US | $5M | – | 0.01 |
| GLP CAP LP / GLP FING II INC 4% 01/15/2030 | Long | Debt | US | $964K | – | 0.00 |
| GLP CAP LP / GLP FING II INC 4% 01/15/2031 | Long | Debt | US | $213K | – | 0.00 |
| GLP CAP LP / GLP FING II INC 5.25% 06/01/2025 | Long | Debt | US | $198K | – | 0.00 |
| GLP CAP LP / GLP FING II INC 5.375% 04/15/2026 | Long | Debt | US | $5M | – | 0.01 |
| GLP CAP LP / GLP FING II INC 5.75% 06/01/2028 | Long | Debt | US | $2M | – | 0.00 |
| GLP CAP LP / GLP FING II INC 6.75% 12/01/2033 | Long | Debt | US | $244K | – | 0.00 |
| GLS AUTO RECEIVABLES ISSUER TR 2022-1 3.97% 01/18/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GLS AUTO RECEIVABLES ISSUER TR 2023-2 5.69% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $339K | – | 0.00 |
| GLS AUTO RECEIVABLES TRUST 2023-3 D 6.44% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GLS AUTO RECEIVABLES TRUST 2023-3A E 9.27% 08/15/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1 6.09% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $177K | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.44% 10/20/2025 | Long | ABS-collateralized bond/debt obligation | US | $888K | – | 0.00 |
| GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GMACM 2005-AR6 2A1 CSTR 11/35 (GMACM MTG LN TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GMACM MTG LN TR 4.75% 01/25/2019 | Long | ABS-collateralized bond/debt obligation | US | $315.62 | – | 0.00 |
| GN BONDCO LLC 9.5% 10/15/2031 144A | Long | Debt | US | $3M | – | 0.01 |
| GNII II 2.5% 03/20/2051#MA7255 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GNII II 2.5% 04/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| GNII II 2.5% 04/51#MA7312 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $82M | – | 0.19 |
| GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-30M | – | -0.07 |
| GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 2.5% 06/20/2052#MA8097 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNII II 2.5% 08/20/2046#MA3872 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNII II 2.5% 08/20/2051#MA7534 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNII II 2.5% 09/20/2051#MA7589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| GNII II 2.5% 11/20/2049#MA6282 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| GNII II 2.5% 11/51#MA7705 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 2.5% 12/20/2046#MA4125 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| GNII II 2.5% 12/20/2050#MA7052 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| GNII II 2% 02/20/2052#MA7880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNII II 2% 03/20/2051#MA7254 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $114M | – | 0.26 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-39M | – | -0.09 |
| GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| GNII II 2% 07/20/2051#MA7471 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2% 08/20/2051#MA7533 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNII II 2% 09/20/2051#MA7588 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNII II 2% 10/20/2051#MA7648 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNII II 2% 11/20/2051#MA7704 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| GNII II 2% 12/20/2051#MA7766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNII II 3.0% 01/20/2043#MA0698 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 3.0% 01/20/2044#MA1599 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| GNII II 3.0% 03/20/45#MA2677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| GNII II 3.0% 04/20/2043#MA0933 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GNII II 3.0% 04/20/2045#MA2753 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNII II 3.0% 05/20/2045#MA2825 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNII II 3.0% 06/20/2045#MA2891 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 3.0% 07/20/2045#MA2960 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNII II 3.0% 08/20/2042#MA0317 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GNII II 3.0% 08/20/2045#MA3104 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| GNII II 3.0% 08/45#MA3033 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| GNII II 3.0% 09/20/2042 #MA0391 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| GNII II 3.0% 12/20/2042#MA0624 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.0% 2/20/43 #MA0782 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| GNII II 3.5% 01/20/2043#MA0852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| GNII II 3.5% 01/20/2052#MA7829 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNII II 3.5% 01/48#MA4962 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GNII II 3.5% 03/20/2043 #MA1090 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GNII II 3.5% 03/20/2052#MA7938 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNII II 3.5% 03/46#MA3521 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $923K | – | 0.00 |
| GNII II 3.5% 04/20/2045#MA2754 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.5% 04/20/2046#MA3597 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| GNII II 3.5% 04/20/46#AS7319 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNII II 3.5% 05/20/2046#AS9175 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNII II 3.5% 05/20/2046#AS9183 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| GNII II 3.5% 05/52#MA8044 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-15M | – | -0.03 |
| GNII II 3.5% 06/20/2042#MA0154 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| GNII II 3.5% 07/20/2046#MA3803 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.5% 07/20/2047#MA4586 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 08/20/2046#MA3937 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNII II 3.5% 09/20/2040#004799 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| GNII II 3.5% 10/20/2044#MA2303 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $966K | – | 0.00 |
| GNII II 3.5% 10/20/2051#MA7651 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| GNII II 3.5% 10/40#004832 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| GNII II 3.5% 10/45#MA3173 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNII II 3.5% 11/20/2046#MA4069 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNII II 3.5% 11/20/2047#MA4837 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| GNII II 3.5% 12/20/2041#005258 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.5% 12/20/2042 #MA0625 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 3.5% 12/20/2046#MA4127 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| GNII II 3.5% 12/20/2047#MA4900 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| GNII II 3.5% 12/20/2051#MA7769 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNII II 3.50% 10/41 #005202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| GNII II 3.50% 10/42 #MA0462 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 3.50% 11/42 #MA0534 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| GNII II 3.50% 8/42 #MA0318 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| GNII II 3% 02/20/2052#MA7882 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 3% 02/47#MA4261 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| GNII II 3% 04/20/2046#MA3596 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| GNII II 3% 05/20/2052#MA8043 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| GNII II 3% 05/46#MA3662 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| GNII II 3% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $59M | – | 0.13 |
| GNII II 3% 06/20/2051#MA7419 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 3% 07/20/2046#MA3802 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| GNII II 3% 07/20/2049#MA6038 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| GNII II 3% 07/51#MA7473 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNII II 3% 08/20/2046#MA3936 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $798K | – | 0.00 |
| GNII II 3% 08/20/2051#MA7535 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNII II 3% 09/20/2049#MA6153 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| GNII II 3% 09/20/2051#MA7590 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| GNII II 3% 10/20/2046#MA4003 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3% 10/20/2051#MA7650 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| GNII II 3% 12/20/2049#MA6338 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $862K | – | 0.00 |
| GNII II 3% 12/20/2051#MA7768 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.0% 01/46#MA3377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNII II 4.0% 06/20/2045#MA2893 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNII II 4.0% 07/20/2044#MA2074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| GNII II 4.0% 07/20/2045#MA2962 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| GNII II 4.0% 08/20/2043#MA1225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNII II 4.0% 08/20/2044#MA2149 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| GNII II 4.0% 08/20/2045#MA3035 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.0% 09/45#MA3106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 4.0% 10/20/2043#MA1376 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| GNII II 4.0% 10/20/2044#MA2304 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 4.0% 10/45#MA3174 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 4.0% 11/20/2044#MA2372 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| GNII II 4.0% 12/20/2042#MA0626 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| GNII II 4.0% 12/20/44#MA2446 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| GNII II 4.00% 10/41 #005203 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.00% 11/40 #004853 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| GNII II 4.00% 11/41 #005233 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| GNII II 4.00% 12/40 #004882 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4.00% 12/41 #005259 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| GNII II 4.00% 2/41 #004945 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4.00% 2/42 #005305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNII II 4.00% 3/41 #004977 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| GNII II 4.00% 5/40 #004695 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNII II 4.5% 01/20/2045#MA2523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNII II 4.5% 01/20/2047#MA4198 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| GNII II 4.5% 01/20/2048#MA4964 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| GNII II 4.5% 01/20/2049#MA5711 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.5% 02/20/2048#MA5021 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| GNII II 4.5% 03/20/2047#MA4323 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| GNII II 4.5% 03/20/2048#MA5079 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNII II 4.5% 03/20/2049#MA5818 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNII II 4.5% 04/48#MA5138 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| GNII II 4.5% 05/20/2044#MA1921 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| GNII II 4.5% 05/20/2045#MA2828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNII II 4.5% 05/20/2052#MA8046 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-335K | – | -0.00 |
| GNII II 4.5% 07/20/2046#MA3805 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| GNII II 4.5% 08/47#MA4654 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| GNII II 4.5% 09/20/2044#MA2225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| GNII II 4.5% 10/20/2043#MA1377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| GNII II 4.5% 10/20/44#MA2305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| GNII II 4.5% 11/46#MA4071 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| GNII II 4.50% 1/41 #004946 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| GNII II 4.50% 10/41 #005204 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.50% 12/39 #004598 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| GNII II 4.50% 3/41 #004978 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 4.50% 4/41 #005017 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| GNII II 4.50% 5/40 #004696 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.50% 6/41 #005082 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $785K | – | 0.00 |
| GNII II 4.50% 8/41 #005140 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNII II 4.50% 9/40 #004801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| GNII II 4% 01/47#MA4197 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GNII II 4% 01/47#MA4263 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| GNII II 4% 02/20/2049#MA5763 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 4% 02/43#MA0784 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNII II 4% 03/20/2047#MA4322 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| GNII II 4% 04/43#MA0935 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNII II 4% 05/46#MA3664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| GNII II 4% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNII II 4% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-2M | – | -0.00 |
| GNII II 4% 06/20/2046#MA3737 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| GNII II 4% 06/47#MA4511 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| GNII II 4% 07/47#MA4587 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4% 08/20/2048#MA5398 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 4% 09/20/2048#MA5466 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| GNII II 4% 09/47#MA4720 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 10/20/2042#MA0463 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| GNII II 4% 10/20/2046#MA4005 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| GNII II 4% 10/20/2047#MA4779 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNII II 4% 11/20/2042#MA0535 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 4% 11/20/2046#MA4070 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| GNII II 4% 11/20/2047#MA4838 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNII II 4% 12/20/2045#MA3311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| GNII II 5.0% 08/20/2045#MA3037 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| GNII II 5.00% 10/40 #004835 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| GNII II 5.00% 12/35 #003795 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNII II 5.00% 12/36 #003929 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNII II 5.00% 2/36 #003817 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 5.00% 3/42 #005334 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| GNII II 5.00% 6/38 #004168 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-32M | – | -0.07 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| GNII II 5.5% 08/20/2053#MA9106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNII II 5.5% 3/20/41 #004984 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $65M | – | 0.15 |
| GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-6M | – | -0.01 |
| GNII II 5% 06/20/2048#MA5266 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 5% 09/20/2046#MA3940 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| GNII II 5% 1/35 #003664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| GNII II 5% 10/37#004037 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 5% 3/36 #003829 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 5% 5/35 #003710 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNII II 5% 6/34 #003568 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 5% 8/35 #003747 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNII II 6.00% 9/38 #004245 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNII II 6.5% 10/20/2039#005072 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 6.5% 10/20/2039#005218 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-33M | – | -0.07 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| GNII II 6% 08/20/2053#MA9107 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNII II 7.5% 05/20/2032#005020 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 7% 01/20/2039#004872 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 7% 08/20/2038#005034 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $857.93 | – | 0.00 |
| GNII II 7% 10/20/2038#004930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 8% 09/20/2031#004901 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 13-149 MA 2.5% 5/20/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $486K | – | 0.00 |
| GNMA 2017-H06 FA T1Y+35 08/66 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $498K | – | 0.00 |
| GNMA 3.50% 1/42 #778793 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| GNMA 3.50% 1/42 #790493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 3.50% 11/41 #489787 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNMA 3.50% 11/41 #772088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 3.50% 2/42 #616878 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 3.50% 2/42 #766918 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| GNMA 3.50% 2/42 #778862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 3.50% 2/42 #778863 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 3.50% 2/42 #793122 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 3.50% 3/42 #773363 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 3.50% 3/42 #773365 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 3.50% 3/42 #783550 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA 3.50% 3/42 #794581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 3.50% 3/42 #794582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 3.50% 5/42 #766750 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA 3.50% 5/42 #766751 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GNMA 30YR 2.976% 06/20/2071#CG2457 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL9337 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#AA6294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| GNMA 30YR 3.0% 11/15/2042#AA5821 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| GNMA 30YR 3.0% 12/15/2042#AA8612 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 30YR 3.5% 03/15/2043#758871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| GNMA 30YR 3.5% 07/15/2043#AE6719 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2043#711804 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| GNMA 30YR 3.5% 11/15/2043#711823 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| GNMA 30YR 3.5% 5/15/43 #AD2413 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 30YR 3% 07/20/2071#CF0297 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 30YR 3% 08/45#AL8626 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2042#778869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2040#721759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2040#734089 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2040#737704 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 30YR 4.5% 05/15/2046#AS4934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 30YR 4.5% 09/15/2040#748784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 30YR 4% 01/15/2042#794559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 30YR 4% 01/15/2043#AC9441 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5815 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 30YR 4% 03/15/2041#738107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 4% 03/15/2042#733816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| GNMA 30YR 4% 03/15/2042#796180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 4% 04/15/2042#792254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 30YR 4% 04/15/2043#AD7475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 30YR 4% 04/15/2046#784232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA 30YR 4% 05/15/2042#AA1859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 30YR 4% 07/15/2046#AT7536 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 4% 07/15/2046#AT7538 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA 30YR 4% 07/15/2046#AT7623 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 4% 08/15/2041#768109 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 4% 08/15/2043#AD5682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 30YR 4% 08/15/2046#AT7652 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 30YR 4% 10/15/2041#775540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 30YR 4% 11/15/2042#AB9201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 30YR 4% 12/15/2041#792596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 4% 12/15/2042#AB8144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4% 12/15/2046#AX5803 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 5.5% 06/20/2063#CU1093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $951K | – | 0.00 |
| GNMA 30YR 5% 04/15/2049#BM1819 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 30YR 5% 06/20/2063#CU1091 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $867K | – | 0.00 |
| GNMA 30YR 6% 06/20/2063#CU1092 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 30YR 6% 08/15/2036#783867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 4.00% 10/40 #737532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 10/40 #783143 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA 4.00% 10/41 #479430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GNMA 4.00% 10/41 #479494 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| GNMA 4.00% 10/41 #479596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 10/41 #479607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNMA 4.00% 10/41 #772072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 4.00% 10/41 #779846 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 11/41 #489862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| GNMA 4.00% 12/41 #552552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 4.00% 12/41 #552554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| GNMA 4.00% 12/41 #778681 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 4.00% 2/41 #738002 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 4.00% 6/41 #757631 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 4.00% 6/41 #768770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 4.00% 7/41 #769093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 8/41 #430354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| GNMA 4.00% 9/41 #489861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 9/41 #772063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| GNMA 4.00% 9/41 #773113 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 1/40 #723623 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 4.50% 2/40 #711188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 3/40 #737104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 4.50% 3/41 #783261 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| GNMA 4.50% 3/41 #783262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 4.50% 3/41 #783276 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| GNMA 4.50% 4/40 #733607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 4/40 #737111 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.50% 4/41 #762904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 4.50% 5/39 #698329 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.50% 6/40 #745068 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA 4.50% 6/40 #745138 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 4.50% 6/40 #782989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA 4.50% 7/40 #719228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 4.50% 7/40 #719230 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 4.50% 7/40 #719232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 4.50% 7/40 #733234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 7/40 #745236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GNMA 4.50% 7/40 #783281 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.50% 8/40 #741372 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 5.00% 10/39 #710924 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 5.00% 12/39 #728451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 5.00% 4/40 #782918 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| GNMA 5.00% 4/41 #738218 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 5.00% 4/41 #738229 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 5.00% 4/41 #738240 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 5.00% 5/40 #782949 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 5.00% 6/40 #743475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 5.00% 7/39 #782727 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 5.00% 7/40 #743665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 5.00% 8/39 #710776 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 5.00% 8/40 #719262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA 5.00% 8/40 #737311 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 5.00% 9/39 #723339 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 5.00% 9/40 #733919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 5.00% 9/40 #737454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 5.00% 9/41 #783501 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 5.50% 1/37 #661586 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.50% 6/36 #651860 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 5.50% 9/38 #677307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA ARM 0% 02/20/2072#CK2783 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CK2792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CK2795 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CK2802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CL4592 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CL8122 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CM9934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| GNMA ARM 0% 03/20/2072#CM9946 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| GNMA ARM 0% 04/20/2072#BL8377 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $624K | – | 0.00 |
| GNMA ARM 0% 04/20/2072#CK2804 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 2.5% 01/20/2052#785831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 2.5% 12/20/2051#785791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 2.5% 12/20/2051#785805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 2.842% 07/20/2071#CF8513 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 2.893% 08/20/2071#CF9559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| GNMA II 2.939% 05/20/2071#CE5464 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 3.0% 12/20/2042#AA5872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| GNMA II 3.5% 02/20/2043#AD1755 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| GNMA II 3.5% 03/20/2043#AA6141 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| GNMA II 3.5% 03/20/2052#CL5064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AR3062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS4758 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS6967 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS6968 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AT1323 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AT2645 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II 3.5% 05/20/2053#MA8875 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR3124 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR3125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR9310 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AS4297 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AS8103 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AU2287 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA II 3.5% 06/46#AS7008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II 3.5% 06/46#AS7009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA II 3.5% 07/20/2046#AS8106 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA II 3.5% 11/20/2047#784391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II 3.5% 12/20/2049#BR8985 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA II 3.5% 12/20/2049#BR8987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II 3.5% 12/49#BR8986 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II 3.75% 06/20/2046#AS8104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II 3.75% 07/20/2046#AS8107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA II 3% 02/20/2050#BQ4127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 3% 02/20/2052#786362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| GNMA II 3% 03/20/2043#AA6146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| GNMA II 3% 03/20/2043#AD8812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNMA II 3% 03/20/2053#MA8721 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| GNMA II 3% 04/20/2053#MA8796 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 4.5% 01/20/2053#MA8568 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| GNMA II 4.5% 02/20/2049#BK7188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA II 4.5% 03/20/2048#BE9507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA II 4.5% 03/20/2048#BG2382 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA II 4.5% 04/20/2048#BA7568 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II 4.5% 06/20/2049#BM9677 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GNMA II 4.5% 06/20/2052#MA8101 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II 4.5% 07/20/2048#BG3833 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BJ1310 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BO2717 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BO3146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BO3147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BO3157 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BO3158 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA II 4.5% 07/20/2049#BO3159 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II 4.5% 07/20/2052#MA8151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 4.5% 08/20/2049#BM9701 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| GNMA II 4.5% 08/20/2052#MA8201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II 4.5% 09/20/2052#MA8268 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $884K | – | 0.00 |
| GNMA II 4.5% 10/20/2048#BH9109 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| GNMA II 4.5% 10/20/2052#MA8347 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA II 4.5% 11/20/2047#AY0571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA II 4.5% 6/45#MA2894 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA II 4% 01/20/2048#BD6195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA II 4% 04/20/2047#784303 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 4% 04/20/2048#BG3507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| GNMA II 4% 04/20/2048#BG7744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| GNMA II 4% 04/20/2052#CL5137 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| GNMA II 4% 04/47#784304 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 4% 05/20/2049#BN2615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| GNMA II 4% 06/20/2046#AS8105 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II 4% 06/20/2049#BN2622 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| GNMA II 4% 08/20/2052#MA8200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| GNMA II 4% 11/20/2042#AB9917 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II 4% 12/20/2043#AG8740 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| GNMA II 4% 12/20/2047#BB8791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA II 5.0% 01/20/2035#781859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| GNMA II 5.00% 10/38 #782431 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II 5.5% 07/20/2053#CS4314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 5.5% 07/20/2053#CS4391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 5.5% 09/20/2052#MA8270 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II 5.5% 11/20/2052#MA8429 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 5% 02/20/2049#BK7189 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 5% 04/48#BD0512 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA II 5% 06/20/2048#BD0532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA II 5% 06/20/2049#BM9683 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| GNMA II 5% 07/20/2049#BM9690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II 5% 08/20/2048#BD0549 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNMA II 5% 08/20/2052#MA8202 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 5% 09/20/2052#MA8269 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II 5% 11/20/2052#MA8428 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GNMA II 5% 12/20/2048#BJ7085 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA II 6% 03/20/2035#738049 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II 6% 04/20/2036#737987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $495.73 | – | 0.00 |
| GNMA II 6% 06/20/2053#CV9606 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| GNMA II 6% 07/20/2053#CT7475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 6% 10/20/2033#738059 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II 6% 11/20/2032#738062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II 7% 06/20/2032#738210 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNR 2004-90 SI INVF 10/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $298.81 | – | 0.00 |
| GNR 2007-9 CI INVF 03/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $630.31 | – | 0.00 |
| GNR 2008-40 SA IO INVF 5/38 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $441.09 | – | 0.00 |
| GNR 2010-160 DY 4% 12/20/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $821K | – | 0.00 |
| GNR 2010-170 B 4% 12/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.00 |
| GNR 2010-H27 FA TSFR1M+38 12/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $385K | – | 0.00 |
| GNR 2011-94 SA TSFR1M+598.552 07/41 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GNR 2015-H13 HA 2.5% 08/64 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GNR 2017-134 BA 2.5% 11/46 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $531K | – | 0.00 |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A | Long | Debt | US | $389K | – | 0.00 |
| GOLDEN NUGGET TERM B 1LN 01/27/2029 (FERTITTA ENTERTAINMENT LLC NV) | Long | Loan | US | $174K | – | 0.00 |
| GOLDEN ST TOBAC 3.85% 6/1/2050 (GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV) | Long | Debt | US | $79K | – | 0.00 |
| GOLDEN TREE LOAN MANAGEMENT US CLO 1 LTD TSFR3M+195 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026 | Long | Debt | US | $468K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027 | Long | Debt | US | $452K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 1.992%/VAR 01/27/2032 | Long | Debt | US | $7M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 | Long | Debt | US | $9M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 2.6% 02/07/2030 | Long | Debt | US | $471K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032 | Long | Debt | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028 | Long | Debt | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 2.65%/VAR 10/21/2032 | Long | Debt | US | $1M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033 | Long | Debt | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.21%/VAR 04/22/2042 | Long | Debt | US | $105K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.436/VAR 02/24/2043 | Long | Debt | US | $32K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026 | Long | Debt | US | $720K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.615/VAR 03/15/2028 | Long | Debt | US | $257K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.65%/VAR PERP | Long | Equity-preferred | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.75% 05/22/2025 | Long | Debt | US | $138K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029 | Long | Debt | US | $7M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038 | Long | Debt | US | $5M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 4.125/VAR PERP | Long | Equity-preferred | US | $2M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025 | Long | Debt | US | $10K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027 | Long | Debt | US | $54K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028 | Long | Debt | US | $348K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 5.727%/VAR 04/25/2030 | Long | Debt | US | $4M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 5.851%/VAR 04/25/2035 | Long | Debt | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029 | Long | Debt | US | $9M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 | Long | Debt | US | $55M | – | 0.13 |
| GOLDMAN SACHS GROUP INC (THE) 7.5%/VAR PERP | Long | Equity-preferred | US | $2M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) SOFR 1.431%/VAR 03/09/2027 | Long | Debt | US | $8M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) SOFR 1.948%/VAR 10/21/2027 | Long | Debt | US | $4M | – | 0.01 |
| GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) | Long | Debt | US | $635K | – | 0.00 |
| GOODGREEN 2017-2 TRUST 3.26% 10/15/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.00 |
| GOODGREEN 2018-1 VAR 10/15/2053 144A | Long | ABS-collateralized bond/debt obligation | KY | $105K | – | 0.00 |
| GOODGREEN 2023-1 5.9% 01/17/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $613K | – | 0.00 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-3 6.5% 07/20/2055 144A | Long | ABS-collateralized bond/debt obligation | US | $934K | – | 0.00 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4 6.48% 03/20/2057 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1 6.25% 06/20/2057 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GOODMAN US FINANCE THREE LLC 3.7% 03/15/2028 144A | Long | Debt | US | $53K | – | 0.00 |
| GOODYEAR TIRE and RUBBER CO 5.25% 04/30/2031 | Long | Debt | US | $437K | – | 0.00 |
| GOODYEAR TIRE and RUBBER CO 5.25% 07/15/2031 | Long | Debt | US | $106K | – | 0.00 |
| GOODYEAR TIRE and RUBBER CO 5% 07/15/2029 | Long | Debt | US | $313K | – | 0.00 |
| GOODYEAR TIRE and RUBBER CO 9.5% 05/31/2025 | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 1.25% 09/20/2051 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $666K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 1.5% 04/20/2051 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $648K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 1.75% 12/20/2051 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $938K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 1% 03/20/2050 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 2.25% 04/16/2065 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 01/20/2045 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2051 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $288K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 12/20/2050 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $599K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 5.25% 06/20/2038 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 5.5% 03/20/2033 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 5.5% 04/20/2037 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 5.5% 06/20/2038 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 5.75% 09/20/2036 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 5% 03/16/2034 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 6% 07/20/2036 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT CSTR 05/16/2065 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 06/20/2071 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $705K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+1134.965 06/16/2033 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $757.75 | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $977K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+58.448 02/20/2065 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+598.552 12/20/2034 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $825.42 | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+608.552 02/20/2037 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $965.58 | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $212K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+611.552 06/20/2038 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+613.552 08/16/2039 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $311.95 | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+638.552 06/20/2036 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $668.45 | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+639.552 05/20/2037 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+663.552 06/20/2037 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $297.52 | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+668.552 05/20/2037 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT VAR 02/20/2029 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $143.27 | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2.5% 01/20/2065 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR12M+109.513 06/20/2066 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR12M+91.513 11/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $715K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+111.448 08/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+141.448 09/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+59.448 10/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $440K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 05/20/2069 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 08/20/2062 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $170K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 09/20/2065 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $105K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+81.448 02/20/2062 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $97K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM VAR 03/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM VAR 05/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE 24-H04 FA SOFR30A+ 02/20/2074 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATN) | Long | ABS-collateralized bond/debt obligation | XX | $299K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATIO 3% 08/20/2050 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $345K | – | 0.00 |
| GOVERNMENT NATL MTG ASN MLFY R 1.25% 01/16/2061 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATL MTG ASN MLFY R 1.25% 09/16/2062 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATL MTG ASN MLFY R 1.34% 06/16/2063 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATL MTG ASN MLFY R 1.4% 06/16/2063 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GOVERNMENT NATL MTG ASN MLFY R SOFR30A+ 02/20/2054 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GOVERNMENT NATL MTG ASN MLFY R TSFR1M+653.552 04/20/2037 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $631.66 | – | 0.00 |
| GOVERNMENT NATL MTG ASN MLFY R VAR 03/16/2063 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 3% 08/20/2051 | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1A A SOFR90A+195 09/01/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $105K | – | 0.00 |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2 SOFR90A+ 03/01/2027 144A | Long | ABS-collateralized bond/debt obligation | KY | $807K | – | 0.00 |
| GRACIE POINT INTERNATIONAL FUNDING 2024-1A A LLC SOFR90A+170 03/01/2028 144A (GRACIE POINT INTERNATIONAL FUNDING 2024-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $319K | – | 0.00 |
| GRAINGER (W.W.) INC 4.6% 06/15/2045 | Long | Debt | US | $13K | – | 0.00 |
| GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS | Long | Equity-preferred | LU | $2M | – | 0.00 |
| GRANITE PARK EQUIPMENT LEASING 2023-1A E LLC 7% 06/20/2035 144A (GRANITE PARK EQUIPMENT LEASING 2023-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GRAPHIC PACKAGING INTL INC 3.5% 03/01/2029 144A | Long | Debt | US | $156K | – | 0.00 |
| GRAPHIC PACKAGING INTL INC 3.5% 03/15/2028 144A | Long | Debt | US | $45K | – | 0.00 |
| GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A | Long | Debt | US | $261K | – | 0.00 |
| GRAPHIC PACKAGING INTL INC 4.75% 07/15/2027 144A | Long | Debt | US | $62K | – | 0.00 |
| GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A | Long | Debt | US | $230K | – | 0.00 |
| GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A | Long | Debt | US | $104K | – | 0.00 |
| GRAY OAK PIPELINE LLC 3.45% 10/15/2027 144A | Long | Debt | US | $39K | – | 0.00 |
| GRAY TELEVISION INC 10.5% 07/15/2029 144A | Long | Debt | US | $159K | – | 0.00 |
| GRAY TELEVISION INC 4.75% 10/15/2030 144A | Long | Debt | US | $92K | – | 0.00 |
| GRAY TELEVISION INC 5.375% 11/15/2031 144A | Long | Debt | US | $35K | – | 0.00 |
| GREAT AJAX OPERATING PARTNERSHIP LP 8.875% 09/01/2027 144A | Long | Debt | US | $645K | – | 0.00 |
| GREAT OUTDOORS TERM B2 1LN 03/05/2028 (GREAT OUTDOORS GROUP LLC) | Long | Loan | US | $888K | – | 0.00 |
| GREAT WOLF TRUST 2024-WOLF TSFR1M+154.2 03/15/2039 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GREAT-WEST LIFECO FINANCE 2018 LP 4.581% 05/17/2048 144A | Long | Debt | US | $18K | – | 0.00 |
| GREEN TREE FINANCIAL CORP 98-4 M1 6.83% 04/01/2030 | Long | ABS-collateralized bond/debt obligation | US | $299K | – | 0.00 |
| GREENKO DUTCH BV 3.85% 03/29/2026 144A | Long | Debt | NL | $171K | – | 0.00 |
| GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A | Long | Debt | LU | $205K | – | 0.00 |
| GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A | Long | Debt | US | $53K | – | 0.00 |
| GREYSTONE COML CAP TR SER 2021-3 1ML+223 08/01/2024 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2 FRN 1ML+227 05/31/2025 144A | Long | Debt | US | $7M | – | 0.02 |
| GREYWOLF CLO II LTD TSFR3M+140 04/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $35M | – | 0.08 |
| GRIFFON CORP 5.75% 03/01/2028 | Long | Debt | US | $417K | – | 0.00 |
| GRIFOLS SA 4.75% 10/15/2028 144A | Long | Debt | ES | $918K | – | 0.00 |
| GRIFOLS WORLDWIDE OPERATIONS TERM B 1LN 11/15/2027 (GRIFOLS WORLDWIDE OPERATIONS USA INC) | Long | Loan | US | $475K | – | 0.00 |
| GROUP 1 AUTOMOTIVE INC 4% 08/15/2028 144A | Long | Debt | US | $202K | – | 0.00 |
| GS MORTGAGE SECURITIES CORP 5.5% 05/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048 (GS MTG SECS TR 2015-GC34) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2018-3PCK A TSFR1M+206.448 09/15/2031 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 VAR 05/25/2062 144A | Long | ABS-collateralized bond/debt obligation | US | $68K | – | 0.00 |
| GS MTG SECS CORP 6% 02/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $695K | – | 0.00 |
| GS MTG SECS CORP 6% 09/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $612.69 | – | 0.00 |
| GS MTG SECS CORP TR 2019-GC40 A3 2.904% 07/10/2052 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GS MTG SECS CORP TR 2023-FUN TSFR1M+279.026 03/15/2028 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MTG SECS CORP TR 2023-SHIP A VAR 09/06/2026 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS MTG SECS CORP TSFR1M+61.448 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $250.5 | – | 0.00 |
| GS MTG SECS CORP VAR 09/25/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $364K | – | 0.00 |
| GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GS MTG SECS TR 2015-GC30 3.119% 05/10/2050 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GS MTG SECS TR 2017-GS6 3.164% 05/10/2050 | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| GS MTG SECS TR 2019-GC38 3.968% 02/10/2052 | Long | ABS-mortgage backed security | US | $844K | – | 0.00 |
| GS MTG SECS TR 2020-GC45 2.8428% 02/13/2053 | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| GS MTG SECS TR 2020-GSA2 1.721% 12/12/2053 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GSAA 2006-18 AF3A 5.772% 11/36 (GSAA HOME EQUITY TR 2006-18) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $-6K | – | -0.00 | |
| GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $-6K | – | -0.00 | |
| GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $-13K | – | -0.00 | |
| GSCM SWAP CDS 06/20/29 SOCGEN B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $2K | – | 0.00 | |
| GSCM SWAP CDS 06/20/29 UCGIM B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $15K | – | 0.00 | |
| GSCM SWAP PAY 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $535K | – | 0.00 | |
| GSCM SWAP PAY 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $286K | – | 0.00 | |
| GSCM SWAP REC 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $80K | – | 0.00 | |
| GSCM SWAP REC 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $213K | – | 0.00 | |
| GSCOFI SWAP CY562346 11/18/64 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-33K | – | -0.00 | |
| GSCOFI SWAP CY562346 11/18/64 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-73K | – | -0.00 | |
| GSCOFI SWAP CY873245 04/17/65 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-42K | – | -0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $116K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $89K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $86K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $82K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $61K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $60K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $49K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $48K | – | 0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $80K | – | 0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $46K | – | 0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $46K | – | 0.00 | |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027 | Long | Debt | US | $238K | – | 0.00 |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.625% 03/24/2032 | Long | Debt | US | $1M | – | 0.00 |
| GSMS 2015-GS1 A3 3.734% 11/48 (GS MORTGAGE SECURITIES TRUST_B) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $590K | – | 0.00 |
| GSR 2004-6F 3A4 6.5 5/34 (GS MORTGAGE SECURITIES CORP) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GSR 2005-5F 8A3 TSFR1M+61.448 6/35 (GS MTG SECS CORP) | Long | ABS-collateralized bond/debt obligation | US | $145.55 | – | 0.00 |
| GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS | Long | Debt | LU | $726K | – | 0.00 |
| GTP ACQUISITION PARTNERS I LLC 3.482% 06/15/2050 144A | Long | Debt | US | $102K | – | 0.00 |
| GUARA NORTE SARL 5.198% 06/15/2034 144A | Long | Debt | LU | $156K | – | 0.00 |
| GUARDIAN LIFE GLOBAL FUNDING 5.737% 10/02/2028 144A | Long | Debt | US | $205K | – | 0.00 |
| GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 4.85% 01/24/2077 144A | Long | Debt | US | $6K | – | 0.00 |
| GUATEMALA REP OF 3.7% 10/07/2033 REGS (GUATEMALA, REP OF) | Long | Debt | GT | $604K | – | 0.00 |
| GUATEMALA REP OF 6.6% 06/13/2036 144A (GUATEMALA, REP OF) | Long | Debt | GT | $200K | – | 0.00 |
| GULF STREAM MERIDIAN 7 LTD / GULF STREAM MERIDIAN 7 LLC TSFR3M+136 07/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| GULFPORT ENERGY CORP 8% 05/17/2026 | Long | Debt | US | $277K | – | 0.00 |
| GULFPORT ENERGY CORP 8% 05/17/2026 144A | Long | Debt | US | $79K | – | 0.00 |
| GULFSTREAM NAT GAS SYS LLC 6.19% 11/01/2025 144A (GULFSTREAM NATURAL GAS SYSTEM LLC) | Long | Debt | US | $4M | – | 0.01 |
| GWT 2024-WLF2 TSFR1M+169.124 05/15/2041 144A | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| GXO LOGISTICS INC 6.25% 05/06/2029 | Long | Debt | US | $811K | – | 0.00 |
| HALLIBURTON CO 4.75% 08/01/2043 | Long | Debt | US | $378K | – | 0.00 |
| HALLIBURTON CO 7.6% 08/15/2096 144A | Long | Debt | US | $9K | – | 0.00 |
| HANESBRANDS INC 4.875% 05/15/2026 144A | Long | Debt | US | $53K | – | 0.00 |
| HARRIMAN PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| HARRIS CNTY TX CULTURAL ED REV TSFR1M+206.6 10/19/2038 144A (HARRIS CNTY TX CULTURAL ED FACS FIN CORP REV) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HARTFORD FINL SVCS GROUP INC 2.8% 08/19/2029 | Long | Debt | US | $219K | – | 0.00 |
| HARTFORD HEALTHCARE 3.447% 07/01/2054 | Long | Debt | US | $48K | – | 0.00 |
| HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A | Long | Debt | US | $461K | – | 0.00 |
| HARVEST SBA LOAN TRUST 2021-1 TSFR1M+211.448 04/25/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| HASBRO INC 3.9% 11/19/2029 | Long | Debt | US | $5K | – | 0.00 |
| HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $136K | – | 0.00 |
| HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $135K | – | 0.00 |
| HCA INC 2.375% 07/15/2031 | Long | Debt | US | $632K | – | 0.00 |
| HCA INC 3.5% 07/15/2051 | Long | Debt | US | $369K | – | 0.00 |
| HCA INC 3.5% 09/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| HCA INC 4.5% 02/15/2027 | Long | Debt | US | $692K | – | 0.00 |
| HCA INC 4.625% 03/15/2052 | Long | Debt | US | $210K | – | 0.00 |
| HCA INC 5.25% 04/15/2025 | Long | Debt | US | $209K | – | 0.00 |
| HCA INC 5.25% 06/15/2026 | Long | Debt | US | $231K | – | 0.00 |
| HCA INC 5.25% 06/15/2049 | Long | Debt | US | $452K | – | 0.00 |
| HCA INC 5.375% 02/01/2025 | Long | Debt | US | $304K | – | 0.00 |
| HCA INC 5.45% 04/01/2031 | Long | Debt | US | $2M | – | 0.00 |
| HCA INC 5.5% 06/15/2047 | Long | Debt | US | $548K | – | 0.00 |
| HCA INC 5.6% 04/01/2034 | Long | Debt | US | $747K | – | 0.00 |
| HCA INC 5.625% 09/01/2028 | Long | Debt | US | $1M | – | 0.00 |
| HCA INC 5.875% 02/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| HCA INC 6% 04/01/2054 | Long | Debt | US | $108K | – | 0.00 |
| HCA INC 7.75% 07/15/2036 | Long | Debt | US | $3M | – | 0.01 |
| HEADLANDS RESIDENTIAL 2021-RPL1 LLC 2.487% 09/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $341K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 2.05% 03/15/2031 | Long | Debt | US | $204K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030 | Long | Debt | US | $2M | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026 | Long | Debt | US | $2M | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.625% 01/15/2028 | Long | Debt | US | $2M | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.875% 05/01/2025 | Long | Debt | US | $2M | – | 0.00 |
| HEALTHEQUITY INC 4.5% 10/01/2029 144A | Long | Debt | US | $41K | – | 0.00 |
| HEALTHPEAK OP LLC 2.125% 12/01/2028 | Long | Debt | US | $26K | – | 0.00 |
| HEALTHPEAK OP LLC 3% 01/15/2030 | Long | Debt | US | $1M | – | 0.00 |
| HEALTHPEAK PROPERTIES TERM DD 02/22/2027 (HEALTHPEAK OP LLC) | Long | Loan | US | $222K | – | 0.00 |
| HEALTHPEAK PROPERTIES TERM DD 08/20/2027 (HEALTHPEAK OP LLC) | Long | Loan | US | $223K | – | 0.00 |
| HEATHROW FUNDING LTD 6% 03/05/2032 REGS | Long | Debt | JE | $883K | – | 0.00 |
| HECLA MINING CO 7.25% 02/15/2028 | Long | Debt | US | $780K | – | 0.00 |
| HEICO CORP NEW 5.25% 08/01/2028 | Long | Debt | US | $1M | – | 0.00 |
| HEIMSTADEN AB 4.375% 03/06/2027 REGS | Long | Debt | SE | $606K | – | 0.00 |
| HEIMSTADEN BOSTAD AB 3.248%/VAR PERP REGS | Long | Equity-preferred | SE | $2M | – | 0.00 |
| HEIMSTADEN BOSTAD AB 3.625/VAR PERP REGS | Long | Equity-preferred | SE | $132K | – | 0.00 |
| HENLEY CLO IV DAC 3MEUR+90 04/25/2034 144A | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.00 |
| HERC HOLDINGS INC 5.5% 07/15/2027 144A | Long | Debt | US | $363K | – | 0.00 |
| HERO FDG 2017-2A A2 4.07% 09/20/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| HERO FDG 2017-3 3.19% 09/20/2048 144A | Long | ABS-collateralized bond/debt obligation | KY | $50K | – | 0.00 |
| HERO FDG 2017-3A A2 3.95% 09/20/2048 144A | Long | ABS-collateralized bond/debt obligation | KY | $43K | – | 0.00 |
| HERO FDG II 2016-4B B 4.99% 09/20/2047 144A | Long | ABS-collateralized bond/debt obligation | KY | $10K | – | 0.00 |
| HERO FDG III 2017-1A A 3.5% 09/21/2043 144A | Long | ABS-collateralized bond/debt obligation | KY | $57K | – | 0.00 |
| HERO FDG TR 2015-3A A 4.28% 09/20/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| HERO FUNDING TRUST 2016-3 3.08% 09/20/2042 144A | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| HERO FUNDING TRUST 2017-1A 4.46% 09/20/2047 144A | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| HERTZ CORP 4.625% 12/01/2026 144A | Long | Debt | US | $289K | – | 0.00 |
| HERTZ VEHICLE FINANCING LLC 2023-3A A 5.94% 02/25/2028 144A (HERTZ VEHICLE FINANCING LLC 2021) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HESS CORP 4.3% 04/01/2027 | Long | Debt | US | $818K | – | 0.00 |
| HESS CORP 5.6% 02/15/2041 | Long | Debt | US | $3M | – | 0.01 |
| HESS CORP 5.8% 04/01/2047 | Long | Debt | US | $5M | – | 0.01 |
| HESS CORP 7.125% 03/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| HESS CORP 7.3% 08/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| HESS CORP 7.875% 10/01/2029 | Long | Debt | US | $6M | – | 0.01 |
| HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A | Long | Debt | US | $270K | – | 0.00 |
| HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A | Long | Debt | US | $48K | – | 0.00 |
| HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A | Long | Debt | US | $827K | – | 0.00 |
| HEWLETT PACKARD ENTERPRISE CO 5.25% 07/01/2028 | Long | Debt | US | $211K | – | 0.00 |
| HF SINCLAIR CORP 5.875% 04/01/2026 | Long | Debt | US | $103K | – | 0.00 |
| HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC 6.625% 07/15/2030 144A | Long | Debt | US | $217K | – | 0.00 |
| HGI CRE CLO 2021-FL3 LTD SOFR30A+375 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $316K | – | 0.00 |
| HIG RCP 2023-FL1 LLC TSFR1M+227.4 09/19/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $867K | – | 0.00 |
| HIGH STREET FUNDING TRUST I 4.111% 02/15/2028 144A | Long | Debt | US | $365K | – | 0.00 |
| HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A | Long | Debt | US | $328K | – | 0.00 |
| HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A | Long | Debt | US | $560K | – | 0.00 |
| HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A | Long | Debt | US | $2M | – | 0.00 |
| HILCORP ENERGY I LP/FIN CO 6% 04/15/2030 144A | Long | Debt | US | $772K | – | 0.00 |
| HILLENBRAND INC 3.75% 03/01/2031 | Long | Debt | US | $251K | – | 0.00 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL A TSFR1M+154.123 05/15/2037 144A | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL D TSFR1M+ 05/15/2037 144A | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A | Long | Debt | US | $311K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A | Long | Debt | US | $623K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030 | Long | Debt | US | $60K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A | Long | Debt | US | $1M | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 5.375% 05/01/2025 144A | Long | Debt | US | $41K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 5.75% 05/01/2028 144A | Long | Debt | US | $25K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A | Long | Debt | US | $342K | – | 0.00 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC 6.625% 01/15/2032 144A | Long | Debt | US | $224K | – | 0.00 |
| HILTON GRAND VACATIONS TRUST 2020-A 6.42% 02/25/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.00 |
| HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027 | Long | Debt | US | $39K | – | 0.00 |
| HINNT 2024-A LLC 8% 03/15/2043 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS | Long | Debt | FR | $273K | – | 0.00 |
| HOLOGIC INC 3.25% 02/15/2029 144A | Long | Debt | US | $456K | – | 0.00 |
| HOLOGIC INC 4.625% 02/01/2028 144A | Long | Debt | US | $32K | – | 0.00 |
| HOME DEPOT INC 1.875% 09/15/2031 | Long | Debt | US | $144K | – | 0.00 |
| HOME DEPOT INC 3.5% 09/15/2056 | Long | Debt | US | $107K | – | 0.00 |
| HOME DEPOT INC 3.625% 04/15/2052 | Long | Debt | US | $294K | – | 0.00 |
| HOME DEPOT INC 4.25% 04/01/2046 | Long | Debt | US | $117K | – | 0.00 |
| HOME DEPOT INC 4.5% 09/15/2032 | Long | Debt | US | $257K | – | 0.00 |
| HOME DEPOT INC 4.875% 02/15/2044 | Long | Debt | US | $1M | – | 0.00 |
| HOME DEPOT INC 5.875% 12/16/2036 | Long | Debt | US | $315K | – | 0.00 |
| HOME PARTNERS AMER 2019-2 TR 3.32% 10/19/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.00 |
| HOME PARTNERS AMER 2021-3 TR 3.347% 01/17/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $337K | – | 0.00 |
| HOME RE 2021-2 M1C LTD SOFR30A+280 01/25/2034 144A (HOME RE 2021-2 LTD) | Long | ABS-collateralized bond/debt obligation | BM | $987K | – | 0.00 |
| HOMEWARD OPPORTUNITIES FD TR 2020-2 B1 5.45% 05/25/2065 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HOMEWARD OPPORTUNITIES FD TR 2022-1 CSTR 07/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $184K | – | 0.00 |
| HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 5.082%/VAR 07/25/2067 144A (HOMEWARD OPPORTUNITIES FD TR 2022-1) | Long | ABS-collateralized bond/debt obligation | US | $176K | – | 0.00 |
| HONEYWELL INTL INC 5.25% 03/01/2054 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $320K | – | 0.00 |
| HONO 2021-LULU MORTGAGE TRUST TSFR1M+126.448 10/15/2036 144A | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| HORIZON 2018-1 A 4.458% 12/15/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| HOST HOTELS and RESORTS LP 2.9% 12/15/2031 | Long | Debt | US | $696K | – | 0.00 |
| HOST HOTELS and RESORTS LP 5.7% 07/01/2034 | Long | Debt | US | $735K | – | 0.00 |
| HOWARD HUGHES CORP 4.125% 02/01/2029 144A | Long | Debt | US | $267K | – | 0.00 |
| HOWARD HUGHES CORP 4.375% 02/01/2031 144A | Long | Debt | US | $328K | – | 0.00 |
| HOWARD HUGHES CORP 5.375% 08/01/2028 144A | Long | Debt | US | $805K | – | 0.00 |
| HOWMET AEROSPACE INC 5.95% 02/01/2037 | Long | Debt | US | $588K | – | 0.00 |
| HOWMET AEROSPACE INC 6.75% 01/15/2028 | Long | Debt | US | $359K | – | 0.00 |
| HPS LN MGMT 2024-20A B1 LTD/LLC TSFR3M+185 07/25/2037 144A (HPS LN MGMT 2024-20 LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| HPS LN MGMT 2024-20A C LTD/LLC TSFR3M+ 07/25/2037 144A (HPS LN MGMT 2024-20 LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| HPS LN MGMT 2024-20A D1 LTD/LLC TSFR3M+330 07/25/2037 144A (HPS LN MGMT 2024-20 LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| HSBC HOLDINGS PLC 1.645/VAR 04/18/2026 | Long | Debt | GB | $193K | – | 0.00 |
| HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028 | Long | Debt | GB | $4M | – | 0.01 |
| HSBC HOLDINGS PLC 2.206/VAR 08/17/2029 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC 2.804/VAR 05/24/2032 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC 2.871%/VAR 11/22/2032 | Long | Debt | GB | $240K | – | 0.00 |
| HSBC HOLDINGS PLC 3.973/VAR 05/22/2030 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC 4.7870/VAR 03/10/2032 REGS | Long | Debt | GB | $805K | – | 0.00 |
| HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS | Long | Debt | GB | $1M | – | 0.00 |
| HSBC HOLDINGS PLC 4.95% 03/31/2030 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028 | Long | Debt | GB | $355K | – | 0.00 |
| HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028 | Long | Debt | GB | $7M | – | 0.02 |
| HSBC HOLDINGS PLC 5.733%/VAR 05/17/2032 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027 | Long | Debt | GB | $2M | – | 0.01 |
| HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031 | Long | Debt | GB | $325K | – | 0.00 |
| HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028 | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS | Long | Debt | GB | $760K | – | 0.00 |
| HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037 (HSI ASSET SECURITIZATION TR 2007 HE1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A | Long | Debt | MU | $402K | – | 0.00 |
| HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A | Long | Debt | MU | $230K | – | 0.00 |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53 A VAR 05/10/2039 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53 VAR 05/10/2039 144A | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A | Long | Debt | US | $300K | – | 0.00 |
| HUDBAY MINERALS INC 4.5% 04/01/2026 144A | Long | Debt | CA | $54K | – | 0.00 |
| HUDSON AUTOMOTIVE GROUP 8% 05/15/2032 144A | Long | Debt | US | $72K | – | 0.00 |
| HUDSON PAC PPTYS LP 3.25% 01/15/2030 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $2M | – | 0.00 |
| HUDSON PAC PPTYS LP 4.65% 04/01/2029 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $8M | – | 0.02 |
| HUDSON RIVER TRADING TERM B 1LN 03/18/2028 (HUDSON RIVER TRADING LLC) | Long | Loan | US | $347K | – | 0.00 |
| HUGHES SATELLITE SYS CORP 6.625% 08/01/2026 | Long | Debt | US | $122K | – | 0.00 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $198K | – | 0.00 |
| HUMANA INC 5.875% 03/01/2033 | Long | Debt | US | $89K | – | 0.00 |
| HUMANA INC 5.95% 03/15/2034 | Long | Debt | US | $419K | – | 0.00 |
| HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS | Long | Debt | HU | $1M | – | 0.00 |
| HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A | Long | Debt | HU | $456K | – | 0.00 |
| HUNGARY REPUBLIC OF 7.625% 03/29/2041 | Long | Debt | HU | $3M | – | 0.01 |
| HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.00 |
| HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035 | Long | Debt | US | $3M | – | 0.01 |
| HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029 | Long | Debt | US | $3M | – | 0.01 |
| HUNTINGTON INGALLS INDUSTRIES INC 2.043% 08/16/2028 | Long | Debt | US | $82K | – | 0.00 |
| HYATT HOTELS CORP 5.75% 01/30/2027 | Long | Debt | US | $1M | – | 0.00 |
| HYDRO-QUEBEC 8.05% 07/07/2024 | Long | Debt | CA | $1M | – | 0.00 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HYUNDAI CAP AMER 1.5% 06/15/2026 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $338K | – | 0.00 |
| HYUNDAI CAP AMER 1.8% 10/15/2025 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $114K | – | 0.00 |
| HYUNDAI CAP AMER 2.375% 10/15/2027 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $29K | – | 0.00 |
| HYUNDAI CAP AMER 3% 02/10/2027 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $236K | – | 0.00 |
| HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $251K | – | 0.00 |
| ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $50K | – | 0.00 |
| ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $190K | – | 0.00 |
| ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $935K | – | 0.00 |
| ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $1M | – | 0.00 |
| ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $323K | – | 0.00 |
| ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030 144A (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $266K | – | 0.00 |
| ICE: (CDX.NA.HY.42.V1) 06/20/2029 (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $206K | – | 0.00 | |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027 | Long | Debt | IE | $806K | – | 0.00 |
| IHEARTCOMMUNICATIONS INC 4.75% 01/15/2028 144A | Long | Debt | US | $95K | – | 0.00 |
| IHEARTCOMMUNICATIONS INC 5.25% 08/15/2027 144A | Long | Debt | US | $70K | – | 0.00 |
| IHEARTCOMMUNICATIONS INC 6.375% 05/01/2026 | Long | Debt | US | $294K | – | 0.00 |
| IHEARTCOMMUNICATIONS INC 8.375% 05/01/2027 | Long | Debt | US | $60K | – | 0.00 |
| ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A | Long | Debt | US | $125K | – | 0.00 |
| ILIAD HOLDING SAS 6.5% 10/15/2026 144A | Long | Debt | FR | $472K | – | 0.00 |
| ILIAD HOLDING SAS 7% 10/15/2028 144A | Long | Debt | FR | $446K | – | 0.00 |
| ILLINOIS ST TXBL | Long | Debt | US | $2M | – | 0.00 |
| IMM 04-10 3A1 TSFR1M+81.448 3/35 (IMPAC CMB TR) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| IMOLA MERGER CORP 4.75% 05/15/2029 144A | Long | Debt | US | $481K | – | 0.00 |
| IMPAC CMB TR STEP 03/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| INDEPENDENCE PLAZA TR 2018-INDP 3.763% 07/10/2035 144A | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| INDIAN RAILWAY FIN CORP LTD 3.57% 01/21/2032 144A (INDIAN RAILWAY FINANCE CORP LTD) | Long | Debt | IN | $885K | – | 0.00 |
| INDIANAPOLIS PWR and LT CO 5.7% 04/01/2054 144A | Long | Debt | US | $2M | – | 0.00 |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 6.53% 11/15/2028 144A | Long | Debt | ID | $2M | – | 0.00 |
| INDONESIA REPUBLIC OF 1.1% 03/12/2033 | Long | Debt | ID | $3M | – | 0.01 |
| INDONESIA REPUBLIC OF 3.05% 03/12/2051 | Long | Debt | ID | $585K | – | 0.00 |
| INDONESIA REPUBLIC OF 3.4% 09/18/2029 | Long | Debt | ID | $385K | – | 0.00 |
| INDONESIA REPUBLIC OF 3.5% 01/11/2028 | Long | Debt | ID | $6M | – | 0.01 |
| INDONESIA REPUBLIC OF 3.75% 06/14/2028 REGS | Long | Debt | ID | $2M | – | 0.00 |
| INDONESIA REPUBLIC OF 4.65% 09/20/2032 | Long | Debt | ID | $2M | – | 0.00 |
| INDYMAC INDX MTG LN TR 2006-AR35 TSFR1M+45.448 01/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| INDYMAC MBS INC 3.75% 10/25/2018 | Long | ABS-collateralized bond/debt obligation | US | $220.17 | – | 0.00 |
| INEOS QUATTRO FINANCE 2 3.375% 01/15/2026 144A | Long | Debt | GB | $260K | – | 0.00 |
| INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A | Long | Debt | GB | $237K | – | 0.00 |
| ING GROEP NV 4.5%/VAR 05/23/2029 REGS | Long | Debt | NL | $776K | – | 0.00 |
| ING GROEP NV 4.75%/VAR 05/23/2034 REGS | Long | Debt | NL | $2M | – | 0.00 |
| ING GROEP NV 5.37%/VAR 03/19/2030 | Long | Debt | NL | $198K | – | 0.00 |
| ING GROEP NV SOFR 1.726%/VAR 04/01/2027 | Long | Debt | NL | $6M | – | 0.01 |
| INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A | Long | Debt | US | $96K | – | 0.00 |
| INTEL CORP 3.1% 02/15/2060 | Long | Debt | US | $12K | – | 0.00 |
| INTEL CORP 3.25% 11/15/2049 | Long | Debt | US | $33K | – | 0.00 |
| INTEL CORP 5.625% 02/10/2043 | Long | Debt | US | $383K | – | 0.00 |
| INTEL CORP 5.7% 02/10/2053 | Long | Debt | US | $76K | – | 0.00 |
| INTEL CORP 5.9% 02/10/2063 | Long | Debt | US | $462K | – | 0.00 |
| INTEL CORP CP 0% 07/08/2024 | Long | Debt | US | $795K | – | 0.00 |
| INTEL CORP CP 0% 07/09/2024 | Long | Debt | US | $795K | – | 0.00 |
| INTEL CORP CP 0% 07/18/2024 | Long | Debt | US | $1M | – | 0.00 |
| INTEL CORP CP 0% 07/23/2024 | Long | Debt | US | $992K | – | 0.00 |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A | Long | Debt | CA | $38K | – | 0.00 |
| INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A | Long | Debt | LU | $583K | – | 0.00 |
| INTELSAT JACKSON HLDGS SA 9.75% 07/15/2025 144A | Long | Debt | LU | $0.55 | – | 0.00 |
| INTELSAT SA/LUXEMBOURG | Long | Equity-common | LU | $3M | 76K | 0.01 |
| INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS (INTERCONTINENTAL HOTELS GROUP PLC NEW) | Long | Debt | GB | $572K | – | 0.00 |
| INTERCONTINENTAL EXCHANGE INC CP 0% 06/11/2024 | Long | Debt | US | $998K | – | 0.00 |
| INTERCONTINENTAL EXCHANGE INC CP 0% 06/13/2024 | Long | Debt | US | $1M | – | 0.00 |
| INTERCONTINENTAL EXCHANGE INC CP 0% 06/25/2024 | Long | Debt | US | $2M | – | 0.00 |
| INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $4M | – | 0.01 |
| INTERNATIONAL FLAVS and FRAG INC 3.468% 12/01/2050 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $967K | – | 0.00 |
| INTERNATIONAL GAME TECHNOLOGY PLC 6.25% 01/15/2027 144A | Long | Debt | GB | $200K | – | 0.00 |
| INTERNATIONAL GAME TECHNOLOGY PLC 6.5% 02/15/2025 144A | Long | Debt | GB | $429K | – | 0.00 |
| INTERNET BRANDS TERM B 1LN 05/03/2028 (MH SUB I LLC) | Long | Loan | US | $85K | – | 0.00 |
| INTERSTATE PWR and LT CO 4.1% 09/26/2028 | Long | Debt | US | $22K | – | 0.00 |
| INTESA SANPAOLO SPA 4.95%/VAR 06/01/2042 144A | Long | Debt | IT | $352K | – | 0.00 |
| INTESA SANPAOLO SPA 5.017% 06/26/2024 144A | Long | Debt | IT | $31M | – | 0.07 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $10M | – | 0.02 |
| INTESA SANPAOLO SPA 6.625% 06/20/2033 144A | Long | Debt | IT | $481K | – | 0.00 |
| INTESA SANPAOLO SPA 7.2% 11/28/2033 144A | Long | Debt | IT | $930K | – | 0.00 |
| INTESA SANPAOLO SPA 7.75%/VAR PERP RGS | Long | Equity-preferred | IT | $224K | – | 0.00 |
| INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| INTUIT INC 1.35% 07/15/2027 | Long | Debt | US | $179K | – | 0.00 |
| INTUIT INC 5.2% 09/15/2033 | Long | Debt | US | $432K | – | 0.00 |
| INVESCO CLO LTD TSFR3M+139.161 10/22/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| INVESCO EURO CLO I DAC 3MEUR+65 07/15/2031 144A | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.02 |
| INVESCO US CLO 2024-1RA AR TSFR3M+155 04/15/2037 144A (INVESCO US CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| INVESCO US CLO 2024-3A A LTD TSFR3M+151 07/20/2037 144A (INVESCO US CLO 2024-3 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 | Long | Debt | US | $4M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 5.45% 08/15/2030 | Long | Debt | US | $105K | – | 0.00 |
| IQVIA INC 5.7% 05/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| IQVIA INC 5% 05/15/2027 144A | Long | Debt | US | $194K | – | 0.00 |
| IQVIA INC 5% 10/15/2026 144A | Long | Debt | US | $225K | – | 0.00 |
| IQVIA INC 6.5% 05/15/2030 144A | Long | Debt | US | $212K | – | 0.00 |
| IRO EUR 1 Y C 2.93000 L 11/29/24 GLM (SAI GENERIC OPTIONS ISSUER) | Derivative-equity | US | $3K | – | 0.00 | |
| IRO EUR 10Y C 2.30000 L 11-14-24 GLM (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| IRO EUR 10Y C 2.31 L 11/15/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| IRO EUR 10Y C 2.31000 L 11/13/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| IRO EUR 10Y C 2.31000 L 11/18/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| IRO EUR 10Y C 2.35000 L 11/20/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| IRO EUR 10Y C 2.35700 L 11-21-24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| IRO EUR 10Y C 2.36000 L 11-22-24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| IRO EUR 10Y C 2.40000 L 11-25-24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| IRO EUR 10Y C 2.46500 L 11/29/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-equity | US | $-3K | – | -0.00 | |
| IRO EUR 1Y C 2.72500 L 11/14/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| IRO EUR 1Y C 2.74900 L 11/13/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| IRO EUR 1Y C 2.75400 L 11-15-24 GLM (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| IRO EUR 1Y C 2.76500 L 11/18/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| IRO EUR 1Y C 2.80000 L 11-20-24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| IRO EUR 1Y C 2.82000 L 11/21/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| IRO EUR 1Y C 2.85000 L 11-22-24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| IRO EUR 1Y C 2.92000 L 11/25/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| IRO EUR 5Y C 2.81800 L 06-24-24 BRC (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-616.77 | – | -0.00 | |
| IRO EUR 5Y P 3.10900 L 06/24/24 BRC (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-592.07 | – | -0.00 | |
| IRON MTN INC 4.5% 02/15/2031 144A (IRON MOUNTAIN INC) | Long | Debt | US | $35K | – | 0.00 |
| IRON MTN INC 4.875% 09/15/2027 144A (IRON MOUNTAIN INC) | Long | Debt | US | $488K | – | 0.00 |
| IRON MTN INC 4.875% 09/15/2029 144A (IRON MOUNTAIN INC) | Long | Debt | US | $1M | – | 0.00 |
| IRON MTN INC 5.25% 03/15/2028 144A (IRON MOUNTAIN INC) | Long | Debt | US | $215K | – | 0.00 |
| IRON MTN INC 5.25% 07/15/2030 144A (IRON MOUNTAIN INC) | Long | Debt | US | $70K | – | 0.00 |
| IRS EUR 2.50000 09/18/24 30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $56K | – | 0.00 | |
| IRS EUR 2.75000 09-18-24-10Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-30K | – | -0.00 | |
| iShares 1-5 Year invmt Grd Corp Bd ETF (ISHARES TR) | Long | Equity-common | US | $134M | 3M | 0.30 |
| iShares 20+ Year Treasury Bond ETF (ISHARES TR) | Long | Equity-common | US | $25M | 281K | 0.06 |
| iShares 7-10 Year Treasury Bond ETF (ISHARES TR) | Long | Equity-common | US | $2B | 20M | 4.27 |
| iShares Core US Aggregate Bond ETF (ISHARES TR) | Long | Equity-common | US | $5M | 56K | 0.01 |
| iShares iBoxx $ Invmt Grade Corp Bd ETF (ISHARES TR) | Long | Equity-common | US | $6M | 52K | 0.01 |
| ISRAEL STATE OF 5.5% 03/12/2034 (ISRAEL, STATE OF) | Long | Debt | IL | $191K | – | 0.00 |
| ISRAEL STATE OF 5.75% 03/12/2054 (ISRAEL, STATE OF) | Long | Debt | IL | $707K | – | 0.00 |
| ISTANBUL METROPOLITAN MUNICIPALITY 10.5% 12/06/2028 144A | Long | Debt | TR | $215K | – | 0.00 |
| ITALY REPUBLIC OF 2.375% 10/17/2024 | Long | Debt | IT | $4M | – | 0.01 |
| ITC HLDGS CORP 2.95% 05/14/2030 144A | Long | Debt | US | $229K | – | 0.00 |
| ITC HLDGS CORP 4.95% 09/22/2027 144A | Long | Debt | US | $450K | – | 0.00 |
| ITC HLDGS CORP 5.4% 06/01/2033 144A | Long | Debt | US | $627K | – | 0.00 |
| ITC HLDGS CORP 5.65% 05/09/2034 144A | Long | Debt | US | $234K | – | 0.00 |
| IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 REGS | Long | Debt | CI | $420K | – | 0.00 |
| IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 REGS | Long | Debt | CI | $533K | – | 0.00 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A | Long | ABS-mortgage backed security | US | $750K | – | 0.00 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| J P MORGAN CHASE COML MTG SECS TR 2022-NXSS TSFR1M+ 09/15/2039 144A | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A (J P MORGAN MTG TR 2021-7) | Long | ABS-collateralized bond/debt obligation | US | $393K | – | 0.00 |
| J P MORGAN MTG TR 2024-HE2 A1 SOFR30A+120 10/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| JACKSON FINANCIAL INC 3.125% 11/23/2031 | Long | Debt | US | $622K | – | 0.00 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $3M | – | 0.01 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $3M | – | 0.01 |
| JACKSON NATL LIFE GLOBAL FDG 3.875% 06/11/2025 144A | Long | Debt | US | $76K | – | 0.00 |
| JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A | Long | Debt | US | $956K | – | 0.00 |
| JAMESTOWN CLO XIV LTD TSFR3M+146.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| JAMESTOWN CLO XIV LTD TSFR3M+201.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A | Long | Debt | US | $60K | – | 0.00 |
| JANE STREET TERM B 1LN 01/26/2028 (JANE STREET GROUP LLC) | Long | Loan | US | $231K | – | 0.00 |
| JAPAN GOVERNMENT OF 0.005% 02/01/2025 | Long | Debt | JP | $3M | – | 0.01 |
| JAPAN GOVERNMENT OF 0.8% 03/20/2034 | Long | Debt | JP | $435K | – | 0.00 |
| JAPAN GOVERNMENT OF 1.8% 03/20/2054 | Long | Debt | JP | $2M | – | 0.00 |
| JAZZ PHARMACEUTICALS TERM B 1LN 05/05/2028 (JAZZ FINANCING LUX SARL) | Long | Loan | LU | $748K | – | 0.00 |
| JAZZ SECURITIES DAC 4.375% 01/15/2029 144A | Long | Debt | IE | $87K | – | 0.00 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $6M | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032 | Long | Debt | LU | $1M | – | 0.00 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 02/02/2029 | Long | Debt | LU | $345K | – | 0.00 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 | Long | Debt | LU | $6M | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 4.375% 02/02/2052 | Long | Debt | LU | $1M | – | 0.00 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 | Long | Debt | LU | $8M | – | 0.02 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 | Long | Debt | LU | $15M | – | 0.03 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 | Long | Debt | LU | $5M | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.5% 12/01/2052 | Long | Debt | LU | $401K | – | 0.00 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.75% 03/15/2034 144A | Long | Debt | LU | $221K | – | 0.00 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 7.25% 11/15/2053 144A | Long | Debt | LU | $636K | – | 0.00 |
| JDE PEETS BV 2.25% 09/24/2031 144A | Long | Debt | NL | $577K | – | 0.00 |
| JEFFERIES FINANCIAL GROUP INC 2.625% 10/15/2031 | Long | Debt | US | $4M | – | 0.01 |
| JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028 | Long | Debt | US | $2M | – | 0.01 |
| JEFFERIES FINANCIAL GROUP INC 6.25% 01/15/2036 | Long | Debt | US | $27K | – | 0.00 |
| JELD-WEN INC 4.625% 12/15/2025 144A | Long | Debt | US | $270K | – | 0.00 |
| JELD-WEN INC 4.875% 12/15/2027 144A | Long | Debt | US | $1M | – | 0.00 |
| JERSEY CENTRAL POWR and LIGHT CO 2.75% 03/01/2032 144A | Long | Debt | US | $2M | – | 0.00 |
| JERSEY CENTRAL POWR and LIGHT CO 6.15% 06/01/2037 | Long | Debt | US | $23K | – | 0.00 |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST 4% 05/15/2034 | Long | Debt | US | $142K | – | 0.00 |
| JETBLUE AIRWAYS CORP 2.75% 11/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| JHancock Bond R6 (HANCOCK JOHN SOVEREIGN BD FD) | Long | Equity-common | US | $624M | 47M | 1.41 |
| JOBSOHIO BEVERA 2.833% 1/1/2038 (JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV) | Long | Debt | US | $260K | – | 0.00 |
| JOHN LEWIS PLC 6.125% 01/21/2025 | Long | Debt | GB | $2M | – | 0.00 |
| JONAH ENERGY ABS I LLC 7.2% 12/10/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $428K | – | 0.00 |
| JORDAN KINGDOM OF 7.375% 10/10/2047 REGS | Long | Debt | JO | $174K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE B CSTR 10/06/2038 144A | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST TSFR1M+77.15 04/15/2037 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2021-13 A3 2.5% 04/25/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 5.99% 09/01/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $995K | – | 0.00 |
| JP MORGAN MTG TR 5.5% 09/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $497 | – | 0.00 |
| JP MORGAN MTG TR 5.5% 12/25/2019 | Long | ABS-collateralized bond/debt obligation | US | $518 | – | 0.00 |
| JP MORGAN MTG TR 6% 11/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| JPMBB 2015-C30 A5 3.8218% 07/15/2048 (JPMBB COML MTG SECS TR 2015-C30) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JPMBB COML MTG SECS TR 2015-C30 3.551% 07/15/2048 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JPMBB COML MTG SECUTITIES TR 2015-C29 A3A2 3.3423% 05/15/2048 144A (JPMBB COML MTG SECUTITIES TR 2015--C29) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| JPMCC 2018-WPT XAFX CSTR 07/23 144A (J P MORGAN CHASE COML MTG SECS TR 2018-WPT) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| JPMCC 2021-MHC E TSFR1M+256.448 04/15/2038 144A | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| JPMCC 2021-MHC VAR 04/15/2038 144A | Long | ABS-mortgage backed security | US | $164.06 | – | 0.00 |
| JPMCC COML MTG SECS TR 2019-COR4 A3 3.7629% 03/10/2052 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 A5 3.4898% 07/15/2050 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JPMCC RE-REMIC TR 2015-FRR2 AK39 CSTR 08/27/2047 144A | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| JPMCC RE-REMIC TR 2015-FRR2 BK39 0% 08/27/2047 144A | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| JPMDB COML MTG SECS TR 2017-C5 3.414% 03/15/2050 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JPMMT 06-A2 4A1 CSTR 8/34 (JP MORGAN MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| JPMMT 06-A2 5A3 CSTR 11/33 (JP MORGAN MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $655.07 | – | 0.00 |
| JPMORGAN CHASE and CO 1.764%/VAR 11/19/2031 | Long | Debt | US | $626K | – | 0.00 |
| JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032 | Long | Debt | US | $5M | – | 0.01 |
| JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 | Long | Debt | US | $2M | – | 0.00 |
| JPMORGAN CHASE and CO 2.522/VAR 04/22/2031 | Long | Debt | US | $4M | – | 0.01 |
| JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041 | Long | Debt | US | $16M | – | 0.04 |
| JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032 | Long | Debt | US | $5M | – | 0.01 |
| JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030 | Long | Debt | US | $5M | – | 0.01 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $5M | – | 0.01 |
| JPMORGAN CHASE and CO 3.509%/VAR 01/23/2029 | Long | Debt | US | $6M | – | 0.01 |
| JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS | Long | Debt | US | $483K | – | 0.00 |
| JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038 | Long | Debt | US | $4M | – | 0.01 |
| JPMORGAN CHASE and CO 4.565%/VAR 06/14/2030 | Long | Debt | US | $692K | – | 0.00 |
| JPMORGAN CHASE and CO 4.6%/VAR PERP | Long | Equity-preferred | US | $7M | – | 0.02 |
| JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028 | Long | Debt | US | $987K | – | 0.00 |
| JPMORGAN CHASE and CO 5.02%/VAR 01/23/2030 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035 | Long | Debt | US | $756K | – | 0.00 |
| JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034 | Long | Debt | US | $407K | – | 0.00 |
| JPMORGAN CHASE and CO 5.581%/VAR 04/22/2030 | Long | Debt | US | $303K | – | 0.00 |
| JPMORGAN CHASE and CO 5.7%/VAR 04/22/2028 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE and CO 6.087%/VAR 10/23/2029 | Long | Debt | US | $8M | – | 0.02 |
| JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028 | Long | Debt | US | $503K | – | 0.00 |
| JPMORGAN CHASE and CO SOFR 1.04%/VAR 02/04/2027 | Long | Debt | US | $5M | – | 0.01 |
| JPMorgan Core Bond R6 (JPMORGAN TR II) | Long | Equity-common | US | $513M | 51M | 1.16 |
| JPN 10Y BOND(OSE) FUT JUN24 JBM4 (JAPAN EXCHANGE GROUP INC) | Derivative-interest rate | JP | $145K | – | 0.00 | |
| JPSW SWAP CDS 06/20/29 ISPIM B (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-credit | US | $17K | – | 0.00 | |
| JPSW SWAP PAY 3.502 01/04/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $-137K | – | -0.00 | |
| JPSW SWAP PAY 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $410K | – | 0.00 | |
| JPSW SWAP REC 3.502 01/04/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $-90K | – | -0.00 | |
| JPSW SWAP REC 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $403K | – | 0.00 | |
| JYSKE BANK AS 5.12%/VAR 05/01/2035 REGS | Long | Debt | DK | $236K | – | 0.00 |
| JYSKE BANK AS 5%/VAR 10/26/2028 | Long | Debt | DK | $306K | – | 0.00 |
| KAISER ALUMINUM CORP 4.625% 03/01/2028 144A | Long | Debt | US | $476K | – | 0.00 |
| KAISER FNDTN HOSPS 2.81% 06/01/2041 | Long | Debt | US | $5M | – | 0.01 |
| KAISER FNDTN HOSPS 3.002% 06/01/2051 | Long | Debt | US | $647K | – | 0.00 |
| KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A (KAZMUAIGAZ NATIONAL CO JSC) | Long | Debt | KZ | $545K | – | 0.00 |
| KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 REGS (KAZMUAIGAZ NATIONAL CO JSC) | Long | Debt | KZ | $194K | – | 0.00 |
| KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A | Long | Debt | BE | $827K | – | 0.00 |
| KEDRION SPA 6.5% 09/01/2029 144A | Long | Debt | IT | $900K | – | 0.00 |
| KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A | Long | Debt | US | $172K | – | 0.00 |
| KENNEDY-WILSON INC 4.75% 02/01/2030 | Long | Debt | US | $184K | – | 0.00 |
| KENNEDY-WILSON INC 4.75% 03/01/2029 | Long | Debt | US | $77K | – | 0.00 |
| KENNEDY-WILSON INC 5% 03/01/2031 | Long | Debt | US | $30K | – | 0.00 |
| KENTUCKY UTILITIES CO 5.125% 11/01/2040 | Long | Debt | US | $33K | – | 0.00 |
| KENVUE INC 5.05% 03/22/2053 | Long | Debt | US | $117K | – | 0.00 |
| KENVUE INC 5.1% 03/22/2043 | Long | Debt | US | $135K | – | 0.00 |
| KEURIG DR PEPPER INC 2.55% 09/15/2026 | Long | Debt | US | $13K | – | 0.00 |
| KEURIG DR PEPPER INC 3.43% 06/15/2027 | Long | Debt | US | $6K | – | 0.00 |
| KEURIG DR PEPPER INC CP 0% 06/10/2024 | Long | Debt | US | $799K | – | 0.00 |
| KEURIG DR PEPPER INC FRN SFRIX+88 03/15/2027 | Long | Debt | US | $201K | – | 0.00 |
| KEYCORP 6.401%/VAR 03/06/2035 | Long | Debt | US | $3M | – | 0.01 |
| KEYSPAN GAS EAST CORP 5.994% 03/06/2033 144A | Long | Debt | US | $3M | – | 0.01 |
| KGS-ALPHA SBA COOF TR SER 2012-2 A VAR 08/25/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $891.02 | – | 0.00 |
| KGS-ALPHA SBA COOF TRUST 2013-2 A CSTR 03/25/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| KGS-ALPHA SBA COOF TRUST SERIES 2012-4 VAR 09/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $977.26 | – | 0.00 |
| KILROY REALTY LP 2.65% 11/15/2033 | Long | Debt | US | $553K | – | 0.00 |
| KIMCO REALTY OP LLC 1.9% 03/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| KIMCO REALTY OP LLC 3.2% 04/01/2032 | Long | Debt | US | $1M | – | 0.00 |
| KIMCO REALTY OP LLC 4.6% 02/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| KINDER MORGAN ENERGY PTNRS LP 5.4% 09/01/2044 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $189K | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 5.8% 03/15/2035 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $164K | – | 0.00 |
| KINDER MORGAN INC DEL 3.25% 08/01/2050 | Long | Debt | US | $224K | – | 0.00 |
| KINDER MORGAN INC DEL 5.3% 12/01/2034 | Long | Debt | US | $206K | – | 0.00 |
| KINDER MORGAN INC DEL 5% 02/01/2029 | Long | Debt | US | $528K | – | 0.00 |
| KINETIK HOLDINGS LP 5.875% 06/15/2030 144A | Long | Debt | US | $1M | – | 0.00 |
| KINETIK HOLDINGS LP 6.625% 12/15/2028 144A | Long | Debt | US | $723K | – | 0.00 |
| KINROSS GOLD CORP 4.5% 07/15/2027 | Long | Debt | CA | $8M | – | 0.02 |
| KINROSS GOLD CORP 6.25% 07/15/2033 | Long | Debt | CA | $6M | – | 0.01 |
| KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) | Long | Debt | US | $10M | – | 0.02 |
| KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) | Long | Debt | US | $7M | – | 0.02 |
| KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| KKR CLO TRUST TSFR3M+143.161 07/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| KLA CORP 3.3% 03/01/2050 | Long | Debt | US | $454K | – | 0.00 |
| KLA CORP 4.65% 07/15/2032 | Long | Debt | US | $126K | – | 0.00 |
| KLA CORP 4.95% 07/15/2052 | Long | Debt | US | $84K | – | 0.00 |
| KLA CORP 5% 03/15/2049 | Long | Debt | US | $77K | – | 0.00 |
| KNIFE RIVER HOLDING CO 7.75% 05/01/2031 144A | Long | Debt | US | $304K | – | 0.00 |
| KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A | Long | Debt | US | $113K | – | 0.00 |
| KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A | Long | Debt | US | $173K | – | 0.00 |
| KOHLS CORP 4.25% 07/17/2025 | Long | Debt | US | $19K | – | 0.00 |
| KONTOOR BRANDS INC 4.125% 11/15/2029 144A | Long | Debt | US | $36K | – | 0.00 |
| KOREA NATL OIL CORP 4.875% 04/03/2029 144A | Long | Debt | KR | $295K | – | 0.00 |
| KRAFT HEINZ FOODS CO 4.375% 06/01/2046 | Long | Debt | US | $3M | – | 0.01 |
| KRAFT HEINZ FOODS CO 7.125% 08/01/2039 144A | Long | Debt | US | $10M | – | 0.02 |
| KREDITANSTALT FUR WIEDER(UNGTD 0.75% 01/15/2029 REGS (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $784K | – | 0.00 |
| KREDITANSTALT FUR WIEDER(UNGTD 0% 09/17/2030 REGS (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $2M | – | 0.00 |
| KROGER CO 2.65% 10/15/2026 | Long | Debt | US | $405K | – | 0.00 |
| KROGER CO 7.7% 06/01/2029 | Long | Debt | US | $29K | – | 0.00 |
| KSL COML MTG TR 2023-HT A CSTR 12/15/2036 144A | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| KSL COML MTG TR 2023-HT D CSTR 12/15/2036 144A | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 4.4% 06/15/2028 | Long | Debt | US | $288K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 5.25% 06/01/2031 | Long | Debt | US | $1M | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 5.35% 06/01/2034 | Long | Debt | US | $417K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 5.4% 07/31/2033 | Long | Debt | US | $1M | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053 | Long | Debt | US | $119K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC CP 0% 06/06/2024 | Long | Debt | US | $300K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC CP 0% 06/10/2024 | Long | Debt | US | $899K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC CP 0% 06/13/2024 | Long | Debt | US | $299K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC CP 0% 06/20/2024 | Long | Debt | US | $698K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC CP 0% 07/11/2024 | Long | Debt | US | $994K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC CP 0% 07/17/2024 | Long | Debt | US | $993K | – | 0.00 |
| LA CA AIRPT 2.063% 5/15/2034 (LOS ANGELES CA DEPT ARPTS REV) | Long | Debt | US | $384K | – | 0.00 |
| LA CA AIRPT 2.163% 5/15/2035 (LOS ANGELES CA DEPT ARPTS REV) | Long | Debt | US | $378K | – | 0.00 |
| LA GAS and FUEL 2.952% 5/1/2041 (LOUISIANA ST GAS and FUEL TAX RV) | Long | Debt | US | $4M | – | 0.01 |
| LABL INC 6.75% 07/15/2026 144A | Long | Debt | US | $221K | – | 0.00 |
| LABORATORY CORP OF AMER HLDGS 3.6% 02/01/2025 (LABORATORY CORP OF AMERICA HOLDINGS) | Long | Debt | US | $1M | – | 0.00 |
| LAMAR MEDIA CORP 3.75% 02/15/2028 | Long | Debt | US | $25K | – | 0.00 |
| LAMAR MEDIA CORP 4.875% 01/15/2029 | Long | Debt | US | $186K | – | 0.00 |
| LAMAR MEDIA CORP 4% 02/15/2030 | Long | Debt | US | $141K | – | 0.00 |
| LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A | Long | Debt | US | $504K | – | 0.00 |
| LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A | Long | Debt | US | $1M | – | 0.00 |
| LAMB WESTON HOLDINGS INC 4.875% 05/15/2028 144A | Long | Debt | US | $391K | – | 0.00 |
| LAS VEGAS SANDS CORP 5.9% 06/01/2027 | Long | Debt | US | $1M | – | 0.00 |
| LAS VEGAS SANDS CORP 6.2% 08/15/2034 | Long | Debt | US | $1M | – | 0.00 |
| LAS VEGAS SANDS CORP 6% 08/15/2029 | Long | Debt | US | $2M | – | 0.00 |
| LAUDER ESTEE COS INC 2.6% 04/15/2030 | Long | Debt | US | $105K | – | 0.00 |
| LAUDER ESTEE COS INC 3.125% 12/01/2049 | Long | Debt | US | $35K | – | 0.00 |
| LBA TR 2024-BOLT TSFR1M+159.11 06/15/2026 144A | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| LCH OIS SOFRV3.5% MAC 06/20/54 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/29 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $196K | – | 0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/31 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $1M | – | 0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/34 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $56K | – | 0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/44 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $541K | – | 0.00 | |
| LCH OIS SOFRV4.0% MAC 06/20/2026 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $821K | – | 0.00 | |
| LCH OIS SOFRV4.0% MAC 06/20/27 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $227K | – | 0.00 | |
| LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A | Long | Debt | US | $46K | – | 0.00 |
| LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A | Long | Debt | US | $67K | – | 0.00 |
| LCM XXIV LTD / LCM XXIV LLC TSFR3M+124.161 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A | Long | Debt | IE | $168K | – | 0.00 |
| LEAR CORP 2.6% 01/15/2032 | Long | Debt | US | $4K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST 1.991% 09/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $266K | – | 0.00 |
| LEGALSHIELD TERM 1LN 12/15/2028 (PRE-PAID LEGAL SVCS INC) | Long | Loan | US | $136K | – | 0.00 |
| LEIGHTON FIN USA PTY LTD 1.5% 05/28/2029 REGS | Long | Debt | AU | $845K | – | 0.00 |
| LENDING FUNDING TRUST 2020-2 2.32% 04/21/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| LENDING FUNDING TRUST 2020-2 6.77% 04/21/2031 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LENDMARK FDG TR 2021-2 4.46% 04/20/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LENDMARK FDG TR 2024-1 5.88% 06/21/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| LENDMARK FDG TR 2024-1 7.21% 06/21/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.00 |
| LENDMARK FUNDING TRUST 2022-1 6.6% 07/20/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $399K | – | 0.00 |
| LENDMARK FUNDING TRUST 2023-1A D 8.69% 05/20/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| LENDMARK FUNDING TRUST 5.05% 11/20/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LENNAR CORP 5% 06/15/2027 | Long | Debt | US | $12M | – | 0.03 |
| LEVEL 3 FINANCING INC 10.5% 04/15/2029 144A | Long | Debt | US | $2M | – | 0.00 |
| LEVEL 3 FINANCING INC 10.75% 12/15/2030 144A | Long | Debt | US | $997K | – | 0.00 |
| LEVEL 3 FINANCING INC 11% 11/15/2029 144A | Long | Debt | US | $3M | – | 0.01 |
| LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A | Long | Debt | US | $19K | – | 0.00 |
| LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A | Long | Debt | US | $99K | – | 0.00 |
| LEVI STRAUSS and CO 3.5% 03/01/2031 144A | Long | Debt | US | $147K | – | 0.00 |
| LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS | Long | Debt | IL | $31K | – | 0.00 |
| LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS | Long | Debt | IL | $33K | – | 0.00 |
| LEVIATHAN BOND LTD 6.75% 06/30/2030 144A REGS | Long | Debt | IL | $18K | – | 0.00 |
| LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC TSFR1M+256.448 06/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.00 |
| LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC TSFR1M+306.448 06/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.00 |
| LGI HOMES INC 8.75% 12/15/2028 144A | Long | Debt | US | $88K | – | 0.00 |
| LHOME MORTGAGE TRUST 2023-RTL1 A1 VAR 01/25/2028 144A (LHOME MTG TR 2023-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LHOME MORTGAGE TRUST 2023-RTL2 STEP 06/25/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LHOME MORTGAGE TRUST 2023-RTL4 STEP 11/25/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| LIBERTY MUTUAL GROUP INC 3.951% 10/15/2050 144A | Long | Debt | US | $9K | – | 0.00 |
| LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A | Long | Debt | US | $9M | – | 0.02 |
| LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| LIFE 2021-BMR MTG TR TSFR1M+99.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| LINCOLN NATIONAL CORP IND 3.05% 01/15/2030 | Long | Debt | US | $433K | – | 0.00 |
| LINCOLN NATIONAL CORP IND 3.4% 01/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| LINCOLN NATIONAL CORP IND 6.3% 10/09/2037 | Long | Debt | US | $112K | – | 0.00 |
| LITHIA MOTORS INC 3.875% 06/01/2029 144A | Long | Debt | US | $218K | – | 0.00 |
| LITHIA MOTORS INC 4.375% 01/15/2031 144A | Long | Debt | US | $42K | – | 0.00 |
| LITHIA MOTORS INC 4.625% 12/15/2027 144A | Long | Debt | US | $10K | – | 0.00 |
| LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A | Long | Debt | US | $409K | – | 0.00 |
| LIVE NATION ENTERTAINMENT INC 5.625% 03/15/2026 144A | Long | Debt | US | $48K | – | 0.00 |
| LIVE NATION ENTERTAINMENT INC 6.5% 05/15/2027 144A | Long | Debt | US | $405K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027 | Long | Debt | GB | $2M | – | 0.00 |
| LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031 | Long | Debt | GB | $772K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 3.511%/VAR 03/18/2026 | Long | Debt | GB | $196K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS | Long | Debt | GB | $388K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS | Long | Debt | GB | $982K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028 | Long | Debt | GB | $199K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 5.679%/VAR 01/05/2035 | Long | Debt | GB | $199K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030 | Long | Debt | GB | $593K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029 | Long | Debt | GB | $1M | – | 0.00 |
| LOCKHEED MARTIN CORP 1.85% 06/15/2030 | Long | Debt | US | $183K | – | 0.00 |
| LOCKHEED MARTIN CORP 3.6% 03/01/2035 | Long | Debt | US | $75K | – | 0.00 |
| LOCKHEED MARTIN CORP 4.15% 06/15/2053 | Long | Debt | US | $234K | – | 0.00 |
| LOCKHEED MARTIN CORP 4.5% 05/15/2036 | Long | Debt | US | $136K | – | 0.00 |
| LOCKHEED MARTIN CORP 4.7% 05/15/2046 | Long | Debt | US | $131K | – | 0.00 |
| LONG GILT FUTURE SEP24 G U4 (ICE FUTURES EUROPE FINANCIALS) | Derivative-interest rate | GB | $24K | – | 0.00 | |
| LONG GILT FUTURE SEP24 G U4 (ICE FUTURES EUROPE FINANCIALS) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION 4.145% 02/01/2033 | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.00 |
| LOUISVILLE GAS and ELECTRIC CO 5.125% 11/15/2040 | Long | Debt | US | $318K | – | 0.00 |
| LOWES COS INC 2.625% 04/01/2031 | Long | Debt | US | $467K | – | 0.00 |
| LOWES COS INC 2.8% 09/15/2041 | Long | Debt | US | $399K | – | 0.00 |
| LOWES COS INC 3.75% 04/01/2032 | Long | Debt | US | $2M | – | 0.00 |
| LOWES COS INC 3% 10/15/2050 | Long | Debt | US | $281K | – | 0.00 |
| LOWES COS INC 4.25% 04/01/2052 | Long | Debt | US | $5M | – | 0.01 |
| LOWES COS INC 4.45% 04/01/2062 | Long | Debt | US | $5M | – | 0.01 |
| LOWES COS INC 5.625% 04/15/2053 | Long | Debt | US | $352K | – | 0.00 |
| LPL HOLDINGS INC 4% 03/15/2029 144A | Long | Debt | US | $413K | – | 0.00 |
| LSB INDUSTRIES INC 6.25% 10/15/2028 144A | Long | Debt | US | $226K | – | 0.00 |
| LSEG US FIN CORP 4.875% 03/28/2027 144A | Long | Debt | US | $297K | – | 0.00 |
| LUMEN TECHNOLOGIES 4.125% 04/15/2029 144A | Long | Debt | US | $184K | – | 0.00 |
| LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A | Long | Debt | US | $183K | – | 0.00 |
| LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A | Long | Debt | US | $114K | – | 0.00 |
| LXP INDUSTRIAL TRUST 2.7% 09/15/2030 | Long | Debt | US | $744K | – | 0.00 |
| LXP INDUSTRIAL TRUST 4.4% 06/15/2024 | Long | Debt | US | $1M | – | 0.00 |
| LXP INDUSTRIAL TRUST 6.75% 11/15/2028 | Long | Debt | US | $470K | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040 | Long | Debt | US | $492K | – | 0.00 |
| LYB INTL FIN BV 4.875% 03/15/2044 (LYB INTERNATIONAL FINANCE BV) | Long | Debt | NL | $871K | – | 0.00 |
| LYB INTL FIN BV 5.25% 07/15/2043 (LYB INTERNATIONAL FINANCE BV) | Long | Debt | NL | $1M | – | 0.00 |
| MABS 2007-NCW A1 TSFR1M+41.448 5/37 (MASTR ASSET BACKED SECS TR 2007-NCW) | Long | ABS-collateralized bond/debt obligation | US | $947K | – | 0.00 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A | Long | Debt | GB | $35K | – | 0.00 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A | Long | Debt | GB | $105K | – | 0.00 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.375% 05/01/2028 144A | Long | Debt | GB | $137K | – | 0.00 |
| MACQUARIE GROUP LTD 2.691%/VAR 06/23/2032 144A | Long | Debt | AU | $137K | – | 0.00 |
| MACQUARIE GROUP LTD SR MTN BE 5.033%/VAR 01/15/2030 144A | Long | Debt | AU | $23K | – | 0.00 |
| MACYS RETAIL HOLDINGS LLC 5.875% 04/01/2029 144A | Long | Debt | US | $272K | – | 0.00 |
| MADISON IAQ LLC 4.125% 06/30/2028 144A | Long | Debt | US | $1M | – | 0.00 |
| MADISON PARK FUNDING XXXI LTD 2018-31A B1R TSFR3M+180 07/23/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.00 |
| MADISON PARK FUNDING XXXI LTD TSFR3M+196.161 01/23/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| MADISON PARK FUNDING XXXI LTD TSFR3M+241.161 01/23/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| MADISON PARK FUNDING XXXIV LTD TSFR3M+138.161 04/25/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| MADISON PARK FUNDING XXXVIII LTD TSFR3M+138.161 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+205 04/25/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $271K | – | 0.00 |
| MADISON PK FDG XLII LTD TSFR3M+115 11/21/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $236K | – | 0.00 |
| MADISON PK FDG XLV LLC 2020-45A AR TSFR3M+138.161 07/15/2034 144A (MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC TSFR3M+118 10/18/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| MADISON PK FDG XXX LTD / LLC TSFR3M+101.161 04/15/2029 144A (MADISON PK FDG XXX LTD / MADISON PK FDG XXX LLC) | Long | ABS-collateralized bond/debt obligation | KY | $442K | – | 0.00 |
| MAGICLAB TERM B 1LN 01/29/2027 (BUZZ MERGER SUB LTD) | Long | Loan | BM | $118K | – | 0.00 |
| MAGNE 2020-27A AR TSFR3M+140.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A (MAGNE 2023-36A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| MAGNETITE XII LTD TSFR3M+115 10/15/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| MAGNETITE XXIII LTD TSFR3M+139.161 01/25/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A | Long | Debt | HU | $201K | – | 0.00 |
| MALT 04-6 6A1 6.5% 7/34 (MASTER ALTERNATIVE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| MALT 2004-6 7A1 6 7/34 (MASTER ALTERNATIVE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| MANULIFE FINANCIAL CORP 4.15% 03/04/2026 | Long | Debt | CA | $54K | – | 0.00 |
| MARATHON CLO XIII LTD TSFR3M+120 04/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| MARATHON PETROLEUM CORP 3.8% 04/01/2028 | Long | Debt | US | $5M | – | 0.01 |
| MARINER FINANCE ISSUANCE TRUST 2021-A 5.4% 03/20/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| MARINER FINANCE ISSUANCE TRUST 2021-B 4.68% 11/20/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| MARINER FINANCE ISSUANCE TRUST 2022-A 10.98% 10/20/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MARINER FINANCE ISSUANCE TRUST 2022-AA A 6.45% 10/20/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $955K | – | 0.00 |
| MARINER FINANCE ISSUANCE TRUST 2022-AA D 9.1% 10/20/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $343K | – | 0.00 |
| MARINER FINANCE ISSUANCE TRUST 2023-A 6.7% 10/22/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| MARINER FINANCE ISSUANCE TRUST 2023-A 7.11% 10/22/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $743K | – | 0.00 |
| MARKEL GROUP INC 4.3% 11/01/2047 | Long | Debt | US | $717K | – | 0.00 |
| MARKS and SPENCER PLC STEP 07/10/2027 REGS | Long | Debt | GB | $1M | – | 0.00 |
| MARLETTE FUNDING TRUST 2023-2 6.96% 06/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| MARM 2004-13 2A1 CSTR 4/34 (MASTR ADJ RATE MTGS TR) | Long | ABS-collateralized bond/debt obligation | US | $446.3 | – | 0.00 |
| MARP 2005-1 1A3 7 8/34 (MASTR SPECIALIZED LN TR) | Long | ABS-collateralized bond/debt obligation | US | $740K | – | 0.00 |
| MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| MARRIOTT INTERNATIONAL INC/MD 4.9% 04/15/2029 | Long | Debt | US | $910K | – | 0.00 |
| MARRIOTT INTERNATIONAL INC/MD 5.3% 05/15/2034 | Long | Debt | US | $196K | – | 0.00 |
| MARRIOTT OWNERSHIP RESORTS INC 4.5% 06/15/2029 144A | Long | Debt | US | $67K | – | 0.00 |
| MARRIOTT OWNERSHIP RESORTS INC 4.75% 01/15/2028 | Long | Debt | US | $121K | – | 0.00 |
| MARS 2005-PO 3PO PO 0% 5/35 (MASTR RESECURITIZATION TR) | Long | ABS-collateralized bond/debt obligation | US | $198.62 | – | 0.00 |
| MARSH and MCLENNAN COS INC 2.9% 12/15/2051 | Long | Debt | US | $178K | – | 0.00 |
| MARSH and MCLENNAN COS INC 5.45% 03/15/2053 | Long | Debt | US | $118K | – | 0.00 |
| MARSH and MCLENNAN COS INC 5.45% 03/15/2054 | Long | Debt | US | $285K | – | 0.00 |
| MARSH and MCLENNAN COS INC 5.7% 09/15/2053 | Long | Debt | US | $86K | – | 0.00 |
| MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030 | Long | Debt | US | $345K | – | 0.00 |
| MARVELL TECHNOLOGY INC 2.95% 04/15/2031 | Long | Debt | US | $86K | – | 0.00 |
| MARVELL TECHNOLOGY INC 5.75% 02/15/2029 | Long | Debt | US | $468K | – | 0.00 |
| MASCO CORP 1.5% 02/15/2028 | Long | Debt | US | $52K | – | 0.00 |
| MASS ELECTRIC CO 5.9% 11/15/2039 144A (MASSACHUSETTS ELECTRIC CO) | Long | Debt | US | $28K | – | 0.00 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050 | Long | Debt | US | $598K | – | 0.00 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959% 07/01/2038 | Long | Debt | US | $2M | – | 0.00 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.6% 07/01/2111 | Long | Debt | US | $412K | – | 0.00 |
| MASSACHUSETTS ST TRANSN FD REVBUILD AMERICA BONDS-RECOVERY ZONE ECON DEV BONDS | Long | Debt | US | $151K | – | 0.00 |
| MASTEC INC 4.5% 08/15/2028 144A | Long | Debt | US | $280K | – | 0.00 |
| MASTEC INC 6.625% 08/15/2029 144A | Long | Debt | US | $40K | – | 0.00 |
| MASTERCARD INC 3.65% 06/01/2049 | Long | Debt | US | $153K | – | 0.00 |
| MASTR ASSET BACKED SECS TR TSFR1M+183.948 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| MATADOR RES CO 6.5% 04/15/2032 144A (MATADOR RESOURCES COMPANY) | Long | Debt | US | $499K | – | 0.00 |
| MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $142K | – | 0.00 |
| MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $61K | – | 0.00 |
| MATTAMY GROUP CORP 4.625% 03/01/2030 144A | Long | Debt | CA | $1M | – | 0.00 |
| MATTEL INC 6.2% 10/01/2040 | Long | Debt | US | $111K | – | 0.00 |
| MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A | Long | Debt | US | $654K | – | 0.00 |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 11.5% 09/01/2028 144A | Long | Debt | US | $957K | – | 0.00 |
| MCAFEE TERM B 1LN 03/01/2029 (MCAFEE CORP) | Long | Loan | US | $3M | – | 0.01 |
| MCDONALDS CORP 5.45% 08/14/2053 | Long | Debt | US | $485K | – | 0.00 |
| MCR 2024-HTL E MORTGAGE TRUST TSFR1M+465.43 02/15/2037 144A (MCR 2024-HTL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| MDST 2005-1 M1 6.106 1/40 (MID STATE CAP CORP 05 1 TR) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| MDST 2006-1 A 5.787% 10/40 (MID-STATE CAP CORP 2006-1 TR) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| MDST 2006-1 M1 6.083 10/40 (MID-STATE CAP CORP 2006-1 TR) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| MEAD JOHNSON NUTRITION CO 4.6% 06/01/2044 | Long | Debt | US | $25K | – | 0.00 |
| MED TR 2021-MDLN E TSFR1M+326.448 11/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MED TR 2021-MDLN TSFR1M+106.448 11/15/2026 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MED TR 2021-MDLN TSFR1M+411.448 11/15/2026 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MEDLINE BORROWER LP 3.875% 04/01/2029 144A | Long | Debt | US | $3M | – | 0.01 |
| MEDLINE BORROWER LP 5.25% 10/01/2029 144A | Long | Debt | US | $234K | – | 0.00 |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A | Long | Debt | US | $915K | – | 0.00 |
| MEDTRONIC GLOBAL HOLDINGS SCA YCP 0% 06/07/2024 | Long | Debt | LU | $999K | – | 0.00 |
| MEG ENERGY CORP 5.875% 02/01/2029 144A | Long | Debt | CA | $331K | – | 0.00 |
| MEG ENERGY CORP 7.125% 02/01/2027 144A | Long | Debt | CA | $100K | – | 0.00 |
| MEMORIAL HEALTH SVCS 3.447% 11/01/2049 | Long | Debt | US | $13K | – | 0.00 |
| MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050 (MEMORIAL SLOAN KETTERING CANCER CTR) | Long | Debt | US | $193K | – | 0.00 |
| MEMORIAL SLOAN KTTRNG CNCR CTR 4.125% 07/01/2052 (MEMORIAL SLOAN KETTERING CANCER CTR) | Long | Debt | US | $5K | – | 0.00 |
| MEMORIAL SLOAN KTTRNG CNCR CTR 4.2% 07/01/2055 (MEMORIAL SLOAN KETTERING CANCER CTR) | Long | Debt | US | $18K | – | 0.00 |
| MEMORIAL SLOAN KTTRNG CNCR CTR 5% 07/01/2042 (MEMORIAL SLOAN KETTERING CANCER CTR) | Long | Debt | US | $335K | – | 0.00 |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| MERCK and CO INC 3.4% 03/07/2029 | Long | Debt | US | $1M | – | 0.00 |
| MERCK and CO INC 5.15% 05/17/2063 | Long | Debt | US | $93K | – | 0.00 |
| MERCK and CO INC 5% 05/17/2053 | Long | Debt | US | $190K | – | 0.00 |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST 2023-1A A 8.04% 09/20/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2 STEP 02/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| MERRILL LYNCH MTG INVS TR 2006-AF2 AV1 TSFR1M+43.448 09/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| MERRILL LYNCH MTGE INVS INC VAR 09/25/2029 | Long | ABS-collateralized bond/debt obligation | US | $409.58 | – | 0.00 |
| META PLATFORMS INC 4.65% 08/15/2062 | Long | Debt | US | $634K | – | 0.00 |
| META PLATFORMS INC 5.6% 05/15/2053 | Long | Debt | US | $297K | – | 0.00 |
| META PLATFORMS INC 5.75% 05/15/2063 | Long | Debt | US | $454K | – | 0.00 |
| METHANEX CORP 5.125% 10/15/2027 | Long | Debt | CA | $309K | – | 0.00 |
| METHANEX CORP 5.25% 12/15/2029 | Long | Debt | CA | $148K | – | 0.00 |
| METHANEX CORP 5.65% 12/01/2044 | Long | Debt | CA | $92K | – | 0.00 |
| METHODIST HOSPITAL 2.705% 12/01/2050 (METHODIST HOSPITAL/THE) | Long | Debt | US | $512K | – | 0.00 |
| METLIFE INC 4.125% 08/13/2042 | Long | Debt | US | $41K | – | 0.00 |
| METLIFE INC 5% 07/15/2052 | Long | Debt | US | $247K | – | 0.00 |
| METLIFE INC 6.5% 12/15/2032 | Long | Debt | US | $22K | – | 0.00 |
| METROPOLITAN LIFE GLBL FDG I 4.3% 08/25/2029 144A (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $2M | – | 0.00 |
| METROPOLITAN LIFE GLBL FDG I 5.15% 03/28/2033 144A (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $906K | – | 0.00 |
| METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39 (METROPOLITAN TRANSN AUTH NY RV) | Long | Debt | US | $410K | – | 0.00 |
| METROPOLITAN TRANSN AUTH NY REV BUILD AMERICA BONDS (METROPOLITAN TRANSN AUTH NY RV) | Long | Debt | US | $20K | – | 0.00 |
| MEXICO CITY ARPT TR 4.25% 10/31/2026 144A | Long | Debt | MX | $4M | – | 0.01 |
| MEXICO CITY ARPT TR 5.5% 07/31/2047 144A | Long | Debt | MX | $3M | – | 0.01 |
| MEXICO CITY ARPT TR 5.5% 10/31/2046 144A | Long | Debt | MX | $925K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031 | Long | Debt | MX | $4M | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 2.75% 11/27/2031 | Long | Debt | MX | $16K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 | Long | Debt | MX | $2M | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 4.15% 03/28/2027 | Long | Debt | MX | $266K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 4.28% 08/14/2041 | Long | Debt | MX | $314K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050 | Long | Debt | MX | $686K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029 | Long | Debt | MX | $3M | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044 | Long | Debt | MX | $167K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 4% 08/24/2034 | Long | Debt | MX | $668K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040 | Long | Debt | MX | $2M | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053 | Long | Debt | MX | $191K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035 | Long | Debt | MX | $2M | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 6.4% 05/07/2054 | Long | Debt | MX | $2M | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 | Long | Debt | MX | $604K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 8.5% 03/01/2029 | Long | Debt | MX | $948K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029 | Long | Debt | MX | $2M | – | 0.00 |
| MF1 2021-W10X B TSFR1M+ 12/15/2034 144A | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| MF1 2021-W10X TSFR1M+107.033 12/15/2034 144A | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| MF1 2024-FL14 A LLC TSFR1M+173.7 03/19/2039 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.00 |
| MFA 2022-NQM1 TRUST 4.26/VAR 12/25/2066 144A | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.00 |
| MFRA TRUST STEP 04/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.00 |
| MGM RESORTS INTERNATIONAL 4.625% 09/01/2026 | Long | Debt | US | $601K | – | 0.00 |
| MGM RESORTS INTERNATIONAL 4.75% 10/15/2028 | Long | Debt | US | $215K | – | 0.00 |
| MGM RESORTS INTERNATIONAL 5.5% 04/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| MGM RESORTS INTERNATIONAL 5.75% 06/15/2025 | Long | Debt | US | $118K | – | 0.00 |
| MGM RESORTS INTERNATIONAL 6.5% 04/15/2032 | Long | Debt | US | $2M | – | 0.00 |
| MHC COML MTG TR 2021-MHC E TSFR1M+221.544 1 04/15/2026 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| MI ST UNIV 4.165% 8/15/2122 (MICHIGAN ST UNIV REVS) | Long | Debt | US | $2M | – | 0.00 |
| MICHAELS COS INC 5.25% 05/01/2028 144A | Long | Debt | US | $32K | – | 0.00 |
| MICHAELS COS INC 7.875% 05/01/2029 144A | Long | Debt | US | $408K | – | 0.00 |
| MICHAELS TERM 1LN 04/15/2028 (MICHAELS COS INC) | Long | Loan | US | $1M | – | 0.00 |
| MICHIGAN FIN AU 3.384% 12/1/2040 (MICHIGAN FIN AUTH RE) | Long | Debt | US | $440K | – | 0.00 |
| MICROCHIP TECHNOLOGY INC CP 0% 06/07/2024 | Long | Debt | US | $2M | – | 0.00 |
| MICROCHIP TECHNOLOGY INC CP 0% 06/11/2024 | Long | Debt | US | $998K | – | 0.00 |
| MICROSOFT CORP 2.5% 09/15/2050 144A | Long | Debt | US | $149K | – | 0.00 |
| MID AMERICA APTS LP 4.2% 06/15/2028 | Long | Debt | US | $79K | – | 0.00 |
| MID-ATLANTIC INTST TRANSMISSION LLC 4.1% 05/15/2028 144A | Long | Debt | US | $559K | – | 0.00 |
| MIDAMERICAN ENERGY CO 2.7% 08/01/2052 | Long | Debt | US | $97K | – | 0.00 |
| MIDAMERICAN ENERGY CO 3.65% 04/15/2029 | Long | Debt | US | $19K | – | 0.00 |
| MIDAMERICAN ENERGY CO 3.65% 08/01/2048 | Long | Debt | US | $43K | – | 0.00 |
| MIDAMERICAN ENERGY CO 5.3% 02/01/2055 | Long | Debt | US | $852K | – | 0.00 |
| MIDAMERICAN ENERGY CO 5.85% 09/15/2054 | Long | Debt | US | $168K | – | 0.00 |
| MIDAS OPCO HOLDINGS LLC 5.625% 08/15/2029 144A | Long | Debt | US | $311K | – | 0.00 |
| MIDMICHIGAN HEALTH 3.409% 06/01/2050 | Long | Debt | US | $19K | – | 0.00 |
| MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A | Long | Debt | US | $157K | – | 0.00 |
| MILL CITY SECURITIES 2021-RS1 LTD 3.95115% 04/28/2066 144A | Long | ABS-collateralized bond/debt obligation | KY | $309K | – | 0.00 |
| MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A | Long | Debt | LU | $329K | – | 0.00 |
| MILOS CLO LTD TSFR3M+133.161 10/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| MILTONIA MORTGAGE FINANCE SRL STEP 04/28/2062 REGS | Long | ABS-collateralized bond/debt obligation | IT | $106K | – | 0.00 |
| MINERAL RESOURCES LTD 8% 11/01/2027 144A | Long | Debt | AU | $539K | – | 0.00 |
| MINERAL RESOURCES LTD 9.25% 10/01/2028 144A | Long | Debt | AU | $815K | – | 0.00 |
| MISSISSIPPI POWER CO 3.95% 03/30/2028 | Long | Debt | US | $15K | – | 0.00 |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A | Long | Debt | US | $243K | – | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 1.38%/VAR 02/22/2029 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $429K | – | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 5.475%/VAR 02/22/2031 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $402K | – | 0.00 |
| MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.00 |
| MLCC 04-C A2 6M+30 7/29 (MERRILL LYNCH MTGE INVS INC) | Long | ABS-collateralized bond/debt obligation | US | $875.53 | – | 0.00 |
| MNGT SWAP CY400081 08/17/61 S (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $-3K | – | -0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $264K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $18K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $16K | – | 0.00 | |
| MNGT SWAP CY885802 12/15/56 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $46K | – | 0.00 | |
| MOBICO GROUP PLC 4.875% 09/26/2031 REGS | Long | Debt | GB | $777K | – | 0.00 |
| MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A | Long | Debt | US | $685K | – | 0.00 |
| MODIVCARE INC 5.875% 11/15/2025 144A | Long | Debt | US | $567K | – | 0.00 |
| MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A | Long | Debt | US | $131K | – | 0.00 |
| MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A | Long | Debt | US | $87K | – | 0.00 |
| MOLSON COORS BEVERAGE CO 4.2% 07/15/2046 | Long | Debt | US | $74K | – | 0.00 |
| MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 REGS | Long | Debt | NL | $200K | – | 0.00 |
| MONGOLIA GOVERNMENT OF 8.65% 01/19/2028 REGS | Long | Debt | MN | $209K | – | 0.00 |
| MONONGAHELA PWR CO 5.85% 02/15/2034 144A | Long | Debt | US | $51K | – | 0.00 |
| MOODYS CORP 2% 08/19/2031 | Long | Debt | US | $244K | – | 0.00 |
| MOOG INC 4.25% 12/15/2027 144A | Long | Debt | US | $337K | – | 0.00 |
| MORGAN STANLEY 0%/VAR 03/21/2030 | Long | Debt | US | $108K | – | 0.00 |
| MORGAN STANLEY 1.794%/VAR 02/13/2032 | Long | Debt | US | $6M | – | 0.01 |
| MORGAN STANLEY 1.928%/VAR 04/28/2032 | Long | Debt | US | $6M | – | 0.01 |
| MORGAN STANLEY 2.188%/VAR 04/28/2026 | Long | Debt | US | $35K | – | 0.00 |
| MORGAN STANLEY 2.239%/VAR 07/21/2032 | Long | Debt | US | $732K | – | 0.00 |
| MORGAN STANLEY 2.475/VAR 01/21/2028 | Long | Debt | US | $372K | – | 0.00 |
| MORGAN STANLEY 2.484/VAR 09/16/2036 | Long | Debt | US | $181K | – | 0.00 |
| MORGAN STANLEY 2.511%/VAR 10/20/2032 | Long | Debt | US | $4M | – | 0.01 |
| MORGAN STANLEY 2.699%/VAR 01/22/2031 | Long | Debt | US | $29M | – | 0.06 |
| MORGAN STANLEY 2.802%/VAR 01/25/2052 | Long | Debt | US | $66K | – | 0.00 |
| MORGAN STANLEY 2.943%/VAR 01/21/2033 | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY 3.125% 07/27/2026 | Long | Debt | US | $21K | – | 0.00 |
| MORGAN STANLEY 3.217%/VAR 04/22/2042 | Long | Debt | US | $261K | – | 0.00 |
| MORGAN STANLEY 3.622/VAR 04/01/2031 | Long | Debt | US | $12M | – | 0.03 |
| MORGAN STANLEY 3.772%/VAR 01/24/2029 | Long | Debt | US | $38K | – | 0.00 |
| MORGAN STANLEY 3.875% 01/27/2026 | Long | Debt | US | $853K | – | 0.00 |
| MORGAN STANLEY 3.955%/VAR 03/21/2035 REGS | Long | Debt | US | $484K | – | 0.00 |
| MORGAN STANLEY 4.35% 09/08/2026 | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY 4.431/VAR 01/23/2030 | Long | Debt | US | $4M | – | 0.01 |
| MORGAN STANLEY 4.457%/VAR 04/22/2039 | Long | Debt | US | $142K | – | 0.00 |
| MORGAN STANLEY 4.656%/VAR 03/02/2029 | Long | Debt | US | $446K | – | 0.00 |
| MORGAN STANLEY 4% 07/23/2025 | Long | Debt | US | $984K | – | 0.00 |
| MORGAN STANLEY 5.123/VAR 02/01/2029 | Long | Debt | US | $5M | – | 0.01 |
| MORGAN STANLEY 5.173%/VAR 01/16/2030 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 5.424%/VAR 07/21/2034 | Long | Debt | US | $422K | – | 0.00 |
| MORGAN STANLEY 5.45%/VAR 07/20/2029 | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY 5.466%/VAR 01/18/2035 | Long | Debt | US | $357K | – | 0.00 |
| MORGAN STANLEY 5.71%/VAR 04/13/2028 | Long | Debt | US | $403K | – | 0.00 |
| MORGAN STANLEY 5.72%/VAR 04/18/2030 | Long | Debt | US | $4M | – | 0.01 |
| MORGAN STANLEY 5.831%/VAR 4/19/2035 | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY 5.948%/VAR 01/19/2038 | Long | Debt | US | $96K | – | 0.00 |
| MORGAN STANLEY 5% 11/24/2025 | Long | Debt | US | $24K | – | 0.00 |
| MORGAN STANLEY 6.407%/VAR 11/01/2029 | Long | Debt | US | $9M | – | 0.02 |
| MORGAN STANLEY ABS 06 HE4 STEP 06/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| MORGAN STANLEY ABS CAP I INCTR STEP 03/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C21 3.077% 03/15/2048 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C26 3.252% 11/15/2048 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A3 3.459% 12/15/2049 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| MORGAN STANLEY CAP I TR 2017-ASHF G TSFR1M+7.19700 11/15/2034 144A | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAP I TR 2019-MEAD D 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY CAPITAL I 2.782% 08/15/2049 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| MORGAN STANLEY CAPITAL I INC TSFR1M+125 11/15/2034 144A (MORGAN STANLEY CAP I TR 2017-ASHF) | Long | ABS-mortgage backed security | US | $884K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6 3% 06/15/2052 144A | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND A TSFR1M+111.448 05/15/2036 144A | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| MORGAN STANLEY MORT LOAN TR VAR 09/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $818.06 | – | 0.00 |
| MORGAN STANLEY MTG 2006-12XS A4 STEP 10/25/2036 (MORGAN STANLEY MTG LN TR 2006-12XS) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| MORGAN STANLEY MTG 2006-16AX 2A3 STEP 11/25/2036 (MORGAN STANLEY MTG LN TR 2006-16AX) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| MORGAN STANLEY RESECURITIZATION TR 2015-R2 1B 12MTA+71 12/27/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $850K | – | 0.00 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 VAR 06/25/2044 144A (MORGAN STANLEY RESIDENTIAL MTG LN TR 2014-1) | Long | ABS-collateralized bond/debt obligation | US | $592K | – | 0.00 |
| MORGAN STANLEY TR 2016-UBS12 A3 3.337% 12/15/2049 (MORGAN STANLEY CAP I TR 2016-UBS12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MOROCCO KINGDOM OF 6.5% 09/08/2033 REGS | Long | Debt | MA | $204K | – | 0.00 |
| MOSAIC SOLAR LOAN TRUST 23-4 6.4% 05/20/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $234K | – | 0.00 |
| MOTOROLA SOLUTIONS INC 5.4% 04/15/2034 | Long | Debt | US | $2M | – | 0.00 |
| MOTOROLA SOLUTIONS INC 5.6% 06/01/2032 | Long | Debt | US | $1M | – | 0.00 |
| MOUNT SINAI HOSP NEW YORK 3.737% 07/01/2049 | Long | Debt | US | $331K | – | 0.00 |
| MOUNT SINAI HOSP NEW YORK 3.981% 07/01/2048 | Long | Debt | US | $15K | – | 0.00 |
| MPLX LP 2.65% 08/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| MPLX LP 4.125% 03/01/2027 | Long | Debt | US | $489K | – | 0.00 |
| MPLX LP 4.5% 04/15/2038 | Long | Debt | US | $979K | – | 0.00 |
| MPLX LP 4.7% 04/15/2048 | Long | Debt | US | $2M | – | 0.00 |
| MPLX LP 4.8% 02/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| MPLX LP 4.95% 03/14/2052 | Long | Debt | US | $516K | – | 0.00 |
| MPLX LP 5.2% 03/01/2047 | Long | Debt | US | $3M | – | 0.01 |
| MPLX LP 5.5% 02/15/2049 | Long | Debt | US | $4M | – | 0.01 |
| MPLX LP 5.5% 06/01/2034 | Long | Debt | US | $7M | – | 0.02 |
| MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $1M | – | 0.00 |
| MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $30K | – | 0.00 |
| MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $449K | – | 0.00 |
| MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $1M | – | 0.00 |
| MRCD 2019-PARK G 2.71752% 12/15/2036 144A | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| MRCD 2019-PARK G 2.71752% 12/15/2036 144A | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| MSAC 2007-NC3 A2D TSFR1M+37.448 5/37 (MORGAN STANLEY ABS CAP I INC TR 2007 NC3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| MSBAM 15-C25 3.372% 10/28 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MSBAM 2015-C25 XA CSTR 10/48 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| MSBAM 2016-C28 3.272% 01/15/49 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MSC 2021-L6 A3 2.196% 06/15/2054 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MSC 2021-L6 XA 1.35631% 06/15/2054 | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| MSC TR 2015-UBS8 3.54% 12/15/2048 (MORGAN STANLEY CAP I TR 2015-UBS8) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MSCI INC 3.875% 02/15/2031 144A | Long | Debt | US | $288K | – | 0.00 |
| MSCI INC 4% 11/15/2029 144A | Long | Debt | US | $90K | – | 0.00 |
| MSCR 2021-MN3 M1 SOFR30A+400 11/25/2051 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MSCS SWAP CY451600 12/16/72 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $47K | – | 0.00 | |
| MSCS SWAP CY451600 12/16/72 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $31K | – | 0.00 | |
| MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-56K | – | -0.00 | |
| MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-70K | – | -0.00 | |
| MSCS SWAP CY562346 11/18/64 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-10K | – | -0.00 | |
| MSCS SWAP CY873245 04/17/65 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-34K | – | -0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $131K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $100K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $83K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $45K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $33K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $10K | – | 0.00 | |
| MSCS SWAP CY885802 12/15/56 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $23K | – | 0.00 | |
| MSCS SWAP CY885802 12/15/56 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $23K | – | 0.00 | |
| MSM 2004-3 4A CSTR 4/34 (MORGAN STANLEY CAP I INC) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| MSM 2007-3XS 2A4S 5.9631% 1/47 (MORGAN STANLEY MTG LN TR 2007-3XS) | Long | ABS-collateralized bond/debt obligation | US | $289K | – | 0.00 |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2 6.014% 12/15/2056 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| MTN COML MTG TR 2022-LPFL TSFR1M+139.69 03/15/2039 144A | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| MTN COML MTG TR 2022-LPFL TSFR1M+428.91 03/15/2039 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| MULTICARE HEALTH SYSTEM 2.803% 08/15/2050 | Long | Debt | US | $6K | – | 0.00 |
| MULTIFAMILY CONN AVE SECS TR 2019-01 M10 SOFR30A+336.448 10/25/2049 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MULTIFAMILY CONN AVE SECS TR 2023-01 M10 SOFR30A+650 11/25/2053 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 M10 SOFR30A+386.448 03/25/2050 144A (MULTIFAMILY CONN AVE SECS TR 2020-01) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| MUNICIPAL EC AT GA 6.637% 4/57TAXABLE-PLT VOGTLE UNITS 3 and 4 PJ J-SER A-BUILD AMER (GEORGIA MUN ELEC AUTH PWR REV) | Long | Debt | US | $236K | – | 0.00 |
| MUTUAL OF OMAHA COS GLOBAL FUNDING 5.35% 04/09/2027 144A | Long | Debt | US | $249K | – | 0.00 |
| MUTUAL OF OMAHA COS GLOBAL FUNDING 5.45% 12/12/2028 144A | Long | Debt | US | $201K | – | 0.00 |
| MV24 CAPITAL BV 6.748% 06/01/2034 144A | Long | Debt | NL | $148K | – | 0.00 |
| MVW 2019-1 LLC 3% 11/20/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| MVW 2022-2 LLC 9% 10/21/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $331K | – | 0.00 |
| MVW OWNER TRUST 2019-1 3.33% 11/20/2036 144A (MVW 2019-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| MYLAN INC 5.2% 04/15/2048 | Long | Debt | US | $1M | – | 0.00 |
| MYLAN INC 5.4% 11/29/2043 | Long | Debt | US | $1M | – | 0.00 |
| NAA 2004-R2 A1 CSTR 10/34 144A (NAAC REPERFORMING LN REMIC TR) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| NAA 2006-AF1 1A3 6.408% 5/36 (NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST MTG PASS THRU CTFS SER 2006-AF1) | Long | ABS-collateralized bond/debt obligation | US | $496K | – | 0.00 |
| NABORS INDUSTRIES INC 7.375% 05/15/2027 144A | Long | Debt | US | $175K | – | 0.00 |
| NAKILAT INC 6.067% 12/31/2033 144A | Long | Debt | MH | $570K | – | 0.00 |
| NATIONAL AUSTRALIA BANK LTD 2.332% 08/21/2030 144A | Long | Debt | AU | $369K | – | 0.00 |
| NATIONAL EXPRESS GROUP 4.25%/VAR PERP REGS (MOBICO GROUP PLC) | Long | Equity-preferred | GB | $370K | – | 0.00 |
| NATIONSTAR MTG HLDGS INC 5.5% 08/15/2028 144A | Long | Debt | US | $91K | – | 0.00 |
| NATIONSTAR MTG HLDGS INC 5.75% 11/15/2031 144A | Long | Debt | US | $2M | – | 0.00 |
| NATIONSTAR MTG HLDGS INC 6% 01/15/2027 144A | Long | Debt | US | $798K | – | 0.00 |
| NATIONWIDE MUTUAL INSURANCE CO 3ML+0 12/15/2024 144A | Long | Debt | US | $5M | – | 0.01 |
| NATWEST GROUP PLC 4.771/VAR 02/16/2029 REGS | Long | Debt | GB | $892K | – | 0.00 |
| NATWEST GROUP PLC 4.8% 04/05/2026 | Long | Debt | GB | $16M | – | 0.04 |
| NATWEST GROUP PLC 5.778%/VAR 03/01/2035 | Long | Debt | GB | $285K | – | 0.00 |
| NATWEST GROUP PLC 5.808%/VAR 09/13/2029 | Long | Debt | GB | $242K | – | 0.00 |
| NATWEST GROUP PLC 6.156% 03/02/2027 | Long | Debt | GB | $702K | – | 0.00 |
| NATWEST GROUP PLC VAR 12/31/2199 | Long | Debt | GB | $558K | – | 0.00 |
| NATWEST GRP PLC 5.076%/VAR 01/27/2030 (NATWEST GROUP PLC) | Long | Debt | GB | $392K | – | 0.00 |
| NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS (NATWEST GROUP PLC) | Long | Debt | GB | $595K | – | 0.00 |
| NATWEST MARKETS PLC 5.41% 05/17/2029 144A | Long | Debt | GB | $847K | – | 0.00 |
| NAVIENT PRIVATE ED REFI LN TR 2019-F 2.6% 08/15/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A 5.66% 10/15/2072 144A | Long | ABS-collateralized bond/debt obligation | US | $777K | – | 0.00 |
| NAVIENT STUDENT LN TR 2017-3 SOFR30A+116.448 07/26/2066 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| NAVIENT STUDENT LOAN TRST SOFR30A+ 03/15/2072 144A | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST 2015-1 A2 SOFR30A+71.448 04/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A (NAVIENT STUDENT LOAN TRST) | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.00 |
| NAVSL 16-2A3 SOFR30A+161.448 6/65 144A (NAVIENT STUDENT LOAN TRUST 2016-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| NCHET 2003-5 AI6 5.3025% 11/33 (NEW CENTURY HOME EQUITY LN TR) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| NCL CORP LTD 5.875% 02/15/2027 144A | Long | Debt | BM | $153K | – | 0.00 |
| NCL CORP LTD 5.875% 03/15/2026 144A | Long | Debt | BM | $2M | – | 0.00 |
| NCL CORP LTD 8.375% 02/01/2028 144A | Long | Debt | BM | $110K | – | 0.00 |
| NCL FINANCE LTD 6.125% 03/15/2028 144A | Long | Debt | BM | $39K | – | 0.00 |
| NCR ATLEOS CORP 9.5% 04/01/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| NCR VOYIX CORP 5.125% 04/15/2029 144A | Long | Debt | US | $96K | – | 0.00 |
| NCR VOYIX CORP 5% 10/01/2028 144A | Long | Debt | US | $357K | – | 0.00 |
| NELNET STUDENT LN TR 2021-A 2.85% 04/20/2062 144A | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| NELNET STUDENT LN TR 2023-PL1 A1A SOFR30A+ 11/25/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.00 |
| NELNET STUDENT LOAN TRUST 2006-1 TSFR3M+71.161 08/23/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| NETFLIX INC 4.375% 11/15/2026 | Long | Debt | US | $162K | – | 0.00 |
| NETFLIX INC 5.375% 11/15/2029 144A | Long | Debt | US | $521K | – | 0.00 |
| NEUBERGER BERMAN CLO LTD TSFR3M+175 07/24/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| NEUBERGER BERMAN CLO XIV LTD / NEUBERGER BERMAN CLO XIV LLC TSFR3M+129.161 01/28/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $347K | – | 0.00 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 26 TSFR3M+118.161 10/18/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $522K | – | 0.00 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 35 LTD 19-35A ANR TSFR3M+130 01/19/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD A TSFR3M+ 10/14/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| NEVADA POWER CO 5.375% 09/15/2040 | Long | Debt | US | $17K | – | 0.00 |
| NEVADA POWER CO 6.65% 04/01/2036 | Long | Debt | US | $2M | – | 0.00 |
| NEVADA POWER CO 6% 03/15/2054 | Long | Debt | US | $112K | – | 0.00 |
| NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A | Long | Debt | US | $504K | – | 0.00 |
| NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A | Long | Debt | US | $270K | – | 0.00 |
| NEW FORTRESS ENERGY INC 8.75% 03/15/2029 144A | Long | Debt | US | $326K | – | 0.00 |
| NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40 | Long | Debt | US | $2M | – | 0.01 |
| NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY | Long | Debt | US | $968K | – | 0.00 |
| NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| NEW YORK and PRESBYTERIAN HOSP 2.606% 08/01/2060 | Long | Debt | US | $11K | – | 0.00 |
| NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045 | Long | Debt | US | $500K | – | 0.00 |
| NEW YORK and PRESBYTERIAN HOSP 4.063% 08/01/2056 | Long | Debt | US | $309K | – | 0.00 |
| NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42 (NEW YORK NY CTY MUN WTR FIN AU) | Long | Debt | US | $72K | – | 0.00 |
| NEW YORK LIFE GLOBAL FDG 3% 01/10/2028 144A | Long | Debt | US | $100K | – | 0.00 |
| NEW YORK LIFE INSURANCE CO 6.75% 11/15/2039 144A | Long | Debt | US | $9K | – | 0.00 |
| NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR and SWR REV TAXABLE-2NDGEN RESOLUTION SER CC-BUILD AB (NEW YORK NY CTY MUN WTR FIN AU) | Long | Debt | US | $323K | – | 0.00 |
| NEW YORK NY CTY TRANSITIONAL FIN ATH RV BUILD AMERICA BONDSTAXABLE-FTR TAX SECD-SUBSR C-2 (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $829K | – | 0.00 |
| NEW YORK ST D 5.628% 3/15/2039 (NEW YORK ST DORM AUTH ST PERSINCOME TAX REV) | Long | Debt | US | $997K | – | 0.00 |
| NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| NEWELL BRANDS INC 6.625% 09/15/2029 | Long | Debt | US | $735K | – | 0.00 |
| NEWELL BRANDS INC STEP 04/01/2026 | Long | Debt | US | $450K | – | 0.00 |
| NEWELL BRANDS INC STEP 04/01/2036 | Long | Debt | US | $267K | – | 0.00 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD 3.25% 05/13/2030 144A | Long | Debt | US | $174K | – | 0.00 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.35% 03/15/2034 144A | Long | Debt | US | $11M | – | 0.02 |
| NEWMONT CORP 2.25% 10/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| NEWMONT CORP 2.6% 07/15/2032 | Long | Debt | US | $2M | – | 0.00 |
| NEWMONT CORP 2.8% 10/01/2029 | Long | Debt | US | $3M | – | 0.01 |
| NEWMONT CORP 5.45% 06/09/2044 | Long | Debt | US | $179K | – | 0.00 |
| NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC GNT1 A 3.474% 11/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| NEWS CORP NEW 3.875% 05/15/2029 144A | Long | Debt | US | $172K | – | 0.00 |
| NEXSTAR MEDIA INC 4.75% 11/01/2028 144A | Long | Debt | US | $173K | – | 0.00 |
| NEXSTAR MEDIA INC 5.625% 07/15/2027 144A | Long | Debt | US | $740K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 2.25% 06/01/2030 | Long | Debt | US | $819K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 2.75% 11/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 3.55% 05/01/2027 | Long | Debt | US | $14K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053 | Long | Debt | US | $75K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 5.749% 09/01/2025 | Long | Debt | US | $2M | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032 | Long | Debt | US | $29K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 6.051% 03/01/2025 | Long | Debt | US | $2M | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC CP 0% 06/05/2024 | Long | Debt | US | $400K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC CP 0% 06/24/2024 | Long | Debt | US | $996K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC CP 0% 06/26/2024 | Long | Debt | US | $996K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC CP 0% 07/08/2024 | Long | Debt | US | $795K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC CP 0% 07/09/2024 | Long | Debt | US | $795K | – | 0.00 |
| NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A | Long | Debt | US | $29K | – | 0.00 |
| NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A | Long | Debt | US | $220K | – | 0.00 |
| NGG FINANCE PLC 2.125/VAR 09/05/2082 REGS | Long | Debt | GB | $1M | – | 0.00 |
| NGPL PIPECO LLC 3.25% 07/15/2031 144A | Long | Debt | US | $1M | – | 0.00 |
| NGPL PIPECO LLC 4.875% 08/15/2027 144A | Long | Debt | US | $219K | – | 0.00 |
| NGPL PIPECO LLC 7.768% 12/15/2037 144A | Long | Debt | US | $277K | – | 0.00 |
| NIAGARA MOHAWK POWER CORP 4.278% 12/15/2028 144A | Long | Debt | US | $18K | – | 0.00 |
| NIGERIA REPUBLIC 6.5% 11/28/2027 REGS (NIGERIA REPUBLIC OF) | Long | Debt | NG | $467K | – | 0.00 |
| NIGERIA REPUBLIC 7.143% 02/23/2030 REGS (NIGERIA REPUBLIC OF) | Long | Debt | NG | $176K | – | 0.00 |
| NIGERIA REPUBLIC 7.375% 09/28/2033 144A (NIGERIA REPUBLIC OF) | Long | Debt | NG | $416K | – | 0.00 |
| NIGERIA REPUBLIC 7.625% 11/21/2025 REGS (NIGERIA REPUBLIC OF) | Long | Debt | NG | $201K | – | 0.00 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $10M | – | 0.02 |
| NISOURCE INC 4.8% 02/15/2044 | Long | Debt | US | $480K | – | 0.00 |
| NISOURCE INC 5.25% 03/30/2028 | Long | Debt | US | $130K | – | 0.00 |
| NISOURCE INC 5.35% 04/01/2034 | Long | Debt | US | $197K | – | 0.00 |
| NISOURCE INC 5.95% 06/15/2041 | Long | Debt | US | $642K | – | 0.00 |
| NISSAN AUTO LEASE TRUST 2023-B 5.61% 11/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $270K | – | 0.00 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| NJ TPK 1.963% 1/1/2032 (NEW JERSEY ST TPK AUTH TPK REV) | Long | Debt | US | $812K | – | 0.00 |
| NJ TPK 2.113% 1/1/2033 (NEW JERSEY ST TPK AUTH TPK REV) | Long | Debt | US | $838K | – | 0.00 |
| NJ TR 2023-GSP A VAR 12/06/2028 | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| NMLT TRUST 2021-INV3 PT 2.27689% 11/25/2056 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| NNN REIT INC 3.6% 12/15/2026 | Long | Debt | US | $45K | – | 0.00 |
| NNN REIT INC 3% 04/15/2052 | Long | Debt | US | $292K | – | 0.00 |
| NNN REIT INC 4.3% 10/15/2028 | Long | Debt | US | $22K | – | 0.00 |
| NNN REIT INC 5.5% 06/15/2034 | Long | Debt | US | $89K | – | 0.00 |
| NNN REIT INC 5.6% 10/15/2033 | Long | Debt | US | $50K | – | 0.00 |
| NOBLE FINANCE II LLC 8% 04/15/2030 144A | Long | Debt | US | $170K | – | 0.00 |
| NOMURA HOLDINGS INC 2.608% 07/14/2031 | Long | Debt | JP | $948K | – | 0.00 |
| NOMURA HOLDINGS INC 2.648% 01/16/2025 | Long | Debt | JP | $1M | – | 0.00 |
| NORDEA BANK ABP 4.125% 05/05/2028 REGS | Long | Debt | FI | $1M | – | 0.00 |
| NORDEA BANK ABP 5.375% 09/22/2027 144A | Long | Debt | FI | $400K | – | 0.00 |
| NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A | Long | Debt | FI | $201K | – | 0.00 |
| NORDSTROM INC 4.375% 04/01/2030 | Long | Debt | US | $653K | – | 0.00 |
| NORFOLK SOUTHERN CORP 2.9% 08/25/2051 | Long | Debt | US | $309K | – | 0.00 |
| NORFOLK SOUTHERN CORP 3.155% 05/15/2055 | Long | Debt | US | $461K | – | 0.00 |
| NORFOLK SOUTHERN CORP 3.95% 10/01/2042 | Long | Debt | US | $84K | – | 0.00 |
| NORFOLK SOUTHERN CORP 4.05% 08/15/2052 | Long | Debt | US | $111K | – | 0.00 |
| NORFOLK SOUTHERN CORP 5.35% 08/01/2054 | Long | Debt | US | $126K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051 | Long | Debt | US | $41K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 2.9% 03/01/2050 | Long | Debt | US | $145K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 3.4% 08/15/2042 | Long | Debt | US | $87K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 4.5% 06/01/2052 | Long | Debt | US | $66K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 6.2% 07/01/2037 | Long | Debt | US | $5K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 6.25% 06/01/2036 | Long | Debt | US | $395K | – | 0.00 |
| NORTHERN TRUST CORP 3.375/VAR 05/08/2032 | Long | Debt | US | $27K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.7% 03/15/2033 | Long | Debt | US | $198K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.75% 06/01/2043 | Long | Debt | US | $488K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.9% 06/01/2034 | Long | Debt | US | $149K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.95% 03/15/2053 | Long | Debt | US | $156K | – | 0.00 |
| NORTHWEST PIPELINE CORP 4% 04/01/2027 | Long | Debt | US | $2M | – | 0.00 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING 5.16% 05/28/2031 144A | Long | Debt | US | $279K | – | 0.00 |
| NORTHWOODS CAPITAL XV LTD TSFR3M+147.161 06/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| NORTONLIFELOCK TERM A2 1LN 09/12/2027 (GEN DIGITAL INC) | Long | Loan | US | $338K | – | 0.00 |
| NOTA DO TESOURO NACIONAL 10% 01/01/2029 | Long | Debt | BR | $1M | – | 0.00 |
| NOTA DO TESOURO NACIONAL 10% 01/01/2035 | Long | Debt | BR | $5M | – | 0.01 |
| NOVA CHEMICALS CORP 4.25% 05/15/2029 144A | Long | Debt | CA | $24K | – | 0.00 |
| NOVA CHEMICALS CORP 5.25% 06/01/2027 144A | Long | Debt | CA | $267K | – | 0.00 |
| NOVA CHEMICALS CORP 5% 05/01/2025 144A | Long | Debt | CA | $1M | – | 0.00 |
| NOVA CHEMICALS CORP 9% 02/15/2030 144A | Long | Debt | CA | $127K | – | 0.00 |
| NOVELIS CORP 3.25% 11/15/2026 144A | Long | Debt | US | $229K | – | 0.00 |
| NOVELIS CORP 3.875% 08/15/2031 144A | Long | Debt | US | $117K | – | 0.00 |
| NRG ENERGY INC 2.45% 12/02/2027 144A | Long | Debt | US | $95K | – | 0.00 |
| NRG ENERGY INC 2% 12/02/2025 144A | Long | Debt | US | $3M | – | 0.01 |
| NRG ENERGY INC 3.375% 02/15/2029 144A | Long | Debt | US | $153K | – | 0.00 |
| NRG ENERGY INC 3.625% 02/15/2031 144A | Long | Debt | US | $782K | – | 0.00 |
| NRG ENERGY INC 3.875% 02/15/2032 144A | Long | Debt | US | $645K | – | 0.00 |
| NRG ENERGY INC 5.25% 06/15/2029 144A | Long | Debt | US | $426K | – | 0.00 |
| NRG ENERGY INC 5.75% 01/15/2028 | Long | Debt | US | $618K | – | 0.00 |
| NRG ENERGY INC 6.625% 01/15/2027 | Long | Debt | US | $141K | – | 0.00 |
| NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 3.844% 12/25/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.00 |
| NRZ FHT EXCESS LLC 4.212% 11/25/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $693K | – | 0.00 |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A | Long | Debt | AU | $256K | – | 0.00 |
| NUSTAR LOGISTICS LP 5.625% 04/28/2027 | Long | Debt | US | $57K | – | 0.00 |
| NUSTAR LOGISTICS LP 5.75% 10/01/2025 | Long | Debt | US | $60K | – | 0.00 |
| NUSTAR LOGISTICS LP 6.375% 10/01/2030 | Long | Debt | US | $19K | – | 0.00 |
| NUSTAR LOGISTICS LP 6% 06/01/2026 | Long | Debt | US | $321K | – | 0.00 |
| NUTRIEN LTD 2.95% 05/13/2030 | Long | Debt | CA | $71K | – | 0.00 |
| NUTRIEN LTD 3.95% 05/13/2050 | Long | Debt | CA | $68K | – | 0.00 |
| NUTRIEN LTD 4.125% 03/15/2035 | Long | Debt | CA | $12K | – | 0.00 |
| NUTRIEN LTD 4.9% 03/27/2028 | Long | Debt | CA | $1M | – | 0.00 |
| NUTRIEN LTD 4.9% 06/01/2043 | Long | Debt | CA | $1M | – | 0.00 |
| NUVEEN LLC 4% 11/01/2028 144A | Long | Debt | US | $19K | – | 0.00 |
| NUVEEN LLC 5.55% 01/15/2030 144A | Long | Debt | US | $200K | – | 0.00 |
| NVIDIA CORP 3.5% 04/01/2040 | Long | Debt | US | $83K | – | 0.00 |
| NW RE-REMIC TR 2021-FRR1 BK88 VAR 12/18/2051 144A | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031 | Long | Debt | NL | $233K | – | 0.00 |
| NXP B V/NXP FDG LLC/NXP USA INC 3.125% 02/15/2042 | Long | Debt | NL | $60K | – | 0.00 |
| NXP B V/NXP FDG LLC/NXP USA INC 3.25% 05/11/2041 | Long | Debt | NL | $106K | – | 0.00 |
| NXP B V/NXP FDG LLC/NXP USA INC 3.4% 05/01/2030 | Long | Debt | NL | $211K | – | 0.00 |
| NXP B V/NXP FDG LLC/NXP USA INC 5% 01/15/2033 | Long | Debt | NL | $42K | – | 0.00 |
| NY *PORT AUTH-TXB-165TH 5.647% 11/01/40 (PORT AUTH NY and NJ) | Long | Debt | US | $248K | – | 0.00 |
| NY MTA TRANSP 6.814% 11/15/40 (METROPOLITAN TRANSN AUTH NY RV) | Long | Debt | US | $33K | – | 0.00 |
| NYC TFA (PIT) 1.97% 2/1/2033 (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $2M | – | 0.00 |
| NYC TFA (PIT) 2.69% 5/1/2033 (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $2M | – | 0.00 |
| NYC TFA (PIT) 5.13% 2/1/2035 (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $747K | – | 0.00 |
| NYC TFA (PIT) 5.15% 2/1/2036 (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $745K | – | 0.00 |
| NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| NYU LANGONE HOSPITALS 3.38% 07/01/2055 | Long | Debt | US | $22K | – | 0.00 |
| NYU LANGONE HOSPITALS 4.368% 07/01/2047 | Long | Debt | US | $711K | – | 0.00 |
| OAK HILL CREDIT PARTNERS X-R LTD TSFR3M+181.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| OBX 2021-NQM3 TR 1.054% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| OBX 2023-NQM8 TRUST 7.248% 09/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $931K | – | 0.00 |
| OBX 2024-HYB2 TRUST VAR 04/25/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $455K | – | 0.00 |
| OBX 2024-NQM2 A1 TR 5.878% 12/25/2063 144A (OBX 2024-NQM2 TR) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| OBX 2024-NQM8 A1 TRUST 6.233% 05/25/2064 144A (OBX 2024-NQM8 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029 | Long | Debt | US | $176K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040 | Long | Debt | US | $570K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036 | Long | Debt | US | $4M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046 | Long | Debt | US | $7M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031 | Long | Debt | US | $9M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031 | Long | Debt | US | $531K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030 | Long | Debt | US | $166K | – | 0.00 |
| OCI NV 3.625% 10/15/2025 REGS | Long | Debt | NL | $1M | – | 0.00 |
| OCP CLO 2020-18 LTD / OCP CLO 2020-18 LLC TSFR3M+135.161 07/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| OCP SA 3.75% 06/23/2031 144A | Long | Debt | MA | $228K | – | 0.00 |
| OCP SA 6.75% 05/02/2034 144A | Long | Debt | MA | $275K | – | 0.00 |
| OCP SA 7.5% 05/02/2054 144A | Long | Debt | MA | $289K | – | 0.00 |
| OCTAGON INVESTMENT PARTNERS 20-R LTD 19-4A BR TSFR3M+196.161 05/12/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS 39 LTD TSFR3M+180 10/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $361K | – | 0.00 |
| OCTAGON INVT PARTNERS 30 LTD/LLC TSFR3M+126.161 03/17/2030 144A (OCTAGON INVT PARTNERS 30 LTD / OCTAGON INVT PARTNERS 30 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC TSFR3M+126.161 02/14/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $479K | – | 0.00 |
| OCTANE RECEIVABLES TRUST 2023 6.24% 06/20/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $564K | – | 0.00 |
| OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $430K | – | 0.00 |
| OHA CREDIT FUNDING 9 LTD TSFR3M+196.161 07/19/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| OHIO POWER CO 1.625% 01/15/2031 | Long | Debt | US | $665K | – | 0.00 |
| OHIO POWER CO 2.6% 04/01/2030 | Long | Debt | US | $112K | – | 0.00 |
| OHIO POWER CO 2.9% 10/01/2051 | Long | Debt | US | $839K | – | 0.00 |
| OHIO POWER CO 4% 06/01/2049 | Long | Debt | US | $13K | – | 0.00 |
| OHIO ST UNIV GEN RCPTS BUILD AMERICA BONDS | Long | Debt | US | $134K | – | 0.00 |
| OHIO ST UNIV TXBL-SER A (OHIO ST UNIV GEN RCPTS) | Long | Debt | US | $1M | – | 0.00 |
| OHIOHEALTH CORP 2.297% 11/15/2031 | Long | Debt | US | $7M | – | 0.02 |
| OKLAHOMA GAS and ELECTRIC CO 5.4% 01/15/2033 | Long | Debt | US | $45K | – | 0.00 |
| OLIN CORP 5.125% 09/15/2027 | Long | Debt | US | $679K | – | 0.00 |
| OLIN CORP 5.625% 08/01/2029 | Long | Debt | US | $190K | – | 0.00 |
| OLIN CORP 5% 02/01/2030 | Long | Debt | US | $183K | – | 0.00 |
| OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A | Long | Debt | US | $213K | – | 0.00 |
| OMAN SULTANATE 5.625% 01/17/2028 REGS | Long | Debt | OM | $573K | – | 0.00 |
| OMAN SULTANATE 7% 01/25/2051 144A | Long | Debt | OM | $832K | – | 0.00 |
| OMAN SULTANATE 7% 01/25/2051 REGS | Long | Debt | OM | $208K | – | 0.00 |
| OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 | Long | Debt | US | $5M | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 | Long | Debt | US | $3M | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 | Long | Debt | US | $7M | – | 0.02 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 | Long | Debt | US | $1M | – | 0.00 |
| OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028 | Long | Debt | US | $7M | – | 0.02 |
| OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026 | Long | Debt | US | $6M | – | 0.01 |
| ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A | Long | Debt | US | $293K | – | 0.00 |
| ONCOR ELEC DELIVERY CO CP 0% 06/26/2024 | Long | Debt | US | $2M | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049 | Long | Debt | US | $36K | – | 0.00 |
| ONCOR ELEC DELIVERY CO LLC 4.95% 09/15/2052 | Long | Debt | US | $173K | – | 0.00 |
| ONCOR ELEC DELIVERY CO LLC 5.35% 10/01/2052 | Long | Debt | US | $15K | – | 0.00 |
| ONE 2021-PARK MORTGAGE TRUST TSFR1M+161.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| ONE 2021-PARK MORTGAGE TRUST TSFR1M+186.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| ONE GAS INC 4.5% 11/01/2048 | Long | Debt | US | $9K | – | 0.00 |
| ONE GAS INC 5.1% 04/01/2029 | Long | Debt | US | $100K | – | 0.00 |
| ONE MARKET PLAZA TRUST 2017-1MKT 4.1455% 02/10/2032 144A | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| ONE NEW YORK PLAZA TRUST 2020-1NYP B TSFR1M+161.448 01/15/2036 144A | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+106.448 01/15/2026 144A | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+136.448 01/15/2036 144A | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| ONEMAIN FINANCE CORP 3.875% 09/15/2028 | Long | Debt | US | $756K | – | 0.00 |
| ONEMAIN FINANCE CORP 4% 09/15/2030 | Long | Debt | US | $361K | – | 0.00 |
| ONEMAIN FINANCE CORP 5.375% 11/15/2029 | Long | Debt | US | $87K | – | 0.00 |
| ONEMAIN FINANCE CORP 6.625% 01/15/2028 | Long | Debt | US | $114K | – | 0.00 |
| ONEMAIN FINANCE CORP 6.875% 03/15/2025 | Long | Debt | US | $1M | – | 0.00 |
| ONEMAIN FINANCE CORP 7.125% 03/15/2026 | Long | Debt | US | $714K | – | 0.00 |
| ONEMAIN FINANCE CORP 7.5% 05/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| ONEMAIN FINANCE CORP 7.875% 03/15/2030 | Long | Debt | US | $219K | – | 0.00 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17% 09/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.74% 09/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 7.52% 09/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 5.79% 05/14/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $784K | – | 0.00 |
| ONEMAIN FINL ISSUANCE TR 2020-2 2.21% 09/14/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $942K | – | 0.00 |
| ONEOK INC 3.1% 03/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| ONEOK INC 4.2% 10/03/2047 | Long | Debt | US | $612K | – | 0.00 |
| ONEOK INC 4.25% 09/15/2046 | Long | Debt | US | $148K | – | 0.00 |
| ONEOK INC 4.45% 09/01/2049 | Long | Debt | US | $5M | – | 0.01 |
| ONEOK INC 4.95% 07/13/2047 | Long | Debt | US | $603K | – | 0.00 |
| ONEOK INC 6.05% 09/01/2033 | Long | Debt | US | $4M | – | 0.01 |
| ONEOK PARTNERS LP 6.65% 10/01/2036 | Long | Debt | US | $463K | – | 0.00 |
| ONSLOW BAY MORTGAGE LOAN TRUST VAR 10/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A | Long | Debt | CA | $62K | – | 0.00 |
| OPEN TEXT CORPORATION 3.875% 02/15/2028 144A | Long | Debt | CA | $450K | – | 0.00 |
| OPEN TEXT CORPORATION 3.875% 12/01/2029 144A | Long | Debt | CA | $326K | – | 0.00 |
| OPEN TEXT CORPORATION 6.9% 12/01/2027 144A | Long | Debt | CA | $995K | – | 0.00 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| OPORTUN FUNDING XIV LLC 21-A A1.21% 03/08/2028 144A (OPORTUN FDG XIV LLC) | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.00 |
| OPORTUN ISSUANCE TR 2021-B B 1.96% 05/08/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.00 |
| OPORTUN ISSUANCE TR 2021-B C 3.65% 05/08/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| OPORTUN ISSUANCE TR 2022-A A 5.05% 06/09/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.00 |
| OPORTUN ISSUANCE TR 2022-A C 7.4% 06/09/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.00 |
| OPORTUN ISSUANCE TRUST 2021-C A 2.18% 10/08/2031 144A (OPORTUN ISSUANCE TR 2021-C) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| OPORTUN ISSUANCE TRUST 2022-2 C 9.36% 10/09/2029 144A (OPORTUN ISSUANCE TR 2022-2) | Long | ABS-collateralized bond/debt obligation | US | $236K | – | 0.00 |
| OPORTUN ISSUANCE TRUST 2022-3 10.147% 01/08/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.00 |
| ORACLE CORP 2.3% 03/25/2028 | Long | Debt | US | $160K | – | 0.00 |
| ORACLE CORP 2.65% 07/15/2026 | Long | Debt | US | $307K | – | 0.00 |
| ORACLE CORP 2.8% 04/01/2027 | Long | Debt | US | $1M | – | 0.00 |
| ORACLE CORP 2.875% 03/25/2031 | Long | Debt | US | $413K | – | 0.00 |
| ORACLE CORP 2.95% 04/01/2030 | Long | Debt | US | $424K | – | 0.00 |
| ORACLE CORP 2.95% 05/15/2025 | Long | Debt | US | $1M | – | 0.00 |
| ORACLE CORP 3.6% 04/01/2050 | Long | Debt | US | $784K | – | 0.00 |
| ORACLE CORP 3.65% 03/25/2041 | Long | Debt | US | $195K | – | 0.00 |
| ORACLE CORP 3.8% 11/15/2037 | Long | Debt | US | $189K | – | 0.00 |
| ORACLE CORP 3.85% 04/01/2060 | Long | Debt | US | $4M | – | 0.01 |
| ORACLE CORP 3.85% 07/15/2036 | Long | Debt | US | $43K | – | 0.00 |
| ORACLE CORP 3.9% 05/15/2035 | Long | Debt | US | $39K | – | 0.00 |
| ORACLE CORP 3.95% 03/25/2051 | Long | Debt | US | $276K | – | 0.00 |
| ORACLE CORP 4.125% 05/15/2045 | Long | Debt | US | $2M | – | 0.00 |
| ORACLE CORP 4.3% 07/08/2034 | Long | Debt | US | $14K | – | 0.00 |
| ORACLE CORP 4.375% 05/15/2055 | Long | Debt | US | $19K | – | 0.00 |
| ORACLE CORP 4% 07/15/2046 | Long | Debt | US | $228K | – | 0.00 |
| ORACLE CORP 4% 11/15/2047 | Long | Debt | US | $93K | – | 0.00 |
| ORACLE CORP 5.55% 02/06/2053 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP 6.25% 11/09/2032 | Long | Debt | US | $425K | – | 0.00 |
| ORACLE CORP 6.9% 11/09/2052 | Long | Debt | US | $246K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 1.75% 03/15/2031 | Long | Debt | US | $752K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 3.6% 09/01/2027 | Long | Debt | US | $5K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 3.9% 06/01/2029 | Long | Debt | US | $566K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 4.7% 06/15/2032 | Long | Debt | US | $38K | – | 0.00 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A | Long | Debt | US | $268K | – | 0.00 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A | Long | Debt | US | $1M | – | 0.00 |
| ORO USD 10Y C 3.80000 L 07/08/24 BOA (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-581.86 | – | -0.00 | |
| ORO USD 10Y C 3.95000 L 06/10/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-81.29 | – | -0.00 | |
| ORO USD 10Y P 4.30000 L 06/10/24 GLM (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-63.17 | – | -0.00 | |
| ORO USD 10Y P 4.35000 L 07/08/24 BOA (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-843.1 | – | -0.00 | |
| OT MERGER CORP 7.875% 10/15/2029 144A | Long | Debt | US | $391K | – | 0.00 |
| OTIS WORLDWIDE CORP 5.25% 08/16/2028 | Long | Debt | US | $209K | – | 0.00 |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 5% 08/15/2027 144A | Long | Debt | US | $108K | – | 0.00 |
| OVINTIV INC 5.15% 11/15/2041 | Long | Debt | US | $3M | – | 0.01 |
| OVINTIV INC 5.375% 01/01/2026 | Long | Debt | US | $308K | – | 0.00 |
| OVINTIV INC 5.65% 05/15/2025 | Long | Debt | US | $668K | – | 0.00 |
| OVINTIV INC 6.25% 07/15/2033 | Long | Debt | US | $120K | – | 0.00 |
| OVINTIV INC 7.1% 07/15/2053 | Long | Debt | US | $384K | – | 0.00 |
| OVINTIV INC 8.125% 09/15/2030 | Long | Debt | US | $7M | – | 0.02 |
| OWENS and MINOR INC 4.375% 12/15/2024 | Long | Debt | US | $35K | – | 0.00 |
| OWENS and MINOR INC 4.5% 03/31/2029 144A | Long | Debt | US | $282K | – | 0.00 |
| OWENS and MINOR INC 6.625% 04/01/2030 144A | Long | Debt | US | $127K | – | 0.00 |
| OWENS BROCKWAY GLASS CONT INC 6.625% 05/13/2027 144A | Long | Debt | US | $408K | – | 0.00 |
| OWENS BROCKWAY GLASS CONT INC 7.25% 05/15/2031 144A | Long | Debt | US | $159K | – | 0.00 |
| OWENS CORNING NEW 3.95% 08/15/2029 | Long | Debt | US | $122K | – | 0.00 |
| OWENS CORNING NEW 4.3% 07/15/2047 | Long | Debt | US | $598K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 2.95% 03/01/2026 | Long | Debt | US | $76K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 | Long | Debt | US | $95K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050 | Long | Debt | US | $222K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047 | Long | Debt | US | $1M | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.2% 06/01/2041 | Long | Debt | US | $50K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046 | Long | Debt | US | $409K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040 | Long | Debt | US | $2M | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | Long | Debt | US | $4M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 4.6% 06/15/2043 | Long | Debt | US | $46K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.65% 08/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050 | Long | Debt | US | $2M | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4% 12/01/2046 | Long | Debt | US | $762K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 5.8% 05/15/2034 | Long | Debt | US | $609K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029 | Long | Debt | US | $391K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 6.4% 06/15/2033 | Long | Debt | US | $843K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053 | Long | Debt | US | $866K | – | 0.00 |
| PACIFIC LIFE INSURANCE COMPANY 4.3/VAR 10/24/2067 144A | Long | Debt | US | $60K | – | 0.00 |
| PACIFICORP 2.9% 06/15/2052 | Long | Debt | US | $581K | – | 0.00 |
| PACIFICORP 4.125% 01/15/2049 | Long | Debt | US | $631K | – | 0.00 |
| PACIFICORP 4.15% 02/15/2050 | Long | Debt | US | $341K | – | 0.00 |
| PACIFICORP 5.25% 06/15/2035 | Long | Debt | US | $1M | – | 0.00 |
| PACIFICORP 5.35% 12/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| PACIFICORP 5.75% 04/01/2037 | Long | Debt | US | $890K | – | 0.00 |
| PACKAGING CORP OF AMERICA 3.05% 10/01/2051 | Long | Debt | US | $71K | – | 0.00 |
| PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC 4.375% 10/15/2028 144A | Long | Debt | US | $2M | – | 0.00 |
| PALMER SQUARE 2024-2 LLC TSFR3M+165 07/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| PALMER SQUARE CLO 2015-2A CR2 LTD TSFR3M+301.161 07/20/2030 144A (PALMER SQUARE CLO 2015-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.00 |
| PALMER SQUARE CLO 2021-1 LTD TSFR3M+145.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD TSFR3M+ 04/15/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $660K | – | 0.00 |
| PALMER SQUARE LOAN FUNDING LTD 2021 TSFR3M+166.161 05/20/2029 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| PALOMINO FUNDING TRUST I 7.233% 05/17/2028 144A | Long | Debt | US | $313K | – | 0.00 |
| PANAMA REPUBLIC OF 2.252% 09/29/2032 | Long | Debt | PA | $343K | – | 0.00 |
| PANAMA REPUBLIC OF 3.16% 01/23/2030 | Long | Debt | PA | $851K | – | 0.00 |
| PANAMA REPUBLIC OF 3.298% 01/19/2033 | Long | Debt | PA | $7M | – | 0.01 |
| PANAMA REPUBLIC OF 3.875% 03/17/2028 | Long | Debt | PA | $660K | – | 0.00 |
| PANAMA REPUBLIC OF 4.3% 04/29/2053 | Long | Debt | PA | $388K | – | 0.00 |
| PANAMA REPUBLIC OF 4.5% 04/01/2056 | Long | Debt | PA | $434K | – | 0.00 |
| PANAMA REPUBLIC OF 4.5% 04/16/2050 | Long | Debt | PA | $265K | – | 0.00 |
| PANAMA REPUBLIC OF 7.875% 03/01/2057 | Long | Debt | PA | $206K | – | 0.00 |
| PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A | Long | Debt | US | $192K | – | 0.00 |
| PARAGUAY REPUBLIC OF 4.95% 04/28/2031 REGS | Long | Debt | PY | $617K | – | 0.00 |
| PARAGUAY REPUBLIC OF 5.4% 03/30/2050 REGS | Long | Debt | PY | $701K | – | 0.00 |
| PARAGUAY REPUBLIC OF 5.6% 03/13/2048 REGS | Long | Debt | PY | $353K | – | 0.00 |
| PARAGUAY REPUBLIC OF 6% 02/09/2036 144A | Long | Debt | PY | $506K | – | 0.00 |
| PARAMOUNT GLOBAL 4.6% 01/15/2045 | Long | Debt | US | $45K | – | 0.00 |
| PARAMOUNT GLOBAL 4.9% 08/15/2044 | Long | Debt | US | $31K | – | 0.00 |
| PARAMOUNT GLOBAL 5.25% 04/01/2044 | Long | Debt | US | $40K | – | 0.00 |
| PARAMOUNT GLOBAL 5.85% 09/01/2043 | Long | Debt | US | $120K | – | 0.00 |
| PARAMOUNT GLOBAL 6.375%/VAR 03/30/2062 | Long | Debt | US | $62K | – | 0.00 |
| PAREXEL TERM B 1LN 11/15/2028 (PHOENIX NEWCO INC) | Long | Loan | US | $488K | – | 0.00 |
| PARK AVE INSTL ADVISERS CLO LTD 2018-1/LLC 2018-1 TSFR3M+126.161 10/20/2031 144A (PARK AVE INSTL ADVISERS CLO LTD 2018-1/PK AVE INSTL ADVISERS CLO LLC 2018-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1 TSFR3M+150.161 02/14/2034 144A (PARK AVE INSTL ADVISERS CLO LTD 2017-1) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A | Long | Debt | US | $81K | – | 0.00 |
| PARKER-HANNIFIN CORP 3.25% 03/01/2027 | Long | Debt | US | $43K | – | 0.00 |
| PARKER-HANNIFIN CORP 4.25% 09/15/2027 | Long | Debt | US | $156K | – | 0.00 |
| PARKER-HANNIFIN CORP 6.25% 05/15/2038 | Long | Debt | US | $13K | – | 0.00 |
| PATTERN ENERGY OP LP/PAT 4.5% 08/15/2028 144A | Long | Debt | US | $82K | – | 0.00 |
| PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 | Long | Debt | US | $186K | – | 0.00 |
| PEACE PARK CLO LTD TSFR3M+139.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025 | Long | Debt | US | $155K | – | 0.00 |
| PECO ENERGY COMPANY 2.8% 06/15/2050 | Long | Debt | US | $429K | – | 0.00 |
| PECO ENERGY COMPANY 2.85% 09/15/2051 | Long | Debt | US | $382K | – | 0.00 |
| PECO ENERGY COMPANY 3.05% 03/15/2051 | Long | Debt | US | $98K | – | 0.00 |
| PECO ENERGY COMPANY 3.9% 03/01/2048 | Long | Debt | US | $188K | – | 0.00 |
| PECO ENERGY COMPANY 4.6% 05/15/2052 | Long | Debt | US | $95K | – | 0.00 |
| PECO ENERGY COMPANY 4.9% 06/15/2033 | Long | Debt | US | $2M | – | 0.00 |
| PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A | Long | Debt | US | $146K | – | 0.00 |
| PENN NATIONAL GAMING TERM B 1LN 05/03/2029 (PENN ENTERTAINMENT INC) | Long | Loan | US | $210K | – | 0.00 |
| PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| PENNYMAC FINANCIAL SERVICES INC 5.75% 09/15/2031 144A | Long | Debt | US | $529K | – | 0.00 |
| PENSKE AUTOMOTIVE GROUP INC 3.75% 06/15/2029 | Long | Debt | US | $277K | – | 0.00 |
| PENSKE TRUCK LEASING CO LP /CORP 1.2% 11/15/2025 144A (PENSKE TRUCK LEASING CO L P / PTL FIN CORP) | Long | Debt | US | $78K | – | 0.00 |
| PENSKE TRUCK LEASING CO LP /CORP 5.35% 03/30/2029 144A (PENSKE TRUCK LEASING CO L P / PTL FIN CORP) | Long | Debt | US | $298K | – | 0.00 |
| PENSKE TRUCK LEASING CO LP /CORP 5.55% 05/01/2028 144A (PENSKE TRUCK LEASING CO L P / PTL FIN CORP) | Long | Debt | US | $5M | – | 0.01 |
| PENTAIR FINANCE SA 4.5% 07/01/2029 | Long | Debt | LU | $8M | – | 0.02 |
| PEPCO HOLDINGS LLC 7.45% 08/15/2032 | Long | Debt | US | $32K | – | 0.00 |
| PEPSICO INC 2.75% 10/21/2051 | Long | Debt | US | $228K | – | 0.00 |
| PERATON TERM B 1LN 02/01/2028 (PERATON CORP) | Long | Loan | US | $305K | – | 0.00 |
| PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A | Long | Debt | US | $186K | – | 0.00 |
| PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A | Long | Debt | US | $153K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 5.375% 01/15/2026 144A | Long | Debt | US | $94K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A | Long | Debt | US | $391K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A | Long | Debt | US | $511K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 8% 04/15/2027 144A | Long | Debt | US | $1M | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 9.875% 07/15/2031 144A | Long | Debt | US | $116K | – | 0.00 |
| PERU REPUBLIC OF 2.783% 01/23/2031 (PERU, REPUBLIC OF) | Long | Debt | PE | $651K | – | 0.00 |
| PERU REPUBLIC OF 2.844% 06/20/2030 (PERU, REPUBLIC OF) | Long | Debt | PE | $691K | – | 0.00 |
| PERU REPUBLIC OF 3.55% 03/10/2051 (PERU, REPUBLIC OF) | Long | Debt | PE | $389K | – | 0.00 |
| PERU REPUBLIC OF 4.125% 08/25/2027 (PERU, REPUBLIC OF) | Long | Debt | PE | $192K | – | 0.00 |
| PERUSAHAAN LISTRIK NEGARA PNBE 1.875% 11/05/2031 144A (PERUSAHAAN LISTRIK NEGARA MED TERM NTS BOOK ENTRY REG S) | Long | Debt | ID | $1M | – | 0.00 |
| PETROBRAS GLOBAL FINANCE BV 6.25% 12/14/2026 | Long | Debt | NL | $1M | – | 0.00 |
| PETROBRAS GLOBAL FINANCE BV 6.625% 01/16/2034 | Long | Debt | NL | $487K | – | 0.00 |
| PETROLEOS MEXICANOS 10% 02/07/2033 | Long | Debt | MX | $592K | – | 0.00 |
| PETROLEOS MEXICANOS 3.625% 11/24/2025 REGS | Long | Debt | MX | $903K | – | 0.00 |
| PETROLEOS MEXICANOS 4.25% 01/15/2025 | Long | Debt | MX | $294K | – | 0.00 |
| PETROLEOS MEXICANOS 4.75% 02/26/2029 REGS | Long | Debt | MX | $3M | – | 0.01 |
| PETROLEOS MEXICANOS 4.875% 02/21/2028 REGS | Long | Debt | MX | $250K | – | 0.00 |
| PETROLEOS MEXICANOS 5.35% 02/12/2028 | Long | Debt | MX | $79K | – | 0.00 |
| PETROLEOS MEXICANOS 5.95% 01/28/2031 | Long | Debt | MX | $5M | – | 0.01 |
| PETROLEOS MEXICANOS 6.35% 02/12/2048 | Long | Debt | MX | $141K | – | 0.00 |
| PETROLEOS MEXICANOS 6.5% 01/23/2029 | Long | Debt | MX | $895K | – | 0.00 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $32M | – | 0.07 |
| PETROLEOS MEXICANOS 6.625% 06/15/2035 | Long | Debt | MX | $222K | – | 0.00 |
| PETROLEOS MEXICANOS 6.7% 02/16/2032 | Long | Debt | MX | $2M | – | 0.01 |
| PETROLEOS MEXICANOS 6.75% 09/21/2047 | Long | Debt | MX | $7M | – | 0.02 |
| PETROLEOS MEXICANOS 6.84% 01/23/2030 | Long | Debt | MX | $5M | – | 0.01 |
| PETROLEOS MEXICANOS 6.875% 08/04/2026 | Long | Debt | MX | $172K | – | 0.00 |
| PETROLEOS MEXICANOS 7.69% 01/23/2050 | Long | Debt | MX | $57M | – | 0.13 |
| PETSMART INC / PETSMART FINANCE CORP 4.75% 02/15/2028 144A | Long | Debt | US | $499K | – | 0.00 |
| PFIZER INC 3.9% 03/15/2039 | Long | Debt | US | $73K | – | 0.00 |
| PFIZER INC 4.1% 09/15/2038 | Long | Debt | US | $77K | – | 0.00 |
| PFIZER INC 4.3% 06/15/2043 | Long | Debt | US | $101K | – | 0.00 |
| PFIZER INC 4.4% 05/15/2044 | Long | Debt | US | $249K | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033 | Long | Debt | SG | $1M | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053 | Long | Debt | SG | $1M | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063 | Long | Debt | SG | $901K | – | 0.00 |
| PFS FINANCING CORP 4.9% 08/15/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| PG and E CORP 5.25% 07/01/2030 | Long | Debt | US | $232K | – | 0.00 |
| PG and E CORP 5% 07/01/2028 | Long | Debt | US | $1M | – | 0.00 |
| PG and E RECOVERY FUNDING LLC 5.536% 07/15/2049 | Long | Debt | US | $118K | – | 0.00 |
| PG and E WILDFIRE RECOVERY 4.263% 06/01/2038 | Long | Debt | US | $29K | – | 0.00 |
| PG and E WILDFIRE RECOVERY 5.099% 06/01/2054 | Long | Debt | US | $81K | – | 0.00 |
| PG and E WILDFIRE RECOVERY 5.212% 12/01/2049 | Long | Debt | US | $22K | – | 0.00 |
| PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST 24-RSR2 A TSFR1M+189.09 06/15/2026 144A (PGA TR 2024-RSR2) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| PHH MORTGAGE TRUST SERIES 2008-CIM2 6% 07/25/2038 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| PHILIP MORRIS INTL INC 3.125% 03/02/2028 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $23K | – | 0.00 |
| PHILIP MORRIS INTL INC 3.875% 08/21/2042 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $648K | – | 0.00 |
| PHILIP MORRIS INTL INC 4.375% 11/15/2041 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $372K | – | 0.00 |
| PHILIP MORRIS INTL INC 4.875% 02/13/2029 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $230K | – | 0.00 |
| PHILIP MORRIS INTL INC 4.875% 02/15/2028 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $143K | – | 0.00 |
| PHILIP MORRIS INTL INC 5.125% 02/13/2031 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.00 |
| PHILIP MORRIS INTL INC 5.125% 02/15/2030 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $15M | – | 0.03 |
| PHILIP MORRIS INTL INC 5.125% 11/17/2027 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $112K | – | 0.00 |
| PHILIP MORRIS INTL INC 5.25% 02/13/2034 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.00 |
| PHILIP MORRIS INTL INC 5.25% 09/07/2028 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $487K | – | 0.00 |
| PHILIP MORRIS INTL INC 5.375% 02/15/2033 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.00 |
| PHILIP MORRIS INTL INC 5.625% 11/17/2029 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $77K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 3.2% 07/06/2046 | Long | Debt | PH | $410K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 3% 02/01/2028 | Long | Debt | PH | $1M | – | 0.00 |
| PHILIPPINES REPUBLIC OF 5.6% 05/14/2049 | Long | Debt | PH | $519K | – | 0.00 |
| PHILLIPS 66 2.15% 12/15/2030 | Long | Debt | US | $318K | – | 0.00 |
| PHILLIPS 66 4.65% 11/15/2034 | Long | Debt | US | $27K | – | 0.00 |
| PHILLIPS 66 CO 3.75% 03/01/2028 | Long | Debt | US | $661K | – | 0.00 |
| PHILLIPS 66 CO 4.9% 10/01/2046 | Long | Debt | US | $661K | – | 0.00 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 | Long | Debt | US | $1M | – | 0.00 |
| PHINIA INC 6.75% 04/15/2029 144A | Long | Debt | US | $630K | – | 0.00 |
| PIEDMONT HEALTHCARE INC 2.719% 01/01/2042 | Long | Debt | US | $1M | – | 0.00 |
| PIEDMONT HEALTHCARE INC 2.864% 01/01/2052 | Long | Debt | US | $661K | – | 0.00 |
| PIEDMONT NATURAL GAS CO 3.5% 06/01/2029 | Long | Debt | US | $294K | – | 0.00 |
| PIEDMONT NATURAL GAS CO 5.05% 05/15/2052 | Long | Debt | US | $39K | – | 0.00 |
| PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 | Long | Debt | US | $989K | – | 0.00 |
| PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC TSFR3M+336.161 05/18/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $939K | – | 0.00 |
| PIKES PEAK CLO 8 / PIKES PEAK CLO 8 LLC TSFR3M+201.161 07/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032 | Long | Debt | US | $3M | – | 0.01 |
| PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| PIMCO Income Instl (PIMCO FUNDS) | Long | Equity-common | US | $961M | 92M | 2.18 |
| PIMCO Mortgage Opportunities and BdInstl (PIMCO FDS) | Long | Equity-common | US | $2B | 186M | 3.91 |
| PIMCO Total Return Instl (PIMCO FDS PAC INVT MGMT SER) | Long | Equity-common | US | $4B | 519M | 9.95 |
| PINE STR TR I 4.572% 02/15/2029 144A | Long | Debt | US | $7M | – | 0.02 |
| PINE STR TR II 5.568% 02/15/2049 144A (PINE STREET TRUST II) | Long | Debt | US | $7M | – | 0.02 |
| PIONEER NATURAL RESOURCES CO 1.125% 01/15/2026 | Long | Debt | US | $78K | – | 0.00 |
| PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030 | Long | Debt | US | $2M | – | 0.00 |
| PIONEER NATURAL RESOURCES CO 2.15% 01/15/2031 | Long | Debt | US | $239K | – | 0.00 |
| PIONEER NATURAL RESOURCES CO 5.1% 03/29/2026 | Long | Debt | US | $3M | – | 0.01 |
| PITNEY-BOWES INC 6.875% 03/15/2027 144A | Long | Debt | US | $51K | – | 0.00 |
| PITNEY-BOWES INC 7.25% 03/15/2029 144A | Long | Debt | US | $98K | – | 0.00 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| PMC PLS ESR ISSUER LLC 22-PLS1 A STEP 02/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.00 |
| PMHC II INC 9% 02/15/2030 144A | Long | Debt | US | $161K | – | 0.00 |
| PMT CREDIT RISK TRANSFER TRUST 2019-2R A TSFR1M+386.448 09/27/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PMT CREDIT RISK TRANSFER TRUST 2024-1R SOFR30A+350 PERP 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R SOFR30A+335 03/29/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 2.307%/VAR 04/23/2032 | Long | Debt | US | $44K | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 2.55% 01/22/2030 | Long | Debt | US | $371K | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 2.6% 07/23/2026 | Long | Debt | US | $55K | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035 | Long | Debt | US | $215K | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034 | Long | Debt | US | $306K | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 6.55% 10/20/2027 | Long | Debt | US | $2M | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034 | Long | Debt | US | $1M | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC SFRIX 6.037%/VAR 10/28/2033 | Long | Debt | US | $2M | – | 0.00 |
| POLAND REPUBLIC OF 5.125% 09/18/2034 | Long | Debt | PL | $293K | – | 0.00 |
| POLAND REPUBLIC OF 5.5% 03/18/2054 | Long | Debt | PL | $2M | – | 0.01 |
| PORT AUTH NY and NJ CONS-ONE HUNDRED SIXTY-EIGHT | Long | Debt | US | $65K | – | 0.00 |
| PORT NY NJ 4.458% 10/01/2062 (PORT AUTH NY and NJ) | Long | Debt | US | $450K | – | 0.00 |
| PORT NY NJ 4.96% 8/1/2046 (PORT AUTH NY and NJ) | Long | Debt | US | $76K | – | 0.00 |
| POST HLDGS INC 4.625% 04/15/2030 144A (POST HOLDINGS INC) | Long | Debt | US | $555K | – | 0.00 |
| POST HLDGS INC 5.5% 12/15/2029 144A (POST HOLDINGS INC) | Long | Debt | US | $2M | – | 0.00 |
| POST HLDGS INC 6.25% 02/15/2032 144A (POST HOLDINGS INC) | Long | Debt | US | $651K | – | 0.00 |
| POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037 | Long | Debt | US | $11K | – | 0.00 |
| POWER FINANCE CORP LTD 1.841% 09/21/2028 REGS | Long | Debt | IN | $2M | – | 0.01 |
| POWER FINANCE CORP LTD 6.15% 12/06/2028 144A | Long | Debt | IN | $3M | – | 0.01 |
| PPL ELEC UTILS CORP 4.125% 06/15/2044 | Long | Debt | US | $769K | – | 0.00 |
| PPL ELEC UTILS CORP 4.15% 10/01/2045 | Long | Debt | US | $654K | – | 0.00 |
| PPL ELEC UTILS CORP 4.85% 02/15/2034 | Long | Debt | US | $445K | – | 0.00 |
| PPL ELEC UTILS CORP 5.25% 05/15/2053 | Long | Debt | US | $72K | – | 0.00 |
| PPL ELEC UTILS CORP 6.25% 05/15/2039 | Long | Debt | US | $374K | – | 0.00 |
| PRECISION CASTPARTS CORP 4.375% 06/15/2045 | Long | Debt | US | $61K | – | 0.00 |
| PRECISION DRILLING CORP 7.125% 01/15/2026 144A | Long | Debt | CA | $276K | – | 0.00 |
| PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A | Long | Debt | US | $837K | – | 0.00 |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.15% 07/15/2046 | Long | Debt | US | $232K | – | 0.00 |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.3% 07/15/2056 | Long | Debt | US | $135K | – | 0.00 |
| PRESIDIO HOLDING INC 4.875% 02/01/2027 144A | Long | Debt | US | $306K | – | 0.00 |
| PRESTIGE BRANDS TERM B-5 1LN 07/01/2028 (PRESTIGE BRANDS INC) | Long | Loan | US | $137K | – | 0.00 |
| PRET 2022-RN2 LLC 5% 06/25/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| PRET 2024-RPL1 TR 3.9% 10/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| PRET LLC 2021-NPL6 A1 VAR 07/25/2051 144A (PRET 2021-NPL6 LLC) | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.00 |
| PRETIUM MORTGAGE CREDIT PARTNERS I LLC 2021-NPL4 A1 VAR 10/27/2060 144A (PRETIUM MTG CR PARTNERS I 2021-NPL4 LLC) | Long | ABS-collateralized bond/debt obligation | US | $223K | – | 0.00 |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2 STEP 02/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $365K | – | 0.00 |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC STEP 01/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $507K | – | 0.00 |
| PRETIUM MTG CR PARTNERS I 2021-NPL1 LLC 5.2395% 09/27/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.00 |
| PRETIUM MTG CR PARTNERS I 2021-NPL1 LLC A2 4.2128% 09/27/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $415K | – | 0.00 |
| PRIME 2004-CL1 1A1 6 2/34 (PRIME MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| PRIME HEALTHCARE SERVICES 7.25% 11/01/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A | Long | Debt | US | $353K | – | 0.00 |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A | Long | Debt | US | $202K | – | 0.00 |
| PRIMO WATER HOLDINGS INC 4.375% 04/30/2029 144A | Long | Debt | US | $202K | – | 0.00 |
| PRINCIPAL FINL GROUP INC 3.7% 05/15/2029 (PRINCIPAL FINANCIAL GROUP INC) | Long | Debt | US | $34K | – | 0.00 |
| PRINCIPAL LIFE GLOBAL FDG II 3% 04/18/2026 144A | Long | Debt | US | $16K | – | 0.00 |
| PRIVATE EXPORT FUNDING CORP 1.4% 07/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| PRKCM 2023-AFC3 A2 TRUST 6.987% 09/25/2058 144A (PRKCM 2023-AFC3 TR) | Long | ABS-collateralized bond/debt obligation | US | $870K | – | 0.00 |
| PRKCM 2024-HOME1 TR VAR 05/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PROGRESS RESIDENTIAL 2020 2.796% 10/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $275K | – | 0.00 |
| PROGRESS RESIDENTIAL 2020-SFR2 TRUST 0% 06/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $522K | – | 0.00 |
| PROGRESS RESIDENTIAL 2020-SFR2 TRUST 2.578% 06/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $341K | – | 0.00 |
| PROGRESS RESIDENTIAL 2020-SFR2 TRUST 3.077% 06/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.00 |
| PROGRESS RESIDENTIAL 2020-SFR2 TRUST 3.874% 06/17/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.00 |
| PROGRESS RESIDENTIAL 2020-SFR3 G 4.105% 10/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| PROGRESS RESIDENTIAL 2021 2.647% 04/19/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $536K | – | 0.00 |
| PROGRESS RESIDENTIAL 2021-SFR1 F 2.757% 04/17/2038 144A (PROGRESS RESIDENTIAL 2021-SFR1 TR) | Long | ABS-collateralized bond/debt obligation | US | $320K | – | 0.00 |
| PROGRESS RESIDENTIAL 2021-SFR3 TR 2.688% 05/17/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.00 |
| PROGRESS RESIDENTIAL 2021-SFR3 TR 3.436% 05/17/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| PROGRESS RESIDENTIAL 2022-SFR1 TR 3.93% 02/17/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.00 |
| PROGRESS RESIDENTIAL 2022-SFR1 TR 4.88% 02/17/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PROGRESS RESIDENTIAL 2022-SFR2 TR 4.8% 04/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $597K | – | 0.00 |
| PROGRESS RESIDENTIAL 2022-SFR3 TR 4.45% 04/17/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| PROGRESS RESIDENTIAL 2022-SFR3 TR 5.6% 04/17/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $557K | – | 0.00 |
| PROGRESS RESIDENTIAL 2022-SFR3 TR 6.6% 04/17/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $319K | – | 0.00 |
| PROGRESS RESIDENTIAL 2023-SFR1 E1 TR 6.15% 03/17/2040 144A (PROGRESS RESIDENTIAL 2023-SFR1 TR) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| PROGRESS RESIDENTIAL 2023-SFR2 TR 4.5% 10/17/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| PROGRESS RESIDENTIAL 2023-SFR2 TR 4.75% 10/17/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| PROGRESS RESIDENTIAL 2024-SFR2 E1 TRUST CSTR VAR 04/17/2041 144A (PROGRESS RESIDENTIAL 2024-SFR2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.00 |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8 2.382% 10/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $650K | – | 0.00 |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| PROGRESS RESIDENTIAL TRUST 21-SFR11 E1 3.378% 01/17/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PROLOGIS LP 1.75% 07/01/2030 | Long | Debt | US | $117K | – | 0.00 |
| PROLOGIS LP 2.125% 10/15/2050 | Long | Debt | US | $23K | – | 0.00 |
| PROLOGIS LP 3% 04/15/2050 | Long | Debt | US | $98K | – | 0.00 |
| PROLOGIS LP 4.75% 06/15/2033 | Long | Debt | US | $158K | – | 0.00 |
| PROOFPOINT TERM B 1LN 08/31/2028 (PROOFPOINT INC) | Long | Loan | US | $106K | – | 0.00 |
| PROTECTIVE LIFE GLOBAL FUNDING 1.9% 07/06/2028 144A | Long | Debt | US | $1M | – | 0.00 |
| PROTECTIVE LIFE GLOBAL FUNDING 5.467% 12/08/2028 144A | Long | Debt | US | $335K | – | 0.00 |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.532% 10/01/2029 | Long | Debt | US | $2M | – | 0.00 |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.746% 10/01/2026 | Long | Debt | US | $169K | – | 0.00 |
| PRPM 2021-10 LLC 2.487% 10/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| PRPM 2021-2 5.115% 03/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| PRPM 2021-RPL2 VAR 10/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| PRPM 2022-INV1 A2 TRUST CSTR 04/25/2067 144A (PRPM 2022-INV1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $662K | – | 0.00 |
| PRPM 2023-RCF2 A1 LLC 8.1115% 11/25/2053 144A (PRET 2023-RN2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $285K | – | 0.00 |
| PRPM 2023-RCF2 LLC 4% 11/25/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| PRPM 2024-NQM1 6.265% 12/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $489K | – | 0.00 |
| PRPM 2024-RCF3 LLC 4% 05/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PRUDENTIAL FINL INC 3.878% 03/27/2028 | Long | Debt | US | $14K | – | 0.00 |
| PRUDENTIAL FINL INC 3.905% 12/07/2047 | Long | Debt | US | $193K | – | 0.00 |
| PRUDENTIAL FINL INC 5.375% 05/15/2045 | Long | Debt | US | $5M | – | 0.01 |
| PRUDENTIAL FUNDING ASIA PLC 2.95%/VAR 11/03/2033 REGS | Long | Debt | GB | $2M | – | 0.00 |
| PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030 | Long | Debt | GB | $258K | – | 0.00 |
| PT PERTAMINA (PERSERO) 3.1% 08/27/2030 144A | Long | Debt | ID | $525K | – | 0.00 |
| PUBLIC SERVICE CO OF CO 2.7% 01/15/2051 | Long | Debt | US | $116K | – | 0.00 |
| PUBLIC SERVICE CO OF CO 4.05% 09/15/2049 | Long | Debt | US | $59K | – | 0.00 |
| PUBLIC SERVICE CO OF CO 5.25% 04/01/2053 | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC SERVICE CO OF OK 3.15% 08/15/2051 | Long | Debt | US | $45K | – | 0.00 |
| PUBLIC SERVICE CO OF OK 5.25% 01/15/2033 | Long | Debt | US | $110K | – | 0.00 |
| PUBLIC SERVICE CO OF OK 6.625% 11/15/2037 | Long | Debt | US | $34K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 2.05% 08/01/2050 | Long | Debt | US | $47K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050 | Long | Debt | US | $221K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3.6% 12/01/2047 | Long | Debt | US | $306K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2028 | Long | Debt | US | $910K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042 | Long | Debt | US | $488K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3.95% 05/01/2042 | Long | Debt | US | $413K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 4.65% 03/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC SERVICE ELEC and GAS CO 5.375% 11/01/2039 | Long | Debt | US | $12K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 5.8% 05/01/2037 | Long | Debt | US | $25K | – | 0.00 |
| PUBLIC STORAGE 2.25% 11/09/2031 | Long | Debt | US | $33K | – | 0.00 |
| PUBLIC STORAGE 5.1% 08/01/2033 | Long | Debt | US | $169K | – | 0.00 |
| PUBLIC SVC CO OF NEW HAMPSHIRE 5.15% 01/15/2053 | Long | Debt | US | $77K | – | 0.00 |
| PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029 (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Debt | US | $298K | – | 0.00 |
| PUGET ENERGY INC 2.379% 06/15/2028 | Long | Debt | US | $723K | – | 0.00 |
| PUGET ENERGY INC 3.65% 05/15/2025 | Long | Debt | US | $994K | – | 0.00 |
| PUGET ENERGY INC 4.1% 06/15/2030 | Long | Debt | US | $5M | – | 0.01 |
| PUGET ENERGY INC 4.224% 03/15/2032 | Long | Debt | US | $5M | – | 0.01 |
| PUGET SOUND ENERGY INC 2.893% 09/15/2051 | Long | Debt | US | $23K | – | 0.00 |
| PUGET SOUND ENERGY INC 5.448% 06/01/2053 | Long | Debt | US | $14K | – | 0.00 |
| PUGET SOUND ENERGY INC 5.764% 07/15/2040 | Long | Debt | US | $26K | – | 0.00 |
| QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS | Long | Debt | AU | $871K | – | 0.00 |
| QBE INS GROUP LTD 5.25%/VAR PERP REGS | Long | Equity-preferred | AU | $2M | – | 0.00 |
| QBE INS GROUP LTD 6.75%/VAR 12/02/2044 REGS | Long | Debt | AU | $2M | – | 0.00 |
| QORVO INC 4.375% 10/15/2029 | Long | Debt | US | $271K | – | 0.00 |
| QUALCOMM INC 4.25% 05/20/2032 | Long | Debt | US | $24K | – | 0.00 |
| QUALCOMM INC 4.5% 05/20/2052 | Long | Debt | US | $56K | – | 0.00 |
| QUANTA SVCS INC CP 0% 06/03/2024 | Long | Debt | US | $2M | – | 0.01 |
| QUANTA SVCS INC CP 0% 06/05/2024 | Long | Debt | US | $899K | – | 0.00 |
| QUANTA SVCS INC CP 0% 06/07/2024 | Long | Debt | US | $2M | – | 0.01 |
| QUEST DIAGNOSTICS INC 2.95% 06/30/2030 | Long | Debt | US | $48K | – | 0.00 |
| QUEST DIAGNOSTICS INC 4.7% 03/30/2045 | Long | Debt | US | $132K | – | 0.00 |
| QUEST DIAGNOSTICS INC 5.75% 01/30/2040 | Long | Debt | US | $89K | – | 0.00 |
| RABOBANK NEDERLAND COOP CENTL 3.649%/VAR 04/06/2028 144A (COOPERATIEVE RABOBANK UA) | Long | Debt | NL | $633K | – | 0.00 |
| RAD CLO 7 LTD TSFR3M+190 04/17/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.00 |
| RAD CLO 7 LTD TSFR3M+260 04/17/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.00 |
| RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A | Long | Debt | US | $108K | – | 0.00 |
| RADIOLOGY PARTNERS INC PIK 7.775%/VAR 01/31/2029 144A | Long | Debt | US | $268K | – | 0.00 |
| RADNOR RE 2022-1 LTD SOFR30A+675 09/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $396K | – | 0.00 |
| RALI SER 2006 QS4 TR 6% 04/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| RALI SER 2007-QS3 TR 6.25% 02/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| RALI SERIES 2006-QA10 A2 TRUST STEP 12/25/2036 (RALI SERIES 2006-QA10 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| RALI SERIES 2007-QS8 TRUST 6% 06/25/2037 (RALI SER 2007-QS8 TR) | Long | ABS-collateralized bond/debt obligation | US | $617K | – | 0.00 |
| RAND PARENT LLC 8.5% 02/15/2030 144A | Long | Debt | US | $210K | – | 0.00 |
| RANGE RESOURCES CORP 4.75% 02/15/2030 144A | Long | Debt | US | $22K | – | 0.00 |
| RANGE RESOURCES CORP 4.875% 05/15/2025 | Long | Debt | US | $46K | – | 0.00 |
| RANGE RESOURCES CORP 8.25% 01/15/2029 | Long | Debt | US | $409K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 1.9% 09/01/2031 | Long | Debt | US | $167K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 2.375% 03/15/2032 | Long | Debt | US | $813K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 3.03% 03/15/2052 | Long | Debt | US | $127K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.125% 11/16/2028 | Long | Debt | US | $711K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.35% 04/15/2047 | Long | Debt | US | $3K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.5% 06/01/2042 | Long | Debt | US | $120K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 5.15% 02/27/2033 | Long | Debt | US | $406K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 5.375% 02/27/2053 | Long | Debt | US | $120K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 5.4% 05/01/2035 | Long | Debt | US | $881K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 5.75% 01/15/2029 | Long | Debt | US | $2M | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 6.05% 06/01/2036 | Long | Debt | US | $306K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 6.1% 03/15/2034 | Long | Debt | US | $336K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 6.4% 03/15/2054 | Long | Debt | US | $109K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 6.7% 08/01/2028 | Long | Debt | US | $750K | – | 0.00 |
| RCKT MORTGAGE TRUST 2024-CES1 1A1 6.025% 02/25/2044 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| RCKT MORTGAGE TRUST 2024-CES3 A1A 6.591% 05/25/2044 144A | Long | ABS-collateralized bond/debt obligation | US | $996K | – | 0.00 |
| RCO MORTGAGE LLC 7.0213% 01/25/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $304K | – | 0.00 |
| RCO VI MORTGAGE LLC 2022-1 3% 01/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.00 |
| RCTTE 1A TSFR3M+134.161 04/20/2034 144A (RECETTE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC TSFR1M+237.4 10/25/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $794K | – | 0.00 |
| REALTY INCOME CORP 1.8% 03/15/2033 | Long | Debt | US | $24K | – | 0.00 |
| REALTY INCOME CORP 2.2% 06/15/2028 | Long | Debt | US | $701K | – | 0.00 |
| REALTY INCOME CORP 2.7% 02/15/2032 | Long | Debt | US | $6M | – | 0.01 |
| REALTY INCOME CORP 2.85% 12/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| REALTY INCOME CORP 3.1% 12/15/2029 | Long | Debt | US | $6M | – | 0.01 |
| REALTY INCOME CORP 3.2% 02/15/2031 | Long | Debt | US | $77K | – | 0.00 |
| REALTY INCOME CORP 3.25% 01/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| REALTY INCOME CORP 3.4% 01/15/2028 | Long | Debt | US | $5M | – | 0.01 |
| REALTY INCOME CORP 3.4% 01/15/2030 | Long | Debt | US | $2M | – | 0.00 |
| REALTY INCOME CORP 4.125% 10/15/2026 | Long | Debt | US | $19K | – | 0.00 |
| REALTY INCOME CORP 4.85% 03/15/2030 | Long | Debt | US | $90K | – | 0.00 |
| RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS | Long | Debt | GB | $475K | – | 0.00 |
| REDWOOD FUNDING TRUST 2023-1 A 7.5% 07/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $204K | – | 0.00 |
| REGAL REXNORD CORP 6.05% 02/15/2026 | Long | Debt | US | $41K | – | 0.00 |
| REGAL REXNORD CORP 6.05% 04/15/2028 | Long | Debt | US | $84K | – | 0.00 |
| REGAL REXNORD CORP 6.3% 02/15/2030 | Long | Debt | US | $36K | – | 0.00 |
| REGAL REXNORD CORP 6.4% 04/15/2033 | Long | Debt | US | $50K | – | 0.00 |
| REGATA XII FUNDING LTD TSFR3M+136.161 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| REGATTA IX FUNDING LTD TSFR3M+200 04/17/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| REGATTA XIX FDG LTD / REGATTA XIX FDG LLC TSFR3M+132 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.00 |
| REGATTA XV FUNDING LTD TSFR3M+120 10/25/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| REGATTA XX FDG LTD / REGATTA XX FDG LLC TSFR3M+142.161 10/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $912K | – | 0.00 |
| REGENCY CTRS LP 3.7% 06/15/2030 | Long | Debt | US | $162K | – | 0.00 |
| REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030 | Long | Debt | US | $159K | – | 0.00 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 5.07% 03/17/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $741K | – | 0.00 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 B 2.42% 03/17/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $223K | – | 0.00 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 3.07% 03/15/2032 144A (REGIONAL MGMT ISSUANCE TR 2022-1) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.00 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-2B 7.1% 11/17/2032 144A (REGIONAL MGMT ISSUANCE TR 2022-2B) | Long | ABS-collateralized bond/debt obligation | US | $255K | – | 0.00 |
| REGIONAL TRANSN DIST COLO SALES TAX REV BUILD AMERICA BONDS-SER B (REGIONAL TRANSN DIST CO SALES) | Long | Debt | US | $47K | – | 0.00 |
| REGIONS BANK OF ALABAMA 6.45% 06/26/2037 | Long | Debt | US | $3M | – | 0.01 |
| RENEW 2017-1 3.67% 09/20/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| RENEW 2017-1A B 5.75% 09/20/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| RENEW 2017-2 3.22% 09/22/2053 144A | Long | ABS-collateralized bond/debt obligation | KY | $244K | – | 0.00 |
| RENEW 2023-1A A 5.9% 11/20/2058 144A | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.01 |
| REPUBLIC OF BENIN 7.96% 02/13/2038 144A | Long | Debt | BJ | $188K | – | 0.00 |
| REPUBLIC SERVICES INC 1.45% 02/15/2031 | Long | Debt | US | $46K | – | 0.00 |
| REPUBLIC SERVICES INC 2.375% 03/15/2033 | Long | Debt | US | $2K | – | 0.00 |
| RESIDENTIAL ACCRED LNS MTG PAS 5.75% 04/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A1 TSFR1M+66.448 09/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $910K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A2 TSFR1M+633.552 09/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $269K | – | 0.00 |
| RESIDENTIAL AST TR 2006-A14CB 6.25% 12/25/2036 (RESIDENTIAL ASSET SECURITIZATION TR 2006-A14CB) | Long | ABS-collateralized bond/debt obligation | US | $640K | – | 0.00 |
| RESTAURANT BRANDS TERM B5 1LN 09/21/2030 (1011778 BC UNLIMITED LIABILITY CO) | Long | Loan | CA | $210K | – | 0.00 |
| RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) | Long | Debt | US | $867K | – | 0.00 |
| REWE INT FINANCE 4.875% 09/13/2030 REGS | Long | Debt | NL | $224K | – | 0.00 |
| REYNOLDS GRP ISSUER INC/LLC/SA 4% 10/15/2027 144A | Long | Debt | US | $902K | – | 0.00 |
| RFM REREMIC TRUST 2022-FRR1 VAR 03/01/2050 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RFR JPY MUTK-1.00000 03/20/24 30Y LCH (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $45K | – | 0.00 | |
| RGA GLOBAL FUNDING 5.448% 05/24/2029 144A | Long | Debt | US | $2M | – | 0.00 |
| RHP HOTEL PPTYS LP and RHP FIN CORP 4.75% 10/15/2027 | Long | Debt | US | $204K | – | 0.00 |
| RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 04/01/2032 144A | Long | Debt | US | $1M | – | 0.00 |
| RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A | Long | Debt | US | $341K | – | 0.00 |
| RINGCENTRAL INC 8.5% 08/15/2030 144A | Long | Debt | US | $249K | – | 0.00 |
| RIO TINTO FIN USA PLC 4.125% 08/21/2042 | Long | Debt | GB | $135K | – | 0.00 |
| RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040 | Long | Debt | AU | $66K | – | 0.00 |
| RITCHIE BROS HOLDINGS INC 6.75% 03/15/2028 144A | Long | Debt | US | $202K | – | 0.00 |
| RITCHIE BROS HOLDINGS INC 7.75% 03/15/2031 144A | Long | Debt | US | $213K | – | 0.00 |
| RLGH TR 2021-TROT VAR 04/15/2026 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.00 |
| ROBLOX CORP 3.875% 05/01/2030 144A | Long | Debt | US | $244K | – | 0.00 |
| ROCHE HLDGS INC 4.79% 03/08/2029 144A | Long | Debt | US | $248K | – | 0.00 |
| ROCHE HLDGS INC 5.489% 11/13/2030 144A | Long | Debt | US | $1M | – | 0.00 |
| ROCKETMTGE C0-ISSUER INC 2.875% 10/15/2026 144A | Long | Debt | US | $273K | – | 0.00 |
| ROCKETMTGE C0-ISSUER INC 3.625% 03/01/2029 144A | Long | Debt | US | $237K | – | 0.00 |
| ROCKETMTGE C0-ISSUER INC 3.875% 03/01/2031 144A | Long | Debt | US | $61K | – | 0.00 |
| ROCKETMTGE C0-ISSUER INC 4% 10/15/2033 144A | Long | Debt | US | $14K | – | 0.00 |
| ROCKFORD TOWER EUROPE CLO 2018-1A AR DAC 3MEUR+ 04/24/2037 144A (ROCKFORD TOWER EUROPE CLO 2018-1 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.00 |
| ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A | Long | Debt | US | $105K | – | 0.00 |
| ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A | Long | Debt | US | $227K | – | 0.00 |
| ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 | Long | Debt | CA | $16K | – | 0.00 |
| ROGERS COMMUNICATIONS INC 5.3% 02/15/2034 | Long | Debt | CA | $4M | – | 0.01 |
| ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A | Long | Debt | US | $27K | – | 0.00 |
| ROLLS-ROYCE PLC 5.75% 10/15/2027 144A | Long | Debt | GB | $964K | – | 0.00 |
| ROMANIA REPUBLIC OF 3.875% 10/29/2035 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $267K | – | 0.00 |
| ROMANIA REPUBLIC OF 3% 02/14/2031 REGS (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $675K | – | 0.00 |
| ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $2M | – | 0.00 |
| ROMANIA REPUBLIC OF 5% 09/27/2026 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $3M | – | 0.01 |
| ROMANIA REPUBLIC OF 6.375% 01/30/2034 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $227K | – | 0.00 |
| ROMANIA REPUBLIC OF 7.125% 01/17/2033 REGS (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $105K | – | 0.00 |
| ROMANIA REPUBLIC OF 7.625% 01/17/2053 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $108K | – | 0.00 |
| ROMARK CLO-IV LTD / ROMARK CLO-IV LLC 21-4A A1 TSFR3M+143.161 07/10/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| ROPER TECHNOLOGIES INC 1.75% 02/15/2031 | Long | Debt | US | $160K | – | 0.00 |
| ROYAL BANK OF CANADA 4.65% 01/27/2026 | Long | Debt | CA | $125K | – | 0.00 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) | Long | Debt | GB | $6M | – | 0.01 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.622%/VAR 08/14/2030 REGS (NATWEST GROUP PLC) | Long | Debt | GB | $2M | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A | Long | Debt | LR | $98K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A | Long | Debt | LR | $1M | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A | Long | Debt | LR | $114K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 7.25% 01/15/2030 144A | Long | Debt | LR | $1M | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 8.25% 01/15/2029 144A | Long | Debt | LR | $287K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 9.25% 01/15/2029 144A | Long | Debt | LR | $553K | – | 0.00 |
| ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS | Long | Debt | NL | $212K | – | 0.00 |
| ROYALTY PHARMA PLC 1.2% 09/02/2025 | Long | Debt | GB | $76K | – | 0.00 |
| RPM INTERNATIONAL INC 4.55% 03/01/2029 | Long | Debt | US | $76K | – | 0.00 |
| RR 7 LTD TSFR3M+134 01/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| RR15 LTD / RR15 21-15A A2 LLC TSFR3M+171.161 04/15/2036 144A (RR15 LTD / RR15 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| RWE FINANCE US LLC 5.875% 04/16/2034 144A | Long | Debt | US | $830K | – | 0.00 |
| RXO INC 7.5% 11/15/2027 144A | Long | Debt | US | $153K | – | 0.00 |
| RYAN SPECIALTY GROUP 4.375% 02/01/2030 144A | Long | Debt | US | $152K | – | 0.00 |
| S and P GLOBAL INC 2.9% 03/01/2032 | Long | Debt | US | $357K | – | 0.00 |
| S and P GLOBAL INC 3.25% 12/01/2049 | Long | Debt | US | $222K | – | 0.00 |
| SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028 | Long | Debt | US | $289K | – | 0.00 |
| SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 | Long | Debt | US | $11M | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025 | Long | Debt | US | $3M | – | 0.01 |
| SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026 | Long | Debt | US | $398K | – | 0.00 |
| SABINE PASS LIQUEFACTION LLC 5.9% 09/15/2037 | Long | Debt | US | $1M | – | 0.00 |
| SABINE PASS LIQUEFACTION LLC 5% 03/15/2027 | Long | Debt | US | $1M | – | 0.00 |
| SABLE INTL FIN LTD 5.75% 09/07/2027 144A (SABLE INTL FINANCE LTD) | Long | Debt | KY | $502K | – | 0.00 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $7M | – | 0.02 |
| SACO I INC 7% 08/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $233.71 | – | 0.00 |
| SAFEHOLD OPERATING PARTNERSHIP LP 2.8% 06/15/2031 | Long | Debt | US | $121K | – | 0.00 |
| SAFEHOLD OPERATING PARTNERSHIP LP 2.85% 01/15/2032 | Long | Debt | US | $119K | – | 0.00 |
| SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032 (SALLY HOLDINGS LLC / SALLY CAP INC) | Long | Debt | US | $657K | – | 0.00 |
| SALT RIVER PROJ ARIZ AGRIC IMPT and PWR DIST ELEC SYS REV BUILD AMERICA BONDS (SALT RIVER PROJ AZ AGRIC and PWR) | Long | Debt | US | $706K | – | 0.00 |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 STEP 02/25/2030 144A (SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL4) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.00 |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 STEP 04/25/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $234K | – | 0.00 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS | Long | Equity-preferred | SE | $258K | – | 0.00 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB 3% 01/14/2025 REGS | Long | Debt | SE | $201K | – | 0.00 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB STEP 08/12/2027 REGS | Long | Debt | SE | $297K | – | 0.00 |
| SAMMONS FINANCIAL GROUP INC 6.875% 04/15/2034 144A | Long | Debt | US | $305K | – | 0.00 |
| SAN ANTONIO TEX ELEC and GAS BUILD AMERICA BONDS (SAN ANTONIO TX ELEC and GAS REV) | Long | Debt | US | $232K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 1.7% 10/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051 | Long | Debt | US | $52K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 3.32% 04/15/2050 | Long | Debt | US | $896K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 3.75% 06/01/2047 | Long | Debt | US | $910K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 3% 03/15/2032 | Long | Debt | US | $267K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 4.5% 08/15/2040 | Long | Debt | US | $6K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028 | Long | Debt | US | $319K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053 | Long | Debt | US | $497K | – | 0.00 |
| SAN DIEGO GAS and ELECTRIC CO 6% 06/01/2039 | Long | Debt | US | $14K | – | 0.00 |
| SANDS CHINA LTD STEP 08/08/2028 | Long | Debt | KY | $2M | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-1 1.13% 11/16/2026 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 5.69% 02/18/2031 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2024-1 5.71% 02/16/2027 | Long | ABS-collateralized bond/debt obligation | US | $872K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2 6.28% 08/15/2031 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 C 5.47% 12/16/2030 | Long | ABS-collateralized bond/debt obligation | US | $738K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 6.4% 03/17/2031 | Long | ABS-collateralized bond/debt obligation | US | $512K | – | 0.00 |
| SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030 | Long | Debt | US | $262K | – | 0.00 |
| SANTANDER REVOLVING AUTO LOAN TRUST 2019-A 2.51% 01/26/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $942K | – | 0.00 |
| SANTANDER REVOLVING AUTO LOAN TRUST 2019-A 3.45% 01/26/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.00 |
| SANTANDER REVOLVING AUTO LOAN TRUST 2019-A 3% 01/26/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $309K | – | 0.00 |
| SANTANDER UK GROUP HOLDINGS PLC 1.673/VAR 06/14/2027 | Long | Debt | GB | $7M | – | 0.01 |
| SANTANDER UK GROUP HOLDINGS PLC 2.469/VAR 01/11/2028 | Long | Debt | GB | $184K | – | 0.00 |
| SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029 | Long | Debt | GB | $205K | – | 0.00 |
| SANTANDER UK GROUP HOLDINGS PLC 6.833%/VAR 11/21/2026 | Long | Debt | GB | $406K | – | 0.00 |
| SANTOS FINANCE LTD 3.649% 04/29/2031 144A (SANTOS FINANCE LIMITED) | Long | Debt | AU | $4M | – | 0.01 |
| SANTOS FINANCE LTD 6.875% 09/19/2033 144A (SANTOS FINANCE LIMITED) | Long | Debt | AU | $864K | – | 0.00 |
| SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $416K | – | 0.00 |
| SARATOGA INVT CORP CLO 2013-1 LTD / SARATOGA INVT CORP CLO 2013-1 INC TSFR3M+158.161 04/20/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| SARM 04-14 1A CSTR 10/34 (STRUCTURED ADJ RATE MTG LN TR) | Long | ABS-collateralized bond/debt obligation | US | $665.91 | – | 0.00 |
| SASC 2003-37A 2A CSTR 12/33 (STRUCTURED ASSET SECS CORP) | Long | ABS-collateralized bond/debt obligation | US | $877.73 | – | 0.00 |
| SASOL FING USA LLC 4.375% 09/18/2026 | Long | Debt | US | $758K | – | 0.00 |
| SBA COMMUNICATIONS CORP 3.125% 02/01/2029 | Long | Debt | US | $841K | – | 0.00 |
| SBA COMMUNICATIONS CORP 3.875% 02/15/2027 | Long | Debt | US | $379K | – | 0.00 |
| SBA TOWER TR 1.884% 07/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SBA TOWER TR 2.328% 07/15/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| SBA TOWER TR 2.836% 01/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST 2.825% 02/13/2053 | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST VAR 02/13/2053 144A | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| SBLOFI SWAP CY451600 12/16/72 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $11K | – | 0.00 | |
| SBLOFI SWAP CY451600 12/16/72 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $4K | – | 0.00 | |
| SBLOFI SWAP CY562346 11/18/64 S (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $-19K | – | -0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $106K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $76K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $70K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $21K | – | 0.00 | |
| SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SCE RECOVERY FUNDING LLC 4.697% 06/15/2042 | Long | Debt | US | $29K | – | 0.00 |
| SCE RECOVERY FUNDING LLC 5.112% 12/14/2049 | Long | Debt | US | $9K | – | 0.00 |
| SCENTRE GROUP TR 1 / SCENTRE GROUP TR 2 3.25% 10/28/2025 144A | Long | Debt | AU | $28K | – | 0.00 |
| SCENTRE GROUP TR 1 / SCENTRE GROUP TR 2 3.5% 02/12/2025 144A | Long | Debt | AU | $40K | – | 0.00 |
| SCF EQUIPMENT LEASING 2023-1A B LLC 6.37% 05/20/2032 144A (SCF EQUIPMENT LEASING 2023-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SCHAEFFLER AG 4.75% 08/14/2029 REGS | Long | Debt | DE | $546K | – | 0.00 |
| SCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/2028 144A | Long | Debt | US | $164K | – | 0.00 |
| SCHWAB CHARLES CORP 4/VAR PERP | Long | Equity-preferred | US | $183K | – | 0.00 |
| SCHWAB CHARLES CORP 5.375/VAR PERP | Long | Equity-preferred | US | $108K | – | 0.00 |
| SCOTTS MIRACLE GRO CO (THE) 4.375% 02/01/2032 | Long | Debt | US | $533K | – | 0.00 |
| SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029 | Long | Debt | US | $472K | – | 0.00 |
| SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031 | Long | Debt | US | $2M | – | 0.01 |
| SCOTTS MIRACLE GRO CO (THE) 5.25% 12/15/2026 | Long | Debt | US | $57K | – | 0.00 |
| SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A | Long | Debt | US | $223K | – | 0.00 |
| SCRIPPS ESCROW INC 5.875% 07/15/2027 144A | Long | Debt | US | $23K | – | 0.00 |
| SEADRILL FINANCE LTD 8.375% 08/01/2030 144A | Long | Debt | BM | $320K | – | 0.00 |
| SEAGATE HDD CAYMAN 3.125% 07/15/2029 | Long | Debt | KY | $55K | – | 0.00 |
| SEAGATE HDD CAYMAN 4.091% 06/01/2029 | Long | Debt | KY | $88K | – | 0.00 |
| SEAGATE HDD CAYMAN 4.125% 01/15/2031 | Long | Debt | KY | $93K | – | 0.00 |
| SEAGATE HDD CAYMAN 8.25% 12/15/2029 144A | Long | Debt | KY | $1M | – | 0.00 |
| SEAGATE HDD CAYMAN 8.5% 07/15/2031 144A | Long | Debt | KY | $13K | – | 0.00 |
| SEAGATE HDD CAYMAN 9.625% 12/01/2032 | Long | Debt | KY | $117K | – | 0.00 |
| SEALED AIR CORP 1.573% 10/15/2026 144A | Long | Debt | US | $3M | – | 0.01 |
| SEALED AIR CORP 4% 12/01/2027 144A | Long | Debt | US | $214K | – | 0.00 |
| SEALED AIR CORP 5% 04/15/2029 144A | Long | Debt | US | $332K | – | 0.00 |
| SEALED AIR CORP 6.875% 07/15/2033 144A | Long | Debt | US | $217K | – | 0.00 |
| SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A | Long | Debt | US | $338K | – | 0.00 |
| SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A | Long | Debt | US | $221K | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.25% 11/25/2061 | Long | ABS-collateralized bond/debt obligation | US | $712K | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.5% 06/25/2057 | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 02/25/2059 | Long | ABS-collateralized bond/debt obligation | US | $896K | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 10/25/2062 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 09/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 11/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058 (SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.00 |
| SECURITIZED AB LLC TR 06 CB5 TSFR1M+39.448 06/25/2036 (SECURITIZED ASSET BACKED LLC TR 2006 CB5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SEMPRA 3.3% 04/01/2025 | Long | Debt | US | $1M | – | 0.00 |
| SEMPRA 4% 02/01/2048 | Long | Debt | US | $734K | – | 0.00 |
| SEMPRA 6.875%/VAR 10/01/2054 | Long | Debt | US | $822K | – | 0.00 |
| SEMPRA ENERGY 4.125%/VAR 04/01/2052 | Long | Debt | US | $4M | – | 0.01 |
| SEMT 04-8 A2 TSFR6M+116.826 9/34 (SEQUOIA MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| SEMT 2004-6 A3B TSFR6M+130.826 7/34 (SEQUOIA MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $540.99 | – | 0.00 |
| SENEGAL REPUBLIC OF 6.75% 03/13/2048 REGS | Long | Debt | SN | $146K | – | 0.00 |
| SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A | Long | Debt | NL | $336K | – | 0.00 |
| SENSATA TECHNOLOGIES BV 5% 10/01/2025 144A | Long | Debt | NL | $16K | – | 0.00 |
| SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A | Long | Debt | US | $536K | – | 0.00 |
| SENSATA TECHNOLOGIES INC 4.375% 02/15/2030 144A | Long | Debt | US | $182K | – | 0.00 |
| SENTARA HEALTHCARE 2.927% 11/01/2051 | Long | Debt | US | $370K | – | 0.00 |
| SEQUOIA MTG TR 2007-3 CSTR 07/20/2037 | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.00 |
| SERBIA REPUBLIC OF 1.5% 06/26/2029 REGS | Long | Debt | RS | $3M | – | 0.01 |
| SERBIA REPUBLIC OF 1.65% 03/03/2033 144A | Long | Debt | RS | $548K | – | 0.00 |
| SERBIA REPUBLIC OF 1.65% 03/03/2033 REGS | Long | Debt | RS | $149K | – | 0.00 |
| SERBIA REPUBLIC OF 3.125% 05/15/2027 REGS | Long | Debt | RS | $5M | – | 0.01 |
| SERBIA REPUBLIC OF 6.25% 05/26/2028 144A | Long | Debt | RS | $1M | – | 0.00 |
| SERIES RR 2015-1 TR B 0% 04/26/2048 144A | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029 | Long | Debt | US | $543K | – | 0.00 |
| SERVICE EXPERTS ISSUER 2024-1 LLC 6.39% 11/20/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $210K | – | 0.00 |
| SERVICE PROPERTIES TRUST 5.5% 12/15/2027 | Long | Debt | US | $92K | – | 0.00 |
| SERVICENOW INC 1.4% 09/01/2030 | Long | Debt | US | $809K | – | 0.00 |
| SES GLOBAL AMERICAS HLDG GP 5.3% 03/25/2044 144A | Long | Debt | US | $1M | – | 0.00 |
| SESAC FINANCE LLC 2022-1 6.421% 01/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS | Long | Debt | GB | $247K | – | 0.00 |
| SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A (SFAVE COML MTG SECS TR 2015-5AVE) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A (SFAVE COML MTG SECS TR 2015-5AVE) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| SFR TERM B14 1LN 08/15/2028 (ALTICE FRANCE SA) | Long | Loan | FR | $106K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.35% 06/21/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| SG COML MTG SECS TR 2019-PREZ E CSTR 09/15/2039 144A (SG COML MTG SECS TR 2019-PRES) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| SG RESIDENTIAL MTG TR 2022-2 B1 CSTR 08/25/2062 144A | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.00 |
| SHELL INTL FIN B V 2.875% 11/26/2041 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $119K | – | 0.00 |
| SHELL INTL FIN B V 3.625% 08/21/2042 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $273K | – | 0.00 |
| SHELL INTL FIN B V 3.75% 09/12/2046 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $51K | – | 0.00 |
| SHELL INTL FIN B V 3% 11/26/2051 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $62K | – | 0.00 |
| SHELL INTL FIN B V 4% 05/10/2046 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $70K | – | 0.00 |
| SHER TRUST 2024-DAL TSFR1M+ 04/15/2029 144A (SDAL TR 2024-DAL) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| SHERWIN WILLIAMS CO 4.5% 06/01/2047 | Long | Debt | US | $178K | – | 0.00 |
| SHUTTERFLY FINANCE LLC 9.75% 10/01/2027 144A | Long | Debt | US | $5K | – | 0.00 |
| SHUTTERFLY FINANCE LLC PIK VAR 10/01/2027 144A | Long | Debt | US | $32K | – | 0.00 |
| SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC 6% 10/20/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.00 |
| SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC 9.8% 01/20/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC 9.44% 09/20/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.00 |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC 23-2A D 9.72% 04/20/2040 144A (SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC) | Long | ABS-collateralized bond/debt obligation | US | $795K | – | 0.00 |
| SIGECO SECURITIZATION I LLC 5.026% 11/15/2038 | Long | Debt | US | $21K | – | 0.00 |
| SIGECO SECURITIZATION I LLC 5.172% 05/15/2043 | Long | Debt | US | $8K | – | 0.00 |
| SIGNAL PEAK CLO 5 LTD TSFR3M+155 04/25/2037 144A (SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| SIMON PROPERTY GROUP LP 2.45% 09/13/2029 | Long | Debt | US | $2M | – | 0.00 |
| SIMON PROPERTY GROUP LP 3.25% 09/13/2049 | Long | Debt | US | $113K | – | 0.00 |
| SINCLAIR TELEVISION GROUP INC 4.125% 12/01/2030 144A | Long | Debt | US | $111K | – | 0.00 |
| SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS | Long | Debt | GG | $401K | – | 0.00 |
| SIRIUS XM RADIO INC 4.125% 07/01/2030 144A | Long | Debt | US | $541K | – | 0.00 |
| SIRIUS XM RADIO INC 4% 07/15/2028 144A | Long | Debt | US | $528K | – | 0.00 |
| SIRIUS XM RADIO INC 5.5% 07/01/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| SIRIUS XM RADIO INC 5% 08/01/2027 144A | Long | Debt | US | $748K | – | 0.00 |
| SITE CENTERS CORP 3.625% 02/01/2025 | Long | Debt | US | $2M | – | 0.01 |
| SITE CENTERS CORP 4.25% 02/01/2026 | Long | Debt | US | $5M | – | 0.01 |
| SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A | Long | Debt | US | $209K | – | 0.00 |
| SITIOS LATINOAMERICA SAB DE CV 5.375% 04/04/2032 144A | Long | Debt | MX | $184K | – | 0.00 |
| SIX FLAGS ENTMT CORP NEW 5.5% 04/15/2027 144A (SIX FLAGS ENTERTAINMENT CORPORATION) | Long | Debt | US | $178K | – | 0.00 |
| SIX FLAGS THEME PARK INC 7% 07/01/2025 144A | Long | Debt | US | $29K | – | 0.00 |
| SIXTH STREET CLO XX LTD 21-20A A1 TSFR3M+ 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| SM ENERGY CO 5.625% 06/01/2025 | Long | Debt | US | $43K | – | 0.00 |
| SM ENERGY CO 6.625% 01/15/2027 | Long | Debt | US | $395K | – | 0.00 |
| SM ENERGY CO 6.75% 09/15/2026 | Long | Debt | US | $370K | – | 0.00 |
| SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A 5.88% 03/15/2056 144A | Long | ABS-collateralized bond/debt obligation | US | $419K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24% 03/15/2056 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1B SOFR30A+145 03/15/2056 144A | Long | ABS-collateralized bond/debt obligation | US | $366K | – | 0.00 |
| SMITH and NEPHEW PLC 5.15% 03/20/2027 | Long | Debt | GB | $249K | – | 0.00 |
| SMRT 2022-MINI TSFR1M+ 01/15/2039 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SMURFIT KAPPA TREASURY 5.438% 04/03/2034 144A | Long | Debt | IE | $196K | – | 0.00 |
| SMYRNA READY MIX LLC 6% 11/01/2028 144A | Long | Debt | US | $487K | – | 0.00 |
| SMYRNA READY MIX LLC 8.875% 11/15/2031 144A | Long | Debt | US | $211K | – | 0.00 |
| SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | Long | Debt | FR | $10M | – | 0.02 |
| SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A | Long | Debt | FR | $1M | – | 0.00 |
| SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A | Long | Debt | FR | $3M | – | 0.01 |
| SOCIETE GENERALE FRANCE 2.889%/VAR 06/09/2032 144A | Long | Debt | FR | $173K | – | 0.00 |
| SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A | Long | Debt | FR | $22M | – | 0.05 |
| SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A | Long | Debt | FR | $815K | – | 0.00 |
| SOCIETE GENERALE FRANCE 6.066%/VAR 01/19/2035 144A | Long | Debt | FR | $600K | – | 0.00 |
| SOCIETE GENERALE FRANCE 6.477%/VAR 01/12/2027 144A | Long | Debt | FR | $202K | – | 0.00 |
| SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A | Long | Debt | FR | $313K | – | 0.00 |
| SOCIETE GENERALE FRANCE T1Y 3.337%/VAR 01/21/2033 144A | Long | Debt | FR | $924K | – | 0.00 |
| SOCIETE GENERALE FRANCE T1Y+0 01/19/2030 144A | Long | Debt | FR | $2M | – | 0.00 |
| SOFI PERS LN TR 2024-1A A 6.06% 02/12/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $570K | – | 0.00 |
| SOFI PERS LN TR 2024-1A R1 0% 02/12/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $499K | – | 0.00 |
| SOLVAY FINANCE AMERICA LLC 5.65% 06/04/2029 144A | Long | Debt | US | $2M | – | 0.00 |
| SOLVENTUM CORP 5.45% 02/25/2027 144A | Long | Debt | US | $188K | – | 0.00 |
| SOLVENTUM CORP 6% 05/15/2064 144A | Long | Debt | US | $455K | – | 0.00 |
| SONIC AUTOMOTIVE INC 4.625% 11/15/2029 144A | Long | Debt | US | $241K | – | 0.00 |
| SOTHEBYS 7.375% 10/15/2027 144A | Long | Debt | US | $83K | – | 0.00 |
| SOUND POINT CLO VII-R LTD 14-3RA A1R TSFR3M+133.161 10/23/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| SOUNDVIEW HOME LN TR 2007-NS1 STEP 01/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| SOUNDVIEW HOME LOAN TR VAR 11/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029 | Long | Debt | ZA | $189K | – | 0.00 |
| SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032 | Long | Debt | ZA | $629K | – | 0.00 |
| SOUTH AFRICA REPUBLIC OF 7.3% 04/20/2052 | Long | Debt | ZA | $429K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 2.25% 06/01/2030 | Long | Debt | US | $614K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 2.5% 06/01/2031 | Long | Debt | US | $158K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 2.85% 08/01/2029 | Long | Debt | US | $46K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051 | Long | Debt | US | $160K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045 | Long | Debt | US | $2M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 3.65% 03/01/2028 | Long | Debt | US | $27K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 3.7% 08/01/2025 | Long | Debt | US | $57K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 3.9% 12/01/2041 | Long | Debt | US | $463K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048 | Long | Debt | US | $109K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 4.2% 03/01/2029 | Long | Debt | US | $491K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 4.9% 06/01/2026 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034 | Long | Debt | US | $89K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028 | Long | Debt | US | $5M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 5.45% 06/01/2031 | Long | Debt | US | $241K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.55% 01/15/2036 | Long | Debt | US | $127K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.55% 01/15/2037 | Long | Debt | US | $435K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.625% 02/01/2036 | Long | Debt | US | $304K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.65% 10/01/2028 | Long | Debt | US | $764K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.875% 12/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038 | Long | Debt | US | $8K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 5.95% 11/01/2032 | Long | Debt | US | $324K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 06/07/2024 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030 | Long | Debt | US | $30K | – | 0.00 |
| SOUTHERN CALIFORNIA GAS CO 2.6% 06/15/2026 | Long | Debt | US | $30K | – | 0.00 |
| SOUTHERN CO GAS CAP 3.15% 09/30/2051 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $332K | – | 0.00 |
| SOUTHERN CO GAS CAP 4.4% 05/30/2047 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $37K | – | 0.00 |
| SOUTHERN CO GAS CAP 4.4% 06/01/2043 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $715K | – | 0.00 |
| SOUTHERN COMPANY 5.5% 03/15/2029 | Long | Debt | US | $323K | – | 0.00 |
| SOUTHERN COMPANY 5.7% 03/15/2034 | Long | Debt | US | $162K | – | 0.00 |
| SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN COPPER CORP DEL 5.875% 04/23/2045 | Long | Debt | US | $449K | – | 0.00 |
| SOUTHERN WTR SERVICES FIN LTD 2.375% 05/28/2028 REGS | Long | Debt | KY | $531K | – | 0.00 |
| SOUTHWEST AIRLINES CO 5.125% 06/15/2027 | Long | Debt | US | $5M | – | 0.01 |
| SOUTHWESTERN ELEC POWER CO 1.65% 03/15/2026 | Long | Debt | US | $85K | – | 0.00 |
| SOUTHWESTERN ELEC POWER CO 3.25% 11/01/2051 | Long | Debt | US | $64K | – | 0.00 |
| SOUTHWESTERN ELEC POWER CO 3.9% 04/01/2045 | Long | Debt | US | $27K | – | 0.00 |
| SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033 | Long | Debt | US | $895K | – | 0.00 |
| SOUTHWESTERN ENERGY CO 4.75% 02/01/2032 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHWESTERN ENERGY CO 5.375% 02/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWESTERN ENERGY CO 5.375% 03/15/2030 | Long | Debt | US | $85K | – | 0.00 |
| SOUTHWESTERN ENERGY CO 8.375% 09/15/2028 | Long | Debt | US | $51K | – | 0.00 |
| SOUTHWESTERN ENERGY CO STEP 01/23/2025 | Long | Debt | US | $5K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041 | Long | Debt | US | $29K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERVICE CO 5.15% 06/01/2052 | Long | Debt | US | $3M | – | 0.01 |
| SPCM SA 3.125% 03/15/2027 144A | Long | Debt | FR | $105K | – | 0.00 |
| SPDR Portfolio Long Term Treasury ETF (SPDR NYSE TECHNOLOGY ETF) | Long | Equity-common | US | $643M | 24M | 1.46 |
| SPECTRUM BRANDS INC 3.875% 03/15/2031 144A | Long | Debt | US | $387K | – | 0.00 |
| SPECTRUM BRANDS INC 5% 10/01/2029 144A | Long | Debt | US | $389K | – | 0.00 |
| SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A (SPGN 2022-TFLM MTG TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A (SPGN 2022-TFLM MTG TR) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC 9.375% 11/30/2029 144A | Long | Debt | US | $226K | – | 0.00 |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA 3.375% 08/15/2031 | Long | Debt | US | $14K | – | 0.00 |
| SPRINT CAPITAL CORP 6.875% 11/15/2028 | Long | Debt | US | $321K | – | 0.00 |
| SPRINT CAPITAL CORP 8.75% 03/15/2032 | Long | Debt | US | $663K | – | 0.00 |
| SPRINT CORP 7.125% 06/15/2024 | Long | Debt | US | $3M | – | 0.01 |
| SPRINT CORP 7.625% 02/15/2025 | Long | Debt | US | $6M | – | 0.01 |
| SPRINT CORP 7.625% 03/01/2026 | Long | Debt | US | $2M | – | 0.00 |
| SPRINT SPECTRUM CO LLC 5.152% 09/20/2029 144A | Long | Debt | US | $10M | – | 0.02 |
| SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| SREIT TRUST TSFR1M+148.518 07 11/15/2036 144A | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| SRS DISTRIBUTION INC 4.625% 07/01/2028 144A | Long | Debt | US | $341K | – | 0.00 |
| SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A | Long | Debt | US | $1M | – | 0.00 |
| SSE PLC 3.74%/VAR PERP REGS | Long | Equity-preferred | GB | $773K | – | 0.00 |
| STACR 2022-DNA1 M1B SOFR30A+185 01/25/2042 144A (FREDDIE MAC STACR REMIC TRUST 2021-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A (FREDDIE MAC STACR REMIC TRUST 2021-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.03 |
| STANDARD CHARTERED PLC 0%/VAR 02/08/2030 144A | Long | Debt | GB | $421K | – | 0.00 |
| STANDARD CHARTERED PLC 1.456%/VAR 01/14/2027 144A | Long | Debt | GB | $186K | – | 0.00 |
| STANDARD CHARTERED PLC 5.688% 05/14/2028 144A | Long | Debt | GB | $340K | – | 0.00 |
| STANDARD CHARTERED PLC 5.905% 05/14/2035 144A | Long | Debt | GB | $664K | – | 0.00 |
| STANDARD CHARTERED PLC 6.187%/VAR 07/06/2027 144A | Long | Debt | GB | $706K | – | 0.00 |
| STANDARD CHARTERED PLC 6.301%/VAR 01/09/2029 144A | Long | Debt | GB | $303K | – | 0.00 |
| STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A | Long | Debt | GB | $682K | – | 0.00 |
| Standard Industries Inc/NJ 3.375% 01/15/2031 144A | Long | Debt | US | $77K | – | 0.00 |
| Standard Industries Inc/NJ 4.375% 07/15/2030 144A | Long | Debt | US | $425K | – | 0.00 |
| Standard Industries Inc/NJ 4.75% 01/15/2028 144A | Long | Debt | US | $4M | – | 0.01 |
| Standard Industries Inc/NJ 5% 02/15/2027 144A | Long | Debt | US | $10K | – | 0.00 |
| STANFORD HEALTHCARE 3.027% 08/15/2051 | Long | Debt | US | $458K | – | 0.00 |
| STAPLES INC 10.75% 04/15/2027 144A | Long | Debt | US | $155K | – | 0.00 |
| STARBUCKS CORP 4.8% 02/15/2033 | Long | Debt | US | $90K | – | 0.00 |
| STARWOOD PPTY TR INC 7.25% 04/01/2029 144A (STARWOOD PROPERTY TRUST INC) | Long | Debt | US | $298K | – | 0.00 |
| STATE STREET CORP 6.7%/VAR PERP | Long | Equity-preferred | US | $870K | – | 0.00 |
| State Street Instl US Govt MMkt Premier (STATE STR INVT TR) | Long | Equity-common | US | $223M | 223M | 0.51 |
| STATION CASINOS LLC 4.5% 02/15/2028 144A | Long | Debt | US | $272K | – | 0.00 |
| STATION CASINOS LLC 6.625% 03/15/2032 144A | Long | Debt | US | $167K | – | 0.00 |
| STEEL DYNAMICS INC 3.45% 04/15/2030 | Long | Debt | US | $8M | – | 0.02 |
| STERICYCLE INC 3.875% 01/15/2029 144A | Long | Debt | US | $757K | – | 0.00 |
| STORE CAPITAL LLC 2.75% 11/18/2030 | Long | Debt | US | $2M | – | 0.00 |
| STORE CAPITAL LLC 4.625% 03/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| STORE MASTER FUNDING 2.12% 06/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6 VAR 07/25/2037 | Long | ABS-collateralized bond/debt obligation | XX | $852K | – | 0.00 |
| STRUCTURED AS SECS CORP 7-GEL2 STEP 05/25/2037 144A (STRUCTURED ASSET SECS CORP MTG LN TR 2007- GEL2) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| STRUCTURED ASSET SECS CORP VAR 09/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| STRUCTURED ASSET SECS CORP VAR 12/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| STRYKER CORP 3.375% 11/01/2025 | Long | Debt | US | $418K | – | 0.00 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SUMIT 2022-BVUE MTG TR 2.789% 02/12/2041 144A | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $202K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 5.716% 09/14/2028 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $412K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 5.766% 01/13/2033 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $205K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 6.6%/VAR PERP REGS (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Equity-preferred | JP | $426K | – | 0.00 |
| SUMITOMO MITSUI TRUST BANK LTD 5.65% 03/09/2026 144A | Long | Debt | JP | $2M | – | 0.00 |
| SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) | Long | Debt | US | $339K | – | 0.00 |
| SUMMIT MATLS LLC / FIN CORP 7.25% 01/15/2031 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) | Long | Debt | US | $87K | – | 0.00 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $1M | – | 0.00 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 | Long | Debt | US | $9M | – | 0.02 |
| SUN CMNTYS OPER LTD PRTNRSHP 5.5% 01/15/2029 | Long | Debt | US | $2M | – | 0.00 |
| SUNCOR ENERGY INC 3.75% 03/04/2051 | Long | Debt | CA | $499K | – | 0.00 |
| SUNCOR ENERGY INC 6.8% 05/15/2038 | Long | Debt | CA | $417K | – | 0.00 |
| SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A | Long | Debt | US | $72K | – | 0.00 |
| SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 | Long | Debt | US | $390K | – | 0.00 |
| SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028 | Long | Debt | US | $212K | – | 0.00 |
| SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027 | Long | Debt | US | $460K | – | 0.00 |
| SUNOCO LP 7.25% 05/01/2032 144A | Long | Debt | US | $307K | – | 0.00 |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A | Long | Debt | CA | $197K | – | 0.00 |
| SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A | Long | Debt | US | $166K | – | 0.00 |
| SUTTER HEALTH 4.091% 08/15/2048 | Long | Debt | US | $640K | – | 0.00 |
| SVENSKA HANDELSBANKEN AB 5.5% 06/15/2028 144A | Long | Debt | SE | $946K | – | 0.00 |
| SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37 (SOUNDVIEW HOME LN TR 2007 OPT1) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| SW FINANCE I PLC 7.375% 12/12/2041 REGS | Long | Debt | GB | $292K | – | 0.00 |
| SWF ESCROW ISSUER CORP 6.5% 10/01/2029 144A | Long | Debt | US | $482K | – | 0.00 |
| SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A | Long | Debt | LU | $1M | – | 0.00 |
| SWP EUR 2.505500 02/20/2054 EUR (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $28K | – | 0.00 | |
| SWP EUR 2.513000 02/20/2054 EUR (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $25K | – | 0.00 | |
| SWP: EUR 2.440000 05/09/2054 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $26K | – | 0.00 | |
| SWP: EUR 2.490000 19-FEB-2054 EUR (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $34K | – | 0.00 | |
| SWP: EUR 2.510500 03/01/2054 EUR (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $13K | – | 0.00 | |
| SWP: EUR 2.543000 04/22/2054 EUR (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| SWP: NZD 4.450000 05/20/2034 3M (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $15K | – | 0.00 | |
| SWP: NZD 4.460000 05/20/2034 3M (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $17K | – | 0.00 | |
| SWP: OIS 4.296500 05/29/2026 CAD (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-28K | – | -0.00 | |
| SWP: OIS 4.871800 05/30/2026 SOF (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $15K | – | 0.00 | |
| SYCAMORE TREE CLO LTD 5A B TSFRM+225 04/20/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| SYDNEY ARPT FIN CO PTY LTD 3.375% 04/30/2025 144A (SYDNEY AIRPORT FINANCE CO PTY LTD) | Long | Debt | AU | $37K | – | 0.00 |
| SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| SYMPHONY CLO 38 LTD TSFR3M+290 04/24/2036 144A | Long | ABS-collateralized bond/debt obligation | BM | $501K | – | 0.00 |
| SYMPHONY CLO 43 LTD TSFR3M+152 04/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC TSFR3M+122.161 04/16/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $769K | – | 0.00 |
| SYNAPTICS INC 4% 06/15/2029 144A | Long | Debt | US | $99K | – | 0.00 |
| SYNCHRONY FINANCIAL 3.95% 12/01/2027 | Long | Debt | US | $8M | – | 0.02 |
| SYNCHRONY FINANCIAL 4.25% 08/15/2024 | Long | Debt | US | $6M | – | 0.01 |
| SYNCHRONY FINANCIAL 5.15% 03/19/2029 | Long | Debt | US | $10M | – | 0.02 |
| SYNEOS TERM B 1LN 09/28/2030 (STAR PARENT INC) | Long | Loan | US | $163K | – | 0.00 |
| SYSTEMS ENERGY RESOURCE INC 6% 04/15/2028 | Long | Debt | US | $233K | – | 0.00 |
| T-MOBILE USA INC 2.25% 11/15/2031 | Long | Debt | US | $258K | – | 0.00 |
| T-MOBILE USA INC 2.625% 02/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| T-MOBILE USA INC 2.625% 04/15/2026 | Long | Debt | US | $209K | – | 0.00 |
| T-MOBILE USA INC 2.7% 03/15/2032 | Long | Debt | US | $100K | – | 0.00 |
| T-MOBILE USA INC 3.375% 04/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| T-MOBILE USA INC 3.75% 04/15/2027 | Long | Debt | US | $8M | – | 0.02 |
| T-MOBILE USA INC 3.875% 04/15/2030 | Long | Debt | US | $27M | – | 0.06 |
| T-MOBILE USA INC 3% 02/15/2041 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC 5.05% 07/15/2033 | Long | Debt | US | $889K | – | 0.00 |
| T-MOBILE USA INC 5.15% 04/15/2034 | Long | Debt | US | $90K | – | 0.00 |
| T-MOBILE USA INC 5.2% 01/15/2033 | Long | Debt | US | $212K | – | 0.00 |
| T. Rowe Price Emerging Markets Bond I (ROWE T PRICE INTL FUNDS INC) | Long | Equity-common | US | $186M | 20M | 0.42 |
| TAKE-TWO INTERACTV SOFTWR INC 3.7% 04/14/2027 | Long | Debt | US | $173K | – | 0.00 |
| TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030 | Long | Debt | JP | $2M | – | 0.00 |
| TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040 | Long | Debt | JP | $1M | – | 0.00 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A | Long | Debt | US | $138K | – | 0.00 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A | Long | Debt | US | $404K | – | 0.00 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A | Long | Debt | US | $211K | – | 0.00 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A | Long | Debt | US | $2M | – | 0.01 |
| TALOS PRODUCTION INC 9% 02/01/2029 144A | Long | Debt | US | $52K | – | 0.00 |
| TANGER PROPERTIES LP 2.75% 09/01/2031 | Long | Debt | US | $3M | – | 0.01 |
| TANGER PROPERTIES LP 3.125% 09/01/2026 | Long | Debt | US | $3M | – | 0.01 |
| TANGER PROPERTIES LP 3.875% 07/15/2027 | Long | Debt | US | $13M | – | 0.03 |
| TAPESTRY INC 3.05% 03/15/2032 | Long | Debt | US | $12M | – | 0.03 |
| TAPESTRY INC 7.05% 11/27/2025 | Long | Debt | US | $962K | – | 0.00 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $3M | – | 0.01 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $3M | – | 0.01 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $3M | – | 0.01 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $3M | – | 0.01 |
| TARGA RES CORP 4.2% 02/01/2033 | Long | Debt | US | $2M | – | 0.00 |
| TARGA RES CORP 6.125% 03/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| TARGA RES CORP 6.5% 02/15/2053 | Long | Debt | US | $1M | – | 0.00 |
| TARGA RES CORP 6.5% 03/30/2034 | Long | Debt | US | $4M | – | 0.01 |
| TARGA RES CORP CP 0% 06/17/2024 | Long | Debt | US | $997K | – | 0.00 |
| TARGA RES CORP CP 0% 06/21/2024 | Long | Debt | US | $797K | – | 0.00 |
| TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031 (TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN) | Long | Debt | US | $1M | – | 0.00 |
| TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032 (TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN) | Long | Debt | US | $543K | – | 0.00 |
| TARGA RES P LP/TARGA RES P FIN 5.5% 03/01/2030 (TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN) | Long | Debt | US | $268K | – | 0.00 |
| TARGET CORP 4.8% 01/15/2053 | Long | Debt | US | $100K | – | 0.00 |
| TARGET CORP 4% 07/01/2042 | Long | Debt | US | $84K | – | 0.00 |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM TSFR1M+ 05/15/2037 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A | Long | Debt | US | $1M | – | 0.00 |
| TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A | Long | Debt | US | $276K | – | 0.00 |
| TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A | Long | Debt | US | $1M | – | 0.00 |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC TSFR3M+119.161 07/15/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $448K | – | 0.00 |
| TCW CLO 2020-1 LTD / TCW CLO 2020-1 LLC TSFR3M+142.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| TCW Emerging Markets Income N (TCW FDS INC) | Long | Equity-common | US | $268M | 32M | 0.61 |
| TCW IRS SWAP 12M 30YR 3.52% (CMEC CHICAGO MERCANTILE EXCH) | Derivative-interest rate | US | $1M | – | 0.00 | |
| TD SYNNEX CORP 1.75% 08/09/2026 | Long | Debt | US | $6M | – | 0.01 |
| TD SYNNEX CORP 6.1% 04/12/2034 | Long | Debt | US | $302K | – | 0.00 |
| TEACHERS INS and ANNUITY ASSN AMER 3.3% 05/15/2050 144A | Long | Debt | US | $2M | – | 0.00 |
| TEACHERS INS and ANNUITY ASSN AMER 4.27% 05/15/2047 144A | Long | Debt | US | $35K | – | 0.00 |
| TEACHERS INS and ANNUITY ASSN AMER 4.375% VAR 09/15/2054 144A | Long | Debt | US | $2M | – | 0.00 |
| TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A | Long | Debt | US | $12K | – | 0.00 |
| TECHNIP ENERGIES NV 1.125% 05/28/2028 REGS | Long | Debt | NL | $175K | – | 0.00 |
| TECK RESOURCES LTD 5.4% 02/01/2043 | Long | Debt | CA | $51K | – | 0.00 |
| TECK RESOURCES LTD 6% 08/15/2040 | Long | Debt | CA | $1M | – | 0.00 |
| TEGNA INC 4.625% 03/15/2028 | Long | Debt | US | $232K | – | 0.00 |
| TEGNA INC 4.75% 03/15/2026 144A | Long | Debt | US | $218K | – | 0.00 |
| TEGNA INC 5% 09/15/2029 | Long | Debt | US | $321K | – | 0.00 |
| TELECOM ITALIA CAP 6.375% 11/15/2033 | Long | Debt | LU | $169K | – | 0.00 |
| TELECOM ITALIA CAP 6% 09/30/2034 | Long | Debt | LU | $75K | – | 0.00 |
| TELEDYNE FLIR LLC 2.5% 08/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| TELEDYNE TECHNOLOGIES INC 2.25% 04/01/2028 | Long | Debt | US | $517K | – | 0.00 |
| TELEDYNE TECHNOLOGIES INC 2.75% 04/01/2031 | Long | Debt | US | $4M | – | 0.01 |
| TELEFLEX INC 4.25% 06/01/2028 144A | Long | Debt | US | $196K | – | 0.00 |
| TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A | Long | Debt | LU | $189K | – | 0.00 |
| TELENET TERM AR 1LN 04/30/2028 (TELENET FINANCING USD LLC) | Long | Loan | US | $107K | – | 0.00 |
| TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP 5.75% 06/01/2025 144A | Long | Debt | US | $5M | – | 0.01 |
| TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A | Long | Debt | US | $101K | – | 0.00 |
| TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A | Long | Debt | US | $2M | – | 0.00 |
| TENET HEALTHCARE CORP 4.25% 06/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| TENET HEALTHCARE CORP 4.375% 01/15/2030 | Long | Debt | US | $276K | – | 0.00 |
| TENET HEALTHCARE CORP 4.625% 06/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| TENET HEALTHCARE CORP 5.125% 11/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| TENET HEALTHCARE CORP 6.125% 06/15/2030 | Long | Debt | US | $681K | – | 0.00 |
| TENET HEALTHCARE CORP 6.25% 02/01/2027 | Long | Debt | US | $14K | – | 0.00 |
| TENNECO INC 8% 11/17/2028 144A | Long | Debt | US | $2M | – | 0.00 |
| TENNECO TERM A 1LN 11/17/2028 (TENNECO INC) | Long | Loan | US | $1M | – | 0.00 |
| TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025 | Long | Debt | US | $810K | – | 0.00 |
| TENNESSEE VALLEY AUTHORITY 1.5% 09/15/2031 | Long | Debt | US | $634K | – | 0.00 |
| TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027 | Long | Debt | US | $1M | – | 0.00 |
| TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039 | Long | Debt | US | $154K | – | 0.00 |
| TENNESSEE VALLEY AUTHORITY 7.125% 05/01/2030 | Long | Debt | US | $438K | – | 0.00 |
| TEREX CORP NEW 5% 05/15/2029 144A | Long | Debt | US | $169K | – | 0.00 |
| TERRAFORM POWER OPERATING LLC 5% 01/31/2028 144A | Long | Debt | US | $616K | – | 0.00 |
| TESCO CORPORATE TREASURY SERVICES PLC 2.75% 04/27/2030 REGS | Long | Debt | GB | $690K | – | 0.00 |
| TESLA 2024-A A3 5.37% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| TESLA AUTO LEASE TRUST 2023-B 6.22% 03/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TEXAS HEALTH RESOURCES 2.328% 11/15/2050 | Long | Debt | US | $8K | – | 0.00 |
| TEXAS HEALTH RESOURCES 4.33% 11/15/2055 | Long | Debt | US | $26K | – | 0.00 |
| TEXAS INSTRUMENTS INC 2.7% 09/15/2051 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $167K | – | 0.00 |
| TEXAS INSTRUMENTS INC 3.875% 03/15/2039 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $41K | – | 0.00 |
| TEXAS INSTRUMENTS INC 4.15% 05/15/2048 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $7K | – | 0.00 |
| TEXAS INSTRUMENTS INC 5.05% 05/18/2063 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $239K | – | 0.00 |
| TEXAS ST BUILD AMERICA BONDS TAXABLE (TEXAS STATE) | Long | Debt | US | $346K | – | 0.00 |
| TEXTRON INC 2.45% 03/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| TEXTRON INC 3.9% 09/17/2029 | Long | Debt | US | $77K | – | 0.00 |
| TH MSR ISSUER TR 19-FT1 A TSFR1M+291.445 06/25/2024 144A | Long | ABS-collateralized bond/debt obligation | US | $649K | – | 0.00 |
| THAMES WATER UTILITY FIN PLC 4.375% 01/18/2031 REGS (THAMES WATER UTILITY FINANCE PLC) | Long | Debt | GB | $368K | – | 0.00 |
| THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS | Long | Debt | GB | $986K | – | 0.00 |
| THEOREM FUNDING TRUST 2022-2 6.06% 12/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.00 |
| THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041 | Long | Debt | US | $442K | – | 0.00 |
| THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033 | Long | Debt | US | $347K | – | 0.00 |
| THOR INDUSTRIES INC 4% 10/15/2029 144A | Long | Debt | US | $131K | – | 0.00 |
| THPT 2023-THL MORTGAGE TRUST VAR 12/10/2034 144A | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A (THUNDERBOLT AIRCRAFT LEASE LIM) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| TICP CLO VIII LTD TSFR3M+196.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| TIME WARNER CABLE LLC 5.5% 09/01/2041 | Long | Debt | US | $7M | – | 0.02 |
| TIME WARNER CABLE LLC 5.875% 11/15/2040 | Long | Debt | US | $7M | – | 0.02 |
| TIME WARNER CABLE LLC 6.55% 05/01/2037 | Long | Debt | US | $8M | – | 0.02 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $6M | – | 0.01 |
| TMS ISSUER SARL 5.78% 08/23/2032 REGS | Long | Debt | LU | $1M | – | 0.00 |
| TMST 2003-4 A1 TSFR1M+75.448 9/43 (THORNBURG MTG SECS TR) | Long | ABS-collateralized bond/debt obligation | US | $960K | – | 0.00 |
| TMTS 2003-4HE A TSFR1M+97.448 9/34 (TERWIN MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| TOLEDO HOSPITAL/THE 5.325% 11/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| TOLL BROS FIN CORP 4.35% 02/15/2028 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $29M | – | 0.06 |
| TOLL BROS FIN CORP 4.875% 03/15/2027 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $5M | – | 0.01 |
| TOPBUILD CORP 4.125% 02/15/2032 144A | Long | Debt | US | $711K | – | 0.00 |
| TORONTO DOMINION BANK 2% 09/10/2031 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $145K | – | 0.00 |
| TORONTO DOMINION BANK 4.456% 06/08/2032 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $287K | – | 0.00 |
| TORONTO DOMINION BANK 5.523% 07/17/2028 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $51K | – | 0.00 |
| TOTAL CAP INTL 2.829% 01/10/2030 (TOTAL CAPITAL INTL SA) | Long | Debt | FR | $715K | – | 0.00 |
| TOTAL CAP INTL 3.127% 05/29/2050 (TOTAL CAPITAL INTL SA) | Long | Debt | FR | $235K | – | 0.00 |
| TOTAL CAP INTL 3.461% 07/12/2049 (TOTAL CAPITAL INTL SA) | Long | Debt | FR | $217K | – | 0.00 |
| TOTALENERGIES CAPITAL SA 5.488% 04/05/2054 | Long | Debt | FR | $445K | – | 0.00 |
| TOTALENERGIES CAPITAL SA 5.638% 04/05/2064 | Long | Debt | FR | $1M | – | 0.00 |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 2024-GR6A A1 STEP 07/20/2053 144A | Long | ABS-collateralized bond/debt obligation | GB | $638K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2021-SJ2 2.5% 12/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| TOWD PT MTG TR 2016-1 VAR 02/25/2055 144A | Long | ABS-collateralized bond/debt obligation | US | $471K | – | 0.00 |
| TOWD PT MTG TR 2017-FRE2 STEP 11/25/2047 144A | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| TOWD PT MTG TR 2021-R1 2.91808% 11/30/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $905K | – | 0.00 |
| TOWD PT MTG TR 2021-R1 3.1768% 11/30/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $723K | – | 0.00 |
| TOWD PT MTG TR 2024-CES1 5.848% 01/25/2064 144A | Long | ABS-collateralized bond/debt obligation | US | $946K | – | 0.00 |
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A | Long | ABS-collateralized bond/debt obligation | US | $772K | – | 0.00 |
| TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TPGI 2021-DGWD G TSFR1M+246.448 06/15/2026 144A | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| TRALEE CLO VII LTD / TRALEE CLO VII LLC TSFR3M+158.161 04/25/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| TRANSALTA CORP 6.5% 03/15/2040 | Long | Debt | CA | $162K | – | 0.00 |
| TRANSCANADA PIPELINES LTD 4.625% 03/01/2034 | Long | Debt | CA | $683K | – | 0.00 |
| TRANSCANADA PIPELINES LTD 5.1% 03/15/2049 | Long | Debt | CA | $23K | – | 0.00 |
| TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $3M | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $78K | – | 0.00 |
| TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $904K | – | 0.00 |
| TRANSCONTINENTAL GAS LINE LLC 4% 03/15/2028 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $423K | – | 0.00 |
| TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $379K | – | 0.00 |
| TRANSDIGM INC 6.375% 03/01/2029 144A | Long | Debt | US | $843K | – | 0.00 |
| TRANSDIGM INC 6.625% 03/01/2032 144A | Long | Debt | US | $552K | – | 0.00 |
| TRANSDIGM TERM I 1LN 08/24/2028 (TRANSDIGM INC) | Long | Loan | US | $354K | – | 0.00 |
| TRANSMONTAIGNE PARTNERS LP / TLP FINANCE CORP 6.125% 02/15/2026 | Long | Debt | US | $572K | – | 0.00 |
| TRANSOCEAN INC 8.25% 05/15/2029 144A | Long | Debt | KY | $610K | – | 0.00 |
| TRANSOCEAN INC 8.75% 02/15/2030 144A | Long | Debt | KY | $174K | – | 0.00 |
| TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A | Long | Debt | KY | $81K | – | 0.00 |
| TRANSURBAN FINANCE CO PTY LTD 2.45% 03/16/2031 144A | Long | Debt | AU | $98K | – | 0.00 |
| TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS | Long | Debt | GB | $725K | – | 0.00 |
| TREEHOUSE FOODS INC 4% 09/01/2028 | Long | Debt | US | $450K | – | 0.00 |
| TRESTLES CLO V LTD / TRESTLES CLO V LLC 21-5A A1 TSFR3M+ 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| TRICON AMERICAN HOMES 2019 3.745% 03/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| TRICON AMERICAN HOMES 2020-SFR1 E 3.544% 07/17/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $758K | – | 0.00 |
| TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC TSFR3M+172.161 07/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| TRIMAS CORP 4.125% 04/15/2029 144A | Long | Debt | US | $119K | – | 0.00 |
| TRINET GROUP INC 3.5% 03/01/2029 144A | Long | Debt | US | $146K | – | 0.00 |
| TRINET GROUP INC 7.125% 08/15/2031 144A | Long | Debt | US | $111K | – | 0.00 |
| TRINITAS CLO 14A A1R TSFR3M+134 01/25/2034 144A (TRINITAS CLO XIV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| TRINITY INDUSTRIES INC 7.75% 07/15/2028 144A | Long | Debt | US | $237K | – | 0.00 |
| TRINSEO MATLS OPER SCA / TRINSEO MATLS FIN INC 5.375% 09/01/2025 144A | Long | Debt | LU | $28K | – | 0.00 |
| TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS | Long | Debt | GB | $783K | – | 0.00 |
| TRITON CONTAINER INTERNATIONAL LTD 1.15% 06/07/2024 144A | Long | Debt | BM | $277K | – | 0.00 |
| TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A | Long | Debt | NL | $311K | – | 0.00 |
| TRONOX INC 4.625% 03/15/2029 144A | Long | Debt | US | $263K | – | 0.00 |
| TROPICANA TERM 1LN 01/24/2029 (NAKED JUICE LLC) | Long | Loan | US | $1M | – | 0.00 |
| TROPICANA TERM 2LN 01/24/2030 (NAKED JUICE LLC) | Long | Loan | US | $229K | – | 0.00 |
| TRUGREEN TERM B 1LN 10/30/2027 (TRUGREEN LP) | Long | Loan | US | $210K | – | 0.00 |
| TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034 | Long | Debt | US | $986K | – | 0.00 |
| TRUIST FINANCIAL CORP 5.42% 01/24/2030 | Long | Debt | US | $2M | – | 0.01 |
| TRUIST FINANCIAL CORP 5.7%/VAR 01/24/2035 | Long | Debt | US | $234K | – | 0.00 |
| TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034 | Long | Debt | US | $2M | – | 0.00 |
| TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027 | Long | Debt | US | $195K | – | 0.00 |
| TRUIST FINANCIAL CORP 7.1% 10/30/2029 | Long | Debt | US | $3M | – | 0.01 |
| TRUSTEES BOSTON UNIV 4.061% 10/01/2048 (BOSTON UNIVERSITY) | Long | Debt | US | $373K | – | 0.00 |
| TSMC ARIZONA CORPORATION 2.5% 10/25/2031 | Long | Debt | US | $591K | – | 0.00 |
| TTM TECHNOLOGIES INC 4% 03/01/2029 144A | Long | Debt | US | $118K | – | 0.00 |
| TUCSON ELECTRIC POWER CO 3.25% 05/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| TUCSON ELECTRIC POWER CO 4.85% 12/01/2048 | Long | Debt | US | $110K | – | 0.00 |
| TUCSON ELECTRIC POWER CO 5.5% 04/15/2053 | Long | Debt | US | $128K | – | 0.00 |
| TURKEY REPUBLIC OF 7.625% 05/15/2034 | Long | Debt | TR | $695K | – | 0.00 |
| TURKEY REPUBLIC OF 9.875% 01/15/2028 | Long | Debt | TR | $220K | – | 0.00 |
| TURKIYE IHRACAT KREDI BANKASI AS 9.375% 01/31/2026 144A | Long | Debt | TR | $209K | – | 0.00 |
| TVC MORTGAGE TRUST 2023-RTL1 8.25% 11/25/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| TWILIO INC 3.625% 03/15/2029 | Long | Debt | US | $71K | – | 0.00 |
| TWILIO INC 3.875% 03/15/2031 | Long | Debt | US | $74K | – | 0.00 |
| TX PABSTC 3.922% 12/31/2049 (TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV) | Long | Debt | US | $314K | – | 0.00 |
| TYSN 2023-CRNR A VAR 12/10/2038 144A | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| TYSON FOODS INC 5.7% 03/15/2034 | Long | Debt | US | $2M | – | 0.00 |
| UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A | Long | Debt | US | $855K | – | 0.00 |
| UBS COML MTG TR 2018-C13 A3 4.0694% 10/15/2051 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.836% 10/15/2050 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12 4.1519% 08/15/2051 | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12 4.2962% 08/15/2051 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.6686% 10/15/2052 | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| UBS GROUP AG 0%/VAR 09/13/2030 144A | Long | Debt | CH | $586K | – | 0.00 |
| UBS GROUP AG 1.305%/VAR 02/02/2027 144A | Long | Debt | CH | $464K | – | 0.00 |
| UBS GROUP AG 1.494%/VAR 08/10/2027 144A | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG 2.125%/VAR 11/15/2029 REGS | Long | Debt | CH | $779K | – | 0.00 |
| UBS GROUP AG 2.593%/VAR 09/11/2025 144A | Long | Debt | CH | $13M | – | 0.03 |
| UBS GROUP AG 2.746%/VAR 02/11/2033 144A | Long | Debt | CH | $716K | – | 0.00 |
| UBS GROUP AG 3.091%/VAR 05/14/2032 144A | Long | Debt | CH | $9M | – | 0.02 |
| UBS GROUP AG 3.126/VAR 08/13/2030 144A | Long | Debt | CH | $2M | – | 0.01 |
| UBS GROUP AG 3.75% 03/26/2025 | Long | Debt | CH | $15M | – | 0.03 |
| UBS GROUP AG 4.125%/VAR 06/09/2033 REGS | Long | Debt | CH | $1M | – | 0.00 |
| UBS GROUP AG 4.194/VAR 04/01/2031 144A | Long | Debt | CH | $12M | – | 0.03 |
| UBS GROUP AG 4.282% 01/09/2028 144A | Long | Debt | CH | $412K | – | 0.00 |
| UBS GROUP AG 4.55% 04/17/2026 | Long | Debt | CH | $3M | – | 0.01 |
| UBS GROUP AG 4.75%/VAR 03/17/2032 REGS | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG 4.751%/VAR 05/12/2028 144A | Long | Debt | CH | $916K | – | 0.00 |
| UBS GROUP AG 4.875% 05/15/2045 | Long | Debt | CH | $456K | – | 0.00 |
| UBS GROUP AG 5.699%/VAR 02/08/2035 144A | Long | Debt | CH | $926K | – | 0.00 |
| UBS GROUP AG 6.246%/VAR 09/22/2029 144A | Long | Debt | CH | $7M | – | 0.02 |
| UBS GROUP AG 6.301%/VAR 09/22/2034 144A | Long | Debt | CH | $299K | – | 0.00 |
| UBS GROUP AG 9.25%/VAR PERP 144A | Long | Equity-preferred | CH | $223K | – | 0.00 |
| UBS GROUP AG 9.25%/VAR PERP 144A | Long | Equity-preferred | CH | $214K | – | 0.00 |
| UBSCM 2017-C7 XA CSTR 12/50 (UBS COML MTG TR 2017-C7) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| UDR INC 1.9% 03/15/2033 | Long | Debt | US | $11K | – | 0.00 |
| UDR INC 2.1% 08/01/2032 | Long | Debt | US | $36K | – | 0.00 |
| UK LOGISTICS 2024-1X A DAC SONIO+ 05/15/2034 REGS (UK LOGISTICS 2024-1 DAC) | Long | ABS-mortgage backed security | IE | $127K | – | 0.00 |
| UKRAINE GOVERNMENT 4.375% 01/27/2032 144A | Long | Debt | UA | $355K | – | 0.00 |
| UKRAINE GOVERNMENT 6.75% 06/20/2028 REGS | Long | Debt | UA | $425K | – | 0.00 |
| UKRAINE GOVERNMENT 7.75% 09/01/2024 144A | Long | Debt | UA | $862K | – | 0.00 |
| UKRAINE GOVERNMENT 8.994% 02/01/2026 REGS | Long | Debt | UA | $567K | – | 0.00 |
| UMBS 15YR 1.5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UMBS 15YR 2.5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| UMBS 15YR 2% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UMBS 15YR 3.5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| UMBS 15YR 3% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| UMBS 15YR 4.5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| UMBS 15YR 4% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| UMBS 30YR 1.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $339M | – | 0.77 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-270M | – | -0.61 |
| UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $195M | – | 0.44 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $463M | – | 1.05 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-362M | – | -0.82 |
| UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $288M | – | 0.65 |
| UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-44M | – | -0.10 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $233M | – | 0.53 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-162M | – | -0.37 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $167M | – | 0.38 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-14M | – | -0.03 |
| UMBS 30YR 4.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $90M | – | 0.20 |
| UMBS 30YR 4.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $56M | – | 0.13 |
| UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-37M | – | -0.08 |
| UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $69M | – | 0.16 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $85M | – | 0.19 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-15M | – | -0.03 |
| UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-14M | – | -0.03 |
| UMBS 30YR 5.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $92M | – | 0.21 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-10M | – | -0.02 |
| UMBS 30YR 5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| UMBS 30YR 5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-1M | – | -0.00 |
| UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $85M | – | 0.19 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-51M | – | -0.12 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| UMBS 30YR 7% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-322K | – | -0.00 |
| UNICREDIT SPA 1.982%/VAR 06/03/2027 144A | Long | Debt | IT | $186K | – | 0.00 |
| UNICREDIT SPA 5.861%/VAR 06/19/2032 144A | Long | Debt | IT | $45K | – | 0.00 |
| UNICREDIT SPA 7.296%/VAR 04/02/2034 | Long | Debt | IT | $127K | – | 0.00 |
| UNICREDIT SPA T1Y+3.127%/VAR 06/03/2032 144A | Long | Debt | IT | $2M | – | 0.00 |
| UNION CARBIDE CORP 7.75% 10/01/2096 | Long | Debt | US | $46K | – | 0.00 |
| UNION ELECTRIC CO 3.9% 04/01/2052 | Long | Debt | US | $29K | – | 0.00 |
| UNION ELECTRIC CO 4% 04/01/2048 | Long | Debt | US | $46K | – | 0.00 |
| UNION ELECTRIC CO 5.25% 01/15/2054 | Long | Debt | US | $256K | – | 0.00 |
| UNION ELECTRIC CO 5.45% 03/15/2053 | Long | Debt | US | $338K | – | 0.00 |
| UNION PACIFIC CORP 2.4% 02/05/2030 | Long | Debt | US | $83K | – | 0.00 |
| UNION PACIFIC CORP 2.973% 09/16/2062 | Long | Debt | US | $89K | – | 0.00 |
| UNION PACIFIC CORP 3.5% 02/14/2053 | Long | Debt | US | $97K | – | 0.00 |
| UNION PACIFIC CORP 3.55% 05/20/2061 | Long | Debt | US | $89K | – | 0.00 |
| UNION PACIFIC CORP 3.6% 09/15/2037 | Long | Debt | US | $851K | – | 0.00 |
| UNION PACIFIC CORP 3.839% 03/20/2060 | Long | Debt | US | $389K | – | 0.00 |
| UNION PACIFIC CORP 4.1% 09/15/2067 | Long | Debt | US | $99K | – | 0.00 |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST 3.1% 04/07/2030 | Long | Debt | US | $17K | – | 0.00 |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST 2.875% 04/07/2030 | Long | Debt | US | $31K | – | 0.00 |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.15% 02/25/2033 | Long | Debt | US | $32K | – | 0.00 |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037 | Long | Debt | US | $3M | – | 0.01 |
| UNITED AIRLINES HOLDINGS INC 4.875% 01/15/2025 | Long | Debt | US | $65K | – | 0.00 |
| UNITED AIRLINES INC 4.375% 04/15/2026 144A | Long | Debt | US | $2M | – | 0.00 |
| UNITED AIRLINES INC 4.625% 04/15/2029 144A | Long | Debt | US | $550K | – | 0.00 |
| UNITED AIRLINES INC 4% 04/29/2026 | Long | Debt | US | $99K | – | 0.00 |
| UNITED AIRLS 2014-1 PASS THRU TR 4% 10/11/2027 | Long | Debt | US | $54K | – | 0.00 |
| UNITED AIRLS 2014-2 PASS THRU TR 3.75% 03/03/2028 | Long | Debt | US | $9K | – | 0.00 |
| UNITED AIRLS 2016-2 CL B PASS THRU TR 3.65% 04/07/2027 (UNITED AIRLINES 2016-2 CLASS B PASS THROUGH TRUST) | Long | Debt | US | $25K | – | 0.00 |
| UNITED AIRLS INC 2018-1 PASS THRU TRS 3.5% 09/01/2031 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $769K | – | 0.00 |
| UNITED AIRLS INC 2018-1A PASS THRU TR 3.7% 09/01/2031 | Long | Debt | US | $24K | – | 0.00 |
| UNITED AIRLS INC 2019-1A PASS THRU TR 4.55% 02/25/2033 | Long | Debt | US | $39K | – | 0.00 |
| UNITED AIRLS INC 2019-2AA PASS THRU TRS 2.7% 11/01/2033 | Long | Debt | US | $383K | – | 0.00 |
| UNITED AIRLS PASS THRU TR 2013-1A-O 4.3% 02/15/2027 | Long | Debt | US | $116K | – | 0.00 |
| UNITED AIRLS PASS THRU TR 2016-AA 3.1% 01/07/2030 | Long | Debt | US | $24K | – | 0.00 |
| UNITED GROUP BV 3.625% 02/15/2028 REGS | Long | Debt | NL | $2M | – | 0.00 |
| UNITED GROUP BV 5.25% 02/01/2030 144A | Long | Debt | NL | $3M | – | 0.01 |
| UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $3M | – | 0.01 |
| UNITED KINGDOM G.B. and N.IRELAND 4.375% 07/31/2054 REGS (UNITED KINGDOM,G.B. and N.IRELAND) | Long | Debt | GB | $2M | – | 0.00 |
| UNITED NATURAL FOODS TERM B 1LN 05/01/2031 (UNITED NATURAL FOODS INC) | Long | Loan | US | $231K | – | 0.00 |
| UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032 | Long | Debt | US | $705K | – | 0.00 |
| UNITED RENTALS NORTH AMER INC 3.875% 02/15/2031 | Long | Debt | US | $176K | – | 0.00 |
| UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| UNITED RENTALS NORTH AMER INC 4% 07/15/2030 | Long | Debt | US | $157K | – | 0.00 |
| UNITED RENTALS NORTH AMER INC 5.25% 01/15/2030 | Long | Debt | US | $187K | – | 0.00 |
| UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A | Long | Debt | US | $280K | – | 0.00 |
| UNITED STATES CELLULAR CORP 6.7% 12/15/2033 | Long | Debt | US | $303K | – | 0.00 |
| UNITED STATES STEEL CORP 6.875% 03/01/2029 | Long | Debt | US | $167K | – | 0.00 |
| UNITED STATES TREASURY BOND 1.125% 05/15/2040 | Long | Debt | US | $7M | – | 0.02 |
| UNITED STATES TREASURY BOND 1.125% 08/15/2040 | Long | Debt | US | $6M | – | 0.01 |
| UNITED STATES TREASURY BOND 1.25% 05/15/2050 | Long | Debt | US | $37M | – | 0.08 |
| UNITED STATES TREASURY BOND 1.375% 11/15/2040 | Long | Debt | US | $20M | – | 0.04 |
| UNITED STATES TREASURY BOND 1.625% 11/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| UNITED STATES TREASURY BOND 1.75% 08/15/2041 | Long | Debt | US | $30M | – | 0.07 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2041 | Long | Debt | US | $23M | – | 0.05 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2051 | Long | Debt | US | $523K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.25% 02/15/2052 | Long | Debt | US | $47M | – | 0.11 |
| UNITED STATES TREASURY BOND 2.25% 05/15/2041 | Long | Debt | US | $33M | – | 0.07 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2046 | Long | Debt | US | $375K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2049 | Long | Debt | US | $5M | – | 0.01 |
| UNITED STATES TREASURY BOND 2.375% 02/15/2042 | Long | Debt | US | $14M | – | 0.03 |
| UNITED STATES TREASURY BOND 2.375% 05/15/2051 | Long | Debt | US | $211M | – | 0.48 |
| UNITED STATES TREASURY BOND 2.5% 02/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 2.75% 08/15/2047 | Long | Debt | US | $8M | – | 0.02 |
| UNITED STATES TREASURY BOND 2.75% 11/15/2042 | Long | Debt | US | $1M | – | 0.00 |
| UNITED STATES TREASURY BOND 2.75% 11/15/2047 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2052 | Long | Debt | US | $180M | – | 0.41 |
| UNITED STATES TREASURY BOND 2.875% 08/15/2045 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY BOND 2% 02/15/2050 | Long | Debt | US | $40M | – | 0.09 |
| UNITED STATES TREASURY BOND 2% 08/15/2051 | Long | Debt | US | $5M | – | 0.01 |
| UNITED STATES TREASURY BOND 2% 11/15/2041 | Long | Debt | US | $14M | – | 0.03 |
| UNITED STATES TREASURY BOND 3.125% 08/15/2044 | Long | Debt | US | $2M | – | 0.00 |
| UNITED STATES TREASURY BOND 3.125% 11/15/2041 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.375% 05/15/2044 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.375% 11/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $123M | – | 0.28 |
| UNITED STATES TREASURY BOND 3.625% 05/15/2053 | Long | Debt | US | $1M | – | 0.00 |
| UNITED STATES TREASURY BOND 3.625% 08/15/2043 | Long | Debt | US | $613K | – | 0.00 |
| UNITED STATES TREASURY BOND 3.75% 11/15/2043 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.875% 02/15/2043 | Long | Debt | US | $7M | – | 0.02 |
| UNITED STATES TREASURY BOND 3% 02/15/2048 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 3% 05/15/2042 | Long | Debt | US | $563K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 05/15/2045 | Long | Debt | US | $263K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 05/15/2047 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 3% 08/15/2052 | Long | Debt | US | $736K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $74M | – | 0.17 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $43M | – | 0.10 |
| UNITED STATES TREASURY BOND 4.375% 05/15/2040 | Long | Debt | US | $1M | – | 0.00 |
| UNITED STATES TREASURY BOND 4.375% 05/15/2041 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY BOND 4.5% 02/15/2044 | Long | Debt | US | $116M | – | 0.26 |
| UNITED STATES TREASURY BOND 4.5% 05/15/2044 | Long | Debt | US | $163K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.5% 08/15/2039 | Long | Debt | US | $8M | – | 0.02 |
| UNITED STATES TREASURY BOND 4.625% 05/15/2054 | Long | Debt | US | $29M | – | 0.07 |
| UNITED STATES TREASURY BOND 4.75% 02/15/2041 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY BOND 4.75% 11/15/2043 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 4.75% 11/15/2053 | Long | Debt | US | $25M | – | 0.06 |
| UNITED STATES TREASURY BOND 4% 11/15/2042 | Long | Debt | US | $12M | – | 0.03 |
| UNITED STATES TREASURY BOND 4% 11/15/2052 | Long | Debt | US | $89M | – | 0.20 |
| UNITED STATES TREASURY BOND 6.25% 05/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| UNITEDHEALTH GROUP INC 2.9% 05/15/2050 | Long | Debt | US | $258K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.05% 05/15/2041 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.125% 05/15/2060 | Long | Debt | US | $348K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.25% 05/15/2051 | Long | Debt | US | $3M | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.75% 10/15/2047 | Long | Debt | US | $24K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.875% 08/15/2059 | Long | Debt | US | $92K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.95% 10/15/2042 | Long | Debt | US | $14K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.25% 04/15/2047 | Long | Debt | US | $645K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.25% 06/15/2048 | Long | Debt | US | $555K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.5% 04/15/2033 | Long | Debt | US | $5M | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.625% 11/15/2041 | Long | Debt | US | $100K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.75% 05/15/2052 | Long | Debt | US | $88K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.95% 05/15/2062 | Long | Debt | US | $245K | – | 0.00 |
| UNITEDHEALTH GROUP INC 5.05% 04/15/2053 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC 5.2% 04/15/2063 | Long | Debt | US | $8M | – | 0.02 |
| UNITEDHEALTH GROUP INC 5.8% 03/15/2036 | Long | Debt | US | $854K | – | 0.00 |
| UNITEDHEALTH GROUP INC 5.875% 02/15/2053 | Long | Debt | US | $381K | – | 0.00 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A | Long | Debt | US | $483K | – | 0.00 |
| UNIV CA MED CTR 4.563% 5/15/2053 (UNIV CA REGTS MED CTR POOLED REV) | Long | Debt | US | $766K | – | 0.00 |
| UNIV CAL REV 4.131% 5/15/2045 (UNIVERSITY CA REVS) | Long | Debt | US | $2M | – | 0.00 |
| UNIV MICH REVS 2.437% 4/1/2040 (UNIVERSITY MI UNIV REVS) | Long | Debt | US | $759K | – | 0.00 |
| UNIV MICH REVS 3.504% 4/1/2052 (UNIVERSITY MI UNIV REVS) | Long | Debt | US | $816K | – | 0.00 |
| UNIV MICH REVS 4.454% 4/1/2122 (UNIVERSITY MI UNIV REVS) | Long | Debt | US | $4M | – | 0.01 |
| UNIV MINNESOTA 4.048% 4/1/2052 (UNIVERSITY MN) | Long | Debt | US | $896K | – | 0.00 |
| UNIV OF CALIFORNIA CA REVENUESTXBL-GEN-SER AD (UNIVERSITY CA REVS) | Long | Debt | US | $113K | – | 0.00 |
| UNIV VA REV 2.584% 11/1/2051 (UNIVERSITY VA UNIV REVS) | Long | Debt | US | $948K | – | 0.00 |
| UNIVERSAL MUSIC GROUP NV 4% 06/13/2031 REGS | Long | Debt | NL | $329K | – | 0.00 |
| UNIVERSITY OF MIAMI 4.063% 04/01/2052 | Long | Debt | US | $82K | – | 0.00 |
| UNIVERSITY PA TRUSTEES 2.396% 10/01/2050 | Long | Debt | US | $295K | – | 0.00 |
| UNIVERSITY PA TRUSTEES 3.61% 02/15/2119 | Long | Debt | US | $191K | – | 0.00 |
| UNIVERSITY SOUTHN CALIF 3.226% 10/01/2120 | Long | Debt | US | $14K | – | 0.00 |
| UNIVERSITY SOUTHN CALIF 3.841% 10/01/2047 | Long | Debt | US | $420K | – | 0.00 |
| UNIVERSITY SOUTHN CALIF 4.976% 10/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A | Long | Debt | US | $398K | – | 0.00 |
| UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A | Long | Debt | US | $2M | – | 0.00 |
| UNUM GROUP 4.125% 06/15/2051 | Long | Debt | US | $1M | – | 0.00 |
| UNUM GROUP 4% 06/15/2029 | Long | Debt | US | $6M | – | 0.01 |
| UNUM GROUP 5.75% 08/15/2042 | Long | Debt | US | $2M | – | 0.00 |
| UPMC HEALTH SYSTEM 5.035% 05/15/2033 | Long | Debt | US | $782K | – | 0.00 |
| UPMC HEALTH SYSTEM 5.377% 05/15/2043 | Long | Debt | US | $648K | – | 0.00 |
| UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $580K | – | 0.00 |
| URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $148K | – | 0.00 |
| URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $262K | – | 0.00 |
| US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $311K | – | 0.00 | |
| US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $39K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 UXYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $239K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 UXYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-694K | – | -0.00 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-40K | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $47K | – | 0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-119K | – | -0.00 | |
| US BANCORP DEL 3.7%/VAR PERP | Long | Equity-preferred | US | $4M | – | 0.01 |
| US BANCORP DEL 4.939%/VAR 2/1/2034 | Long | Debt | US | $2M | – | 0.00 |
| US BANCORP DEL 5.384%/VAR 01/23/2030 | Long | Debt | US | $4M | – | 0.01 |
| US BANCORP DEL 5.678%/VAR 01/23/2035 | Long | Debt | US | $330K | – | 0.00 |
| US BANCORP DEL 5.836%/VAR 06/12/2034 | Long | Debt | US | $922K | – | 0.00 |
| US BANCORP DEL 5.85%/VAR 10/21/2033 | Long | Debt | US | $1M | – | 0.00 |
| US DEPT VETS AFF GTD REMI PASS 6.5% 01/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| US DEPT VETS AFF GTD REMI PASS 7% 03/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| US FOODS INC 4.625% 06/01/2030 144A | Long | Debt | US | $51K | – | 0.00 |
| US FOODS INC 7.25% 01/15/2032 144A | Long | Debt | US | $114K | – | 0.00 |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $231K | – | 0.00 | |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-296K | – | -0.00 | |
| US TREASURY RP 5.44% 6/3/24 (UNITED STATES TREASURY) | Long | Repurchase agreement | US | $283M | – | 0.64 |
| US ULTRA BOND CBT FUT SEP24 WNU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-1M | – | -0.00 | |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027 | Long | Debt | US | $242K | – | 0.00 |
| UST BILLS 0% 07/05/2024 | Long | Debt | US | $6M | – | 0.01 |
| UST BILLS 0% 09/19/2024 | Long | Debt | US | $20M | – | 0.04 |
| UST BILLS 0% 11/14/2024 | Long | Debt | US | $18M | – | 0.04 |
| UST NOTES 0.25% 06/30/2025 | Long | Debt | US | $2M | – | 0.00 |
| UST NOTES 0.375% 01/31/2026 | Long | Debt | US | $27M | – | 0.06 |
| UST NOTES 0.375% 04/30/2025 | Long | Debt | US | $7M | – | 0.02 |
| UST NOTES 0.375% 09/30/2027 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 0.5% 04/30/2027 | Long | Debt | US | $10M | – | 0.02 |
| UST NOTES 0.5% 05/31/2027 | Long | Debt | US | $10M | – | 0.02 |
| UST NOTES 0.5% 08/31/2027 | Long | Debt | US | $12M | – | 0.03 |
| UST NOTES 0.5% 10/31/2027 | Long | Debt | US | $21M | – | 0.05 |
| UST NOTES 0.625% 07/31/2026 | Long | Debt | US | $1M | – | 0.00 |
| UST NOTES 0.75% 03/31/2026 | Long | Debt | US | $2M | – | 0.00 |
| UST NOTES 0.75% 04/30/2026 | Long | Debt | US | $73M | – | 0.17 |
| UST NOTES 0.75% 05/31/2026 | Long | Debt | US | $20M | – | 0.05 |
| UST NOTES 0.875% 06/30/2026 | Long | Debt | US | $38M | – | 0.09 |
| UST NOTES 1.125% 10/31/2026 | Long | Debt | US | $15M | – | 0.03 |
| UST NOTES 1.25% 04/30/2028 | Long | Debt | US | $69M | – | 0.16 |
| UST NOTES 1.25% 08/15/2031 | Long | Debt | US | $13M | – | 0.03 |
| UST NOTES 1.25% 09/30/2028 | Long | Debt | US | $14M | – | 0.03 |
| UST NOTES 1.25% 11/30/2026 | Long | Debt | US | $196M | – | 0.44 |
| UST NOTES 1.5% 02/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 1.5% 11/30/2028 | Long | Debt | US | $25M | – | 0.06 |
| UST NOTES 1.625% 05/15/2031 | Long | Debt | US | $5M | – | 0.01 |
| UST NOTES 1.625% 11/30/2026 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 1.875% 02/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 1.875% 02/28/2027 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 1% 07/31/2028 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 2.375% 03/31/2029 | Long | Debt | US | $6M | – | 0.01 |
| UST NOTES 2.5% 03/31/2027 | Long | Debt | US | $72M | – | 0.16 |
| UST NOTES 2.625% 04/15/2025 | Long | Debt | US | $6M | – | 0.01 |
| UST NOTES 2.75% 05/31/2029 | Long | Debt | US | $65M | – | 0.15 |
| UST NOTES 2.75% 07/31/2027 | Long | Debt | US | $97M | – | 0.22 |
| UST NOTES 2.75% 08/15/2032 | Long | Debt | US | $14M | – | 0.03 |
| UST NOTES 2.875% 05/15/2028 | Long | Debt | US | $37M | – | 0.08 |
| UST NOTES 2.875% 05/15/2032 | Long | Debt | US | $28M | – | 0.06 |
| UST NOTES 2.875% 06/15/2025 | Long | Debt | US | $6M | – | 0.01 |
| UST NOTES 3.125% 08/31/2029 | Long | Debt | US | $39M | – | 0.09 |
| UST NOTES 3.25% 06/30/2029 | Long | Debt | US | $2M | – | 0.00 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $38M | – | 0.09 |
| UST NOTES 3.5% 01/31/2030 | Long | Debt | US | $60M | – | 0.14 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $179M | – | 0.41 |
| UST NOTES 3.5% 04/30/2030 | Long | Debt | US | $43M | – | 0.10 |
| UST NOTES 3.625% 03/31/2028 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 3.625% 03/31/2030 | Long | Debt | US | $42M | – | 0.09 |
| UST NOTES 3.625% 05/31/2028 | Long | Debt | US | $7M | – | 0.02 |
| UST NOTES 3.75% 04/15/2026 | Long | Debt | US | $25M | – | 0.06 |
| UST NOTES 3.75% 05/31/2030 | Long | Debt | US | $86M | – | 0.20 |
| UST NOTES 3.75% 06/30/2030 | Long | Debt | US | $143M | – | 0.32 |
| UST NOTES 3.75% 12/31/2028 | Long | Debt | US | $1M | – | 0.00 |
| UST NOTES 3.75% 12/31/2030 | Long | Debt | US | $25K | – | 0.00 |
| UST NOTES 3.875% 03/31/2025 | Long | Debt | US | $4M | – | 0.01 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $24M | – | 0.05 |
| UST NOTES 3.875% 11/30/2027 | Long | Debt | US | $7M | – | 0.02 |
| UST NOTES 3.875% 12/31/2029 | Long | Debt | US | $35M | – | 0.08 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $35M | – | 0.08 |
| UST NOTES 4.125% 03/31/2029 | Long | Debt | US | $121M | – | 0.27 |
| UST NOTES 4.125% 03/31/2031 | Long | Debt | US | $677K | – | 0.00 |
| UST NOTES 4.125% 07/31/2028 | Long | Debt | US | $79M | – | 0.18 |
| UST NOTES 4.125% 10/31/2027 | Long | Debt | US | $2M | – | 0.00 |
| UST NOTES 4.125% 11/15/2032 | Long | Debt | US | $20M | – | 0.04 |
| UST NOTES 4.25% 01/31/2026 | Long | Debt | US | $958K | – | 0.00 |
| UST NOTES 4.25% 02/28/2029 | Long | Debt | US | $9M | – | 0.02 |
| UST NOTES 4.25% 02/28/2031 | Long | Debt | US | $14M | – | 0.03 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $15M | – | 0.03 |
| UST NOTES 4.375% 05/15/2034 | Long | Debt | US | $117M | – | 0.26 |
| UST NOTES 4.375% 08/15/2026 | Long | Debt | US | $25M | – | 0.06 |
| UST NOTES 4.375% 08/31/2028 | Long | Debt | US | $9M | – | 0.02 |
| UST NOTES 4.375% 11/30/2028 | Long | Debt | US | $10M | – | 0.02 |
| UST NOTES 4.375% 12/15/2026 | Long | Debt | US | $5M | – | 0.01 |
| UST NOTES 4.5% 03/31/2026 | Long | Debt | US | $38M | – | 0.09 |
| UST NOTES 4.5% 04/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 4.5% 05/15/2027 | Long | Debt | US | $47M | – | 0.11 |
| UST NOTES 4.5% 05/31/2029 | Long | Debt | US | $180K | – | 0.00 |
| UST NOTES 4.5% 11/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $176M | – | 0.40 |
| UST NOTES 4.625% 04/30/2029 | Long | Debt | US | $111M | – | 0.25 |
| UST NOTES 4.625% 04/30/2031 | Long | Debt | US | $30M | – | 0.07 |
| UST NOTES 4.625% 09/30/2028 | Long | Debt | US | $9M | – | 0.02 |
| UST NOTES 4.625% 09/30/2030 | Long | Debt | US | $55M | – | 0.12 |
| UST NOTES 4.625% 10/15/2026 | Long | Debt | US | $54M | – | 0.12 |
| UST NOTES 4.625% 11/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 4.75% 07/31/2025 | Long | Debt | US | $43M | – | 0.10 |
| UST NOTES 4.875% 04/30/2026 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 4.875% 05/31/2026 | Long | Debt | US | $55K | – | 0.00 |
| UST NOTES 4.875% 10/31/2028 | Long | Debt | US | $422K | – | 0.00 |
| UST NOTES 4.875% 10/31/2030 | Long | Debt | US | $146M | – | 0.33 |
| UST NOTES 4.875% 11/30/2025 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $54M | – | 0.12 |
| UST NOTES 4% 01/31/2029 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 4% 01/31/2031 | Long | Debt | US | $87K | – | 0.00 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $5M | – | 0.01 |
| UST NOTES 4% 02/28/2030 | Long | Debt | US | $64M | – | 0.14 |
| UST NOTES 4% 06/30/2028 | Long | Debt | US | $41M | – | 0.09 |
| UST NOTES 4% 07/31/2030 | Long | Debt | US | $90K | – | 0.00 |
| UST NOTES 4% 10/31/2029 | Long | Debt | US | $5M | – | 0.01 |
| UST NOTES 4% 12/15/2025 | Long | Debt | US | $32M | – | 0.07 |
| UST NOTES 5% 08/31/2025 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 5% 09/30/2025 | Long | Debt | US | $3M | – | 0.01 |
| USTCOUP 0.0% 05/15/2044 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $3M | – | 0.01 |
| USTCOUP 0.0% 11/15/42 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $93K | – | 0.00 |
| USTCOUP 0% 11/15/2033 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $2M | – | 0.00 |
| USTCOUP 0% 11/15/2043 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $608K | – | 0.00 |
| USTCOUP 08/15/2041 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $2M | – | 0.01 |
| USTCOUP 11/15/41 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $9M | – | 0.02 |
| USTCOUP 2/15/41 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $840K | – | 0.00 |
| USTCOUP 2/15/42 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $4M | – | 0.01 |
| USTCOUP 5/15/39 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $33M | – | 0.08 |
| USTCOUP 5/15/40 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $2M | – | 0.00 |
| USTCOUP 5/15/41 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $18M | – | 0.04 |
| USTCOUP 5/15/42 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $232K | – | 0.00 |
| USTCOUP 8/15/39 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $27M | – | 0.06 |
| USTCOUP 8/15/40 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $16M | – | 0.04 |
| USTCOUP 8/15/42 (US TREASURY C0UPON STRIPS) | Long | Debt | US | $1M | – | 0.00 |
| USTN TII 0.125% 02/15/2051 (UNITED STATES TREASURY BOND) | Long | Debt | US | $7M | – | 0.01 |
| USTN TII 0.125% 02/15/2052 (UNITED STATES TREASURY BOND) | Long | Debt | US | $3M | – | 0.01 |
| USTN TII 2.125% 02/15/2054 (UNITED STATES TREASURY BOND) | Long | Debt | US | $2M | – | 0.01 |
| UTAH ACQUISITION SUB INC 3.95% 06/15/2026 | Long | Debt | US | $8M | – | 0.02 |
| UTAH ACQUISITION SUB INC 5.25% 06/15/2046 | Long | Debt | US | $156K | – | 0.00 |
| VAIL RESORTS INC 6.5% 05/15/2032 144A | Long | Debt | US | $247K | – | 0.00 |
| VALARIS LTD 8.375% 04/30/2030 144A | Long | Debt | BM | $351K | – | 0.00 |
| VALE OVERSEAS LTD 6.125% 06/12/2033 | Long | Debt | KY | $155K | – | 0.00 |
| VALERO ENERGY CORP 2.15% 09/15/2027 | Long | Debt | US | $33K | – | 0.00 |
| VALLEY STREAM PARK CLO LTD TSFR3M+685 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.00 |
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD 6.172% 05/28/2039 REGS | Long | ABS-collateralized bond/debt obligation | JE | $254K | – | 0.00 |
| VAR ENERGI ASA 5% 05/18/2027 144A | Long | Debt | NO | $5M | – | 0.01 |
| VCAT 2021-NPL3 VAR 05/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 AFX 2.61% 02/25/2050 144A (VELOCITY COML CAP LN TR 2020-1) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.55% 01/25/2054 144A | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| VENDE 1996-2 1Z 6.75 6/26 (US DEPT VETS AFF GTD REMI PASS) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 3.25% 10/15/2026 | Long | Debt | US | $6K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025 | Long | Debt | US | $13K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 3.85% 04/01/2027 | Long | Debt | US | $497K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $9M | – | 0.02 |
| VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026 | Long | Debt | US | $2M | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | Long | Debt | US | $12M | – | 0.03 |
| VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| VENTURE 43 CLO LTD 21-43A A1 TSFR3M+150.161 04/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A | Long | Debt | US | $636K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A | Long | Debt | US | $96K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A | Long | Debt | US | $252K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A | Long | Debt | US | $160K | – | 0.00 |
| VENTURE GLOBAL LNG INC 8.125% 06/01/2028 144A | Long | Debt | US | $1M | – | 0.00 |
| VENTURE GLOBAL LNG INC 8.375% 06/01/2031 144A | Long | Debt | US | $305K | – | 0.00 |
| VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A | Long | Debt | US | $846K | – | 0.00 |
| VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| VERICREST OPPORTUNITY LOAN TRANSFEREE 1.8678% 08/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 1.75% 01/20/2031 | Long | Debt | US | $168K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.1% 03/22/2028 | Long | Debt | US | $43K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 | Long | Debt | US | $5M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 | Long | Debt | US | $562K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.65% 11/20/2040 | Long | Debt | US | $1M | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.85% 09/03/2041 | Long | Debt | US | $223K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.875% 11/20/2050 | Long | Debt | US | $22K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.987% 10/30/2056 | Long | Debt | US | $165K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.4% 03/22/2041 | Long | Debt | US | $4M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.7% 03/22/2061 | Long | Debt | US | $437K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.75% 02/28/2036 | Long | Debt | US | $372K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3% 11/20/2060 | Long | Debt | US | $189K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.016% 12/03/2029 | Long | Debt | US | $2M | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.272% 01/15/2036 | Long | Debt | US | $251K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.329% 09/21/2028 | Long | Debt | US | $34K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.4% 11/01/2034 | Long | Debt | US | $841K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.5% 08/10/2033 | Long | Debt | US | $89K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 5.05% 05/09/2033 | Long | Debt | US | $1M | – | 0.00 |
| VERIZON COMMUNICATIONS INC CP 0% 06/05/2024 | Long | Debt | US | $575K | – | 0.00 |
| VERIZON COMMUNICATIONS INC CP 0% 06/18/2024 | Long | Debt | US | $424K | – | 0.00 |
| VERTIV GROUP CORP 4.125% 11/15/2028 144A | Long | Debt | US | $488K | – | 0.00 |
| VERUS SECURITIZATION TR 2022-3 B1 CSTR 02/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $392K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2024-4 STEP 06/25/2069 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| VIASAT INC 5.625% 09/15/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| VIATRIS INC 2.3% 06/22/2027 | Long | Debt | US | $109K | – | 0.00 |
| VIATRIS INC 2.7% 06/22/2030 | Long | Debt | US | $5M | – | 0.01 |
| VIATRIS INC 3.85% 06/22/2040 | Long | Debt | US | $10M | – | 0.02 |
| VIATRIS INC 4% 06/22/2050 | Long | Debt | US | $2M | – | 0.00 |
| VIAVI SOLUTIONS INC 3.75% 10/01/2029 144A | Long | Debt | US | $191K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 3.5% 02/15/2025 144A | Long | Debt | US | $123K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 3.75% 02/15/2027 144A | Long | Debt | US | $309K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A | Long | Debt | US | $657K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 01/15/2028 144A | Long | Debt | US | $686K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 09/01/2026 144A | Long | Debt | US | $388K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A | Long | Debt | US | $64K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A | Long | Debt | US | $2M | – | 0.00 |
| VICI PROPERTIES LP 4.375% 05/15/2025 | Long | Debt | US | $739K | – | 0.00 |
| VICI PROPERTIES LP 4.75% 02/15/2028 | Long | Debt | US | $7M | – | 0.02 |
| VICI PROPERTIES LP 4.95% 02/15/2030 | Long | Debt | US | $7M | – | 0.01 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $2M | – | 0.00 |
| VICI PROPERTIES LP 5.75% 04/01/2034 | Long | Debt | US | $1M | – | 0.00 |
| VIDEOTRON LTD 5.375% 06/15/2024 144A | Long | Debt | CA | $88K | – | 0.00 |
| VIKING CRUISES LTD 5.875% 09/15/2027 144A | Long | Debt | BM | $1M | – | 0.00 |
| VIPER ENERGY INC 5.375% 11/01/2027 144A | Long | Debt | US | $2M | – | 0.00 |
| VIPER ENERGY INC 7.375% 11/01/2031 144A | Long | Debt | US | $754K | – | 0.00 |
| VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A | Long | Debt | GB | $225K | – | 0.00 |
| VIRGIN MEDIA SECD FIN PLC 4.25% 01/15/2030 REGS (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $3M | – | 0.01 |
| VIRGIN MEDIA SECD FIN PLC 5.5% 05/15/2029 144A (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $158K | – | 0.00 |
| VIRGIN MEDIA TERM N 01/31/2028 (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $486K | – | 0.00 |
| VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS | Long | Debt | GB | $1M | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 4.2% 05/15/2045 | Long | Debt | US | $77K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 4% 01/15/2043 | Long | Debt | US | $207K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 5.7% 08/15/2053 | Long | Debt | US | $250K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 6.35% 11/30/2037 | Long | Debt | US | $6K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 6% 01/15/2036 | Long | Debt | US | $485K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037 | Long | Debt | US | $953K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 8.875% 11/15/2038 | Long | Debt | US | $25K | – | 0.00 |
| VISA INC 2.7% 04/15/2040 | Long | Debt | US | $133K | – | 0.00 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A | Long | Debt | MT | $166K | – | 0.00 |
| VISTRA CORP T5Y 7%/VAR PERP 144A | Long | Equity-preferred | US | $3M | – | 0.01 |
| VISTRA OPERATIONS CO LLC 3.7% 01/30/2027 144A | Long | Debt | US | $3M | – | 0.01 |
| VISTRA OPERATIONS CO LLC 4.3% 07/15/2029 144A | Long | Debt | US | $137K | – | 0.00 |
| VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A | Long | Debt | US | $1M | – | 0.00 |
| VISTRA OPERATIONS CO LLC 5.125% 05/13/2025 144A | Long | Debt | US | $299K | – | 0.00 |
| VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A | Long | Debt | US | $873K | – | 0.00 |
| VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A | Long | Debt | US | $6M | – | 0.01 |
| VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A | Long | Debt | US | $370K | – | 0.00 |
| VISTRA OPERATIONS CO LLC 6% 04/15/2034 144A | Long | Debt | US | $2M | – | 0.00 |
| VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A | Long | Debt | US | $291K | – | 0.00 |
| VITAL ENERGY INC 7.875% 04/15/2032 144A | Long | Debt | US | $305K | – | 0.00 |
| VITERRA FINANCE BV 3.2% 04/21/2031 144A | Long | Debt | NL | $171K | – | 0.00 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| VM CONSOLIDATED INC 5.5% 04/15/2029 144A | Long | Debt | US | $172K | – | 0.00 |
| VM MASTER ISSUER LLC 2022-1 B 6.877% 05/24/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $651K | – | 0.00 |
| VMED O2 UK FINANCING I 4.25% 01/31/2031 144A | Long | Debt | GB | $407K | – | 0.00 |
| VMED O2 UK FINANCING I 4% 01/31/2029 REGS | Long | Debt | GB | $2M | – | 0.00 |
| VMWARE INC 4.65% 05/15/2027 | Long | Debt | US | $138K | – | 0.00 |
| VOC ESCROW LTD 5% 02/15/2028 144A | Long | Debt | BM | $1M | – | 0.00 |
| VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS (VODAFONE GRP PLC) | Long | Debt | GB | $751K | – | 0.00 |
| VODAFONE GROUP PLC 6.25%/VAR 10/03/2078 REGS (VODAFONE GRP PLC) | Long | Debt | GB | $593K | – | 0.00 |
| VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 (VOLKSWAGEN AUTO LEASE TR 2024-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS | Long | Equity-preferred | NL | $307K | – | 0.00 |
| VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS | Long | Equity-preferred | NL | $1M | – | 0.00 |
| VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS | Long | Equity-preferred | NL | $208K | – | 0.00 |
| VOLT 2021-NPL5 A1 STEP 03/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $416K | – | 0.00 |
| VOLT C LLC 1.9918% 05/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $327K | – | 0.00 |
| VOLT CI LLC 1.9918% 05/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| VOLT XCIII LLC 21 NPL2 A1 1.8925% 02/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| VOLT XCIV LLC 2.2395% 02/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| VOLT XCIX LLC 5.1157% 04/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.00 |
| VOLT XCV LLC 5.2396% 03/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.00 |
| VOLT XCVII LLC 5.2395% 04/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.00 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $2M | – | 0.00 |
| VORNADO REALTY LP 3.4% 06/01/2031 (VORNADO REALTY L P) | Long | Debt | US | $5M | – | 0.01 |
| VOYA 2020 TSFR3M+141.161 07/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| VOYA CLO 2016-3A A1R2 LTD TSFR3M+115 10/18/2031 144A (VOYA CLO 2016-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| VOYA CLO 2017-3A LTD TSFR3M+721.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| VOYA CLO 2018-3 LTD TSFR3M+120 10/15/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| VOYA CLO 2019-2 LLC TSFR3M+120 07/20/2032 144A | Long | ABS-mortgage backed security | KY | $501K | – | 0.00 |
| VOYA CLO 2020-2 LTD/LLC TSFR3M+142.161 07/19/2034 144A (VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.04 |
| VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A (VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| VOYA CLO 2024-1A A1 LTD TSFR3M+152 04/15/2037 144A (VOYA CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| Voya Intermediate Bond I (Voya Funds/USA) | Long | Equity-common | US | $1B | 156M | 3.02 |
| VULCAN MATERIALS CO 4.5% 06/15/2047 | Long | Debt | US | $294K | – | 0.00 |
| VW CREDIT INC CP 0 07/08/2024 | Long | Debt | US | $2M | – | 0.00 |
| VW CREDIT INC CP 0% 06/05/2024 | Long | Debt | US | $674K | – | 0.00 |
| VW CREDIT INC CP 0% 06/10/2024 | Long | Debt | US | $325K | – | 0.00 |
| VW CREDIT INC CP 0% 06/18/2024 | Long | Debt | US | $997K | – | 0.00 |
| VW CREDIT INC CP 0% 07/16/2024 | Long | Debt | US | $794K | – | 0.00 |
| VZ SECURED FINANCING BV 5% 01/15/2032 144A | Long | Debt | NL | $2M | – | 0.00 |
| WACHOVIA CORP STEP 08/01/2026 | Long | Debt | US | $16K | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1 A2 STEP 08/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $962K | – | 0.00 |
| WAMU 07-HY4 1A1 CSTR 4/25/37 (WAMU MTG PASS THROUGH CTF SER 2007 HY4) | Long | ABS-collateralized bond/debt obligation | US | $974K | – | 0.00 |
| WAMU 2003-AR8 A CSTR 8/25/33 (WAMU MTG PASS THROUGH CTFS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| WAMU 2003-AR9 1A6 CSTR 9/33 (WAMU MTG PASS THROUGH CTFS) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| WAMU 2004-AR3 A1 CSTR 6/34 (WAMU MTG PASS THROUGH CTFS) | Long | ABS-collateralized bond/debt obligation | US | $411.31 | – | 0.00 |
| WAMU 2004-AR3 A2 CSTR 6/34 (WAMU MTG PASS THROUGH CTFS) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| WAMU 2004-S2 2A4 5.5 6/34 (WAMU MTG PASS THROUGH CTFS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| WAMU 2005-AR2 2A21 TSFR1M+77.448 1/45 (WAMU MTG PASS THROUGH CTFS) | Long | ABS-collateralized bond/debt obligation | US | $442.69 | – | 0.00 |
| WAMU 2007-OA5 1A 12MTA+75 6/47 (WAMU MTG PASS THROUGH CTFS SER 2007 0A5 TR) | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.00 |
| WAMU ABC WAMU SER 2007 HE2 TR STEP 04/25/2037 (WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR) | Long | ABS-collateralized bond/debt obligation | US | $886K | – | 0.00 |
| WAMU MTG PASS THROUGH CTFS 2006-HE1 2A4 36 | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.00 |
| WAMU MTG PASS THROUGH CTFS STEP 01/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $933K | – | 0.00 |
| WAMU MTG PASS THROUGH CTFS VAR 10/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| WAND NEWCO 3 INC 7.625% 01/30/2032 144A | Long | Debt | US | $149K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $5M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033 | Long | Debt | US | $674K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 | Long | Debt | US | $10M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $11M | – | 0.03 |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 A1A TR STEP 09/25/2036 (WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR) | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.00 |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006-7 A1B TR STEP 09/25/2036 (WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR) | Long | ABS-collateralized bond/debt obligation | US | $567K | – | 0.00 |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 3A1 TR STEP 05/25/2036 (WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 TR) | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.00 |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8 STEP 10/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| WASHINGTON MUT MTG SECS CORP 06-2 3CB 6% 03/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $826K | – | 0.00 |
| WASHINGTON MUT MTG SECS CORP 7% 03/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| WASHINGTON MUT MTG SECS CORP VAR 12/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $387K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST 12MTA+72 12/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 2A TRUST 12MTA+70 01/25/2047 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $448K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST STEP 06/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.00 |
| WASHINGTON UNIVERSITY 3.524% 04/15/2054 | Long | Debt | US | $2M | – | 0.00 |
| WASHINGTON UNIVERSITY 4.349% 04/15/2122 | Long | Debt | US | $2M | – | 0.00 |
| WASTE MANAGEMENT INC DEL 1.5% 03/15/2031 | Long | Debt | US | $64K | – | 0.00 |
| WASTE MANAGEMENT INC DEL 3.9% 03/01/2035 | Long | Debt | US | $92K | – | 0.00 |
| WASTE MANAGEMENT INC DEL 4.625% 02/15/2033 | Long | Debt | US | $185K | – | 0.00 |
| WASTE MANAGEMENT INC DEL CP 0% 06/25/2024 | Long | Debt | US | $996K | – | 0.00 |
| WEC ENERGY GROUP INC 1.8% 10/15/2030 | Long | Debt | US | $690K | – | 0.00 |
| WEC ENERGY GROUP INC 5.6% 09/12/2026 | Long | Debt | US | $231K | – | 0.00 |
| WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 | Long | Debt | US | $997K | – | 0.00 |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A | Long | Debt | US | $300K | – | 0.00 |
| WELK RESORTS 2019-AA C LLC 3.34% 06/15/2038 144A (WELK RESORTS 2019-A LLC) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| WELLS FARGO and CO 7.625%/ VAR PERP | Long | Equity-preferred | US | $168K | – | 0.00 |
| WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026 | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO and CO NEW 2.393/VAR 06/02/2028 | Long | Debt | US | $53K | – | 0.00 |
| WELLS FARGO and CO NEW 2.572/VAR 02/11/2031 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030 | Long | Debt | US | $21M | – | 0.05 |
| WELLS FARGO and CO NEW 3.068/VAR 04/30/2041 | Long | Debt | US | $301K | – | 0.00 |
| WELLS FARGO and CO NEW 3.35%/VAR 3/02/2033 | Long | Debt | US | $4M | – | 0.01 |
| WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028 | Long | Debt | US | $2M | – | 0.01 |
| WELLS FARGO and CO NEW 3.908%/VAR 04/25/2026 | Long | Debt | US | $330K | – | 0.00 |
| WELLS FARGO and CO NEW 3% 10/23/2026 | Long | Debt | US | $357K | – | 0.00 |
| WELLS FARGO and CO NEW 4.3% 07/22/2027 | Long | Debt | US | $21M | – | 0.05 |
| WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | Long | Debt | US | $15M | – | 0.03 |
| WELLS FARGO and CO NEW 4.65% 11/04/2044 | Long | Debt | US | $1M | – | 0.00 |
| WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030 | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | Long | Debt | US | $1M | – | 0.00 |
| WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035 | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | Long | Debt | US | $12M | – | 0.03 |
| WELLS FARGO and CO NEW 5.67%/VAR 04/22/2028 | Long | Debt | US | $6M | – | 0.01 |
| WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 | Long | Debt | US | $13M | – | 0.03 |
| WELLS FARGO and CO NEW 6.419%/VAR 10/23/2034 | Long | Debt | US | $2M | – | 0.00 |
| WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028 | Long | Debt | US | $804K | – | 0.00 |
| WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| WELLS FARGO COML MTG TR 2015-C30 3.664% 09/15/2058 | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| WELLS FARGO COML MTG TR 2016-C34 3.096% 5/15/49 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050 | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| WELLS FARGO COML MTG TR 2017-C38 3.665% 07/15/2050 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051 | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| WELLS FARGO COML MTG TR 2019-C50 XA CSTR 05/15/2052 | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| WELLS FARGO COML MTG TR 2019-C54 ASB 3.063% 12/15/2052 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WELLS FARGO COML MTG TR 2022-ONL 3.862% 12/15/2039 144A | Long | ABS-mortgage backed security | US | $817K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2 3.541% 12/15/2048 | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745 CSTR 06/15/2036 144A (WELLS FARGO COML MTG TR 2018-1745) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 3% 03/15/2052 144A | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.525% 11/15/2054 | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 A3 2.406% 11/15/2054 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A4 2.343% 04/15/2054 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WELLS FARGO MTG BACK SEC 04 K VAR 07/25/2034 (WELLS FARGO MTG BACKED SECS 2004 K TR) | Long | ABS-collateralized bond/debt obligation | US | $971.82 | – | 0.00 |
| WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052 (TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WELLTOWER OP LLC 2.7% 02/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| WELLTOWER OP LLC 2.75% 01/15/2031 | Long | Debt | US | $8M | – | 0.02 |
| WERFENLIFE SA 4.625% 06/06/2028 REGS | Long | Debt | ES | $439K | – | 0.00 |
| WESCO AIRCRAFT HLDGS INC 9% 11/15/2026 144A | Long | Debt | US | $33K | – | 0.00 |
| WESCO DISTRIBUTION INC 6.375% 03/15/2029 144A | Long | Debt | US | $567K | – | 0.00 |
| WESCO DISTRIBUTION INC 6.625% 03/15/2032 144A | Long | Debt | US | $417K | – | 0.00 |
| WESCO DISTRIBUTION INC 7.125% 06/15/2025 144A | Long | Debt | US | $1M | – | 0.00 |
| WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A | Long | Debt | US | $2M | – | 0.00 |
| WESTERN ALLIANCE BANCORPORATN 3/VAR 06/15/2031 | Long | Debt | US | $58K | – | 0.00 |
| Western Asset Core Bond I (WESTERN ASSET FDS INC) | Long | Equity-common | US | $3B | 300M | 7.07 |
| Western Asset Core Plus Bond I (WESTERN ASSET FDS INC) | Long | Equity-common | US | $743M | 81M | 1.68 |
| WESTERN GAS PARTNERS LP 4.65% 07/01/2026 | Long | Debt | US | $2M | – | 0.00 |
| WESTERN GAS PARTNERS LP 4.75% 08/15/2028 | Long | Debt | US | $1M | – | 0.00 |
| WESTGATE RESORTS 2020-1A C LLC 6.213% 03/20/2034 144A (WESTGATE RESORTS 2020-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| WESTINGHOUSE AIR BRAKE TECH CORP 5.611% 03/11/2034 | Long | Debt | US | $356K | – | 0.00 |
| WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028 | Long | Debt | US | $10M | – | 0.02 |
| WESTINGHOUSE TERM B 1LN 01/20/2031 (WEC US HOLDINGS LTD) | Long | Loan | US | $99K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4A D 7.19% 07/16/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.02% 09/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.47% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $5M | – | 0.01 |
| WESTPAC BANKING CORP 5.535% 11/17/2028 | Long | Debt | AU | $204K | – | 0.00 |
| WEYERHAEUSER CO 4% 11/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| WFCM 2015-C31 XA CSTR 11/48 (WELLS FARGO COML MTG TR 2015-C31) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| WFMBS 04-U A1 CSTR 10/34 (WELLS FARGO MTG BK SEC 04 U TR) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| WFRBS 2013-C11 D CSTR 3/45 (WFRBS COML MTG TR 2013-C11) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| WFRBS 2014-C24 XA CSTR 11/47 (WFRBS COML MTG TR 2014-C24) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WHATABRANDS TERM B 1LN 08/03/2028 (WHATABRANDS LLC) | Long | Loan | US | $110K | – | 0.00 |
| WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS | Long | Debt | GB | $832K | – | 0.00 |
| WILLIAM (CARTER) CO 5.625% 03/15/2027 144A | Long | Debt | US | $1M | – | 0.00 |
| WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC TERM B 1LN 05/29/2025 | Long | Loan | US | $290K | – | 0.00 |
| WILLIAMS COS INC 3.5% 11/15/2030 | Long | Debt | US | $10M | – | 0.02 |
| WILLIAMS COS INC 3.75% 06/15/2027 | Long | Debt | US | $2M | – | 0.00 |
| WILLIAMS COS INC 4.65% 08/15/2032 | Long | Debt | US | $6M | – | 0.01 |
| WILLIAMS COS INC 4.9% 01/15/2045 | Long | Debt | US | $1M | – | 0.00 |
| WILLIAMS COS INC 5.1% 09/15/2045 | Long | Debt | US | $95K | – | 0.00 |
| WILLIAMS COS INC 5.3% 08/15/2052 | Long | Debt | US | $1M | – | 0.00 |
| WILLIAMS COS INC 6.3% 04/15/2040 | Long | Debt | US | $570K | – | 0.00 |
| WILLIAMS SCOTSMAN INC 4.625% 08/15/2028 144A | Long | Debt | US | $103K | – | 0.00 |
| WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A | Long | Debt | US | $128K | – | 0.00 |
| WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| WISCONSIN PUBLIC SERVICE CORP 4.752% 11/01/2044 | Long | Debt | US | $27K | – | 0.00 |
| WISCONSIN PWR and LT CO 4.1% 10/15/2044 | Long | Debt | US | $188K | – | 0.00 |
| WMALT 2005-4 CB7 5.5 6/35 (WASHINGTON MUT MTG SECS CORP) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| WMG ACQUISITION CORP 3.875% 07/15/2030 144A | Long | Debt | US | $249K | – | 0.00 |
| WMHE 2007-HE1 2A3 TSFR1M+26.448 1/37 (WAMU ASSET-BACKED CTFS WAMU SER 2007-HE1 TR) | Long | ABS-collateralized bond/debt obligation | US | $735K | – | 0.00 |
| WMHE 2007-HE2 2A3 TSFR1M+25 4/37 (WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR) | Long | ABS-collateralized bond/debt obligation | US | $962K | – | 0.00 |
| WMHE 2007-HE2 2A4 TSFR1M+36 4/37 (WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR) | Long | ABS-collateralized bond/debt obligation | US | $440K | – | 0.00 |
| WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A | Long | Debt | US | $142K | – | 0.00 |
| WORKDAY INC 3.5% 04/01/2027 | Long | Debt | US | $387K | – | 0.00 |
| WORKDAY INC 3.7% 04/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| WORLDPAY TERM B 1LN 01/31/2031 (GTCR W MERGER SUB LLC) | Long | Loan | US | $316K | – | 0.00 |
| WORLDWIDE PLAZA TR 2017-WWP A 3.5263% 11/10/2027 144A | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| WP CAREY INC 2.25% 04/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| WP CAREY INC 2.4% 02/01/2031 | Long | Debt | US | $2M | – | 0.00 |
| WP CAREY INC 3.85% 07/15/2029 | Long | Debt | US | $2M | – | 0.00 |
| WP CAREY INC 4.25% 07/23/2032 | Long | Debt | US | $107K | – | 0.00 |
| WP CAREY INC 4.25% 10/01/2026 | Long | Debt | US | $61K | – | 0.00 |
| WR GRACE HOLDING LLC 4.875% 06/15/2027 144A | Long | Debt | US | $394K | – | 0.00 |
| WR GRACE HOLDING LLC 7.375% 03/01/2031 144A | Long | Debt | US | $41K | – | 0.00 |
| WRKCO INC 4.65% 03/15/2026 | Long | Debt | US | $87K | – | 0.00 |
| WYETH LLC 5.95% 04/01/2037 | Long | Debt | US | $34K | – | 0.00 |
| WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A | Long | Debt | US | $242K | – | 0.00 |
| WYNN MACAU LIMITED 5.5% 01/15/2026 144A | Long | Debt | KY | $1M | – | 0.00 |
| WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $640K | – | 0.00 |
| WYNN RESORTS FIN LLC / CAP CORP 7.125% 02/15/2031 144A (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $847K | – | 0.00 |
| XCEL ENERGY INC 1.75% 03/15/2027 | Long | Debt | US | $797K | – | 0.00 |
| XCEL ENERGY INC 3.4% 06/01/2030 | Long | Debt | US | $58K | – | 0.00 |
| XCEL ENERGY INC 4% 06/15/2028 | Long | Debt | US | $2M | – | 0.00 |
| XEROX HOLDINGS CORP 8.875% 11/30/2029 144A | Long | Debt | US | $174K | – | 0.00 |
| XPO INC 6.25% 06/01/2028 144A | Long | Debt | US | $212K | – | 0.00 |
| XPO INC 7.125% 02/01/2032 144A | Long | Debt | US | $866K | – | 0.00 |
| XPO INC 7.125% 06/01/2031 144A | Long | Debt | US | $658K | – | 0.00 |
| XYLEM INC 1.95% 01/30/2028 | Long | Debt | US | $13K | – | 0.00 |
| YALE UNIVERSITY 2.402% 04/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| YALE-NEW HAVEN HEALTH SERVICES CORPORATION 2.496% 07/01/2050 | Long | Debt | US | $17K | – | 0.00 |
| YUM BRANDS INC 3.625% 03/15/2031 | Long | Debt | US | $374K | – | 0.00 |
| YUM BRANDS INC 4.625% 01/31/2032 | Long | Debt | US | $282K | – | 0.00 |
| YUM BRANDS INC 4.75% 01/15/2030 144A | Long | Debt | US | $267K | – | 0.00 |
| YUM BRANDS INC 5.35% 11/01/2043 | Long | Debt | US | $47K | – | 0.00 |
| YUM BRANDS TERM B 1LN 03/15/2028 (KFC HOLDING CO) | Long | Loan | US | $409K | – | 0.00 |
| ZAYO GROUP HLDGS INC 4% 03/01/2027 144A | Long | Debt | US | $691K | – | 0.00 |
| ZAYO INCREMENTAL TERM 1LN 03/09/2027 (ZAYO GROUP HLDGS INC) | Long | Loan | US | $168K | – | 0.00 |
| ZF FINANCE GMBH 2% 05/06/2027 REGS | Long | Debt | DE | $806K | – | 0.00 |
| ZIGGO BV 4.875% 01/15/2030 144A | Long | Debt | NL | $102K | – | 0.00 |
| ZOETIS INC 2% 05/15/2030 | Long | Debt | US | $144K | – | 0.00 |
| ZOETIS INC 5.6% 11/16/2032 | Long | Debt | US | $144K | – | 0.00 |
| ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS | Long | Debt | IE | $746K | – | 0.00 |
Address
Fidelity Rutland Square Trust II
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
NANCY PRIOR
HAROLD SINGLETON
MARY C FARRELL
HEIDI L STEIGER
CHARLES S MORRISON
KAREN KAPLAN
CHRISTINE MARCKS
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
REFINITIV US HOLDINGS INC
INTERCONTINENTAL EXCHANGE INC
Custodians
BANCO NACIONAL DE MEXICO SA
STANDARD CHARTERED BANK
UBS AG
BNP PARIBAS GREECE
HSBC AUSTRALIA
EUROCLEAR
FIRST ABU DHABI BANK
BANK HAPOALIM BM
Citibank N.A
BANK HANDLOWY W WARSZAWIE SA
Standard Chartered Bank
SEB FINLAND
STATE STREET TRUST COMPANY CANADA
CITIBANK N.A.
UNICREDIT BANK HUNGARY ZRT
THE HONGKONG + SHANGHAI BANKIN
FIRSTRAND BANK LIMITED
CITIBANK MUMBAI
BNP PARIBAS FRANCE
STANDARD CHARTERED BANK
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
SKANDINAVISKA ENSKILDA BANKEN
UNICREDIT BANK AUSTRIA AG
CITIBANK NA
STANDARD CHARTERED BANK
SKANDINAVISKA ENSKILDA BANKEN
CITIBANK SINGAPORE
Citibank Europe Plc
STANDARD CHARTERED BANK
CESKOSLOVENSKA OBCHODNI BANKA
BNP PARIBAS BELGIUM
STATE STREET BANK AND TRUST COMPANY
HSBC NEW ZEALAND
INTESA SANPAOLO SPA
SSB GMBH GERMANY - CBF
HSBC - JAPAN
CITIBANK EUROPE PLC
STANDARD CHARTERED
BNP PARIBAS NETHERLANDS
HSBC BANK (CHINA) COMPANY LIMITED
SEB NORWAY
Standard Chartered Bank
STATE STREET SERVICES (UK) LIMITED
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
BANK OF AMERICA CORPORATION
BARCLAYS PLC
CITIGROUP INC
MORGAN STANLEY
JPMORGAN CHASE and CO
LIQUIDNET HOLDINGS INC
JEFFERIES FINANCIAL GROUP INC
UBS GROUP AG
Instinet LTD
GOLDMAN SACHS GROUP INC (THE)